tqli.cpp

这是C++数值算法(第二版)的源代码,其中包含了目前一些比较常用的数值计算的算法.

#include <cmath>
#include "nr.h"
using namespace std;

void NR::tqli(Vec_IO_DP &d, Vec_IO_DP &e, Mat_IO_DP &z)
{
	int m,l,iter,i,k;
	DP s,r,p,g,f,dd,c,b;

	int n=d.size();
	for (i=1;i<n;i++) e[i-1]=e[i];
	e[n-1]=0.0;
	for (l=0;l<n;l++) {
		iter=0;
		do {
			for (m=l;m<n-1;m++) {
				dd=fabs(d[m])+fabs(d[m+1]);
				if (fabs(e[m])+dd == dd) break;
			}
			if (m != l) {
				if (iter++ == 30) nrerror("Too many iterations in tqli");
				g=(d[l+1]-d[l])/(2.0*e[l]);
				r=pythag(g,1.0);
				g=d[m]-d[l]+e[l]/(g+SIGN(r,g));
				s=c=1.0;
				p=0.0;
				for (i=m-1;i>=l;i--) {
					f=s*e[i];
					b=c*e[i];
					e[i+1]=(r=pythag(f,g));
					if (r == 0.0) {
						d[i+1] -= p;
						e[m]=0.0;
						break;
					}
					s=f/r;
					c=g/r;
					g=d[i+1]-p;
					r=(d[i]-g)*s+2.0*c*b;
					d[i+1]=g+(p=s*r);
					g=c*r-b;
					// Next loop can be omitted if eigenvectors not wanted
					for (k=0;k<n;k++) {
						f=z[k][i+1];
						z[k][i+1]=s*z[k][i]+c*f;
						z[k][i]=c*z[k][i]-s*f;
					}
				}
				if (r == 0.0 && i >= l) continue;
				d[l] -= p;
				e[l]=g;
				e[m]=0.0;
			}
		} while (m != l);
	}
}