/* $RCSfile$ * $Author: egonw $ * $Date: 2005-11-10 09:52:44f -0600 (Thu, 10 Nov 2005) $ * $Revision: 4255 $ * * Some portions of this file have been modified by Robert Hanson hansonr.at.stolaf.edu 2012-2017 * for use in SwingJS via transpilation into JavaScript using Java2Script. * * Copyright (C) 2003-2005 Miguel, Jmol Development, www.jmol.org * * Contact: jmol-developers@lists.sf.net * * This library is free software; you can redistribute it and/or * modify it under the terms of the GNU Lesser General Public * License as published by the Free Software Foundation; either * version 2.1 of the License, or (at your option) any later version. * * This library is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU * Lesser General Public License for more details. * * You should have received a copy of the GNU Lesser General Public * License along with this library; if not, write to the Free Software * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA. */ package javajs.util; import javajs.api.EigenInterface; /** * Eigenvalues and eigenvectors of a real matrix. * See javajs.api.EigenInterface() as well. * * adapted by Bob Hanson from http://math.nist.gov/javanumerics/jama/ (public * domain); adding quaternion superimposition capability; removing * nonsymmetric reduction to Hessenberg form, which we do not need in Jmol. * * Output is as a set of double[n] columns, but for the EigenInterface * we return them as V3[3] and float[3] (or double[3]) values. * * Eigenvalues and eigenvectors are sorted from smallest to largest eigenvalue. * *
* If A is symmetric, then A = V*D*V' where the eigenvalue matrix D is diagonal * and the eigenvector matrix V is orthogonal. I.e. A = * V.times(D.times(V.transpose())) and V.times(V.transpose()) equals the * identity matrix. *
* If A is not symmetric, then the eigenvalue matrix D is block diagonal with * the real eigenvalues in 1-by-1 blocks and any complex eigenvalues, lambda + * i*mu, in 2-by-2 blocks, [lambda, mu; -mu, lambda]. The columns of V represent * the eigenvectors in the sense that A*V = V*D, i.e. A.times(V) equals * V.times(D). The matrix V may be badly conditioned, or even singular, so the * validity of the equation A = V*D*inverse(V) depends upon V.cond(). **/ public class Eigen implements EigenInterface { /* ------------------------ Public Methods * ------------------------ */ public Eigen() {} public Eigen set(int n) { this.n = n; V = new double[n][n]; d = new double[n]; e = new double[n]; return this; } @Override public Eigen setM(double[][] m) { set(m.length); calc(m); return this; } /** * return values sorted from smallest to largest value. */ @Override public double[] getEigenvalues() { return d; } /** * Specifically for 3x3 systems, returns eigenVectors as V3[3] * and values as float[3]; sorted from smallest to largest value. * * @param eigenVectors returned vectors * @param eigenValues returned values * */ @Override public void fillFloatArrays(V3[] eigenVectors, float[] eigenValues) { for (int i = 0; i < 3; i++) { if (eigenVectors != null) { if (eigenVectors[i] == null) eigenVectors[i] = new V3(); eigenVectors[i].set((float) V[0][i], (float) V[1][i], (float) V[2][i]); } if (eigenValues != null) eigenValues[i] = (float) d[i]; } } /** * Transpose V and turn into floats; sorted from smallest to largest value. * * @return ROWS of eigenvectors f[0], f[1], f[2], etc. */ @Override public float[][] getEigenvectorsFloatTransposed() { float[][] f = new float[n][n]; for (int i = n; --i >= 0;) for (int j = n; --j >= 0;) f[j][i] = (float) V[i][j]; return f; } /** * Check for symmetry, then construct the eigenvalue decomposition * * @param A * Square matrix */ public void calc(double[][] A) { /* Jmol only has need of symmetric solutions * issymmetric = true; for (int j = 0; (j < n) & issymmetric; j++) { for (int i = 0; (i < n) & issymmetric; i++) { issymmetric = (A[i][j] == A[j][i]); } } if (issymmetric) { */ for (int i = 0; i < n; i++) { for (int j = 0; j < n; j++) { V[i][j] = A[i][j]; } } // Tridiagonalize. tred2(); // Diagonalize. tql2(); /* } else { H = new double[n][n]; ort = new double[n]; for (int j = 0; j < n; j++) { for (int i = 0; i < n; i++) { H[i][j] = A[i][j]; } } // Reduce to Hessenberg form. orthes(); // Reduce Hessenberg to real Schur form. hqr2(); } */ } /** * Return the real parts of the eigenvalues * * @return real(diag(D)) */ public double[] getRealEigenvalues() { return d; } /** * Return the imaginary parts of the eigenvalues * * @return imag(diag(D)) */ public double[] getImagEigenvalues() { return e; } /* ------------------------ Class variables * ------------------------ */ /** * Row and column dimension (square matrix). * * @serial matrix dimension. */ private int n = 3; /** * Symmetry flag. * * @serial internal symmetry flag. */ //private boolean issymmetric = true; /** * Arrays for internal storage of eigenvalues. * * @serial internal storage of eigenvalues. */ private double[] d, e; /** * Array for internal storage of eigenvectors. * * @serial internal storage of eigenvectors. */ private double[][] V; /** * Array for internal storage of nonsymmetric Hessenberg form. * * @serial internal storage of nonsymmetric Hessenberg form. */ //private double[][] H; /** * Working storage for nonsymmetric algorithm. * * @serial working storage for nonsymmetric algorithm. */ //private double[] ort; /* ------------------------ Private Methods * ------------------------ */ // Symmetric Householder reduction to tridiagonal form. private void tred2() { // This is derived from the Algol procedures tred2 by // Bowdler, Martin, Reinsch, and Wilkinson, Handbook for // Auto. Comp., Vol.ii-Linear Algebra, and the corresponding // Fortran subroutine in EISPACK. for (int j = 0; j < n; j++) { d[j] = V[n - 1][j]; } // Householder reduction to tridiagonal form. for (int i = n - 1; i > 0; i--) { // Scale to avoid under/overflow. double scale = 0.0; double h = 0.0; for (int k = 0; k < i; k++) { scale = scale + Math.abs(d[k]); } if (scale == 0.0) { e[i] = d[i - 1]; for (int j = 0; j < i; j++) { d[j] = V[i - 1][j]; V[i][j] = 0.0; V[j][i] = 0.0; } } else { // Generate Householder vector. for (int k = 0; k < i; k++) { d[k] /= scale; h += d[k] * d[k]; } double f = d[i - 1]; double g = Math.sqrt(h); if (f > 0) { g = -g; } e[i] = scale * g; h = h - f * g; d[i - 1] = f - g; for (int j = 0; j < i; j++) { e[j] = 0.0; } // Apply similarity transformation to remaining columns. for (int j = 0; j < i; j++) { f = d[j]; V[j][i] = f; g = e[j] + V[j][j] * f; for (int k = j + 1; k <= i - 1; k++) { g += V[k][j] * d[k]; e[k] += V[k][j] * f; } e[j] = g; } f = 0.0; for (int j = 0; j < i; j++) { e[j] /= h; f += e[j] * d[j]; } double hh = f / (h + h); for (int j = 0; j < i; j++) { e[j] -= hh * d[j]; } for (int j = 0; j < i; j++) { f = d[j]; g = e[j]; for (int k = j; k <= i - 1; k++) { V[k][j] -= (f * e[k] + g * d[k]); } d[j] = V[i - 1][j]; V[i][j] = 0.0; } } d[i] = h; } // Accumulate transformations. for (int i = 0; i < n - 1; i++) { V[n - 1][i] = V[i][i]; V[i][i] = 1.0; double h = d[i + 1]; if (h != 0.0) { for (int k = 0; k <= i; k++) { d[k] = V[k][i + 1] / h; } for (int j = 0; j <= i; j++) { double g = 0.0; for (int k = 0; k <= i; k++) { g += V[k][i + 1] * V[k][j]; } for (int k = 0; k <= i; k++) { V[k][j] -= g * d[k]; } } } for (int k = 0; k <= i; k++) { V[k][i + 1] = 0.0; } } for (int j = 0; j < n; j++) { d[j] = V[n - 1][j]; V[n - 1][j] = 0.0; } V[n - 1][n - 1] = 1.0; e[0] = 0.0; } // Symmetric tridiagonal QL algorithm. private void tql2() { // This is derived from the Algol procedures tql2, by // Bowdler, Martin, Reinsch, and Wilkinson, Handbook for // Auto. Comp., Vol.ii-Linear Algebra, and the corresponding // Fortran subroutine in EISPACK. for (int i = 1; i < n; i++) { e[i - 1] = e[i]; } e[n - 1] = 0.0; double f = 0.0; double tst1 = 0.0; double eps = Math.pow(2.0, -52.0); for (int l = 0; l < n; l++) { // Find small subdiagonal element tst1 = Math.max(tst1, Math.abs(d[l]) + Math.abs(e[l])); int m = l; while (m < n) { if (Math.abs(e[m]) <= eps * tst1) { break; } m++; } // If m == l, d[l] is an eigenvalue, // otherwise, iterate. if (m > l) { int iter = 0; do { iter = iter + 1; // (Could check iteration count here.) // Compute implicit shift double g = d[l]; double p = (d[l + 1] - g) / (2.0 * e[l]); double r = hypot(p, 1.0); if (p < 0) { r = -r; } d[l] = e[l] / (p + r); d[l + 1] = e[l] * (p + r); double dl1 = d[l + 1]; double h = g - d[l]; for (int i = l + 2; i < n; i++) { d[i] -= h; } f = f + h; // Implicit QL transformation. p = d[m]; double c = 1.0; double c2 = c; double c3 = c; double el1 = e[l + 1]; double s = 0.0; double s2 = 0.0; for (int i = m - 1; i >= l; i--) { c3 = c2; c2 = c; s2 = s; g = c * e[i]; h = c * p; r = hypot(p, e[i]); e[i + 1] = s * r; s = e[i] / r; c = p / r; p = c * d[i] - s * g; d[i + 1] = h + s * (c * g + s * d[i]); // Accumulate transformation. for (int k = 0; k < n; k++) { h = V[k][i + 1]; V[k][i + 1] = s * V[k][i] + c * h; V[k][i] = c * V[k][i] - s * h; } } p = -s * s2 * c3 * el1 * e[l] / dl1; e[l] = s * p; d[l] = c * p; // Check for convergence. } while (Math.abs(e[l]) > eps * tst1); } d[l] = d[l] + f; e[l] = 0.0; } // Sort eigenvalues and corresponding vectors. for (int i = 0; i < n - 1; i++) { int k = i; double p = d[i]; for (int j = i + 1; j < n; j++) { if (d[j] < p) { k = j; p = d[j]; } } if (k != i) { d[k] = d[i]; d[i] = p; for (int j = 0; j < n; j++) { p = V[j][i]; V[j][i] = V[j][k]; V[j][k] = p; } } } } private static double hypot(double a, double b) { // sqrt(a^2 + b^2) without under/overflow. double r; if (Math.abs(a) > Math.abs(b)) { r = b / a; r = Math.abs(a) * Math.sqrt(1 + r * r); } else if (b != 0) { r = a / b; r = Math.abs(b) * Math.sqrt(1 + r * r); } else { r = 0.0; } return r; } // Nonsymmetric reduction to Hessenberg form. /* private void orthes() { // This is derived from the Algol procedures orthes and ortran, // by Martin and Wilkinson, Handbook for Auto. Comp., // Vol.ii-Linear Algebra, and the corresponding // Fortran subroutines in EISPACK. int low = 0; int high = n - 1; for (int m = low + 1; m <= high - 1; m++) { // Scale column. double scale = 0.0; for (int i = m; i <= high; i++) { scale = scale + Math.abs(H[i][m - 1]); } if (scale != 0.0) { // Compute Householder transformation. double h = 0.0; for (int i = high; i >= m; i--) { ort[i] = H[i][m - 1] / scale; h += ort[i] * ort[i]; } double g = Math.sqrt(h); if (ort[m] > 0) { g = -g; } h = h - ort[m] * g; ort[m] = ort[m] - g; // Apply Householder similarity transformation // H = (I-u*u'/h)*H*(I-u*u')/h) for (int j = m; j < n; j++) { double f = 0.0; for (int i = high; i >= m; i--) { f += ort[i] * H[i][j]; } f = f / h; for (int i = m; i <= high; i++) { H[i][j] -= f * ort[i]; } } for (int i = 0; i <= high; i++) { double f = 0.0; for (int j = high; j >= m; j--) { f += ort[j] * H[i][j]; } f = f / h; for (int j = m; j <= high; j++) { H[i][j] -= f * ort[j]; } } ort[m] = scale * ort[m]; H[m][m - 1] = scale * g; } } // Accumulate transformations (Algol's ortran). for (int i = 0; i < n; i++) { for (int j = 0; j < n; j++) { V[i][j] = (i == j ? 1.0 : 0.0); } } for (int m = high - 1; m >= low + 1; m--) { if (H[m][m - 1] != 0.0) { for (int i = m + 1; i <= high; i++) { ort[i] = H[i][m - 1]; } for (int j = m; j <= high; j++) { double g = 0.0; for (int i = m; i <= high; i++) { g += ort[i] * V[i][j]; } // Double division avoids possible underflow g = (g / ort[m]) / H[m][m - 1]; for (int i = m; i <= high; i++) { V[i][j] += g * ort[i]; } } } } } // Complex scalar division. private transient double cdivr, cdivi; private void cdiv(double xr, double xi, double yr, double yi) { double r, d; if (Math.abs(yr) > Math.abs(yi)) { r = yi / yr; d = yr + r * yi; cdivr = (xr + r * xi) / d; cdivi = (xi - r * xr) / d; } else { r = yr / yi; d = yi + r * yr; cdivr = (r * xr + xi) / d; cdivi = (r * xi - xr) / d; } } // Nonsymmetric reduction from Hessenberg to real Schur form. private void hqr2() { // This is derived from the Algol procedure hqr2, // by Martin and Wilkinson, Handbook for Auto. Comp., // Vol.ii-Linear Algebra, and the corresponding // Fortran subroutine in EISPACK. // Initialize int nn = this.n; int n = nn - 1; int low = 0; int high = nn - 1; double eps = Math.pow(2.0, -52.0); double exshift = 0.0; double p = 0, q = 0, r = 0, s = 0, z = 0, t, w, x, y; // Store roots isolated by balanc and compute matrix norm double norm = 0.0; for (int i = 0; i < nn; i++) { if (i < low || i > high) { d[i] = H[i][i]; e[i] = 0.0; } for (int j = Math.max(i - 1, 0); j < nn; j++) { norm = norm + Math.abs(H[i][j]); } } // Outer loop over eigenvalue index int iter = 0; while (n >= low) { // Look for single small sub-diagonal element int l = n; while (l > low) { s = Math.abs(H[l - 1][l - 1]) + Math.abs(H[l][l]); if (s == 0.0) { s = norm; } if (Math.abs(H[l][l - 1]) < eps * s) { break; } l--; } // Check for convergence // One root found if (l == n) { H[n][n] = H[n][n] + exshift; d[n] = H[n][n]; e[n] = 0.0; n--; iter = 0; // Two roots found } else if (l == n - 1) { w = H[n][n - 1] * H[n - 1][n]; p = (H[n - 1][n - 1] - H[n][n]) / 2.0; q = p * p + w; z = Math.sqrt(Math.abs(q)); H[n][n] = H[n][n] + exshift; H[n - 1][n - 1] = H[n - 1][n - 1] + exshift; x = H[n][n]; // Real pair if (q >= 0) { if (p >= 0) { z = p + z; } else { z = p - z; } d[n - 1] = x + z; d[n] = d[n - 1]; if (z != 0.0) { d[n] = x - w / z; } e[n - 1] = 0.0; e[n] = 0.0; x = H[n][n - 1]; s = Math.abs(x) + Math.abs(z); p = x / s; q = z / s; r = Math.sqrt(p * p + q * q); p = p / r; q = q / r; // Row modification for (int j = n - 1; j < nn; j++) { z = H[n - 1][j]; H[n - 1][j] = q * z + p * H[n][j]; H[n][j] = q * H[n][j] - p * z; } // Column modification for (int i = 0; i <= n; i++) { z = H[i][n - 1]; H[i][n - 1] = q * z + p * H[i][n]; H[i][n] = q * H[i][n] - p * z; } // Accumulate transformations for (int i = low; i <= high; i++) { z = V[i][n - 1]; V[i][n - 1] = q * z + p * V[i][n]; V[i][n] = q * V[i][n] - p * z; } // Complex pair } else { d[n - 1] = x + p; d[n] = x + p; e[n - 1] = z; e[n] = -z; } n = n - 2; iter = 0; // No convergence yet } else { // Form shift x = H[n][n]; y = 0.0; w = 0.0; if (l < n) { y = H[n - 1][n - 1]; w = H[n][n - 1] * H[n - 1][n]; } // Wilkinson's original ad hoc shift if (iter == 10) { exshift += x; for (int i = low; i <= n; i++) { H[i][i] -= x; } s = Math.abs(H[n][n - 1]) + Math.abs(H[n - 1][n - 2]); x = y = 0.75 * s; w = -0.4375 * s * s; } // MATLAB's new ad hoc shift if (iter == 30) { s = (y - x) / 2.0; s = s * s + w; if (s > 0) { s = Math.sqrt(s); if (y < x) { s = -s; } s = x - w / ((y - x) / 2.0 + s); for (int i = low; i <= n; i++) { H[i][i] -= s; } exshift += s; x = y = w = 0.964; } } iter = iter + 1; // (Could check iteration count here.) // Look for two consecutive small sub-diagonal elements int m = n - 2; while (m >= l) { z = H[m][m]; r = x - z; s = y - z; p = (r * s - w) / H[m + 1][m] + H[m][m + 1]; q = H[m + 1][m + 1] - z - r - s; r = H[m + 2][m + 1]; s = Math.abs(p) + Math.abs(q) + Math.abs(r); p = p / s; q = q / s; r = r / s; if (m == l) { break; } if (Math.abs(H[m][m - 1]) * (Math.abs(q) + Math.abs(r)) < eps * (Math.abs(p) * (Math.abs(H[m - 1][m - 1]) + Math.abs(z) + Math .abs(H[m + 1][m + 1])))) { break; } m--; } for (int i = m + 2; i <= n; i++) { H[i][i - 2] = 0.0; if (i > m + 2) { H[i][i - 3] = 0.0; } } // Double QR step involving rows l:n and columns m:n for (int k = m; k <= n - 1; k++) { boolean notlast = (k != n - 1); if (k != m) { p = H[k][k - 1]; q = H[k + 1][k - 1]; r = (notlast ? H[k + 2][k - 1] : 0.0); x = Math.abs(p) + Math.abs(q) + Math.abs(r); if (x != 0.0) { p = p / x; q = q / x; r = r / x; } } if (x == 0.0) { break; } s = Math.sqrt(p * p + q * q + r * r); if (p < 0) { s = -s; } if (s != 0) { if (k != m) { H[k][k - 1] = -s * x; } else if (l != m) { H[k][k - 1] = -H[k][k - 1]; } p = p + s; x = p / s; y = q / s; z = r / s; q = q / p; r = r / p; // Row modification for (int j = k; j < nn; j++) { p = H[k][j] + q * H[k + 1][j]; if (notlast) { p = p + r * H[k + 2][j]; H[k + 2][j] = H[k + 2][j] - p * z; } H[k][j] = H[k][j] - p * x; H[k + 1][j] = H[k + 1][j] - p * y; } // Column modification for (int i = 0; i <= Math.min(n, k + 3); i++) { p = x * H[i][k] + y * H[i][k + 1]; if (notlast) { p = p + z * H[i][k + 2]; H[i][k + 2] = H[i][k + 2] - p * r; } H[i][k] = H[i][k] - p; H[i][k + 1] = H[i][k + 1] - p * q; } // Accumulate transformations for (int i = low; i <= high; i++) { p = x * V[i][k] + y * V[i][k + 1]; if (notlast) { p = p + z * V[i][k + 2]; V[i][k + 2] = V[i][k + 2] - p * r; } V[i][k] = V[i][k] - p; V[i][k + 1] = V[i][k + 1] - p * q; } } // (s != 0) } // k loop } // check convergence } // while (n >= low) // Backsubstitute to find vectors of upper triangular form if (norm == 0.0) { return; } for (n = nn - 1; n >= 0; n--) { p = d[n]; q = e[n]; // Real vector if (q == 0) { int l = n; H[n][n] = 1.0; for (int i = n - 1; i >= 0; i--) { w = H[i][i] - p; r = 0.0; for (int j = l; j <= n; j++) { r = r + H[i][j] * H[j][n]; } if (e[i] < 0.0) { z = w; s = r; } else { l = i; if (e[i] == 0.0) { if (w != 0.0) { H[i][n] = -r / w; } else { H[i][n] = -r / (eps * norm); } // Solve real equations } else { x = H[i][i + 1]; y = H[i + 1][i]; q = (d[i] - p) * (d[i] - p) + e[i] * e[i]; t = (x * s - z * r) / q; H[i][n] = t; if (Math.abs(x) > Math.abs(z)) { H[i + 1][n] = (-r - w * t) / x; } else { H[i + 1][n] = (-s - y * t) / z; } } // Overflow control t = Math.abs(H[i][n]); if ((eps * t) * t > 1) { for (int j = i; j <= n; j++) { H[j][n] = H[j][n] / t; } } } } // Complex vector } else if (q < 0) { int l = n - 1; // Last vector component imaginary so matrix is triangular if (Math.abs(H[n][n - 1]) > Math.abs(H[n - 1][n])) { H[n - 1][n - 1] = q / H[n][n - 1]; H[n - 1][n] = -(H[n][n] - p) / H[n][n - 1]; } else { cdiv(0.0, -H[n - 1][n], H[n - 1][n - 1] - p, q); H[n - 1][n - 1] = cdivr; H[n - 1][n] = cdivi; } H[n][n - 1] = 0.0; H[n][n] = 1.0; for (int i = n - 2; i >= 0; i--) { double ra, sa, vr, vi; ra = 0.0; sa = 0.0; for (int j = l; j <= n; j++) { ra = ra + H[i][j] * H[j][n - 1]; sa = sa + H[i][j] * H[j][n]; } w = H[i][i] - p; if (e[i] < 0.0) { z = w; r = ra; s = sa; } else { l = i; if (e[i] == 0) { cdiv(-ra, -sa, w, q); H[i][n - 1] = cdivr; H[i][n] = cdivi; } else { // Solve complex equations x = H[i][i + 1]; y = H[i + 1][i]; vr = (d[i] - p) * (d[i] - p) + e[i] * e[i] - q * q; vi = (d[i] - p) * 2.0 * q; if (vr == 0.0 & vi == 0.0) { vr = eps * norm * (Math.abs(w) + Math.abs(q) + Math.abs(x) + Math.abs(y) + Math .abs(z)); } cdiv(x * r - z * ra + q * sa, x * s - z * sa - q * ra, vr, vi); H[i][n - 1] = cdivr; H[i][n] = cdivi; if (Math.abs(x) > (Math.abs(z) + Math.abs(q))) { H[i + 1][n - 1] = (-ra - w * H[i][n - 1] + q * H[i][n]) / x; H[i + 1][n] = (-sa - w * H[i][n] - q * H[i][n - 1]) / x; } else { cdiv(-r - y * H[i][n - 1], -s - y * H[i][n], z, q); H[i + 1][n - 1] = cdivr; H[i + 1][n] = cdivi; } } // Overflow control t = Math.max(Math.abs(H[i][n - 1]), Math.abs(H[i][n])); if ((eps * t) * t > 1) { for (int j = i; j <= n; j++) { H[j][n - 1] = H[j][n - 1] / t; H[j][n] = H[j][n] / t; } } } } } } // Vectors of isolated roots for (int i = 0; i < nn; i++) { if (i < low || i > high) { for (int j = i; j < nn; j++) { V[i][j] = H[i][j]; } } } // Back transformation to get eigenvectors of original matrix for (int j = nn - 1; j >= low; j--) { for (int i = low; i <= high; i++) { z = 0.0; for (int k = low; k <= Math.min(j, high); k++) { z = z + V[i][k] * H[k][j]; } V[i][j] = z; } } } */ }