/* Copyright (c) 2021, NVIDIA CORPORATION. All rights reserved. * * Redistribution and use in source and binary forms, with or without * modification, are permitted provided that the following conditions * are met: * * Redistributions of source code must retain the above copyright * notice, this list of conditions and the following disclaimer. * * Redistributions in binary form must reproduce the above copyright * notice, this list of conditions and the following disclaimer in the * documentation and/or other materials provided with the distribution. * * Neither the name of NVIDIA CORPORATION nor the names of its * contributors may be used to endorse or promote products derived * from this software without specific prior written permission. * * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS ``AS IS'' AND ANY * EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE * IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR * PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR * CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, * EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, * PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR * PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY * OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT * (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE * OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. */ /* Computation of Gerschgorin interval for symmetric, tridiagonal matrix */ #include #include #include #include #include "util.h" #include "gerschgorin.h" //////////////////////////////////////////////////////////////////////////////// //! Compute Gerschgorin interval for symmetric, tridiagonal matrix //! @param d diagonal elements //! @param s superdiagonal elements //! @param n size of matrix //! @param lg lower limit of Gerschgorin interval //! @param ug upper limit of Gerschgorin interval //////////////////////////////////////////////////////////////////////////////// void computeGerschgorin(float *d, float *s, unsigned int n, float &lg, float &ug) { lg = FLT_MAX; ug = -FLT_MAX; // compute bounds for (unsigned int i = 1; i < (n - 1); ++i) { // sum over the absolute values of all elements of row i float sum_abs_ni = fabsf(s[i - 1]) + fabsf(s[i]); lg = min(lg, d[i] - sum_abs_ni); ug = max(ug, d[i] + sum_abs_ni); } // first and last row, only one superdiagonal element // first row lg = min(lg, d[0] - fabsf(s[0])); ug = max(ug, d[0] + fabsf(s[0])); // last row lg = min(lg, d[n - 1] - fabsf(s[n - 2])); ug = max(ug, d[n - 1] + fabsf(s[n - 2])); // increase interval to avoid side effects of fp arithmetic float bnorm = max(fabsf(ug), fabsf(lg)); // these values depend on the implementation of floating count that is // employed in the following float psi_0 = 11 * FLT_EPSILON * bnorm; float psi_n = 11 * FLT_EPSILON * bnorm; lg = lg - bnorm * 2 * n * FLT_EPSILON - psi_0; ug = ug + bnorm * 2 * n * FLT_EPSILON + psi_n; ug = max(lg, ug); }