/* * Copyright 1993-2015 NVIDIA Corporation. All rights reserved. * * Please refer to the NVIDIA end user license agreement (EULA) associated * with this source code for terms and conditions that govern your use of * this software. Any use, reproduction, disclosure, or distribution of * this software and related documentation outside the terms of the EULA * is strictly prohibited. * */ /* 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); }