/* This software was developed by Bruce Hendrickson and Robert Leland *
* at Sandia National Laboratories under US Department of Energy *
* contract DE-AC04-76DP00789 and is copyrighted by Sandia Corporation. */
#include <stdio.h>
#include <math.h>
#include "defs.h"
#include "params.h"
/* NOTE: This should only be called if j >= 2. It returns a residual and
the point where the forward and backward recurrences met. */
/* NOTE: The paper has an error in the residual calculation. And the
heuristic of increasing the cut-off for the local maximum
by a factor of 10 when the residual tolerance is not met
appears to work poorly - letting the recursion run further
to find a bigger local max often results in <less> accurate
results. Static cut-off of 1 (recall we set the first element
to 1) worked better. */
/* Finds eigenvector s of T and returns residual norm. */
double bidir(alpha, beta, j, ritz, s, hurdle)
double *alpha; /* vector of Lanczos scalars */
double *beta; /* vector of Lanczos scalars */
int j; /* number of Lanczos iterations taken */
double ritz; /* approximate eigenvalue of T */
double *s; /* approximate eigenvector of T */
double hurdle; /* hurdle for local maximum in recurrence */
{
int i; /* index */
int k; /* meeting point for bidirect. recurrence */
double sav_val; /* value at meeting point */
int iterate; /* keep iterating? */
double scale; /* scale factor for bidirectional recurrence */
double residual; /* eigen residual */
double sign_normalize(); /* normalizes such that given entry positive */
s[2] = -(alpha[1] - ritz) / beta[2];
i = 3;
iterate = TRUE;
while (i <= j && iterate) {
/* follow the forward recurrence until a local maximum > 1.0 */
s[i] = -((alpha[i - 1] - ritz) * s[i - 1] +
beta[i - 1] * s[i - 2]) / beta[i];
if (fabs(s[i-1]) > hurdle && i>2) {
if (fabs(s[i]) < fabs(s[i-1]) && fabs(s[i-1]) > fabs(s[i-2])) {
iterate = FALSE;
k = i-1;
sav_val = s[k];
}
}
i++;
}
if (!iterate) {
/* we stopped at an intermediate point */
s[j] = 1.0;
s[j - 1] = -(alpha[j] - ritz) / beta[j];
for (i = j; i >= k+2; i--) {
s[i - 2] = -((alpha[i - 1] - ritz) * s[i - 1]
+ beta[i] * s[i]) / beta[i - 1];
}
scale = s[k]/sav_val;
for(i=1; i<=k-1; i++) {
s[i] = s[i] * scale;
}
/* paper gets this expression wrong */
residual = beta[k]*s[k-1] + (alpha[k]-ritz)*s[k] + beta[k+1]*s[k+1];
}
else {
/* we went all the way forward */
residual = (alpha[j] - ritz) * s[j] + beta[j] * s[j-1];
}
residual = fabs(residual) / sign_normalize(s,1,j,j);
return(residual);
}
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