diagonalize

# File lib/matrix/eigenvalue_decomposition.rb, line 233
    def diagonalize
      #  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.

      1.upto(@size-1) do |i|
        @e[i-1] = @e[i]
      end
      @e[@size-1] = 0.0

      f = 0.0
      tst1 = 0.0
      eps = Float::EPSILON
      @size.times do |l|

        # Find small subdiagonal element

        tst1 = [tst1, @d[l].abs + @e[l].abs].max
        m = l
        while (m < @size) do
          if (@e[m].abs <= eps*tst1)
            break
          end
          m+=1
        end

        # If m == l, @d[l] is an eigenvalue,
        # otherwise, iterate.

        if (m > l)
          iter = 0
          begin
            iter = iter + 1  # (Could check iteration count here.)

            # Compute implicit shift

            g = @d[l]
            p = (@d[l+1] - g) / (2.0 * @e[l])
            r = Math.hypot(p, 1.0)
            if (p < 0)
              r = -r
            end
            @d[l] = @e[l] / (p + r)
            @d[l+1] = @e[l] * (p + r)
            dl1 = @d[l+1]
            h = g - @d[l]
            (l+2).upto(@size-1) do |i|
              @d[i] -= h
            end
            f += h

            # Implicit QL transformation.

            p = @d[m]
            c = 1.0
            c2 = c
            c3 = c
            el1 = @e[l+1]
            s = 0.0
            s2 = 0.0
            (m-1).downto(l) do |i|
              c3 = c2
              c2 = c
              s2 = s
              g = c * @e[i]
              h = c * p
              r = Math.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.

              @size.times do |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
              end
            end
            p = -s * s2 * c3 * el1 * @e[l] / dl1
            @e[l] = s * p
            @d[l] = c * p

            # Check for convergence.

          end while (@e[l].abs > eps*tst1)
        end
        @d[l] = @d[l] + f
        @e[l] = 0.0
      end

      # Sort eigenvalues and corresponding vectors.

      0.upto(@size-2) do |i|
        k = i
        p = @d[i]
        (i+1).upto(@size-1) do |j|
          if (@d[j] < p)
            k = j
            p = @d[j]
          end
        end
        if (k != i)
          @d[k] = @d[i]
          @d[i] = p
          @size.times do |j|
            p = @v[j][i]
            @v[j][i] = @v[j][k]
            @v[j][k] = p
          end
        end
      end
    end