Mercurial > hg > octave-lyh
annotate src/DLD-FUNCTIONS/qz.cc @ 14138:72c96de7a403 stable
maint: update copyright notices for 2012
author | John W. Eaton <jwe@octave.org> |
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date | Mon, 02 Jan 2012 14:25:41 -0500 |
parents | 4ffea87ad71b |
children | 97883071e8e4 |
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3183 | 1 /* |
2 | |
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3 Copyright (C) 1998-2012 A. S. Hodel |
3183 | 4 |
5 This file is part of Octave. | |
6 | |
7 Octave is free software; you can redistribute it and/or modify it | |
8 under the terms of the GNU General Public License as published by the | |
7016 | 9 Free Software Foundation; either version 3 of the License, or (at your |
10 option) any later version. | |
3183 | 11 |
12 Octave is distributed in the hope that it will be useful, but WITHOUT | |
13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
15 for more details. | |
16 | |
17 You should have received a copy of the GNU General Public License | |
7016 | 18 along with Octave; see the file COPYING. If not, see |
19 <http://www.gnu.org/licenses/>. | |
3183 | 20 |
21 */ | |
22 | |
23 // Generalized eigenvalue balancing via LAPACK | |
3911 | 24 |
25 // Author: A. S. Hodel <scotte@eng.auburn.edu> | |
3183 | 26 |
27 #undef DEBUG | |
28 #undef DEBUG_SORT | |
29 #undef DEBUG_EIG | |
30 | |
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31 #ifdef HAVE_CONFIG_H |
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32 #include <config.h> |
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33 #endif |
3183 | 34 |
35 #include <cfloat> | |
4051 | 36 |
3523 | 37 #include <iostream> |
4051 | 38 #include <iomanip> |
3183 | 39 |
40 #include "CmplxQRP.h" | |
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41 #include "CmplxQR.h" |
3183 | 42 #include "dbleQR.h" |
4153 | 43 #include "f77-fcn.h" |
7231 | 44 #include "lo-math.h" |
4153 | 45 #include "quit.h" |
46 | |
3183 | 47 #include "defun-dld.h" |
48 #include "error.h" | |
49 #include "gripes.h" | |
50 #include "oct-obj.h" | |
51 #include "oct-map.h" | |
52 #include "ov.h" | |
53 #include "pager.h" | |
3185 | 54 #if defined (DEBUG) || defined (DEBUG_SORT) |
3183 | 55 #include "pr-output.h" |
56 #endif | |
57 #include "symtab.h" | |
58 #include "utils.h" | |
59 #include "variables.h" | |
60 | |
5275 | 61 typedef octave_idx_type (*sort_function) (const octave_idx_type& LSIZE, const double& ALPHA, |
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62 const double& BETA, const double& S, |
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63 const double& P); |
3183 | 64 |
65 extern "C" | |
66 { | |
4552 | 67 F77_RET_T |
68 F77_FUNC (dggbal, DGGBAL) (F77_CONST_CHAR_ARG_DECL, | |
10311 | 69 const octave_idx_type& N, double* A, |
70 const octave_idx_type& LDA, double* B, | |
71 const octave_idx_type& LDB, octave_idx_type& ILO, | |
72 octave_idx_type& IHI, double* LSCALE, | |
73 double* RSCALE, double* WORK, | |
74 octave_idx_type& INFO | |
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75 F77_CHAR_ARG_LEN_DECL); |
3183 | 76 |
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77 F77_RET_T |
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78 F77_FUNC (zggbal, ZGGBAL) (F77_CONST_CHAR_ARG_DECL, |
10311 | 79 const octave_idx_type& N, Complex* A, |
80 const octave_idx_type& LDA, Complex* B, | |
81 const octave_idx_type& LDB, octave_idx_type& ILO, | |
82 octave_idx_type& IHI, double* LSCALE, | |
83 double* RSCALE, double* WORK, | |
84 octave_idx_type& INFO | |
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85 F77_CHAR_ARG_LEN_DECL); |
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86 |
4552 | 87 F77_RET_T |
88 F77_FUNC (dggbak, DGGBAK) (F77_CONST_CHAR_ARG_DECL, | |
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89 F77_CONST_CHAR_ARG_DECL, |
10311 | 90 const octave_idx_type& N, |
91 const octave_idx_type& ILO, | |
92 const octave_idx_type& IHI, | |
93 const double* LSCALE, const double* RSCALE, | |
94 octave_idx_type& M, double* V, | |
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95 const octave_idx_type& LDV, octave_idx_type& INFO |
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96 F77_CHAR_ARG_LEN_DECL |
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97 F77_CHAR_ARG_LEN_DECL); |
3183 | 98 |
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99 F77_RET_T |
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100 F77_FUNC (zggbak, ZGGBAK) (F77_CONST_CHAR_ARG_DECL, |
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101 F77_CONST_CHAR_ARG_DECL, |
10311 | 102 const octave_idx_type& N, |
103 const octave_idx_type& ILO, | |
104 const octave_idx_type& IHI, | |
105 const double* LSCALE, const double* RSCALE, | |
106 octave_idx_type& M, Complex* V, | |
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107 const octave_idx_type& LDV, octave_idx_type& INFO |
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108 F77_CHAR_ARG_LEN_DECL |
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109 F77_CHAR_ARG_LEN_DECL); |
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110 |
4552 | 111 F77_RET_T |
112 F77_FUNC (dgghrd, DGGHRD) (F77_CONST_CHAR_ARG_DECL, | |
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113 F77_CONST_CHAR_ARG_DECL, |
10311 | 114 const octave_idx_type& N, |
115 const octave_idx_type& ILO, | |
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116 const octave_idx_type& IHI, double* A, |
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117 const octave_idx_type& LDA, double* B, |
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118 const octave_idx_type& LDB, double* Q, |
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119 const octave_idx_type& LDQ, double* Z, |
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120 const octave_idx_type& LDZ, octave_idx_type& INFO |
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121 F77_CHAR_ARG_LEN_DECL |
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122 F77_CHAR_ARG_LEN_DECL); |
3183 | 123 |
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124 F77_RET_T |
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125 F77_FUNC (zgghrd, ZGGHRD) (F77_CONST_CHAR_ARG_DECL, |
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126 F77_CONST_CHAR_ARG_DECL, |
10311 | 127 const octave_idx_type& N, |
128 const octave_idx_type& ILO, | |
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129 const octave_idx_type& IHI, Complex* A, |
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130 const octave_idx_type& LDA, Complex* B, |
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131 const octave_idx_type& LDB, Complex* Q, |
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132 const octave_idx_type& LDQ, Complex* Z, |
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133 const octave_idx_type& LDZ, octave_idx_type& INFO |
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134 F77_CHAR_ARG_LEN_DECL |
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135 F77_CHAR_ARG_LEN_DECL); |
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136 |
4552 | 137 F77_RET_T |
138 F77_FUNC (dhgeqz, DHGEQZ) (F77_CONST_CHAR_ARG_DECL, | |
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139 F77_CONST_CHAR_ARG_DECL, |
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140 F77_CONST_CHAR_ARG_DECL, |
10311 | 141 const octave_idx_type& N, |
142 const octave_idx_type& ILO, | |
143 const octave_idx_type& IHI, | |
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144 double* A, const octave_idx_type& LDA, double* B, |
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145 const octave_idx_type& LDB, double* ALPHAR, |
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146 double* ALPHAI, double* BETA, double* Q, |
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147 const octave_idx_type& LDQ, double* Z, |
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148 const octave_idx_type& LDZ, double* WORK, |
10311 | 149 const octave_idx_type& LWORK, |
150 octave_idx_type& INFO | |
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151 F77_CHAR_ARG_LEN_DECL |
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152 F77_CHAR_ARG_LEN_DECL |
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153 F77_CHAR_ARG_LEN_DECL); |
3183 | 154 |
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155 F77_RET_T |
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156 F77_FUNC (zhgeqz, ZHGEQZ) (F77_CONST_CHAR_ARG_DECL, |
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157 F77_CONST_CHAR_ARG_DECL, |
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158 F77_CONST_CHAR_ARG_DECL, |
10311 | 159 const octave_idx_type& N, |
160 const octave_idx_type& ILO, | |
161 const octave_idx_type& IHI, | |
162 Complex* A, const octave_idx_type& LDA, | |
163 Complex* B, const octave_idx_type& LDB, | |
164 Complex* ALPHA, Complex* BETA, Complex* CQ, | |
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165 const octave_idx_type& LDQ, |
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166 Complex* CZ, const octave_idx_type& LDZ, |
10311 | 167 Complex* WORK, const octave_idx_type& LWORK, |
168 double* RWORK, octave_idx_type& INFO | |
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169 F77_CHAR_ARG_LEN_DECL |
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170 F77_CHAR_ARG_LEN_DECL |
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171 F77_CHAR_ARG_LEN_DECL); |
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172 |
4552 | 173 F77_RET_T |
10311 | 174 F77_FUNC (dlag2, DLAG2) (const double* A, const octave_idx_type& LDA, |
175 const double* B, const octave_idx_type& LDB, | |
176 const double& SAFMIN, double& SCALE1, | |
177 double& SCALE2, double& WR1, double& WR2, | |
178 double& WI); | |
3183 | 179 |
180 // Van Dooren's code (netlib.org: toms/590) for reordering | |
181 // GEP. Only processes Z, not Q. | |
4552 | 182 F77_RET_T |
10311 | 183 F77_FUNC (dsubsp, DSUBSP) (const octave_idx_type& NMAX, |
184 const octave_idx_type& N, double* A, | |
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185 double* B, double* Z, sort_function, |
10311 | 186 const double& EPS, octave_idx_type& NDIM, |
187 octave_idx_type& FAIL, octave_idx_type* IND); | |
3183 | 188 |
10311 | 189 // Documentation for DTGEVC incorrectly states that VR, VL are |
3183 | 190 // complex*16; they are declared in DTGEVC as double precision |
10311 | 191 // (probably a cut and paste problem fro ZTGEVC). |
4552 | 192 F77_RET_T |
193 F77_FUNC (dtgevc, DTGEVC) (F77_CONST_CHAR_ARG_DECL, | |
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194 F77_CONST_CHAR_ARG_DECL, |
10311 | 195 octave_idx_type* SELECT, |
196 const octave_idx_type& N, double* A, | |
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197 const octave_idx_type& LDA, double* B, |
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198 const octave_idx_type& LDB, double* VL, |
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199 const octave_idx_type& LDVL, double* VR, |
10311 | 200 const octave_idx_type& LDVR, |
201 const octave_idx_type& MM, octave_idx_type& M, | |
202 double* WORK, octave_idx_type& INFO | |
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203 F77_CHAR_ARG_LEN_DECL |
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204 F77_CHAR_ARG_LEN_DECL); |
3183 | 205 |
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206 F77_RET_T |
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207 F77_FUNC (ztgevc, ZTGEVC) (F77_CONST_CHAR_ARG_DECL, |
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208 F77_CONST_CHAR_ARG_DECL, |
10311 | 209 octave_idx_type* SELECT, |
210 const octave_idx_type& N, const Complex* A, | |
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211 const octave_idx_type& LDA,const Complex* B, |
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212 const octave_idx_type& LDB, Complex* xVL, |
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213 const octave_idx_type& LDVL, Complex* xVR, |
10311 | 214 const octave_idx_type& LDVR, |
215 const octave_idx_type& MM, octave_idx_type& M, | |
216 Complex* CWORK, double* RWORK, | |
217 octave_idx_type& INFO | |
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218 F77_CHAR_ARG_LEN_DECL |
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219 F77_CHAR_ARG_LEN_DECL); |
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220 |
4552 | 221 F77_RET_T |
222 F77_FUNC (xdlamch, XDLAMCH) (F77_CONST_CHAR_ARG_DECL, | |
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223 double& retval |
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224 F77_CHAR_ARG_LEN_DECL); |
3185 | 225 |
4552 | 226 F77_RET_T |
227 F77_FUNC (xdlange, XDLANGE) (F77_CONST_CHAR_ARG_DECL, | |
10311 | 228 const octave_idx_type&, |
229 const octave_idx_type&, const double*, | |
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230 const octave_idx_type&, double*, double& |
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231 F77_CHAR_ARG_LEN_DECL); |
3183 | 232 } |
233 | |
234 // fcrhp, fin, fout, folhp: | |
235 // routines for ordering of generalized eigenvalues | |
236 // return 1 if test is passed, 0 otherwise | |
237 // fin: |lambda| < 1 | |
238 // fout: |lambda| >= 1 | |
239 // fcrhp: real(lambda) >= 0 | |
240 // folhp: real(lambda) < 0 | |
241 | |
5275 | 242 static octave_idx_type |
243 fcrhp (const octave_idx_type& lsize, const double& alpha, | |
3185 | 244 const double& beta, const double& s, const double&) |
3183 | 245 { |
3185 | 246 if (lsize == 1) |
10311 | 247 return (alpha * beta >= 0 ? 1 : -1); |
3185 | 248 else |
3183 | 249 return (s >= 0 ? 1 : -1); |
250 } | |
3185 | 251 |
5275 | 252 static octave_idx_type |
253 fin (const octave_idx_type& lsize, const double& alpha, | |
3185 | 254 const double& beta, const double&, const double& p) |
3183 | 255 { |
5275 | 256 octave_idx_type retval; |
3183 | 257 |
3185 | 258 if (lsize == 1) |
259 retval = (fabs (alpha) < fabs (beta) ? 1 : -1); | |
260 else | |
261 retval = (fabs (p) < 1 ? 1 : -1); | |
262 | |
263 #ifdef DEBUG | |
3538 | 264 std::cout << "qz: fin: retval=" << retval << std::endl; |
3185 | 265 #endif |
266 | |
3183 | 267 return retval; |
268 } | |
3185 | 269 |
5275 | 270 static octave_idx_type |
271 folhp (const octave_idx_type& lsize, const double& alpha, | |
3185 | 272 const double& beta, const double& s, const double&) |
3183 | 273 { |
3185 | 274 if (lsize == 1) |
10311 | 275 return (alpha * beta < 0 ? 1 : -1); |
3185 | 276 else |
3183 | 277 return (s < 0 ? 1 : -1); |
278 } | |
3185 | 279 |
5275 | 280 static octave_idx_type |
281 fout (const octave_idx_type& lsize, const double& alpha, | |
3185 | 282 const double& beta, const double&, const double& p) |
3183 | 283 { |
3185 | 284 if (lsize == 1) |
285 return (fabs (alpha) >= fabs (beta) ? 1 : -1); | |
286 else | |
287 return (fabs (p) >= 1 ? 1 : -1); | |
3183 | 288 } |
289 | |
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290 |
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291 //FIXME: Matlab does not produce lambda as the first output argument. |
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292 // Compatibility problem? |
3183 | 293 DEFUN_DLD (qz, args, nargout, |
3372 | 294 "-*- texinfo -*-\n\ |
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295 @deftypefn {Loadable Function} {@var{lambda} =} qz (@var{A}, @var{B})\n\ |
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296 @deftypefnx {Loadable Function} {@var{lambda} =} qz (@var{A}, @var{B}, @var{opt})\n\ |
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297 QZ@tie{}decomposition of the generalized eigenvalue problem\n\ |
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298 (@math{A x = s B x}). There are three ways to call this function:\n\ |
3372 | 299 @enumerate\n\ |
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300 @item @code{@var{lambda} = qz (@var{A}, @var{B})}\n\ |
3185 | 301 \n\ |
5016 | 302 Computes the generalized eigenvalues\n\ |
303 @tex\n\ | |
304 $\\lambda$\n\ | |
305 @end tex\n\ | |
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306 @ifnottex\n\ |
5016 | 307 @var{lambda}\n\ |
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308 @end ifnottex\n\ |
5016 | 309 of @math{(A - s B)}.\n\ |
10840 | 310 \n\ |
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311 @item @code{[AA, BB, Q, Z, V, W, @var{lambda}] = qz (@var{A}, @var{B})}\n\ |
3185 | 312 \n\ |
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313 Computes QZ@tie{}decomposition, generalized eigenvectors, and\n\ |
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314 generalized eigenvalues of @math{(A - s B)}\n\ |
5016 | 315 @tex\n\ |
316 $$ AV = BV{ \\rm diag }(\\lambda) $$\n\ | |
317 $$ W^T A = { \\rm diag }(\\lambda)W^T B $$\n\ | |
318 $$ AA = Q^T AZ, BB = Q^T BZ $$\n\ | |
319 @end tex\n\ | |
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320 @ifnottex\n\ |
10840 | 321 \n\ |
3372 | 322 @example\n\ |
323 @group\n\ | |
5481 | 324 \n\ |
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325 A * V = B * V * diag (@var{lambda})\n\ |
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326 W' * A = diag (@var{lambda}) * W' * B\n\ |
10311 | 327 AA = Q * A * Z, BB = Q * B * Z\n\ |
5481 | 328 \n\ |
3372 | 329 @end group\n\ |
330 @end example\n\ | |
10840 | 331 \n\ |
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332 @end ifnottex\n\ |
5016 | 333 with @var{Q} and @var{Z} orthogonal (unitary)= @var{I}\n\ |
3185 | 334 \n\ |
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335 @item @code{[AA,BB,Z@{, @var{lambda}@}] = qz (@var{A}, @var{B}, @var{opt})}\n\ |
3185 | 336 \n\ |
3372 | 337 As in form [2], but allows ordering of generalized eigenpairs\n\ |
5481 | 338 for (e.g.) solution of discrete time algebraic Riccati equations.\n\ |
339 Form 3 is not available for complex matrices, and does not compute\n\ | |
10840 | 340 the generalized eigenvectors @var{V}, @var{W}, nor the orthogonal matrix\n\ |
341 @var{Q}.\n\ | |
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342 \n\ |
3372 | 343 @table @var\n\ |
344 @item opt\n\ | |
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345 for ordering eigenvalues of the GEP pencil. The leading block\n\ |
5481 | 346 of the revised pencil contains all eigenvalues that satisfy:\n\ |
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347 @table @asis\n\ |
3372 | 348 @item \"N\"\n\ |
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349 = unordered (default)\n\ |
3183 | 350 \n\ |
3372 | 351 @item \"S\"\n\ |
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352 = small: leading block has all |lambda| @leq{} 1\n\ |
3185 | 353 \n\ |
3372 | 354 @item \"B\"\n\ |
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355 = big: leading block has all |lambda| @geq{} 1\n\ |
3372 | 356 \n\ |
357 @item \"-\"\n\ | |
5481 | 358 = negative real part: leading block has all eigenvalues\n\ |
359 in the open left half-plane\n\ | |
3372 | 360 \n\ |
361 @item \"+\"\n\ | |
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362 = non-negative real part: leading block has all eigenvalues\n\ |
5481 | 363 in the closed right half-plane\n\ |
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364 @end table\n\ |
3372 | 365 @end table\n\ |
366 @end enumerate\n\ | |
3183 | 367 \n\ |
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368 Note: @code{qz} performs permutation balancing, but not scaling\n\ |
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369 (@pxref{doc-balance}). The order of output arguments was selected for\n\ |
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370 compatibility with @sc{matlab}.\n\ |
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371 @seealso{balance, eig, schur}\n\ |
3372 | 372 @end deftypefn") |
3183 | 373 { |
374 octave_value_list retval; | |
375 int nargin = args.length (); | |
376 | |
3185 | 377 #ifdef DEBUG |
3538 | 378 std::cout << "qz: nargin = " << nargin << ", nargout = " << nargout << std::endl; |
3185 | 379 #endif |
3183 | 380 |
3185 | 381 if (nargin < 2 || nargin > 3 || nargout > 7) |
382 { | |
5823 | 383 print_usage (); |
3185 | 384 return retval; |
385 } | |
386 else if (nargin == 3 && (nargout < 3 || nargout > 4)) | |
387 { | |
3427 | 388 error ("qz: invalid number of output arguments for form [3] call"); |
3185 | 389 return retval; |
390 } | |
3183 | 391 |
3185 | 392 #ifdef DEBUG |
3538 | 393 std::cout << "qz: determine ordering option" << std::endl; |
3185 | 394 #endif |
3183 | 395 |
10311 | 396 // Determine ordering option. |
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397 volatile char ord_job = 0; |
3183 | 398 static double safmin; |
3185 | 399 |
400 if (nargin == 2) | |
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401 ord_job = 'N'; |
3185 | 402 else if (!args(2).is_string ()) |
403 { | |
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404 error ("qz: OPT must be a string"); |
3185 | 405 return retval; |
406 } | |
407 else | |
408 { | |
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409 std::string tmp = args(2).string_value (); |
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410 |
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411 if (! tmp.empty ()) |
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412 ord_job = tmp[0]; |
3183 | 413 |
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414 if (! (ord_job == 'N' || ord_job == 'n' |
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415 || ord_job == 'S' || ord_job == 's' |
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416 || ord_job == 'B' || ord_job == 'b' |
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417 || ord_job == '+' || ord_job == '-')) |
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418 { |
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419 error ("qz: invalid order option"); |
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420 return retval; |
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421 } |
3185 | 422 |
423 // overflow constant required by dlag2 | |
4552 | 424 F77_FUNC (xdlamch, XDLAMCH) (F77_CONST_CHAR_ARG2 ("S", 1), |
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425 safmin |
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426 F77_CHAR_ARG_LEN (1)); |
3183 | 427 |
3185 | 428 #ifdef DEBUG_EIG |
3538 | 429 std::cout << "qz: initial value of safmin=" << setiosflags (std::ios::scientific) |
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430 << safmin << std::endl; |
3185 | 431 #endif |
3183 | 432 |
10311 | 433 // Some machines (e.g., DEC alpha) get safmin = 0; |
434 // for these, use eps instead to avoid problems in dlag2. | |
3185 | 435 if (safmin == 0) |
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436 { |
3185 | 437 #ifdef DEBUG_EIG |
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438 std::cout << "qz: DANGER WILL ROBINSON: safmin is 0!" << std::endl; |
3185 | 439 #endif |
3183 | 440 |
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441 F77_FUNC (xdlamch, XDLAMCH) (F77_CONST_CHAR_ARG2 ("E", 1), |
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442 safmin |
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443 F77_CHAR_ARG_LEN (1)); |
3185 | 444 |
445 #ifdef DEBUG_EIG | |
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446 std::cout << "qz: safmin set to " << setiosflags (std::ios::scientific) |
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447 << safmin << std::endl; |
3185 | 448 #endif |
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449 } |
3183 | 450 } |
451 | |
3185 | 452 #ifdef DEBUG |
3538 | 453 std::cout << "qz: check argument 1" << std::endl; |
3185 | 454 #endif |
3183 | 455 |
10311 | 456 // Argument 1: check if it's o.k. dimensioned. |
5275 | 457 octave_idx_type nn = args(0).rows (); |
3185 | 458 |
459 #ifdef DEBUG | |
3531 | 460 std::cout << "argument 1 dimensions: (" << nn << "," << args(0).columns () << ")" |
3538 | 461 << std::endl; |
3185 | 462 #endif |
463 | |
464 int arg_is_empty = empty_arg ("qz", nn, args(0).columns ()); | |
465 | |
3183 | 466 if (arg_is_empty < 0) |
3185 | 467 { |
468 gripe_empty_arg ("qz: parameter 1", 0); | |
469 return retval; | |
470 } | |
3183 | 471 else if (arg_is_empty > 0) |
3185 | 472 { |
473 gripe_empty_arg ("qz: parameter 1; continuing", 0); | |
474 return octave_value_list (2, Matrix ()); | |
475 } | |
476 else if (args(0).columns () != nn) | |
477 { | |
478 gripe_square_matrix_required ("qz"); | |
479 return retval; | |
480 } | |
3183 | 481 |
10311 | 482 // Argument 1: dimensions look good; get the value. |
3183 | 483 Matrix aa; |
484 ComplexMatrix caa; | |
3185 | 485 |
486 if (args(0).is_complex_type ()) | |
3183 | 487 caa = args(0).complex_matrix_value (); |
3185 | 488 else |
3183 | 489 aa = args(0).matrix_value (); |
3185 | 490 |
491 if (error_state) | |
3183 | 492 return retval; |
493 | |
3185 | 494 #ifdef DEBUG |
3538 | 495 std::cout << "qz: check argument 2" << std::endl; |
3185 | 496 #endif |
3183 | 497 |
10311 | 498 // Extract argument 2 (bb, or cbb if complex). |
3185 | 499 if ((nn != args(1).columns ()) || (nn != args(1).rows ())) |
500 { | |
501 gripe_nonconformant (); | |
502 return retval; | |
503 } | |
504 | |
3183 | 505 Matrix bb; |
506 ComplexMatrix cbb; | |
3185 | 507 |
508 if (args(1).is_complex_type ()) | |
3183 | 509 cbb = args(1).complex_matrix_value (); |
510 else | |
511 bb = args(1).matrix_value (); | |
3185 | 512 |
513 if (error_state) | |
3183 | 514 return retval; |
515 | |
516 // Both matrices loaded, now let's check what kind of arithmetic: | |
10311 | 517 // declared volatile to avoid compiler warnings about long jumps, |
518 // vforks. | |
3185 | 519 |
10311 | 520 volatile int complex_case |
3185 | 521 = (args(0).is_complex_type () || args(1).is_complex_type ()); |
10311 | 522 |
3185 | 523 if (nargin == 3 && complex_case) |
524 { | |
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525 error ("qz: cannot re-order complex qz decomposition"); |
3185 | 526 return retval; |
527 } | |
3183 | 528 |
10311 | 529 // First, declare variables used in both the real and complex case. |
3183 | 530 Matrix QQ(nn,nn), ZZ(nn,nn), VR(nn,nn), VL(nn,nn); |
531 RowVector alphar(nn), alphai(nn), betar(nn); | |
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532 ComplexRowVector xalpha(nn), xbeta(nn); |
3185 | 533 ComplexMatrix CQ(nn,nn), CZ(nn,nn), CVR(nn,nn), CVL(nn,nn); |
5275 | 534 octave_idx_type ilo, ihi, info; |
3185 | 535 char compq = (nargout >= 3 ? 'V' : 'N'); |
536 char compz = (nargout >= 4 ? 'V' : 'N'); | |
3183 | 537 |
10311 | 538 // Initialize Q, Z to identity if we need either of them. |
3185 | 539 if (compq == 'V' || compz == 'V') |
5275 | 540 for (octave_idx_type ii = 0; ii < nn; ii++) |
541 for (octave_idx_type jj = 0; jj < nn; jj++) | |
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542 { |
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543 OCTAVE_QUIT; |
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544 QQ(ii,jj) = ZZ(ii,jj) = (ii == jj ? 1.0 : 0.0); |
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545 } |
3183 | 546 |
10311 | 547 // Always perform permutation balancing. |
4552 | 548 const char bal_job = 'P'; |
10311 | 549 RowVector lscale (nn), rscale (nn), work (6 * nn), rwork (nn); |
3183 | 550 |
3185 | 551 if (complex_case) |
552 { | |
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553 #ifdef DEBUG |
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554 if (compq == 'V') |
10311 | 555 std::cout << "qz: performing balancing; CQ=" << std::endl << CQ << std::endl; |
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556 #endif |
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557 if (args(0).is_real_type ()) |
10311 | 558 caa = ComplexMatrix (aa); |
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559 |
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560 if (args(1).is_real_type ()) |
10311 | 561 cbb = ComplexMatrix (bb); |
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562 |
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563 if (compq == 'V') |
10311 | 564 CQ = ComplexMatrix (QQ); |
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565 |
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566 if (compz == 'V') |
10311 | 567 CZ = ComplexMatrix (ZZ); |
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568 |
10311 | 569 F77_XFCN (zggbal, ZGGBAL, |
570 (F77_CONST_CHAR_ARG2 (&bal_job, 1), | |
571 nn, caa.fortran_vec (), nn, cbb.fortran_vec (), | |
572 nn, ilo, ihi, lscale.fortran_vec (), | |
573 rscale.fortran_vec (), work.fortran_vec (), info | |
574 F77_CHAR_ARG_LEN (1))); | |
3185 | 575 } |
3183 | 576 else |
3185 | 577 { |
578 #ifdef DEBUG | |
579 if (compq == 'V') | |
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580 std::cout << "qz: performing balancing; QQ=" << std::endl << QQ << std::endl; |
3185 | 581 #endif |
3183 | 582 |
3185 | 583 F77_XFCN (dggbal, DGGBAL, |
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584 (F77_CONST_CHAR_ARG2 (&bal_job, 1), |
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585 nn, aa.fortran_vec (), nn, bb.fortran_vec (), |
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586 nn, ilo, ihi, lscale.fortran_vec (), |
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587 rscale.fortran_vec (), work.fortran_vec (), info |
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588 F77_CHAR_ARG_LEN (1))); |
3185 | 589 } |
3183 | 590 |
591 // Since we just want the balancing matrices, we can use dggbal | |
10311 | 592 // for both the real and complex cases; left first |
3185 | 593 |
10311 | 594 #if 0 |
595 if (compq == 'V') | |
3185 | 596 { |
597 F77_XFCN (dggbak, DGGBAK, | |
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598 (F77_CONST_CHAR_ARG2 (&bal_job, 1), |
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599 F77_CONST_CHAR_ARG2 ("L", 1), |
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600 nn, ilo, ihi, lscale.data (), rscale.data (), |
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601 nn, QQ.fortran_vec (), nn, info |
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602 F77_CHAR_ARG_LEN (1) |
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603 F77_CHAR_ARG_LEN (1))); |
3183 | 604 |
3185 | 605 #ifdef DEBUG |
606 if (compq == 'V') | |
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607 std::cout << "qz: balancing done; QQ=" << std::endl << QQ << std::endl; |
3185 | 608 #endif |
3183 | 609 } |
610 | |
611 // then right | |
3185 | 612 if (compz == 'V') |
613 { | |
4552 | 614 F77_XFCN (dggbak, DGGBAK, |
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615 (F77_CONST_CHAR_ARG2 (&bal_job, 1), |
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616 F77_CONST_CHAR_ARG2 ("R", 1), |
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617 nn, ilo, ihi, lscale.data (), rscale.data (), |
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618 nn, ZZ.fortran_vec (), nn, info |
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619 F77_CHAR_ARG_LEN (1) |
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620 F77_CHAR_ARG_LEN (1))); |
3183 | 621 |
3185 | 622 #ifdef DEBUG |
623 if (compz == 'V') | |
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624 std::cout << "qz: balancing done; ZZ=" << std::endl << ZZ << std::endl; |
3185 | 625 #endif |
10311 | 626 } |
627 #endif | |
3183 | 628 |
629 static char qz_job; | |
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630 qz_job = (nargout < 2 ? 'E' : 'S'); |
3185 | 631 |
3183 | 632 if (complex_case) |
3185 | 633 { |
10311 | 634 // Complex case. |
635 | |
636 // The QR decomposition of cbb. | |
637 ComplexQR cbqr (cbb); | |
638 // The R matrix of QR decomposition for cbb. | |
639 cbb = cbqr.R (); | |
640 // (Q*)caa for following work. | |
641 caa = (cbqr.Q ().hermitian ()) * caa; | |
642 CQ = CQ * cbqr.Q (); | |
643 | |
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644 F77_XFCN (zgghrd, ZGGHRD, |
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645 (F77_CONST_CHAR_ARG2 (&compq, 1), |
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646 F77_CONST_CHAR_ARG2 (&compz, 1), |
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647 nn, ilo, ihi, caa.fortran_vec (), |
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648 nn, cbb.fortran_vec (), nn, CQ.fortran_vec (), nn, |
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649 CZ.fortran_vec (), nn, info |
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650 F77_CHAR_ARG_LEN (1) |
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651 F77_CHAR_ARG_LEN (1))); |
10311 | 652 |
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653 ComplexRowVector cwork (1 * nn); |
10311 | 654 |
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655 F77_XFCN (zhgeqz, ZHGEQZ, |
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656 (F77_CONST_CHAR_ARG2 (&qz_job, 1), |
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657 F77_CONST_CHAR_ARG2 (&compq, 1), |
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658 F77_CONST_CHAR_ARG2 (&compz, 1), |
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659 nn, ilo, ihi, |
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660 caa.fortran_vec (), nn, |
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661 cbb.fortran_vec (),nn, |
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662 xalpha.fortran_vec (), xbeta.fortran_vec (), |
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663 CQ.fortran_vec (), nn, |
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664 CZ.fortran_vec (), nn, |
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665 cwork.fortran_vec (), nn, rwork.fortran_vec (), info |
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666 F77_CHAR_ARG_LEN (1) |
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667 F77_CHAR_ARG_LEN (1) |
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668 F77_CHAR_ARG_LEN (1))); |
3185 | 669 |
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670 if (compq == 'V') |
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671 { |
10311 | 672 // Left eigenvector. |
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673 F77_XFCN (zggbak, ZGGBAK, |
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674 (F77_CONST_CHAR_ARG2 (&bal_job, 1), |
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675 F77_CONST_CHAR_ARG2 ("L", 1), |
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676 nn, ilo, ihi, lscale.data (), rscale.data (), |
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677 nn, CQ.fortran_vec (), nn, info |
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678 F77_CHAR_ARG_LEN (1) |
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679 F77_CHAR_ARG_LEN (1))); |
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680 } |
3185 | 681 |
10311 | 682 // Right eigenvector. |
3185 | 683 if (compz == 'V') |
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684 { |
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685 F77_XFCN (zggbak, ZGGBAK, |
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686 (F77_CONST_CHAR_ARG2 (&bal_job, 1), |
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687 F77_CONST_CHAR_ARG2 ("R", 1), |
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688 nn, ilo, ihi, lscale.data (), rscale.data (), |
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689 nn, CZ.fortran_vec (), nn, info |
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690 F77_CHAR_ARG_LEN (1) |
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691 F77_CHAR_ARG_LEN (1))); |
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692 } |
3185 | 693 |
694 } | |
10311 | 695 else |
3185 | 696 { |
697 #ifdef DEBUG | |
3538 | 698 std::cout << "qz: peforming qr decomposition of bb" << std::endl; |
3185 | 699 #endif |
3183 | 700 |
10311 | 701 // Compute the QR factorization of bb. |
3185 | 702 QR bqr (bb); |
703 | |
704 #ifdef DEBUG | |
3538 | 705 std::cout << "qz: qr (bb) done; now peforming qz decomposition" << std::endl; |
3185 | 706 #endif |
3183 | 707 |
3185 | 708 bb = bqr.R (); |
709 | |
710 #ifdef DEBUG | |
3538 | 711 std::cout << "qz: extracted bb" << std::endl; |
3185 | 712 #endif |
3183 | 713 |
10311 | 714 aa = (bqr.Q ()).transpose () * aa; |
3185 | 715 |
716 #ifdef DEBUG | |
3538 | 717 std::cout << "qz: updated aa " << std::endl; |
718 std::cout << "bqr.Q () = " << std::endl << bqr.Q () << std::endl; | |
3183 | 719 |
3185 | 720 if (compq == 'V') |
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721 std::cout << "QQ =" << QQ << std::endl; |
3185 | 722 #endif |
3183 | 723 |
3185 | 724 if (compq == 'V') |
10311 | 725 QQ = QQ * bqr.Q (); |
3183 | 726 |
3185 | 727 #ifdef DEBUG |
3538 | 728 std::cout << "qz: precursors done..." << std::endl; |
3185 | 729 #endif |
3183 | 730 |
3185 | 731 #ifdef DEBUG |
3538 | 732 std::cout << "qz: compq = " << compq << ", compz = " << compz << std::endl; |
3185 | 733 #endif |
3183 | 734 |
10311 | 735 // Reduce to generalized hessenberg form. |
3185 | 736 F77_XFCN (dgghrd, DGGHRD, |
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737 (F77_CONST_CHAR_ARG2 (&compq, 1), |
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738 F77_CONST_CHAR_ARG2 (&compz, 1), |
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739 nn, ilo, ihi, aa.fortran_vec (), |
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740 nn, bb.fortran_vec (), nn, QQ.fortran_vec (), nn, |
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741 ZZ.fortran_vec (), nn, info |
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742 F77_CHAR_ARG_LEN (1) |
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743 F77_CHAR_ARG_LEN (1))); |
3183 | 744 |
10311 | 745 // Check if just computing generalized eigenvalues or if we're |
746 // actually computing the decomposition. | |
3183 | 747 |
10311 | 748 // Reduce to generalized Schur form. |
3185 | 749 F77_XFCN (dhgeqz, DHGEQZ, |
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750 (F77_CONST_CHAR_ARG2 (&qz_job, 1), |
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751 F77_CONST_CHAR_ARG2 (&compq, 1), |
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752 F77_CONST_CHAR_ARG2 (&compz, 1), |
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753 nn, ilo, ihi, aa.fortran_vec (), nn, bb.fortran_vec (), |
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754 nn, alphar.fortran_vec (), alphai.fortran_vec (), |
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755 betar.fortran_vec (), QQ.fortran_vec (), nn, |
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756 ZZ.fortran_vec (), nn, work.fortran_vec (), nn, info |
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757 F77_CHAR_ARG_LEN (1) |
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758 F77_CHAR_ARG_LEN (1) |
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759 F77_CHAR_ARG_LEN (1))); |
10311 | 760 |
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761 if (compq == 'V') |
10311 | 762 { |
763 F77_XFCN (dggbak, DGGBAK, | |
764 (F77_CONST_CHAR_ARG2 (&bal_job, 1), | |
765 F77_CONST_CHAR_ARG2 ("L", 1), | |
766 nn, ilo, ihi, lscale.data (), rscale.data (), | |
767 nn, QQ.fortran_vec (), nn, info | |
768 F77_CHAR_ARG_LEN (1) | |
769 F77_CHAR_ARG_LEN (1))); | |
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770 |
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771 #ifdef DEBUG |
10311 | 772 if (compq == 'V') |
773 std::cout << "qz: balancing done; QQ=" << std::endl << QQ << std::endl; | |
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774 #endif |
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775 } |
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776 |
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777 // then right |
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778 if (compz == 'V') |
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779 { |
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780 F77_XFCN (dggbak, DGGBAK, |
10311 | 781 (F77_CONST_CHAR_ARG2 (&bal_job, 1), |
782 F77_CONST_CHAR_ARG2 ("R", 1), | |
783 nn, ilo, ihi, lscale.data (), rscale.data (), | |
784 nn, ZZ.fortran_vec (), nn, info | |
785 F77_CHAR_ARG_LEN (1) | |
786 F77_CHAR_ARG_LEN (1))); | |
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787 |
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788 #ifdef DEBUG |
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789 if (compz == 'V') |
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790 std::cout << "qz: balancing done; ZZ=" << std::endl << ZZ << std::endl; |
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791 #endif |
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792 } |
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793 |
3185 | 794 } |
3183 | 795 |
10311 | 796 // Order the QZ decomposition? |
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797 if (! (ord_job == 'N' || ord_job == 'n')) |
3183 | 798 { |
3185 | 799 if (complex_case) |
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800 { |
10311 | 801 // Probably not needed, but better be safe. |
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802 error ("qz: cannot re-order complex qz decomposition"); |
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803 return retval; |
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804 } |
3185 | 805 else |
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806 { |
3185 | 807 #ifdef DEBUG_SORT |
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808 std::cout << "qz: ordering eigenvalues: ord_job = " |
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809 << ord_job << std::endl; |
3185 | 810 #endif |
3183 | 811 |
10311 | 812 // Declared static to avoid vfork/long jump compiler complaints. |
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813 static sort_function sort_test; |
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814 sort_test = 0; |
3183 | 815 |
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816 switch (ord_job) |
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817 { |
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818 case 'S': |
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819 case 's': |
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820 sort_test = &fin; |
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821 break; |
3183 | 822 |
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823 case 'B': |
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824 case 'b': |
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825 sort_test = &fout; |
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826 break; |
3183 | 827 |
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828 case '+': |
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829 sort_test = &fcrhp; |
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830 break; |
3183 | 831 |
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832 case '-': |
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833 sort_test = &folhp; |
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834 break; |
3185 | 835 |
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836 default: |
10311 | 837 // Invalid order option (should never happen, since we |
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838 // checked the options at the top). |
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839 panic_impossible (); |
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840 break; |
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841 } |
3183 | 842 |
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843 octave_idx_type ndim, fail; |
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844 double inf_norm; |
3185 | 845 |
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846 F77_XFCN (xdlange, XDLANGE, |
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847 (F77_CONST_CHAR_ARG2 ("I", 1), |
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848 nn, nn, aa.data (), nn, work.fortran_vec (), inf_norm |
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849 F77_CHAR_ARG_LEN (1))); |
3185 | 850 |
10311 | 851 double eps = DBL_EPSILON * inf_norm * nn; |
3185 | 852 |
853 #ifdef DEBUG_SORT | |
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854 std::cout << "qz: calling dsubsp: aa=" << std::endl; |
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855 octave_print_internal (std::cout, aa, 0); |
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856 std::cout << std::endl << "bb=" << std::endl; |
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857 octave_print_internal (std::cout, bb, 0); |
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858 if (compz == 'V') |
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859 { |
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860 std::cout << std::endl << "ZZ=" << std::endl; |
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861 octave_print_internal (std::cout, ZZ, 0); |
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862 } |
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863 std::cout << std::endl; |
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864 std::cout << "alphar = " << std::endl; |
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865 octave_print_internal (std::cout, (Matrix) alphar, 0); |
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866 std::cout << std::endl << "alphai = " << std::endl; |
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867 octave_print_internal (std::cout, (Matrix) alphai, 0); |
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868 std::cout << std::endl << "beta = " << std::endl; |
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869 octave_print_internal (std::cout, (Matrix) betar, 0); |
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870 std::cout << std::endl; |
3185 | 871 #endif |
872 | |
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873 Array<octave_idx_type> ind (dim_vector (nn, 1)); |
3550 | 874 |
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875 F77_XFCN (dsubsp, DSUBSP, |
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876 (nn, nn, aa.fortran_vec (), bb.fortran_vec (), |
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877 ZZ.fortran_vec (), sort_test, eps, ndim, fail, |
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878 ind.fortran_vec ())); |
3185 | 879 |
880 #ifdef DEBUG | |
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881 std::cout << "qz: back from dsubsp: aa=" << std::endl; |
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882 octave_print_internal (std::cout, aa, 0); |
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883 std::cout << std::endl << "bb=" << std::endl; |
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884 octave_print_internal (std::cout, bb, 0); |
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885 if (compz == 'V') |
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886 { |
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887 std::cout << std::endl << "ZZ=" << std::endl; |
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888 octave_print_internal (std::cout, ZZ, 0); |
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889 } |
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890 std::cout << std::endl; |
3185 | 891 #endif |
892 | |
10311 | 893 // Manually update alphar, alphai, betar. |
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894 static int jj; |
3185 | 895 |
10311 | 896 jj = 0; |
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897 while (jj < nn) |
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898 { |
3185 | 899 #ifdef DEBUG_EIG |
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900 std::cout << "computing gen eig #" << jj << std::endl; |
3185 | 901 #endif |
902 | |
10311 | 903 // Number of zeros in this block. |
904 static int zcnt; | |
3185 | 905 |
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906 if (jj == (nn-1)) |
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907 zcnt = 1; |
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908 else if (aa(jj+1,jj) == 0) |
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909 zcnt = 1; |
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910 else zcnt = 2; |
3185 | 911 |
10311 | 912 if (zcnt == 1) |
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913 { |
10311 | 914 // Real zero. |
3185 | 915 #ifdef DEBUG_EIG |
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916 std::cout << " single gen eig:" << std::endl; |
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917 std::cout << " alphar(" << jj << ") = " << aa(jj,jj) << std::endl; |
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918 std::cout << " betar( " << jj << ") = " << bb(jj,jj) << std::endl; |
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919 std::cout << " alphai(" << jj << ") = 0" << std::endl; |
3185 | 920 #endif |
921 | |
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922 alphar(jj) = aa(jj,jj); |
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923 alphai(jj) = 0; |
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924 betar(jj) = bb(jj,jj); |
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925 } |
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926 else |
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927 { |
10311 | 928 // Complex conjugate pair. |
3185 | 929 #ifdef DEBUG_EIG |
10154
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930 std::cout << "qz: calling dlag2:" << std::endl; |
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931 std::cout << "safmin=" |
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932 << setiosflags (std::ios::scientific) << safmin << std::endl; |
3185 | 933 |
10154
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934 for (int idr = jj; idr <= jj+1; idr++) |
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935 { |
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936 for (int idc = jj; idc <= jj+1; idc++) |
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937 { |
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938 std::cout << "aa(" << idr << "," << idc << ")=" |
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939 << aa(idr,idc) << std::endl; |
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940 std::cout << "bb(" << idr << "," << idc << ")=" |
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941 << bb(idr,idc) << std::endl; |
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942 } |
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943 } |
3185 | 944 #endif |
945 | |
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946 // FIXME -- probably should be using |
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947 // fortran_vec instead of &aa(jj,jj) here. |
4566 | 948 |
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949 double scale1, scale2, wr1, wr2, wi; |
10311 | 950 const double *aa_ptr = aa.data () + jj * nn + jj; |
951 const double *bb_ptr = bb.data () + jj * nn + jj; | |
10154
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952 F77_XFCN (dlag2, DLAG2, |
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953 (aa_ptr, nn, bb_ptr, nn, safmin, |
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954 scale1, scale2, wr1, wr2, wi)); |
3185 | 955 |
956 #ifdef DEBUG_EIG | |
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957 std::cout << "dlag2 returns: scale1=" << scale1 |
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958 << "\tscale2=" << scale2 << std::endl |
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959 << "\twr1=" << wr1 << "\twr2=" << wr2 |
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960 << "\twi=" << wi << std::endl; |
3185 | 961 #endif |
962 | |
10311 | 963 // Just to be safe, check if it's a real pair. |
10154
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964 if (wi == 0) |
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965 { |
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966 alphar(jj) = wr1; |
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967 alphai(jj) = 0; |
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968 betar(jj) = scale1; |
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969 alphar(jj+1) = wr2; |
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970 alphai(jj+1) = 0; |
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971 betar(jj+1) = scale2; |
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972 } |
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973 else |
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974 { |
10311 | 975 alphar(jj) = alphar(jj+1) = wr1; |
10154
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976 alphai(jj) = -(alphai(jj+1) = wi); |
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977 betar(jj) = betar(jj+1) = scale1; |
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978 } |
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979 } |
3185 | 980 |
10311 | 981 // Advance past this block. |
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982 jj += zcnt; |
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983 } |
3185 | 984 |
985 #ifdef DEBUG_SORT | |
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986 std::cout << "qz: back from dsubsp: aa=" << std::endl; |
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987 octave_print_internal (std::cout, aa, 0); |
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988 std::cout << std::endl << "bb=" << std::endl; |
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989 octave_print_internal (std::cout, bb, 0); |
3185 | 990 |
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991 if (compz == 'V') |
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992 { |
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993 std::cout << std::endl << "ZZ=" << std::endl; |
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994 octave_print_internal (std::cout, ZZ, 0); |
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995 } |
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996 std::cout << std::endl << "qz: ndim=" << ndim << std::endl |
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997 << "fail=" << fail << std::endl; |
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998 std::cout << "alphar = " << std::endl; |
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999 octave_print_internal (std::cout, (Matrix) alphar, 0); |
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1000 std::cout << std::endl << "alphai = " << std::endl; |
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1001 octave_print_internal (std::cout, (Matrix) alphai, 0); |
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1002 std::cout << std::endl << "beta = " << std::endl; |
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1003 octave_print_internal (std::cout, (Matrix) betar, 0); |
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1004 std::cout << std::endl; |
3185 | 1005 #endif |
10154
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1006 } |
3183 | 1007 } |
3185 | 1008 |
10311 | 1009 // Compute generalized eigenvalues? |
3183 | 1010 ComplexColumnVector gev; |
3185 | 1011 |
1012 if (nargout < 2 || nargout == 7 || (nargin == 3 && nargout == 4)) | |
3183 | 1013 { |
3185 | 1014 if (complex_case) |
10154
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1015 { |
10311 | 1016 int cnt = 0; |
10307
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1017 |
10311 | 1018 for (int ii = 0; ii < nn; ii++) |
1019 cnt++; | |
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1020 |
10311 | 1021 ComplexColumnVector tmp (cnt); |
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1022 |
10311 | 1023 cnt = 0; |
1024 for (int ii = 0; ii < nn; ii++) | |
1025 tmp(cnt++) = xalpha(ii) / xbeta(ii); | |
1026 | |
1027 gev = tmp; | |
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1028 } |
3185 | 1029 else |
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1030 { |
3185 | 1031 #ifdef DEBUG |
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1032 std::cout << "qz: computing generalized eigenvalues" << std::endl; |
3185 | 1033 #endif |
3183 | 1034 |
10311 | 1035 // Return finite generalized eigenvalues. |
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1036 int cnt = 0; |
3185 | 1037 |
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1038 for (int ii = 0; ii < nn; ii++) |
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1039 if (betar(ii) != 0) |
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1040 cnt++; |
3185 | 1041 |
10311 | 1042 ComplexColumnVector tmp (cnt); |
3185 | 1043 |
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1044 cnt = 0; |
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1045 for (int ii = 0; ii < nn; ii++) |
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1046 if (betar(ii) != 0) |
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1047 tmp(cnt++) = Complex(alphar(ii), alphai(ii))/betar(ii); |
10311 | 1048 |
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1049 gev = tmp; |
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1050 } |
3183 | 1051 } |
1052 | |
10311 | 1053 // Right, left eigenvector matrices. |
3185 | 1054 if (nargout >= 5) |
3183 | 1055 { |
10311 | 1056 // Which side to compute? |
1057 char side = (nargout == 5 ? 'R' : 'B'); | |
1058 // Compute all of them and backtransform | |
1059 char howmny = 'B'; | |
1060 // Dummy pointer; select is not used. | |
1061 octave_idx_type *select = 0; | |
3185 | 1062 |
1063 if (complex_case) | |
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1064 { |
10311 | 1065 CVL = CQ; |
1066 CVR = CZ; | |
1067 ComplexRowVector cwork2 (2 * nn); | |
1068 RowVector rwork2 (8 * nn); | |
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1069 octave_idx_type m; |
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|
1070 |
10311 | 1071 F77_XFCN (ztgevc, ZTGEVC, |
1072 (F77_CONST_CHAR_ARG2 (&side, 1), | |
1073 F77_CONST_CHAR_ARG2 (&howmny, 1), | |
1074 select, nn, caa.fortran_vec (), nn, cbb.fortran_vec (), | |
1075 nn, CVL.fortran_vec (), nn, CVR.fortran_vec (), nn, nn, | |
1076 m, cwork2.fortran_vec (), rwork2.fortran_vec (), info | |
1077 F77_CHAR_ARG_LEN (1) | |
11586
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|
1078 F77_CHAR_ARG_LEN (1))); |
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1079 } |
3185 | 1080 else |
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1081 { |
3185 | 1082 #ifdef DEBUG |
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1083 std::cout << "qz: computing generalized eigenvectors" << std::endl; |
3185 | 1084 #endif |
1085 | |
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1086 VL = QQ; |
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1087 VR = ZZ; |
10311 | 1088 octave_idx_type m; |
1089 | |
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1090 F77_XFCN (dtgevc, DTGEVC, |
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1091 (F77_CONST_CHAR_ARG2 (&side, 1), |
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1092 F77_CONST_CHAR_ARG2 (&howmny, 1), |
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1093 select, nn, aa.fortran_vec (), nn, bb.fortran_vec (), |
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1094 nn, VL.fortran_vec (), nn, VR.fortran_vec (), nn, nn, |
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1095 m, work.fortran_vec (), info |
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1096 F77_CHAR_ARG_LEN (1) |
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1097 F77_CHAR_ARG_LEN (1))); |
3185 | 1098 |
10311 | 1099 // Now construct the complex form of VV, WW. |
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1100 int jj = 0; |
3185 | 1101 |
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1102 while (jj < nn) |
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1103 { |
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1104 OCTAVE_QUIT; |
4153 | 1105 |
10311 | 1106 // See if real or complex eigenvalue. |
1107 | |
1108 // Column increment; assume complex eigenvalue. | |
1109 int cinc = 2; | |
3185 | 1110 |
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1111 if (jj == (nn-1)) |
10311 | 1112 // Single column. |
1113 cinc = 1; | |
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1114 else if (aa(jj+1,jj) == 0) |
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1115 cinc = 1; |
3185 | 1116 |
10311 | 1117 // Now copy the eigenvector (s) to CVR, CVL. |
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1118 if (cinc == 1) |
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1119 { |
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1120 for (int ii = 0; ii < nn; ii++) |
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1121 CVR(ii,jj) = VR(ii,jj); |
3185 | 1122 |
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1123 if (side == 'B') |
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1124 for (int ii = 0; ii < nn; ii++) |
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1125 CVL(ii,jj) = VL(ii,jj); |
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1126 } |
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1127 else |
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1128 { |
10311 | 1129 // Double column; complex vector. |
3185 | 1130 |
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1131 for (int ii = 0; ii < nn; ii++) |
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1132 { |
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1133 CVR(ii,jj) = Complex (VR(ii,jj), VR(ii,jj+1)); |
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1134 CVR(ii,jj+1) = Complex (VR(ii,jj), -VR(ii,jj+1)); |
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1135 } |
3183 | 1136 |
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1137 if (side == 'B') |
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1138 for (int ii = 0; ii < nn; ii++) |
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1139 { |
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1140 CVL(ii,jj) = Complex (VL(ii,jj), VL(ii,jj+1)); |
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1141 CVL(ii,jj+1) = Complex (VL(ii,jj), -VL(ii,jj+1)); |
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1142 } |
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1143 } |
3185 | 1144 |
10311 | 1145 // Advance to next eigenvectors (if any). |
10154
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1146 jj += cinc; |
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1147 } |
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1148 } |
3183 | 1149 } |
3185 | 1150 |
1151 switch (nargout) | |
1152 { | |
1153 case 7: | |
1154 retval(6) = gev; | |
1155 | |
10311 | 1156 case 6: |
1157 // Return eigenvectors. | |
3185 | 1158 retval(5) = CVL; |
1159 | |
10311 | 1160 case 5: |
1161 // Return eigenvectors. | |
3185 | 1162 retval(4) = CVR; |
1163 | |
1164 case 4: | |
1165 if (nargin == 3) | |
10154
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1166 { |
3185 | 1167 #ifdef DEBUG |
10154
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1168 std::cout << "qz: sort: retval(3) = gev = " << std::endl; |
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1169 octave_print_internal (std::cout, gev); |
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1170 std::cout << std::endl; |
3185 | 1171 #endif |
10154
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1172 retval(3) = gev; |
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1173 } |
3185 | 1174 else |
10311 | 1175 { |
1176 if (complex_case) | |
1177 retval(3) = CZ; | |
1178 else | |
1179 retval(3) = ZZ; | |
1180 } | |
3185 | 1181 |
1182 case 3: | |
1183 if (nargin == 3) | |
10311 | 1184 retval(2) = CZ; |
3185 | 1185 else |
10311 | 1186 { |
1187 if (complex_case) | |
1188 retval(2) = CQ.hermitian (); | |
1189 else | |
1190 retval(2) = QQ.transpose (); | |
1191 } | |
1192 | |
3185 | 1193 case 2: |
10307
4e4270ab70d6
support complex case in qz
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|
1194 { |
10311 | 1195 if (complex_case) |
1196 { | |
10307
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support complex case in qz
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|
1197 #ifdef DEBUG |
10311 | 1198 std::cout << "qz: retval (1) = cbb = " << std::endl; |
1199 octave_print_internal (std::cout, cbb, 0); | |
1200 std::cout << std::endl << "qz: retval(0) = caa = " <<std::endl; | |
1201 octave_print_internal (std::cout, caa, 0); | |
1202 std::cout << std::endl; | |
11586
12df7854fa7c
strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
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diff
changeset
|
1203 #endif |
10311 | 1204 retval(1) = cbb; |
1205 retval(0) = caa; | |
1206 } | |
10307
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support complex case in qz
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|
1207 else |
10311 | 1208 { |
3185 | 1209 #ifdef DEBUG |
10311 | 1210 std::cout << "qz: retval (1) = bb = " << std::endl; |
1211 octave_print_internal (std::cout, bb, 0); | |
1212 std::cout << std::endl << "qz: retval(0) = aa = " <<std::endl; | |
1213 octave_print_internal (std::cout, aa, 0); | |
1214 std::cout << std::endl; | |
3185 | 1215 #endif |
10311 | 1216 retval(1) = bb; |
1217 retval(0) = aa; | |
1218 } | |
11586
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|
1219 } |
10311 | 1220 break; |
10307
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|
1221 |
3185 | 1222 |
1223 case 1: | |
1224 case 0: | |
1225 #ifdef DEBUG | |
3538 | 1226 std::cout << "qz: retval(0) = gev = " << gev << std::endl; |
3185 | 1227 #endif |
1228 retval(0) = gev; | |
1229 break; | |
1230 | |
1231 default: | |
11553
01f703952eff
Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
1232 error ("qz: too many return arguments"); |
3185 | 1233 break; |
3183 | 1234 } |
1235 | |
3185 | 1236 #ifdef DEBUG |
3538 | 1237 std::cout << "qz: exiting (at long last)" << std::endl; |
3185 | 1238 #endif |
3183 | 1239 |
1240 return retval; | |
1241 } | |
13074
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codesprint: Add 3 tests for qz.cc
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|
1242 |
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codesprint: Add 3 tests for qz.cc
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|
1243 /* |
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codesprint: Add 3 tests for qz.cc
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|
1244 %!shared a, b, c |
0b789a03bde1
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|
1245 %! a = [1 2; 0 3]; |
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codesprint: Add 3 tests for qz.cc
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|
1246 %! b = [1 0; 0 0]; |
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codesprint: Add 3 tests for qz.cc
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|
1247 %! c = [0 1; 0 0]; |
0b789a03bde1
codesprint: Add 3 tests for qz.cc
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changeset
|
1248 %!assert(qz (a,b), 1); |
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|
1249 %!assert(isempty (qz (a,c))); |
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1250 |
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codesprint: Add 3 tests for qz.cc
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changeset
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1251 %% Exaple 7.7.3 in Golub & Van Loan |
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codesprint: Add 3 tests for qz.cc
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1252 %!test |
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1253 %! a = [ 10 1 2; |
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1254 %! 1 2 -1; |
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1255 %! 1 1 2]; |
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1256 %! b = reshape(1:9,3,3); |
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1257 %! [aa, bb, q, z, v, w, lambda] = qz (a, b); |
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1258 %! sz = length(lambda); |
13088
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1259 %! observed = (b * v * diag ([lambda;0])) (:, 1:sz); |
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1260 %! assert ( (a*v) (:, 1:sz), observed, norm (observed) * 1e-14); |
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1261 %! observed = (diag ([lambda;0]) * w' * b) (1:sz, :); |
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codesprint: Fix tolerance for qz.cc tests.
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1262 %! assert ( (w'*a) (1:sz, :) , observed, norm (observed) * 1e-13); |
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1263 %! assert (q * a * z, aa, norm (aa) * 1e-14); |
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1264 %! assert (q * b * z, bb, norm (bb) * 1e-14); |
13074
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1265 |
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codesprint: Add 3 tests for qz.cc
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1266 %% FIXME: Still need a test for third form of calling qz |
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1267 |
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1268 */ |