Mercurial > hg > octave-lyh
view libinterp/dldfcn/__eigs__.cc @ 17228:ea9992fd9c89
fix eigs to handle small matrices
* __eigs__.cc: Rename from eigs.cc.
(F__eigs__): Rename from Feigs.
* dldfcn/module-files: Update for file rename.
* eigs.m: New file. Move eigs documentation and tests here from
eigs.cc. Handle small matrices here by calling eig then sorting and
selecting values as needed.
* scripts/sparse/module.mk (sparse_FCN_FILES): Add eigs.m to the list.
author | John W. Eaton <jwe@octave.org> |
---|---|
date | Mon, 12 Aug 2013 15:43:49 -0400 |
parents | libinterp/dldfcn/eigs.cc@61822c866ba1 |
children |
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/* Copyright (C) 2005-2012 David Bateman This file is part of Octave. Octave is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 3 of the License, or (at your option) any later version. Octave is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with Octave; see the file COPYING. If not, see <http://www.gnu.org/licenses/>. */ #ifdef HAVE_CONFIG_H #include <config.h> #endif #include "ov.h" #include "defun-dld.h" #include "error.h" #include "gripes.h" #include "quit.h" #include "variables.h" #include "ov-re-sparse.h" #include "ov-cx-sparse.h" #include "oct-map.h" #include "pager.h" #include "unwind-prot.h" #include "eigs-base.cc" // Global pointer for user defined function. static octave_function *eigs_fcn = 0; // Have we warned about imaginary values returned from user function? static bool warned_imaginary = false; // Is this a recursive call? static int call_depth = 0; ColumnVector eigs_func (const ColumnVector &x, int &eigs_error) { ColumnVector retval; octave_value_list args; args(0) = x; if (eigs_fcn) { octave_value_list tmp = eigs_fcn->do_multi_index_op (1, args); if (error_state) { eigs_error = 1; gripe_user_supplied_eval ("eigs"); return retval; } if (tmp.length () && tmp(0).is_defined ()) { if (! warned_imaginary && tmp(0).is_complex_type ()) { warning ("eigs: ignoring imaginary part returned from user-supplied function"); warned_imaginary = true; } retval = ColumnVector (tmp(0).vector_value ()); if (error_state) { eigs_error = 1; gripe_user_supplied_eval ("eigs"); } } else { eigs_error = 1; gripe_user_supplied_eval ("eigs"); } } return retval; } ComplexColumnVector eigs_complex_func (const ComplexColumnVector &x, int &eigs_error) { ComplexColumnVector retval; octave_value_list args; args(0) = x; if (eigs_fcn) { octave_value_list tmp = eigs_fcn->do_multi_index_op (1, args); if (error_state) { eigs_error = 1; gripe_user_supplied_eval ("eigs"); return retval; } if (tmp.length () && tmp(0).is_defined ()) { retval = ComplexColumnVector (tmp(0).complex_vector_value ()); if (error_state) { eigs_error = 1; gripe_user_supplied_eval ("eigs"); } } else { eigs_error = 1; gripe_user_supplied_eval ("eigs"); } } return retval; } DEFUN_DLD (__eigs__, args, nargout, "-*- texinfo -*-\n\ @deftypefn {Loadable Function} {@var{d} =} __eigs__ (@var{A})\n\ @deftypefnx {Loadable Function} {@var{d} =} __eigs__ (@var{A}, @var{k})\n\ @deftypefnx {Loadable Function} {@var{d} =} __eigs__ (@var{A}, @var{k}, @var{sigma})\n\ @deftypefnx {Loadable Function} {@var{d} =} __eigs__ (@var{A}, @var{k}, @var{sigma}, @var{opts})\n\ @deftypefnx {Loadable Function} {@var{d} =} __eigs__ (@var{A}, @var{B})\n\ @deftypefnx {Loadable Function} {@var{d} =} __eigs__ (@var{A}, @var{B}, @var{k})\n\ @deftypefnx {Loadable Function} {@var{d} =} __eigs__ (@var{A}, @var{B}, @var{k}, @var{sigma})\n\ @deftypefnx {Loadable Function} {@var{d} =} __eigs__ (@var{A}, @var{B}, @var{k}, @var{sigma}, @var{opts})\n\ @deftypefnx {Loadable Function} {@var{d} =} __eigs__ (@var{af}, @var{n})\n\ @deftypefnx {Loadable Function} {@var{d} =} __eigs__ (@var{af}, @var{n}, @var{B})\n\ @deftypefnx {Loadable Function} {@var{d} =} __eigs__ (@var{af}, @var{n}, @var{k})\n\ @deftypefnx {Loadable Function} {@var{d} =} __eigs__ (@var{af}, @var{n}, @var{B}, @var{k})\n\ @deftypefnx {Loadable Function} {@var{d} =} __eigs__ (@var{af}, @var{n}, @var{k}, @var{sigma})\n\ @deftypefnx {Loadable Function} {@var{d} =} __eigs__ (@var{af}, @var{n}, @var{B}, @var{k}, @var{sigma})\n\ @deftypefnx {Loadable Function} {@var{d} =} __eigs__ (@var{af}, @var{n}, @var{k}, @var{sigma}, @var{opts})\n\ @deftypefnx {Loadable Function} {@var{d} =} __eigs__ (@var{af}, @var{n}, @var{B}, @var{k}, @var{sigma}, @var{opts})\n\ @deftypefnx {Loadable Function} {[@var{V}, @var{d}] =} __eigs__ (@var{A}, @dots{})\n\ @deftypefnx {Loadable Function} {[@var{V}, @var{d}] =} __eigs__ (@var{af}, @var{n}, @dots{})\n\ @deftypefnx {Loadable Function} {[@var{V}, @var{d}, @var{flag}] =} __eigs__ (@var{A}, @dots{})\n\ @deftypefnx {Loadable Function} {[@var{V}, @var{d}, @var{flag}] =} __eigs__ (@var{af}, @var{n}, @dots{})\n\ Undocumented internal function.\n\ @end deftypefn") { octave_value_list retval; #ifdef HAVE_ARPACK int nargin = args.length (); std::string fcn_name; octave_idx_type n = 0; octave_idx_type k = 6; Complex sigma = 0.; double sigmar, sigmai; bool have_sigma = false; std::string typ = "LM"; Matrix amm, bmm, bmt; ComplexMatrix acm, bcm, bct; SparseMatrix asmm, bsmm, bsmt; SparseComplexMatrix ascm, bscm, bsct; int b_arg = 0; bool have_b = false; bool have_a_fun = false; bool a_is_complex = false; bool b_is_complex = false; bool symmetric = false; bool sym_tested = false; bool cholB = false; bool a_is_sparse = false; ColumnVector permB; int arg_offset = 0; double tol = std::numeric_limits<double>::epsilon (); int maxit = 300; int disp = 0; octave_idx_type p = -1; ColumnVector resid; ComplexColumnVector cresid; octave_idx_type info = 1; warned_imaginary = false; unwind_protect frame; frame.protect_var (call_depth); call_depth++; if (call_depth > 1) { error ("eigs: invalid recursive call"); if (fcn_name.length ()) clear_function (fcn_name); return retval; } if (nargin == 0) print_usage (); else if (args(0).is_function_handle () || args(0).is_inline_function () || args(0).is_string ()) { if (args(0).is_string ()) { std::string name = args(0).string_value (); std::string fname = "function y = "; fcn_name = unique_symbol_name ("__eigs_fcn_"); fname.append (fcn_name); fname.append ("(x) y = "); eigs_fcn = extract_function (args(0), "eigs", fcn_name, fname, "; endfunction"); } else eigs_fcn = args(0).function_value (); if (!eigs_fcn) { error ("eigs: unknown function"); return retval; } if (nargin < 2) { error ("eigs: incorrect number of arguments"); return retval; } else { n = args(1).nint_value (); arg_offset = 1; have_a_fun = true; } } else { if (args(0).is_complex_type ()) { if (args(0).is_sparse_type ()) { ascm = (args(0).sparse_complex_matrix_value ()); a_is_sparse = true; } else acm = (args(0).complex_matrix_value ()); a_is_complex = true; symmetric = false; // ARPACK doesn't special case complex symmetric sym_tested = true; } else { if (args(0).is_sparse_type ()) { asmm = (args(0).sparse_matrix_value ()); a_is_sparse = true; } else { amm = (args(0).matrix_value ()); } } } // Note hold off reading B till later to avoid issues of double // copies of the matrix if B is full/real while A is complex. if (!error_state && nargin > 1 + arg_offset && !(args(1 + arg_offset).is_real_scalar ())) { if (args(1+arg_offset).is_complex_type ()) { b_arg = 1+arg_offset; have_b = true; b_is_complex = true; arg_offset++; } else { b_arg = 1+arg_offset; have_b = true; arg_offset++; } } if (!error_state && nargin > (1+arg_offset)) k = args(1+arg_offset).nint_value (); if (!error_state && nargin > (2+arg_offset)) { if (args(2+arg_offset).is_string ()) { typ = args(2+arg_offset).string_value (); // Use STL function to convert to upper case transform (typ.begin (), typ.end (), typ.begin (), toupper); sigma = 0.; } else { sigma = args(2+arg_offset).complex_value (); if (! error_state) have_sigma = true; else { error ("eigs: SIGMA must be a scalar or a string"); return retval; } } } sigmar = std::real (sigma); sigmai = std::imag (sigma); if (!error_state && nargin > (3+arg_offset)) { if (args(3+arg_offset).is_map ()) { octave_scalar_map map = args(3+arg_offset).scalar_map_value (); if (! error_state) { octave_value tmp; // issym is ignored for complex matrix inputs tmp = map.getfield ("issym"); if (tmp.is_defined () && !sym_tested) { symmetric = tmp.double_value () != 0.; sym_tested = true; } // isreal is ignored if A is not a function tmp = map.getfield ("isreal"); if (tmp.is_defined () && have_a_fun) a_is_complex = ! (tmp.double_value () != 0.); tmp = map.getfield ("tol"); if (tmp.is_defined ()) tol = tmp.double_value (); tmp = map.getfield ("maxit"); if (tmp.is_defined ()) maxit = tmp.nint_value (); tmp = map.getfield ("p"); if (tmp.is_defined ()) p = tmp.nint_value (); tmp = map.getfield ("v0"); if (tmp.is_defined ()) { if (a_is_complex || b_is_complex) cresid = ComplexColumnVector (tmp.complex_vector_value ()); else resid = ColumnVector (tmp.vector_value ()); } tmp = map.getfield ("disp"); if (tmp.is_defined ()) disp = tmp.nint_value (); tmp = map.getfield ("cholB"); if (tmp.is_defined ()) cholB = tmp.double_value () != 0.; tmp = map.getfield ("permB"); if (tmp.is_defined ()) permB = ColumnVector (tmp.vector_value ()) - 1.0; } else { error ("eigs: OPTS argument must be a scalar structure"); return retval; } } else { error ("eigs: OPTS argument must be a structure"); return retval; } } if (nargin > (4+arg_offset)) { error ("eigs: incorrect number of arguments"); return retval; } // Test undeclared (no issym) matrix inputs for symmetry if (!sym_tested && !have_a_fun) { if (a_is_sparse) symmetric = asmm.is_symmetric (); else symmetric = amm.is_symmetric (); } if (have_b) { if (a_is_complex || b_is_complex) { if (a_is_sparse) bscm = args(b_arg).sparse_complex_matrix_value (); else bcm = args(b_arg).complex_matrix_value (); } else { if (a_is_sparse) bsmm = args(b_arg).sparse_matrix_value (); else bmm = args(b_arg).matrix_value (); } } // Mode 1 for SM mode seems unstable for some reason. // Use Mode 3 instead, with sigma = 0. if (!error_state && !have_sigma && typ == "SM") have_sigma = true; if (!error_state) { octave_idx_type nconv; if (a_is_complex || b_is_complex) { ComplexMatrix eig_vec; ComplexColumnVector eig_val; if (have_a_fun) nconv = EigsComplexNonSymmetricFunc (eigs_complex_func, n, typ, sigma, k, p, info, eig_vec, eig_val, cresid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); else if (have_sigma) { if (a_is_sparse) nconv = EigsComplexNonSymmetricMatrixShift (ascm, sigma, k, p, info, eig_vec, eig_val, bscm, permB, cresid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); else nconv = EigsComplexNonSymmetricMatrixShift (acm, sigma, k, p, info, eig_vec, eig_val, bcm, permB, cresid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); } else { if (a_is_sparse) nconv = EigsComplexNonSymmetricMatrix (ascm, typ, k, p, info, eig_vec, eig_val, bscm, permB, cresid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); else nconv = EigsComplexNonSymmetricMatrix (acm, typ, k, p, info, eig_vec, eig_val, bcm, permB, cresid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); } if (nargout < 2) retval(0) = eig_val; else { retval(2) = double (info); retval(1) = ComplexDiagMatrix (eig_val); retval(0) = eig_vec; } } else if (sigmai != 0.) { // Promote real problem to a complex one. ComplexMatrix eig_vec; ComplexColumnVector eig_val; if (have_a_fun) nconv = EigsComplexNonSymmetricFunc (eigs_complex_func, n, typ, sigma, k, p, info, eig_vec, eig_val, cresid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); else { if (a_is_sparse) nconv = EigsComplexNonSymmetricMatrixShift (SparseComplexMatrix (asmm), sigma, k, p, info, eig_vec, eig_val, SparseComplexMatrix (bsmm), permB, cresid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); else nconv = EigsComplexNonSymmetricMatrixShift (ComplexMatrix (amm), sigma, k, p, info, eig_vec, eig_val, ComplexMatrix (bmm), permB, cresid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); } if (nargout < 2) retval(0) = eig_val; else { retval(2) = double (info); retval(1) = ComplexDiagMatrix (eig_val); retval(0) = eig_vec; } } else { if (symmetric) { Matrix eig_vec; ColumnVector eig_val; if (have_a_fun) nconv = EigsRealSymmetricFunc (eigs_func, n, typ, sigmar, k, p, info, eig_vec, eig_val, resid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); else if (have_sigma) { if (a_is_sparse) nconv = EigsRealSymmetricMatrixShift (asmm, sigmar, k, p, info, eig_vec, eig_val, bsmm, permB, resid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); else nconv = EigsRealSymmetricMatrixShift (amm, sigmar, k, p, info, eig_vec, eig_val, bmm, permB, resid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); } else { if (a_is_sparse) nconv = EigsRealSymmetricMatrix (asmm, typ, k, p, info, eig_vec, eig_val, bsmm, permB, resid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); else nconv = EigsRealSymmetricMatrix (amm, typ, k, p, info, eig_vec, eig_val, bmm, permB, resid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); } if (nargout < 2) retval(0) = eig_val; else { retval(2) = double (info); retval(1) = DiagMatrix (eig_val); retval(0) = eig_vec; } } else { ComplexMatrix eig_vec; ComplexColumnVector eig_val; if (have_a_fun) nconv = EigsRealNonSymmetricFunc (eigs_func, n, typ, sigmar, k, p, info, eig_vec, eig_val, resid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); else if (have_sigma) { if (a_is_sparse) nconv = EigsRealNonSymmetricMatrixShift (asmm, sigmar, k, p, info, eig_vec, eig_val, bsmm, permB, resid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); else nconv = EigsRealNonSymmetricMatrixShift (amm, sigmar, k, p, info, eig_vec, eig_val, bmm, permB, resid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); } else { if (a_is_sparse) nconv = EigsRealNonSymmetricMatrix (asmm, typ, k, p, info, eig_vec, eig_val, bsmm, permB, resid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); else nconv = EigsRealNonSymmetricMatrix (amm, typ, k, p, info, eig_vec, eig_val, bmm, permB, resid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); } if (nargout < 2) retval(0) = eig_val; else { retval(2) = double (info); retval(1) = ComplexDiagMatrix (eig_val); retval(0) = eig_vec; } } } if (nconv <= 0) warning ("eigs: None of the %d requested eigenvalues converged", k); else if (nconv < k) warning ("eigs: Only %d of the %d requested eigenvalues converged", nconv, k); } if (! fcn_name.empty ()) clear_function (fcn_name); #else error ("eigs: not available in this version of Octave"); #endif return retval; }