Mercurial > hg > octave-nkf
annotate liboctave/EIG.cc @ 10396:a0b51ac0f88a
optimize accumdim with summation
author | Jaroslav Hajek <highegg@gmail.com> |
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date | Fri, 05 Mar 2010 12:31:30 +0100 |
parents | 12884915a8e4 |
children | 8a5e980da6aa |
rev | line source |
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462 | 1 /* |
2 | |
7017 | 3 Copyright (C) 1994, 1995, 1996, 1997, 1998, 2000, 2002, 2003, 2004, |
8920 | 4 2005, 2006, 2007, 2008 John W. Eaton |
462 | 5 |
6 This file is part of Octave. | |
7 | |
8 Octave is free software; you can redistribute it and/or modify it | |
9 under the terms of the GNU General Public License as published by the | |
7016 | 10 Free Software Foundation; either version 3 of the License, or (at your |
11 option) any later version. | |
462 | 12 |
13 Octave is distributed in the hope that it will be useful, but WITHOUT | |
14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
16 for more details. | |
17 | |
18 You should have received a copy of the GNU General Public License | |
7016 | 19 along with Octave; see the file COPYING. If not, see |
20 <http://www.gnu.org/licenses/>. | |
462 | 21 |
22 */ | |
23 | |
24 #ifdef HAVE_CONFIG_H | |
1192 | 25 #include <config.h> |
462 | 26 #endif |
27 | |
28 #include "EIG.h" | |
2815 | 29 #include "dColVector.h" |
1847 | 30 #include "f77-fcn.h" |
462 | 31 #include "lo-error.h" |
32 | |
33 extern "C" | |
34 { | |
4552 | 35 F77_RET_T |
36 F77_FUNC (dgeev, DGEEV) (F77_CONST_CHAR_ARG_DECL, | |
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37 F77_CONST_CHAR_ARG_DECL, |
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38 const octave_idx_type&, double*, const octave_idx_type&, double*, |
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39 double*, double*, const octave_idx_type&, double*, |
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40 const octave_idx_type&, double*, const octave_idx_type&, octave_idx_type& |
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41 F77_CHAR_ARG_LEN_DECL |
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42 F77_CHAR_ARG_LEN_DECL); |
462 | 43 |
4552 | 44 F77_RET_T |
45 F77_FUNC (zgeev, ZGEEV) (F77_CONST_CHAR_ARG_DECL, | |
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46 F77_CONST_CHAR_ARG_DECL, |
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47 const octave_idx_type&, Complex*, const octave_idx_type&, Complex*, |
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48 Complex*, const octave_idx_type&, Complex*, const octave_idx_type&, |
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49 Complex*, const octave_idx_type&, double*, octave_idx_type& |
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50 F77_CHAR_ARG_LEN_DECL |
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51 F77_CHAR_ARG_LEN_DECL); |
2815 | 52 |
4552 | 53 F77_RET_T |
54 F77_FUNC (dsyev, DSYEV) (F77_CONST_CHAR_ARG_DECL, | |
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55 F77_CONST_CHAR_ARG_DECL, |
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56 const octave_idx_type&, double*, const octave_idx_type&, double*, |
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57 double*, const octave_idx_type&, octave_idx_type& |
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58 F77_CHAR_ARG_LEN_DECL |
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59 F77_CHAR_ARG_LEN_DECL); |
2815 | 60 |
4552 | 61 F77_RET_T |
62 F77_FUNC (zheev, ZHEEV) (F77_CONST_CHAR_ARG_DECL, | |
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63 F77_CONST_CHAR_ARG_DECL, |
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64 const octave_idx_type&, Complex*, const octave_idx_type&, double*, |
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65 Complex*, const octave_idx_type&, double*, octave_idx_type& |
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66 F77_CHAR_ARG_LEN_DECL |
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67 F77_CHAR_ARG_LEN_DECL); |
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68 |
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69 F77_RET_T |
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70 F77_FUNC (dpotrf, DPOTRF) (F77_CONST_CHAR_ARG_DECL, |
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71 const octave_idx_type&, |
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72 double*, const octave_idx_type&, |
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73 octave_idx_type& |
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74 F77_CHAR_ARG_LEN_DECL |
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75 F77_CHAR_ARG_LEN_DECL); |
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76 |
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77 F77_RET_T |
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78 F77_FUNC (zpotrf, ZPOTRF) (F77_CONST_CHAR_ARG_DECL, |
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79 const octave_idx_type&, |
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80 Complex*, const octave_idx_type&, |
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81 octave_idx_type& |
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82 F77_CHAR_ARG_LEN_DECL |
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83 F77_CHAR_ARG_LEN_DECL); |
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84 |
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85 F77_RET_T |
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86 F77_FUNC (dggev, DGGEV) (F77_CONST_CHAR_ARG_DECL, |
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87 F77_CONST_CHAR_ARG_DECL, |
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88 const octave_idx_type&, |
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89 double*, const octave_idx_type&, |
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90 double*, const octave_idx_type&, |
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91 double*, double*, double *, |
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92 double*, const octave_idx_type&, double*, const octave_idx_type&, |
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93 double*, const octave_idx_type&, octave_idx_type& |
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94 F77_CHAR_ARG_LEN_DECL |
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95 F77_CHAR_ARG_LEN_DECL); |
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96 |
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97 F77_RET_T |
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98 F77_FUNC (dsygv, DSYGV) (const octave_idx_type&, |
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99 F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, |
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100 const octave_idx_type&, |
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101 double*, const octave_idx_type&, |
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102 double*, const octave_idx_type&, |
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103 double*, double*, const octave_idx_type&, octave_idx_type& |
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104 F77_CHAR_ARG_LEN_DECL |
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105 F77_CHAR_ARG_LEN_DECL); |
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106 |
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107 F77_RET_T |
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108 F77_FUNC (zggev, ZGGEV) (F77_CONST_CHAR_ARG_DECL, |
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109 F77_CONST_CHAR_ARG_DECL, |
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110 const octave_idx_type&, |
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111 Complex*, const octave_idx_type&, |
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112 Complex*, const octave_idx_type&, |
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113 Complex*, Complex*, |
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114 Complex*, const octave_idx_type&, Complex*, const octave_idx_type&, |
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115 Complex*, const octave_idx_type&, double*, octave_idx_type& |
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116 F77_CHAR_ARG_LEN_DECL |
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117 F77_CHAR_ARG_LEN_DECL); |
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118 |
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119 F77_RET_T |
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120 F77_FUNC (zhegv, ZHEGV) (const octave_idx_type&, |
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121 F77_CONST_CHAR_ARG_DECL, |
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122 F77_CONST_CHAR_ARG_DECL, |
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123 const octave_idx_type&, |
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124 Complex*, const octave_idx_type&, |
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125 Complex*, const octave_idx_type&, |
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126 double*, Complex*, const octave_idx_type&, double*, |
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127 octave_idx_type& |
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128 F77_CHAR_ARG_LEN_DECL |
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129 F77_CHAR_ARG_LEN_DECL); |
462 | 130 } |
131 | |
5275 | 132 octave_idx_type |
4725 | 133 EIG::init (const Matrix& a, bool calc_ev) |
462 | 134 { |
5822 | 135 if (a.any_element_is_inf_or_nan ()) |
136 { | |
137 (*current_liboctave_error_handler) | |
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138 ("EIG: matrix contains Inf or NaN values"); |
5822 | 139 return -1; |
140 } | |
141 | |
2815 | 142 if (a.is_symmetric ()) |
4725 | 143 return symmetric_init (a, calc_ev); |
2815 | 144 |
5275 | 145 octave_idx_type n = a.rows (); |
1934 | 146 |
147 if (n != a.cols ()) | |
462 | 148 { |
149 (*current_liboctave_error_handler) ("EIG requires square matrix"); | |
150 return -1; | |
151 } | |
152 | |
5275 | 153 octave_idx_type info = 0; |
462 | 154 |
1934 | 155 Matrix atmp = a; |
156 double *tmp_data = atmp.fortran_vec (); | |
157 | |
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158 Array<double> wr (n, 1); |
1934 | 159 double *pwr = wr.fortran_vec (); |
160 | |
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161 Array<double> wi (n, 1); |
1934 | 162 double *pwi = wi.fortran_vec (); |
163 | |
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164 octave_idx_type tnvr = calc_ev ? n : 0; |
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165 Matrix vr (tnvr, tnvr); |
462 | 166 double *pvr = vr.fortran_vec (); |
1934 | 167 |
5275 | 168 octave_idx_type lwork = -1; |
4800 | 169 double dummy_work; |
462 | 170 |
1365 | 171 double *dummy = 0; |
5275 | 172 octave_idx_type idummy = 1; |
462 | 173 |
4552 | 174 F77_XFCN (dgeev, DGEEV, (F77_CONST_CHAR_ARG2 ("N", 1), |
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175 F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
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176 n, tmp_data, n, pwr, pwi, dummy, |
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177 idummy, pvr, n, &dummy_work, lwork, info |
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178 F77_CHAR_ARG_LEN (1) |
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179 F77_CHAR_ARG_LEN (1))); |
462 | 180 |
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181 if (info == 0) |
462 | 182 { |
5275 | 183 lwork = static_cast<octave_idx_type> (dummy_work); |
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184 Array<double> work (lwork, 1); |
4800 | 185 double *pwork = work.fortran_vec (); |
186 | |
187 F77_XFCN (dgeev, DGEEV, (F77_CONST_CHAR_ARG2 ("N", 1), | |
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188 F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
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189 n, tmp_data, n, pwr, pwi, dummy, |
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190 idummy, pvr, n, pwork, lwork, info |
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191 F77_CHAR_ARG_LEN (1) |
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192 F77_CHAR_ARG_LEN (1))); |
4800 | 193 |
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194 if (info < 0) |
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195 { |
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196 (*current_liboctave_error_handler) ("unrecoverable error in dgeev"); |
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197 return info; |
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198 } |
4800 | 199 |
2815 | 200 if (info > 0) |
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201 { |
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202 (*current_liboctave_error_handler) ("dgeev failed to converge"); |
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203 return info; |
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204 } |
1934 | 205 |
4800 | 206 lambda.resize (n); |
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207 octave_idx_type nvr = calc_ev ? n : 0; |
4800 | 208 v.resize (nvr, nvr); |
209 | |
5275 | 210 for (octave_idx_type j = 0; j < n; j++) |
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211 { |
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212 if (wi.elem (j) == 0.0) |
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213 { |
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214 lambda.elem (j) = Complex (wr.elem (j)); |
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215 for (octave_idx_type i = 0; i < nvr; i++) |
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216 v.elem (i, j) = vr.elem (i, j); |
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217 } |
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218 else |
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219 { |
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220 if (j+1 >= n) |
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221 { |
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222 (*current_liboctave_error_handler) ("EIG: internal error"); |
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223 return -1; |
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224 } |
4800 | 225 |
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226 lambda.elem(j) = Complex (wr.elem(j), wi.elem(j)); |
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227 lambda.elem(j+1) = Complex (wr.elem(j+1), wi.elem(j+1)); |
2815 | 228 |
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229 for (octave_idx_type i = 0; i < nvr; i++) |
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230 { |
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231 double real_part = vr.elem (i, j); |
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232 double imag_part = vr.elem (i, j+1); |
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233 v.elem (i, j) = Complex (real_part, imag_part); |
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234 v.elem (i, j+1) = Complex (real_part, -imag_part); |
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235 } |
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236 j++; |
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237 } |
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238 } |
2815 | 239 } |
4800 | 240 else |
241 (*current_liboctave_error_handler) ("dgeev workspace query failed"); | |
2815 | 242 |
243 return info; | |
244 } | |
245 | |
5275 | 246 octave_idx_type |
4725 | 247 EIG::symmetric_init (const Matrix& a, bool calc_ev) |
2815 | 248 { |
5275 | 249 octave_idx_type n = a.rows (); |
1934 | 250 |
2815 | 251 if (n != a.cols ()) |
252 { | |
253 (*current_liboctave_error_handler) ("EIG requires square matrix"); | |
254 return -1; | |
255 } | |
256 | |
5275 | 257 octave_idx_type info = 0; |
2815 | 258 |
259 Matrix atmp = a; | |
260 double *tmp_data = atmp.fortran_vec (); | |
261 | |
3585 | 262 ColumnVector wr (n); |
2815 | 263 double *pwr = wr.fortran_vec (); |
264 | |
5275 | 265 octave_idx_type lwork = -1; |
4800 | 266 double dummy_work; |
2815 | 267 |
4725 | 268 F77_XFCN (dsyev, DSYEV, (F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
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269 F77_CONST_CHAR_ARG2 ("U", 1), |
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270 n, tmp_data, n, pwr, &dummy_work, lwork, info |
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271 F77_CHAR_ARG_LEN (1) |
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272 F77_CHAR_ARG_LEN (1))); |
2815 | 273 |
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274 if (info == 0) |
2815 | 275 { |
5275 | 276 lwork = static_cast<octave_idx_type> (dummy_work); |
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277 Array<double> work (lwork, 1); |
4800 | 278 double *pwork = work.fortran_vec (); |
279 | |
280 F77_XFCN (dsyev, DSYEV, (F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), | |
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281 F77_CONST_CHAR_ARG2 ("U", 1), |
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282 n, tmp_data, n, pwr, pwork, lwork, info |
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283 F77_CHAR_ARG_LEN (1) |
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284 F77_CHAR_ARG_LEN (1))); |
4800 | 285 |
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286 if (info < 0) |
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287 { |
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288 (*current_liboctave_error_handler) ("unrecoverable error in dsyev"); |
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289 return info; |
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290 } |
4800 | 291 |
292 if (info > 0) | |
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293 { |
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294 (*current_liboctave_error_handler) ("dsyev failed to converge"); |
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295 return info; |
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296 } |
4800 | 297 |
3585 | 298 lambda = ComplexColumnVector (wr); |
4725 | 299 v = calc_ev ? ComplexMatrix (atmp) : ComplexMatrix (); |
462 | 300 } |
4800 | 301 else |
302 (*current_liboctave_error_handler) ("dsyev workspace query failed"); | |
462 | 303 |
304 return info; | |
305 } | |
306 | |
5275 | 307 octave_idx_type |
4725 | 308 EIG::init (const ComplexMatrix& a, bool calc_ev) |
462 | 309 { |
5822 | 310 if (a.any_element_is_inf_or_nan ()) |
311 { | |
312 (*current_liboctave_error_handler) | |
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313 ("EIG: matrix contains Inf or NaN values"); |
5822 | 314 return -1; |
315 } | |
316 | |
2815 | 317 if (a.is_hermitian ()) |
4725 | 318 return hermitian_init (a, calc_ev); |
2815 | 319 |
5275 | 320 octave_idx_type n = a.rows (); |
1934 | 321 |
322 if (n != a.cols ()) | |
462 | 323 { |
324 (*current_liboctave_error_handler) ("EIG requires square matrix"); | |
325 return -1; | |
326 } | |
327 | |
5275 | 328 octave_idx_type info = 0; |
462 | 329 |
1934 | 330 ComplexMatrix atmp = a; |
331 Complex *tmp_data = atmp.fortran_vec (); | |
462 | 332 |
2815 | 333 ComplexColumnVector w (n); |
334 Complex *pw = w.fortran_vec (); | |
335 | |
5275 | 336 octave_idx_type nvr = calc_ev ? n : 0; |
4725 | 337 ComplexMatrix vtmp (nvr, nvr); |
2815 | 338 Complex *pv = vtmp.fortran_vec (); |
339 | |
5275 | 340 octave_idx_type lwork = -1; |
4800 | 341 Complex dummy_work; |
1934 | 342 |
5275 | 343 octave_idx_type lrwork = 2*n; |
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344 Array<double> rwork (lrwork, 1); |
1934 | 345 double *prwork = rwork.fortran_vec (); |
462 | 346 |
1365 | 347 Complex *dummy = 0; |
5275 | 348 octave_idx_type idummy = 1; |
462 | 349 |
4552 | 350 F77_XFCN (zgeev, ZGEEV, (F77_CONST_CHAR_ARG2 ("N", 1), |
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351 F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
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352 n, tmp_data, n, pw, dummy, idummy, |
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353 pv, n, &dummy_work, lwork, prwork, info |
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354 F77_CHAR_ARG_LEN (1) |
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355 F77_CHAR_ARG_LEN (1))); |
2815 | 356 |
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357 if (info == 0) |
2815 | 358 { |
5275 | 359 lwork = static_cast<octave_idx_type> (dummy_work.real ()); |
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360 Array<Complex> work (lwork, 1); |
4800 | 361 Complex *pwork = work.fortran_vec (); |
362 | |
363 F77_XFCN (zgeev, ZGEEV, (F77_CONST_CHAR_ARG2 ("N", 1), | |
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364 F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
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365 n, tmp_data, n, pw, dummy, idummy, |
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366 pv, n, pwork, lwork, prwork, info |
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367 F77_CHAR_ARG_LEN (1) |
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368 F77_CHAR_ARG_LEN (1))); |
4800 | 369 |
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370 if (info < 0) |
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371 { |
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372 (*current_liboctave_error_handler) ("unrecoverable error in zgeev"); |
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373 return info; |
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374 } |
4800 | 375 |
376 if (info > 0) | |
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377 { |
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378 (*current_liboctave_error_handler) ("zgeev failed to converge"); |
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379 return info; |
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380 } |
4800 | 381 |
2815 | 382 lambda = w; |
383 v = vtmp; | |
384 } | |
4800 | 385 else |
386 (*current_liboctave_error_handler) ("zgeev workspace query failed"); | |
2815 | 387 |
388 return info; | |
389 } | |
390 | |
5275 | 391 octave_idx_type |
4725 | 392 EIG::hermitian_init (const ComplexMatrix& a, bool calc_ev) |
2815 | 393 { |
5275 | 394 octave_idx_type n = a.rows (); |
2815 | 395 |
396 if (n != a.cols ()) | |
397 { | |
398 (*current_liboctave_error_handler) ("EIG requires square matrix"); | |
399 return -1; | |
400 } | |
401 | |
5275 | 402 octave_idx_type info = 0; |
462 | 403 |
2815 | 404 ComplexMatrix atmp = a; |
405 Complex *tmp_data = atmp.fortran_vec (); | |
406 | |
3585 | 407 ColumnVector wr (n); |
408 double *pwr = wr.fortran_vec (); | |
2815 | 409 |
5275 | 410 octave_idx_type lwork = -1; |
4800 | 411 Complex dummy_work; |
2815 | 412 |
5275 | 413 octave_idx_type lrwork = 3*n; |
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414 Array<double> rwork (lrwork, 1); |
2815 | 415 double *prwork = rwork.fortran_vec (); |
416 | |
4725 | 417 F77_XFCN (zheev, ZHEEV, (F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
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418 F77_CONST_CHAR_ARG2 ("U", 1), |
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419 n, tmp_data, n, pwr, &dummy_work, lwork, |
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420 prwork, info |
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421 F77_CHAR_ARG_LEN (1) |
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422 F77_CHAR_ARG_LEN (1))); |
2815 | 423 |
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424 if (info == 0) |
2815 | 425 { |
5275 | 426 lwork = static_cast<octave_idx_type> (dummy_work.real ()); |
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427 Array<Complex> work (lwork, 1); |
4800 | 428 Complex *pwork = work.fortran_vec (); |
429 | |
430 F77_XFCN (zheev, ZHEEV, (F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), | |
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431 F77_CONST_CHAR_ARG2 ("U", 1), |
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432 n, tmp_data, n, pwr, pwork, lwork, prwork, info |
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433 F77_CHAR_ARG_LEN (1) |
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434 F77_CHAR_ARG_LEN (1))); |
4800 | 435 |
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436 if (info < 0) |
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437 { |
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438 (*current_liboctave_error_handler) ("unrecoverable error in zheev"); |
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439 return info; |
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440 } |
4800 | 441 |
442 if (info > 0) | |
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443 { |
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444 (*current_liboctave_error_handler) ("zheev failed to converge"); |
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445 return info; |
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446 } |
4800 | 447 |
3585 | 448 lambda = ComplexColumnVector (wr); |
4725 | 449 v = calc_ev ? ComplexMatrix (atmp) : ComplexMatrix (); |
2815 | 450 } |
4800 | 451 else |
452 (*current_liboctave_error_handler) ("zheev workspace query failed"); | |
462 | 453 |
454 return info; | |
455 } | |
456 | |
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457 octave_idx_type |
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458 EIG::init (const Matrix& a, const Matrix& b, bool calc_ev) |
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459 { |
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460 if (a.any_element_is_inf_or_nan () || b.any_element_is_inf_or_nan ()) |
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461 { |
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462 (*current_liboctave_error_handler) |
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463 ("EIG: matrix contains Inf or NaN values"); |
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464 return -1; |
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465 } |
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466 |
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467 octave_idx_type n = a.rows (); |
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468 octave_idx_type nb = b.rows (); |
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469 |
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470 if (n != a.cols () || nb != b.cols ()) |
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471 { |
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472 (*current_liboctave_error_handler) ("EIG requires square matrix"); |
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473 return -1; |
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474 } |
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475 |
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476 if (n != nb) |
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477 { |
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478 (*current_liboctave_error_handler) ("EIG requires same size matrices"); |
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479 return -1; |
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480 } |
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481 |
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482 octave_idx_type info = 0; |
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483 |
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484 Matrix tmp = b; |
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485 double *tmp_data = tmp.fortran_vec (); |
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486 |
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487 F77_XFCN (dpotrf, DPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1), |
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488 n, tmp_data, n, |
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489 info |
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490 F77_CHAR_ARG_LEN (1) |
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491 F77_CHAR_ARG_LEN (1))); |
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492 |
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493 if (a.is_symmetric () && b.is_symmetric () && info == 0) |
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494 return symmetric_init (a, b, calc_ev); |
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495 |
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496 Matrix atmp = a; |
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497 double *atmp_data = atmp.fortran_vec (); |
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498 |
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499 Matrix btmp = b; |
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500 double *btmp_data = btmp.fortran_vec (); |
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501 |
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502 Array<double> ar (n, 1); |
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503 double *par = ar.fortran_vec (); |
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504 |
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505 Array<double> ai (n, 1); |
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506 double *pai = ai.fortran_vec (); |
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507 |
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508 Array<double> beta (n, 1); |
8339
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509 double *pbeta = beta.fortran_vec (); |
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510 |
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511 octave_idx_type tnvr = calc_ev ? n : 0; |
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512 Matrix vr (tnvr, tnvr); |
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513 double *pvr = vr.fortran_vec (); |
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514 |
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515 octave_idx_type lwork = -1; |
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516 double dummy_work; |
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517 |
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518 double *dummy = 0; |
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519 octave_idx_type idummy = 1; |
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520 |
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521 F77_XFCN (dggev, DGGEV, (F77_CONST_CHAR_ARG2 ("N", 1), |
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522 F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
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523 n, atmp_data, n, btmp_data, n, |
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524 par, pai, pbeta, |
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525 dummy, idummy, pvr, n, |
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526 &dummy_work, lwork, info |
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527 F77_CHAR_ARG_LEN (1) |
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528 F77_CHAR_ARG_LEN (1))); |
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529 |
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530 if (info == 0) |
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531 { |
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532 lwork = static_cast<octave_idx_type> (dummy_work); |
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533 Array<double> work (lwork, 1); |
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534 double *pwork = work.fortran_vec (); |
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535 |
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536 F77_XFCN (dggev, DGGEV, (F77_CONST_CHAR_ARG2 ("N", 1), |
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537 F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
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538 n, atmp_data, n, btmp_data, n, |
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539 par, pai, pbeta, |
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540 dummy, idummy, pvr, n, |
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541 pwork, lwork, info |
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542 F77_CHAR_ARG_LEN (1) |
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543 F77_CHAR_ARG_LEN (1))); |
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544 |
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545 if (info < 0) |
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546 { |
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547 (*current_liboctave_error_handler) ("unrecoverable error in dggev"); |
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548 return info; |
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549 } |
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550 |
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551 if (info > 0) |
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552 { |
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553 (*current_liboctave_error_handler) ("dggev failed to converge"); |
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554 return info; |
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555 } |
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556 |
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557 lambda.resize (n); |
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558 octave_idx_type nvr = calc_ev ? n : 0; |
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559 v.resize (nvr, nvr); |
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560 |
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561 for (octave_idx_type j = 0; j < n; j++) |
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562 { |
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563 if (ai.elem (j) == 0.0) |
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564 { |
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untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
565 lambda.elem (j) = Complex (ar.elem (j) / beta.elem (j)); |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
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diff
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|
566 for (octave_idx_type i = 0; i < nvr; i++) |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
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diff
changeset
|
567 v.elem (i, j) = vr.elem (i, j); |
07ebe522dac2
untabify liboctave C++ sources
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parents:
10158
diff
changeset
|
568 } |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
569 else |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
570 { |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
571 if (j+1 >= n) |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
572 { |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
573 (*current_liboctave_error_handler) ("EIG: internal error"); |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
574 return -1; |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
575 } |
8339
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
576 |
10314
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
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diff
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|
577 lambda.elem(j) = Complex (ar.elem(j) / beta.elem (j), |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
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diff
changeset
|
578 ai.elem(j) / beta.elem (j)); |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
579 lambda.elem(j+1) = Complex (ar.elem(j+1) / beta.elem (j+1), |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
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|
580 ai.elem(j+1) / beta.elem (j+1)); |
8339
18c4ded8612a
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parents:
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diff
changeset
|
581 |
10314
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
582 for (octave_idx_type i = 0; i < nvr; i++) |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
583 { |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
584 double real_part = vr.elem (i, j); |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
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diff
changeset
|
585 double imag_part = vr.elem (i, j+1); |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
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diff
changeset
|
586 v.elem (i, j) = Complex (real_part, imag_part); |
07ebe522dac2
untabify liboctave C++ sources
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parents:
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diff
changeset
|
587 v.elem (i, j+1) = Complex (real_part, -imag_part); |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
588 } |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
589 j++; |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
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diff
changeset
|
590 } |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
591 } |
8339
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Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
592 } |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
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diff
changeset
|
593 else |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
594 (*current_liboctave_error_handler) ("dggev workspace query failed"); |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
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diff
changeset
|
595 |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
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diff
changeset
|
596 return info; |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
597 } |
18c4ded8612a
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Jarkko Kaleva <d3roga@gmail.com>
parents:
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diff
changeset
|
598 |
18c4ded8612a
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parents:
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diff
changeset
|
599 octave_idx_type |
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parents:
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diff
changeset
|
600 EIG::symmetric_init (const Matrix& a, const Matrix& b, bool calc_ev) |
18c4ded8612a
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diff
changeset
|
601 { |
18c4ded8612a
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diff
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|
602 octave_idx_type n = a.rows (); |
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diff
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|
603 octave_idx_type nb = b.rows (); |
18c4ded8612a
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diff
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|
604 |
18c4ded8612a
Add generalized eigenvalue functions
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diff
changeset
|
605 if (n != a.cols () || nb != b.cols ()) |
18c4ded8612a
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parents:
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diff
changeset
|
606 { |
18c4ded8612a
Add generalized eigenvalue functions
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parents:
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diff
changeset
|
607 (*current_liboctave_error_handler) ("EIG requires square matrix"); |
18c4ded8612a
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parents:
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diff
changeset
|
608 return -1; |
18c4ded8612a
Add generalized eigenvalue functions
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parents:
7482
diff
changeset
|
609 } |
18c4ded8612a
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parents:
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diff
changeset
|
610 |
18c4ded8612a
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parents:
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diff
changeset
|
611 if (n != nb) |
18c4ded8612a
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parents:
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diff
changeset
|
612 { |
18c4ded8612a
Add generalized eigenvalue functions
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parents:
7482
diff
changeset
|
613 (*current_liboctave_error_handler) ("EIG requires same size matrices"); |
18c4ded8612a
Add generalized eigenvalue functions
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parents:
7482
diff
changeset
|
614 return -1; |
18c4ded8612a
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parents:
7482
diff
changeset
|
615 } |
18c4ded8612a
Add generalized eigenvalue functions
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parents:
7482
diff
changeset
|
616 |
18c4ded8612a
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diff
changeset
|
617 octave_idx_type info = 0; |
18c4ded8612a
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parents:
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diff
changeset
|
618 |
18c4ded8612a
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parents:
7482
diff
changeset
|
619 Matrix atmp = a; |
18c4ded8612a
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parents:
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diff
changeset
|
620 double *atmp_data = atmp.fortran_vec (); |
18c4ded8612a
Add generalized eigenvalue functions
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parents:
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diff
changeset
|
621 |
18c4ded8612a
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parents:
7482
diff
changeset
|
622 Matrix btmp = b; |
18c4ded8612a
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parents:
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diff
changeset
|
623 double *btmp_data = btmp.fortran_vec (); |
18c4ded8612a
Add generalized eigenvalue functions
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parents:
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diff
changeset
|
624 |
18c4ded8612a
Add generalized eigenvalue functions
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parents:
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diff
changeset
|
625 ColumnVector wr (n); |
18c4ded8612a
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parents:
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diff
changeset
|
626 double *pwr = wr.fortran_vec (); |
18c4ded8612a
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diff
changeset
|
627 |
18c4ded8612a
Add generalized eigenvalue functions
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parents:
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diff
changeset
|
628 octave_idx_type lwork = -1; |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
629 double dummy_work; |
18c4ded8612a
Add generalized eigenvalue functions
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parents:
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diff
changeset
|
630 |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
631 F77_XFCN (dsygv, DSYGV, (1, F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
10314
07ebe522dac2
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John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
632 F77_CONST_CHAR_ARG2 ("U", 1), |
07ebe522dac2
untabify liboctave C++ sources
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parents:
10158
diff
changeset
|
633 n, atmp_data, n, |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
634 btmp_data, n, |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
635 pwr, &dummy_work, lwork, info |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
636 F77_CHAR_ARG_LEN (1) |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
637 F77_CHAR_ARG_LEN (1))); |
8339
18c4ded8612a
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parents:
7482
diff
changeset
|
638 |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
639 if (info == 0) |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
640 { |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
641 lwork = static_cast<octave_idx_type> (dummy_work); |
10350
12884915a8e4
merge MArray classes & improve Array interface
Jaroslav Hajek <highegg@gmail.com>
parents:
10314
diff
changeset
|
642 Array<double> work (lwork, 1); |
8339
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
643 double *pwork = work.fortran_vec (); |
18c4ded8612a
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Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
644 |
18c4ded8612a
Add generalized eigenvalue functions
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parents:
7482
diff
changeset
|
645 F77_XFCN (dsygv, DSYGV, (1, F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
10314
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
646 F77_CONST_CHAR_ARG2 ("U", 1), |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
647 n, atmp_data, n, |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
648 btmp_data, n, |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
649 pwr, pwork, lwork, info |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
650 F77_CHAR_ARG_LEN (1) |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
651 F77_CHAR_ARG_LEN (1))); |
8339
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
652 |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
653 if (info < 0) |
10314
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
654 { |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
655 (*current_liboctave_error_handler) ("unrecoverable error in dsygv"); |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
656 return info; |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
657 } |
8339
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
658 |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
659 if (info > 0) |
10314
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
660 { |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
661 (*current_liboctave_error_handler) ("dsygv failed to converge"); |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
662 return info; |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
663 } |
8339
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
664 |
18c4ded8612a
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Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
665 lambda = ComplexColumnVector (wr); |
18c4ded8612a
Add generalized eigenvalue functions
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parents:
7482
diff
changeset
|
666 v = calc_ev ? ComplexMatrix (atmp) : ComplexMatrix (); |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
667 } |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
668 else |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
669 (*current_liboctave_error_handler) ("dsygv workspace query failed"); |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
670 |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
671 return info; |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
672 } |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
673 |
18c4ded8612a
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parents:
7482
diff
changeset
|
674 octave_idx_type |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
675 EIG::init (const ComplexMatrix& a, const ComplexMatrix& b, bool calc_ev) |
18c4ded8612a
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parents:
7482
diff
changeset
|
676 { |
18c4ded8612a
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Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
677 if (a.any_element_is_inf_or_nan () || b.any_element_is_inf_or_nan ()) |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
678 { |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
679 (*current_liboctave_error_handler) |
10314
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
680 ("EIG: matrix contains Inf or NaN values"); |
8339
18c4ded8612a
Add generalized eigenvalue functions
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parents:
7482
diff
changeset
|
681 return -1; |
18c4ded8612a
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Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
682 } |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
683 |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
684 octave_idx_type n = a.rows (); |
18c4ded8612a
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Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
685 octave_idx_type nb = b.rows (); |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
686 |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
687 if (n != a.cols () || nb != b.cols()) |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
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7482
diff
changeset
|
688 { |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
689 (*current_liboctave_error_handler) ("EIG requires square matrix"); |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
690 return -1; |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
691 } |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
692 |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
693 if (n != nb) |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
694 { |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
695 (*current_liboctave_error_handler) ("EIG requires same size matrices"); |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
696 return -1; |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
697 } |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
698 |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
699 octave_idx_type info = 0; |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
700 |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
701 ComplexMatrix tmp = b; |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
702 Complex*tmp_data = tmp.fortran_vec (); |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
703 |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
704 F77_XFCN (zpotrf, ZPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1), |
10314
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
705 n, tmp_data, n, |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
706 info |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
707 F77_CHAR_ARG_LEN (1) |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
708 F77_CHAR_ARG_LEN (1))); |
8339
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
709 |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
710 if (a.is_hermitian () && b.is_hermitian () && info == 0) |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
711 return hermitian_init (a, calc_ev); |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
712 |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
713 ComplexMatrix atmp = a; |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
714 Complex *atmp_data = atmp.fortran_vec (); |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
715 |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
716 ComplexMatrix btmp = b; |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
717 Complex *btmp_data = btmp.fortran_vec (); |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
718 |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
719 ComplexColumnVector alpha (n); |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
720 Complex *palpha = alpha.fortran_vec (); |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
721 |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
722 ComplexColumnVector beta (n); |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
723 Complex *pbeta = beta.fortran_vec (); |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
724 |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
725 octave_idx_type nvr = calc_ev ? n : 0; |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
726 ComplexMatrix vtmp (nvr, nvr); |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
727 Complex *pv = vtmp.fortran_vec (); |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
728 |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
729 octave_idx_type lwork = -1; |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
730 Complex dummy_work; |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
731 |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
732 octave_idx_type lrwork = 8*n; |
10350
12884915a8e4
merge MArray classes & improve Array interface
Jaroslav Hajek <highegg@gmail.com>
parents:
10314
diff
changeset
|
733 Array<double> rwork (lrwork, 1); |
8339
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
734 double *prwork = rwork.fortran_vec (); |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
735 |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
736 Complex *dummy = 0; |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
737 octave_idx_type idummy = 1; |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
738 |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
739 F77_XFCN (zggev, ZGGEV, (F77_CONST_CHAR_ARG2 ("N", 1), |
10314
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
740 F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
741 n, atmp_data, n, btmp_data, n, |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
742 palpha, pbeta, dummy, idummy, |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
743 pv, n, &dummy_work, lwork, prwork, info |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
744 F77_CHAR_ARG_LEN (1) |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
745 F77_CHAR_ARG_LEN (1))); |
8339
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
746 |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
747 if (info == 0) |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
748 { |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
749 lwork = static_cast<octave_idx_type> (dummy_work.real ()); |
10350
12884915a8e4
merge MArray classes & improve Array interface
Jaroslav Hajek <highegg@gmail.com>
parents:
10314
diff
changeset
|
750 Array<Complex> work (lwork, 1); |
8339
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
751 Complex *pwork = work.fortran_vec (); |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
752 |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
753 F77_XFCN (zggev, ZGGEV, (F77_CONST_CHAR_ARG2 ("N", 1), |
10314
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
754 F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
755 n, atmp_data, n, btmp_data, n, |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
756 palpha, pbeta, dummy, idummy, |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
757 pv, n, pwork, lwork, prwork, info |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
758 F77_CHAR_ARG_LEN (1) |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
759 F77_CHAR_ARG_LEN (1))); |
8339
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
760 |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
761 if (info < 0) |
10314
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
762 { |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
763 (*current_liboctave_error_handler) ("unrecoverable error in zggev"); |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
764 return info; |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
765 } |
8339
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
766 |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
767 if (info > 0) |
10314
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
768 { |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
769 (*current_liboctave_error_handler) ("zggev failed to converge"); |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
770 return info; |
07ebe522dac2
untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
|
771 } |
8339
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
772 |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
773 lambda.resize (n); |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
774 |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
775 for (octave_idx_type j = 0; j < n; j++) |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
776 lambda.elem (j) = alpha.elem (j) / beta.elem(j); |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
777 |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
778 v = vtmp; |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
779 } |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
780 else |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
781 (*current_liboctave_error_handler) ("zggev workspace query failed"); |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
782 |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
783 return info; |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
784 } |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
785 |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
786 octave_idx_type |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
787 EIG::hermitian_init (const ComplexMatrix& a, const ComplexMatrix& b, bool calc_ev) |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
788 { |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
789 octave_idx_type n = a.rows (); |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
790 octave_idx_type nb = b.rows (); |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
791 |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
792 if (n != a.cols () || nb != b.cols ()) |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
793 { |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
794 (*current_liboctave_error_handler) ("EIG requires square matrix"); |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
795 return -1; |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
796 } |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
797 |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
798 if (n != nb) |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
799 { |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
800 (*current_liboctave_error_handler) ("EIG requires same size matrices"); |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
801 return -1; |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
802 } |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
803 |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
804 octave_idx_type info = 0; |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
805 |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
806 ComplexMatrix atmp = a; |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
807 Complex *atmp_data = atmp.fortran_vec (); |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
808 |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
809 ComplexMatrix btmp = b; |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
810 Complex *btmp_data = btmp.fortran_vec (); |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
811 |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
812 ColumnVector wr (n); |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
813 double *pwr = wr.fortran_vec (); |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
814 |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
815 octave_idx_type lwork = -1; |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
816 Complex dummy_work; |
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7482
diff
changeset
|
817 |
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818 octave_idx_type lrwork = 3*n; |
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819 Array<double> rwork (lrwork, 1); |
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820 double *prwork = rwork.fortran_vec (); |
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821 |
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822 F77_XFCN (zhegv, ZHEGV, (1, F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
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823 F77_CONST_CHAR_ARG2 ("U", 1), |
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824 n, atmp_data, n, |
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825 btmp_data, n, |
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826 pwr, &dummy_work, lwork, |
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827 prwork, info |
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828 F77_CHAR_ARG_LEN (1) |
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829 F77_CHAR_ARG_LEN (1))); |
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830 |
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831 if (info == 0) |
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832 { |
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833 lwork = static_cast<octave_idx_type> (dummy_work.real ()); |
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834 Array<Complex> work (lwork, 1); |
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835 Complex *pwork = work.fortran_vec (); |
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836 |
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837 F77_XFCN (zhegv, ZHEGV, (1, F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
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838 F77_CONST_CHAR_ARG2 ("U", 1), |
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839 n, atmp_data, n, |
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840 btmp_data, n, |
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841 pwr, pwork, lwork, prwork, info |
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842 F77_CHAR_ARG_LEN (1) |
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843 F77_CHAR_ARG_LEN (1))); |
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844 |
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845 if (info < 0) |
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846 { |
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847 (*current_liboctave_error_handler) ("unrecoverable error in zhegv"); |
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848 return info; |
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849 } |
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850 |
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851 if (info > 0) |
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852 { |
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853 (*current_liboctave_error_handler) ("zhegv failed to converge"); |
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854 return info; |
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855 } |
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856 |
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857 lambda = ComplexColumnVector (wr); |
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858 v = calc_ev ? ComplexMatrix (atmp) : ComplexMatrix (); |
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859 } |
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860 else |
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861 (*current_liboctave_error_handler) ("zhegv workspace query failed"); |
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862 |
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863 return info; |
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864 } |