Mercurial > hg > octave-nkf
annotate scripts/sparse/eigs.m @ 20305:c164cfc24bdd
QtHandles: add annotations dialog
* libgui/graphics/annotation-dialog.h: new file
* libgui/graphics/annotation-dialog.cc: new file
* libgui/graphics/annotation-dialog.ui: new file
* libgui/graphics/Canvas.cc
(canvasMousePressEvent): call annotation_dialog when in TextMode.
* libgui/graphics/module.mk: add annotation-dialog to build
author | John Donoghue <john.donoghue@ieee.org> |
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date | Sun, 19 Apr 2015 09:54:54 -0400 |
parents | 9fc020886ae9 |
children | df437a52bcaf |
rev | line source |
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1 ## Copyright (C) 2005-2015 David Bateman |
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2 ## |
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3 ## This file is part of Octave. |
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4 ## |
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5 ## Octave is free software; you can redistribute it and/or modify it |
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6 ## under the terms of the GNU General Public License as published by |
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7 ## the Free Software Foundation; either version 3 of the License, or (at |
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8 ## your option) any later version. |
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9 ## |
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10 ## Octave is distributed in the hope that it will be useful, but |
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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13 ## General Public License for more details. |
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14 ## |
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15 ## You should have received a copy of the GNU General Public License |
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16 ## along with Octave; see the file COPYING. If not, see |
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17 ## <http://www.gnu.org/licenses/>. |
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18 |
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19 ## -*- texinfo -*- |
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20 ## @deftypefn {Function File} {@var{d} =} eigs (@var{A}) |
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21 ## @deftypefnx {Function File} {@var{d} =} eigs (@var{A}, @var{k}) |
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22 ## @deftypefnx {Function File} {@var{d} =} eigs (@var{A}, @var{k}, @var{sigma}) |
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23 ## @deftypefnx {Function File} {@var{d} =} eigs (@var{A}, @var{k}, @var{sigma}, @var{opts}) |
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24 ## @deftypefnx {Function File} {@var{d} =} eigs (@var{A}, @var{B}) |
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25 ## @deftypefnx {Function File} {@var{d} =} eigs (@var{A}, @var{B}, @var{k}) |
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26 ## @deftypefnx {Function File} {@var{d} =} eigs (@var{A}, @var{B}, @var{k}, @var{sigma}) |
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27 ## @deftypefnx {Function File} {@var{d} =} eigs (@var{A}, @var{B}, @var{k}, @var{sigma}, @var{opts}) |
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28 ## @deftypefnx {Function File} {@var{d} =} eigs (@var{af}, @var{n}) |
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29 ## @deftypefnx {Function File} {@var{d} =} eigs (@var{af}, @var{n}, @var{B}) |
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30 ## @deftypefnx {Function File} {@var{d} =} eigs (@var{af}, @var{n}, @var{k}) |
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31 ## @deftypefnx {Function File} {@var{d} =} eigs (@var{af}, @var{n}, @var{B}, @var{k}) |
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32 ## @deftypefnx {Function File} {@var{d} =} eigs (@var{af}, @var{n}, @var{k}, @var{sigma}) |
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33 ## @deftypefnx {Function File} {@var{d} =} eigs (@var{af}, @var{n}, @var{B}, @var{k}, @var{sigma}) |
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34 ## @deftypefnx {Function File} {@var{d} =} eigs (@var{af}, @var{n}, @var{k}, @var{sigma}, @var{opts}) |
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35 ## @deftypefnx {Function File} {@var{d} =} eigs (@var{af}, @var{n}, @var{B}, @var{k}, @var{sigma}, @var{opts}) |
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36 ## @deftypefnx {Function File} {[@var{V}, @var{d}] =} eigs (@var{A}, @dots{}) |
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37 ## @deftypefnx {Function File} {[@var{V}, @var{d}] =} eigs (@var{af}, @var{n}, @dots{}) |
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38 ## @deftypefnx {Function File} {[@var{V}, @var{d}, @var{flag}] =} eigs (@var{A}, @dots{}) |
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39 ## @deftypefnx {Function File} {[@var{V}, @var{d}, @var{flag}] =} eigs (@var{af}, @var{n}, @dots{}) |
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40 ## Calculate a limited number of eigenvalues and eigenvectors of @var{A}, |
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41 ## based on a selection criteria. The number of eigenvalues and eigenvectors to |
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42 ## calculate is given by @var{k} and defaults to 6. |
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43 ## |
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44 ## By default, @code{eigs} solve the equation |
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45 ## @tex |
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46 ## $A \nu = \lambda \nu$, |
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47 ## @end tex |
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48 ## @ifinfo |
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49 ## @code{A * v = lambda * v}, |
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50 ## @end ifinfo |
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51 ## where |
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52 ## @tex |
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53 ## $\lambda$ is a scalar representing one of the eigenvalues, and $\nu$ |
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54 ## @end tex |
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55 ## @ifinfo |
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56 ## @code{lambda} is a scalar representing one of the eigenvalues, and @code{v} |
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57 ## @end ifinfo |
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58 ## is the corresponding eigenvector. If given the positive definite matrix |
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59 ## @var{B} then @code{eigs} solves the general eigenvalue equation |
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60 ## @tex |
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61 ## $A \nu = \lambda B \nu$. |
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62 ## @end tex |
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63 ## @ifinfo |
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64 ## @code{A * v = lambda * B * v}. |
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65 ## @end ifinfo |
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66 ## |
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67 ## The argument @var{sigma} determines which eigenvalues are returned. |
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68 ## @var{sigma} can be either a scalar or a string. When @var{sigma} is a |
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69 ## scalar, the @var{k} eigenvalues closest to @var{sigma} are returned. If |
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70 ## @var{sigma} is a string, it must have one of the following values. |
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71 ## |
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72 ## @table @asis |
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73 ## @item @qcode{"lm"} |
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74 ## Largest Magnitude (default). |
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75 ## |
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76 ## @item @qcode{"sm"} |
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77 ## Smallest Magnitude. |
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78 ## |
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79 ## @item @qcode{"la"} |
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80 ## Largest Algebraic (valid only for real symmetric problems). |
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81 ## |
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82 ## @item @qcode{"sa"} |
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83 ## Smallest Algebraic (valid only for real symmetric problems). |
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84 ## |
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85 ## @item @qcode{"be"} |
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86 ## Both Ends, with one more from the high-end if @var{k} is odd (valid only for |
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87 ## real symmetric problems). |
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88 ## |
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89 ## @item @qcode{"lr"} |
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90 ## Largest Real part (valid only for complex or unsymmetric problems). |
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91 ## |
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92 ## @item @qcode{"sr"} |
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93 ## Smallest Real part (valid only for complex or unsymmetric problems). |
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94 ## |
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95 ## @item @qcode{"li"} |
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96 ## Largest Imaginary part (valid only for complex or unsymmetric problems). |
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97 ## |
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98 ## @item @qcode{"si"} |
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99 ## Smallest Imaginary part (valid only for complex or unsymmetric problems). |
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100 ## @end table |
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101 ## |
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102 ## If @var{opts} is given, it is a structure defining possible options that |
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103 ## @code{eigs} should use. The fields of the @var{opts} structure are: |
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104 ## |
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105 ## @table @code |
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106 ## @item issym |
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107 ## If @var{af} is given, then flags whether the function @var{af} defines a |
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108 ## symmetric problem. It is ignored if @var{A} is given. The default is false. |
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109 ## |
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110 ## @item isreal |
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111 ## If @var{af} is given, then flags whether the function @var{af} defines a |
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112 ## real problem. It is ignored if @var{A} is given. The default is true. |
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113 ## |
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114 ## @item tol |
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115 ## Defines the required convergence tolerance, calculated as |
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116 ## @code{tol * norm (A)}. The default is @code{eps}. |
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117 ## |
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118 ## @item maxit |
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119 ## The maximum number of iterations. The default is 300. |
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120 ## |
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121 ## @item p |
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122 ## The number of Lanzcos basis vectors to use. More vectors will result in |
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123 ## faster convergence, but a greater use of memory. The optimal value of |
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124 ## @code{p} is problem dependent and should be in the range @var{k} to @var{n}. |
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125 ## The default value is @code{2 * @var{k}}. |
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126 ## |
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127 ## @item v0 |
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128 ## The starting vector for the algorithm. An initial vector close to the |
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129 ## final vector will speed up convergence. The default is for @sc{arpack} |
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130 ## to randomly generate a starting vector. If specified, @code{v0} must be |
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131 ## an @var{n}-by-1 vector where @code{@var{n} = rows (@var{A})} |
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132 ## |
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133 ## @item disp |
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134 ## The level of diagnostic printout (0|1|2). If @code{disp} is 0 then |
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135 ## diagnostics are disabled. The default value is 0. |
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136 ## |
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137 ## @item cholB |
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138 ## Flag if @code{chol (@var{B})} is passed rather than @var{B}. The default is |
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139 ## false. |
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140 ## |
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141 ## @item permB |
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142 ## The permutation vector of the Cholesky@tie{}factorization of @var{B} if |
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143 ## @code{cholB} is true. That is @code{chol (@var{B}(permB, permB))}. The |
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144 ## default is @code{1:@var{n}}. |
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145 ## |
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146 ## @end table |
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147 ## |
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148 ## It is also possible to represent @var{A} by a function denoted @var{af}. |
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149 ## @var{af} must be followed by a scalar argument @var{n} defining the length |
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150 ## of the vector argument accepted by @var{af}. @var{af} can be |
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151 ## a function handle, an inline function, or a string. When @var{af} is a |
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152 ## string it holds the name of the function to use. |
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153 ## |
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154 ## @var{af} is a function of the form @code{y = af (x)} |
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155 ## where the required return value of @var{af} is determined by |
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156 ## the value of @var{sigma}. The four possible forms are |
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157 ## |
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158 ## @table @code |
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159 ## @item A * x |
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160 ## if @var{sigma} is not given or is a string other than "sm". |
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161 ## |
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162 ## @item A \ x |
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163 ## if @var{sigma} is 0 or "sm". |
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164 ## |
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165 ## @item (A - sigma * I) \ x |
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166 ## for the standard eigenvalue problem, where @code{I} is the identity matrix of |
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167 ## the same size as @var{A}. |
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168 ## |
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169 ## @item (A - sigma * B) \ x |
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170 ## for the general eigenvalue problem. |
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171 ## @end table |
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172 ## |
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173 ## The return arguments of @code{eigs} depend on the number of return arguments |
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174 ## requested. With a single return argument, a vector @var{d} of length @var{k} |
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175 ## is returned containing the @var{k} eigenvalues that have been found. With |
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176 ## two return arguments, @var{V} is a @var{n}-by-@var{k} matrix whose columns |
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177 ## are the @var{k} eigenvectors corresponding to the returned eigenvalues. The |
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178 ## eigenvalues themselves are returned in @var{d} in the form of a |
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179 ## @var{n}-by-@var{k} matrix, where the elements on the diagonal are the |
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180 ## eigenvalues. |
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181 ## |
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182 ## Given a third return argument @var{flag}, @code{eigs} returns the status |
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183 ## of the convergence. If @var{flag} is 0 then all eigenvalues have converged. |
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184 ## Any other value indicates a failure to converge. |
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185 ## |
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186 ## This function is based on the @sc{arpack} package, written by |
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187 ## @nospell{R. Lehoucq, K. Maschhoff, D. Sorensen, and C. Yang}. For more |
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188 ## information see @url{http://www.caam.rice.edu/software/ARPACK/}. |
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189 ## |
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190 ## @seealso{eig, svds} |
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191 ## @end deftypefn |
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192 |
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193 function varargout = eigs (varargin) |
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194 |
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195 ## For compatibility with Matlab, handle small matrix cases here |
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196 ## that ARPACK does not. |
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197 |
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198 if (nargin == 0) |
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199 print_usage (); |
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200 endif |
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201 |
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202 call_eig = false; |
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203 offset = 0; |
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204 k = 6; |
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205 sigma = "lm"; |
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206 |
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207 if (isnumeric (varargin{1}) && issquare (varargin{1})) |
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208 a = varargin{1}; |
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209 if (nargin > 1 && isnumeric (varargin{2}) |
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210 && issquare (varargin{2}) && size_equal (a, varargin{2})) |
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211 b = varargin{2}; |
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212 offset = 1; |
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213 endif |
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214 |
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215 if (rows (a) < 9) |
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216 call_eig = true; |
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217 endif |
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218 |
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219 if (nargin > 1 + offset) |
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220 tmp = varargin{2+offset}; |
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221 if (isnumeric (tmp) && isscalar (tmp) && isreal (tmp) |
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222 && round (tmp) == tmp) |
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223 k = tmp; |
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224 |
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225 if (rows (a) - k < 3) |
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226 call_eig = true; |
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227 endif |
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228 else |
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229 call_eig = false; |
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230 endif |
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231 |
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232 if (nargin > 2 + offset) |
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233 tmp = varargin{3+offset}; |
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234 if (ischar (tmp)) |
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235 sigma = tolower (tmp); |
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236 elseif (isnumeric (tmp) && isscalar (tmp)) |
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237 sigma = tmp; |
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238 else |
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239 call_eig = false; |
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240 endif |
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241 endif |
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242 endif |
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243 endif |
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244 |
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245 if (call_eig) |
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246 varargout = cell (1, min (2, max (1, nargout))); |
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247 if (offset) |
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248 real_valued = isreal (a) && isreal (b); |
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249 symmetric = issymmetric (a) && issymmetric (b); |
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250 [varargout{:}] = eig (a, b); |
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251 else |
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252 real_valued = isreal (a); |
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253 symmetric = issymmetric (a); |
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254 [varargout{:}] = eig (a); |
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255 endif |
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256 varargout = select (varargout, k, sigma, real_valued, symmetric); |
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257 if (nargout == 3) |
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258 varargout{3} = 0; |
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259 endif |
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260 else |
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261 varargout = cell (1, max (1, nargout)); |
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262 [varargout{:}] = __eigs__ (varargin{:}); |
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263 endif |
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264 |
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265 endfunction |
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266 |
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267 function out = select (args, k, sigma, real_valued, symmetric) |
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268 |
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269 if (numel (args) == 1) |
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270 d = args{1}; |
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271 else |
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272 d = diag (args{2}); |
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273 endif |
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274 |
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275 if (ischar (sigma)) |
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276 switch (sigma) |
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277 case "lm" |
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278 [~, idx] = sort (abs (d), "descend"); |
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279 |
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280 case "sm" |
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281 [~, idx] = sort (abs (d), "ascend"); |
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282 |
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283 case "la" |
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284 if (real_valued && symmetric) |
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285 [~, idx] = sort (real (d), "descend"); |
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286 else |
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287 error ('sigma = "la" requires real symmetric problem'); |
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288 endif |
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289 |
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290 case "sa" |
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291 if (real_valued && symmetric) |
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292 [~, idx] = sort (real (d), "ascend"); |
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293 else |
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294 error ('sigma = "sa" requires real symmetric problem'); |
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295 endif |
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296 |
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297 case "be" |
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298 if (real_valued && symmetric) |
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299 [~, idx] = sort (real (d), "ascend"); |
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300 else |
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301 error ('sigma = "be" requires real symmetric problem'); |
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302 endif |
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303 |
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304 case "lr" |
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305 if (! (real_valued || symmetric)) |
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306 [~, idx] = sort (real (d), "descend"); |
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307 else |
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308 error ('sigma = "lr" requires complex or unsymmetric problem'); |
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309 endif |
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310 |
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311 case "sr" |
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312 if (! (real_valued || symmetric)) |
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313 [~, idx] = sort (real (d), "ascend"); |
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314 else |
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315 error ('sigma = "sr" requires complex or unsymmetric problem'); |
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316 endif |
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|
317 |
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|
318 case "li" |
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|
319 if (! (real_valued || symmetric)) |
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320 [~, idx] = sort (imag (d), "descend"); |
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321 else |
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322 error ('sigma = "li" requires complex or unsymmetric problem'); |
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323 endif |
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|
324 |
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|
325 case "si" |
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|
326 if (! (real_valued || symmetric)) |
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|
327 [~, idx] = sort (imag (d), "ascend"); |
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|
328 else |
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|
329 error ('sigma = "si" requires complex or unsymmetric problem'); |
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330 endif |
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|
331 |
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|
332 otherwise |
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|
333 error ("unrecognized value for sigma: %s", sigma); |
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|
334 endswitch |
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|
335 else |
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|
336 ## numeric sigma, find k closest values |
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|
337 [~, idx] = sort (abs (d - sigma)); |
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|
338 endif |
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|
339 |
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|
340 d = d(idx); |
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|
341 |
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|
342 n = numel (d); |
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|
343 |
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|
344 k = min (k, n); |
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|
345 |
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346 if (strcmp (sigma, "be")) |
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|
347 tmp = k / 2; |
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|
348 n1 = floor (tmp); |
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|
349 n2 = n - ceil (tmp) + 1; |
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|
350 selection = [1:floor(k/2), n2:n]; |
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|
351 else |
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|
352 selection = 1:k; |
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|
353 endif |
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|
354 |
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|
355 d = d(selection); |
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|
356 |
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|
357 if (numel (args) == 1) |
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|
358 out{1} = d; |
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|
359 else |
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|
360 out{2} = diag (d); |
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|
361 |
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|
362 v = args{1}; |
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|
363 v = v(:,idx); |
18972
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eigs: selection columns of V, not rows (bug #41795)
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17846
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|
364 out{1} = v(:,selection); |
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|
365 endif |
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|
366 |
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|
367 endfunction |
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|
368 |
17338
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maint: End m-files with 1 blank line.
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17281
diff
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|
369 |
17220
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|
370 #### SPARSE MATRIX VERSIONS #### |
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|
371 |
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|
372 ## Real positive definite tests, n must be even |
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|
373 %!shared n, k, A, d0, d2 |
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|
374 %! n = 20; |
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|
375 %! k = 4; |
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|
376 %! A = sparse ([3:n,1:n,1:(n-2)],[1:(n-2),1:n,3:n],[ones(1,n-2),4*ones(1,n),ones(1,n-2)]); |
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|
377 %! d0 = eig (A); |
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|
378 %! d2 = sort (d0); |
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379 %! [~, idx] = sort (abs (d0)); |
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380 %! d0 = d0(idx); |
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381 %! rand ("state", 42); # initialize generator to make eigs behavior reproducible |
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382 %!testif HAVE_ARPACK |
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383 %! d1 = eigs (A, k); |
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384 %! assert (d1, d0(end:-1:(end-k+1)), 1e-11); |
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385 %!testif HAVE_ARPACK |
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386 %! d1 = eigs (A, k+1); |
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387 %! assert (d1, d0(end:-1:(end-k)), 1e-11); |
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388 %!testif HAVE_ARPACK |
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389 %! d1 = eigs (A, k, "lm"); |
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390 %! assert (d1, d0(end:-1:(end-k+1)), 1e-11); |
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391 %!testif HAVE_ARPACK, HAVE_UMFPACK |
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392 %! d1 = eigs (A, k, "sm"); |
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393 %! assert (d1, d0(k:-1:1), 1e-11); |
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394 %!testif HAVE_ARPACK |
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395 %! d1 = eigs (A, k, "la"); |
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396 %! assert (d1, d2(end:-1:(end-k+1)), 1e-11); |
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397 %!testif HAVE_ARPACK |
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398 %! d1 = eigs (A, k, "sa"); |
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399 %! assert (d1, d2(1:k), 1e-11); |
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400 %!testif HAVE_ARPACK |
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401 %! d1 = eigs (A, k, "be"); |
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402 %! assert (d1, d2([1:floor(k/2), (end - ceil(k/2) + 1):end]), 1e-11); |
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403 %!testif HAVE_ARPACK |
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404 %! d1 = eigs (A, k+1, "be"); |
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405 %! assert (d1, d2([1:floor((k+1)/2), (end - ceil((k+1)/2) + 1):end]), 1e-11); |
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406 %!testif HAVE_ARPACK, HAVE_UMFPACK |
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407 %! d1 = eigs (A, k, 4.1); |
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408 %! [~, idx0] = sort (abs (d0 - 4.1)); |
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409 %! [~, idx1] = sort (abs (d1 - 4.1)); |
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410 %! assert (d1(idx1), d0(idx0(1:k)), 1e-11); |
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411 %!testif HAVE_ARPACK, HAVE_CHOLMOD |
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412 %! d1 = eigs (A, speye (n), k, "lm"); |
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413 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11); |
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414 %!testif HAVE_ARPACK, HAVE_UMFPACK |
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415 %! assert (eigs (A, k, 4.1), eigs (A, speye (n), k, 4.1), 1e-11); |
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416 %!testif HAVE_ARPACK |
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417 %! opts.cholB = true; |
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418 %! d1 = eigs (A, speye (n), k, "lm", opts); |
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419 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11); |
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420 %!testif HAVE_ARPACK |
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421 %! opts.cholB = true; |
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422 %! q = [2:n,1]; |
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423 %! opts.permB = q; |
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424 %! d1 = eigs (A, speye (n)(q,q), k, "lm", opts); |
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425 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11); |
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426 %!testif HAVE_ARPACK, HAVE_UMFPACK |
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427 %! opts.cholB = true; |
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428 %! d1 = eigs (A, speye (n), k, 4.1, opts); |
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429 %! assert (abs (d1), eigs (A, k, 4.1), 1e-11); |
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430 %!testif HAVE_ARPACK, HAVE_UMFPACK |
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431 %! opts.cholB = true; |
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432 %! q = [2:n,1]; |
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433 %! opts.permB = q; |
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434 %! d1 = eigs (A, speye (n)(q,q), k, 4.1, opts); |
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435 %! assert (abs (d1), eigs (A, k, 4.1), 1e-11); |
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436 %!testif HAVE_ARPACK, HAVE_UMFPACK |
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437 %! assert (eigs (A, k, 4.1), eigs (A, speye (n), k, 4.1), 1e-11); |
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438 %!testif HAVE_ARPACK |
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439 %! fn = @(x) A * x; |
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440 %! opts.issym = 1; opts.isreal = 1; |
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441 %! d1 = eigs (fn, n, k, "lm", opts); |
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442 %! assert (d1, d0(end:-1:(end-k+1)), 1e-11); |
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443 %!testif HAVE_ARPACK |
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444 %! fn = @(x) A \ x; |
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445 %! opts.issym = 1; opts.isreal = 1; |
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446 %! d1 = eigs (fn, n, k, "sm", opts); |
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447 %! assert (d1, d0(k:-1:1), 1e-11); |
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448 %!testif HAVE_ARPACK, HAVE_UMFPACK |
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449 %! fn = @(x) (A - 4.1 * eye (n)) \ x; |
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450 %! opts.issym = 1; opts.isreal = 1; |
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451 %! d1 = eigs (fn, n, k, 4.1, opts); |
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452 %! assert (d1, eigs (A, k, 4.1), 1e-11); |
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453 %!testif HAVE_ARPACK |
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454 %! AA = speye (10); |
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455 %! fn = @(x) AA * x; |
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456 %! opts.issym = 1; opts.isreal = 1; |
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457 %! assert (eigs (fn, 10, AA, 3, "lm", opts), [1; 1; 1], 10*eps); |
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458 %!testif HAVE_ARPACK |
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459 %! [v1,d1] = eigs (A, k, "lm"); |
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460 %! d1 = diag (d1); |
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461 %! for i=1:k |
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462 %! assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11); |
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463 %! endfor |
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464 %!testif HAVE_ARPACK, HAVE_UMFPACK |
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465 %! [v1,d1] = eigs (A, k, "sm"); |
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466 %! d1 = diag (d1); |
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467 %! for i=1:k |
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468 %! assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11); |
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469 %! endfor |
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470 %!testif HAVE_ARPACK |
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471 %! [v1,d1] = eigs (A, k, "la"); |
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472 %! d1 = diag (d1); |
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473 %! for i=1:k |
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474 %! assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11); |
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475 %! endfor |
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476 %!testif HAVE_ARPACK |
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477 %! [v1,d1] = eigs (A, k, "sa"); |
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478 %! d1 = diag (d1); |
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479 %! for i=1:k |
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480 %! assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11); |
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481 %! endfor |
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482 %!testif HAVE_ARPACK |
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483 %! [v1,d1] = eigs (A, k, "be"); |
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484 %! d1 = diag (d1); |
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485 %! for i=1:k |
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486 %! assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11); |
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487 %! endfor |
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488 |
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489 ## Real unsymmetric tests |
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490 %!shared n, k, A, d0 |
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491 %! n = 20; |
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492 %! k = 4; |
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493 %! A = sparse ([3:n,1:n,1:(n-2)],[1:(n-2),1:n,3:n],[ones(1,n-2),1:n,-ones(1,n-2)]); |
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494 %! d0 = eig (A); |
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495 %! [~, idx] = sort (abs (d0)); |
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496 %! d0 = d0(idx); |
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497 %! rand ("state", 42); % initialize generator to make eigs behavior reproducible |
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498 %!testif HAVE_ARPACK |
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499 %! d1 = eigs (A, k); |
ea9992fd9c89
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|
500 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11); |
ea9992fd9c89
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|
501 %!testif HAVE_ARPACK |
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John W. Eaton <jwe@octave.org>
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diff
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|
502 %! d1 = eigs (A, k+1); |
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fix eigs to handle small matrices
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diff
changeset
|
503 %! assert (abs (d1), abs (d0(end:-1:(end-k))),1e-11); |
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John W. Eaton <jwe@octave.org>
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|
504 %!testif HAVE_ARPACK |
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John W. Eaton <jwe@octave.org>
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changeset
|
505 %! d1 = eigs (A, k, "lm"); |
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parents:
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|
506 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11); |
ea9992fd9c89
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|
507 %!testif HAVE_ARPACK, HAVE_UMFPACK |
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|
508 %! d1 = eigs (A, k, "sm"); |
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parents:
diff
changeset
|
509 %! assert (abs (d1), abs (d0(1:k)), 1e-11); |
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diff
changeset
|
510 %!testif HAVE_ARPACK |
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John W. Eaton <jwe@octave.org>
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diff
changeset
|
511 %! d1 = eigs (A, k, "lr"); |
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parents:
diff
changeset
|
512 %! [~, idx] = sort (real (d0)); |
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
513 %! d2 = d0(idx); |
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parents:
diff
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|
514 %! assert (real (d1), real (d2(end:-1:(end-k+1))), 1e-11); |
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
515 %!testif HAVE_ARPACK |
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John W. Eaton <jwe@octave.org>
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diff
changeset
|
516 %! d1 = eigs (A, k, "sr"); |
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parents:
diff
changeset
|
517 %! [~, idx] = sort (real (abs (d0))); |
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parents:
diff
changeset
|
518 %! d2 = d0(idx); |
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
519 %! assert (real (d1), real (d2(1:k)), 1e-11); |
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parents:
diff
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|
520 %!testif HAVE_ARPACK |
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John W. Eaton <jwe@octave.org>
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|
521 %! d1 = eigs (A, k, "li"); |
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fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
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|
522 %! [~, idx] = sort (imag (abs (d0))); |
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John W. Eaton <jwe@octave.org>
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diff
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|
523 %! d2 = d0(idx); |
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John W. Eaton <jwe@octave.org>
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diff
changeset
|
524 %! assert (sort (imag (d1)), sort (imag (d2(end:-1:(end-k+1)))), 1e-11); |
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John W. Eaton <jwe@octave.org>
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diff
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|
525 %!testif HAVE_ARPACK |
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
526 %! d1 = eigs (A, k, "si"); |
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parents:
diff
changeset
|
527 %! [~, idx] = sort (imag (abs (d0))); |
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John W. Eaton <jwe@octave.org>
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|
528 %! d2 = d0(idx); |
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John W. Eaton <jwe@octave.org>
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diff
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|
529 %! assert (sort (imag (d1)), sort (imag (d2(1:k))), 1e-11); |
ea9992fd9c89
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|
530 %!testif HAVE_ARPACK, HAVE_UMFPACK |
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
531 %! d1 = eigs (A, k, 4.1); |
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parents:
diff
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|
532 %! [~, idx0] = sort (abs (d0 - 4.1)); |
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
533 %! [~, idx1] = sort (abs (d1 - 4.1)); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
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|
534 %! assert (abs (d1(idx1)), abs (d0(idx0(1:k))), 1e-11); |
ea9992fd9c89
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parents:
diff
changeset
|
535 %! assert (sort (imag (d1(idx1))), sort (imag (d0(idx0(1:k)))), 1e-11); |
ea9992fd9c89
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parents:
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changeset
|
536 %!testif HAVE_ARPACK, HAVE_CHOLMOD |
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John W. Eaton <jwe@octave.org>
parents:
diff
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|
537 %! d1 = eigs (A, speye (n), k, "lm"); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
538 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11); |
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parents:
diff
changeset
|
539 %!testif HAVE_ARPACK |
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
540 %! opts.cholB = true; |
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
541 %! d1 = eigs (A, speye (n), k, "lm", opts); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
542 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
543 %!testif HAVE_ARPACK |
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
544 %! opts.cholB = true; |
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fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
545 %! q = [2:n,1]; |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
546 %! opts.permB = q; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
547 %! d1 = eigs (A, speye (n)(q,q), k, "lm", opts); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
548 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
549 %!testif HAVE_ARPACK, HAVE_UMFPACK |
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
550 %! opts.cholB = true; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
551 %! d1 = eigs (A, speye (n), k, 4.1, opts); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
552 %! assert (abs (d1), eigs (A, k, 4.1), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
553 %!testif HAVE_ARPACK, HAVE_UMFPACK |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
554 %! opts.cholB = true; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
555 %! q = [2:n,1]; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
556 %! opts.permB = q; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
557 %! d1 = eigs (A, speye (n)(q,q), k, 4.1, opts); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
558 %! assert (abs (d1), eigs (A, k, 4.1), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
559 %!testif HAVE_ARPACK, HAVE_UMFPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
560 %! assert (abs (eigs (A, k, 4.1)), abs (eigs (A, speye (n), k, 4.1)), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
561 %!testif HAVE_ARPACK, HAVE_UMFPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
562 %! assert (sort (imag (eigs (A, k, 4.1))), sort (imag (eigs (A, speye (n), k, 4.1))), 1e-11); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
563 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
564 %! fn = @(x) A * x; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
565 %! opts.issym = 0; opts.isreal = 1; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
566 %! d1 = eigs (fn, n, k, "lm", opts); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
567 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
568 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
569 %! fn = @(x) A \ x; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
570 %! opts.issym = 0; opts.isreal = 1; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
571 %! d1 = eigs (fn, n, k, "sm", opts); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
572 %! assert (abs (d1), d0(1:k), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
573 %!testif HAVE_ARPACK, HAVE_UMFPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
574 %! fn = @(x) (A - 4.1 * eye (n)) \ x; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
575 %! opts.issym = 0; opts.isreal = 1; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
576 %! d1 = eigs (fn, n, k, 4.1, opts); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
577 %! assert (abs (d1), eigs (A, k, 4.1), 1e-11); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
578 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
579 %! [v1,d1] = eigs (A, k, "lm"); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
580 %! d1 = diag (d1); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
581 %! for i=1:k |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
582 %! assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
583 %! endfor |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
584 %!testif HAVE_ARPACK, HAVE_UMFPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
585 %! [v1,d1] = eigs (A, k, "sm"); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
586 %! d1 = diag (d1); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
587 %! for i=1:k |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
588 %! assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
589 %! endfor |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
590 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
591 %! [v1,d1] = eigs (A, k, "lr"); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
592 %! d1 = diag (d1); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
593 %! for i=1:k |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
594 %! assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
595 %! endfor |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
596 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
597 %! [v1,d1] = eigs (A, k, "sr"); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
598 %! d1 = diag (d1); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
599 %! for i=1:k |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
600 %! assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
601 %! endfor |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
602 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
603 %! [v1,d1] = eigs (A, k, "li"); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
604 %! d1 = diag (d1); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
605 %! for i=1:k |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
606 %! assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
607 %! endfor |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
608 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
609 %! [v1,d1] = eigs (A, k, "si"); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
610 %! d1 = diag (d1); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
611 %! for i=1:k |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
612 %! assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11); |
ea9992fd9c89
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parents:
diff
changeset
|
613 %! endfor |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
614 |
ea9992fd9c89
fix eigs to handle small matrices
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parents:
diff
changeset
|
615 |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
616 ## Complex hermitian tests |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
617 %!shared n, k, A, d0 |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
618 %! n = 20; |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
619 %! k = 4; |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
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620 %! A = sparse ([3:n,1:n,1:(n-2)],[1:(n-2),1:n,3:n],[1i*ones(1,n-2),4*ones(1,n),-1i*ones(1,n-2)]); |
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
621 %! d0 = eig (A); |
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
622 %! [~, idx] = sort (abs (d0)); |
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parents:
diff
changeset
|
623 %! d0 = d0(idx); |
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parents:
diff
changeset
|
624 %! rand ("state", 42); % initialize generator to make eigs behavior reproducible |
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diff
changeset
|
625 %!testif HAVE_ARPACK |
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parents:
diff
changeset
|
626 %! d1 = eigs (A, k); |
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parents:
diff
changeset
|
627 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11); |
ea9992fd9c89
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parents:
diff
changeset
|
628 %!testif HAVE_ARPACK |
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diff
changeset
|
629 %! d1 = eigs (A, k+1); |
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parents:
diff
changeset
|
630 %! assert (abs (d1), abs (d0(end:-1:(end-k))),1e-11); |
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John W. Eaton <jwe@octave.org>
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diff
changeset
|
631 %!testif HAVE_ARPACK |
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
632 %! d1 = eigs (A, k, "lm"); |
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
633 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
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parents:
diff
changeset
|
634 %!testif HAVE_ARPACK, HAVE_UMFPACK |
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parents:
diff
changeset
|
635 %! d1 = eigs (A, k, "sm"); |
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fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
636 %! assert (abs (d1), abs (d0(1:k)), 1e-11); |
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
637 %!testif HAVE_ARPACK |
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diff
changeset
|
638 %! d1 = eigs (A, k, "lr"); |
ea9992fd9c89
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parents:
diff
changeset
|
639 %! [~, idx] = sort (real (abs (d0))); |
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parents:
diff
changeset
|
640 %! d2 = d0(idx); |
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fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
641 %! assert (real (d1), real (d2(end:-1:(end-k+1))), 1e-11); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
642 %!testif HAVE_ARPACK |
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
643 %! d1 = eigs (A, k, "sr"); |
ea9992fd9c89
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parents:
diff
changeset
|
644 %! [~, idx] = sort (real (abs (d0))); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
645 %! d2 = d0(idx); |
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
646 %! assert (real (d1), real (d2(1:k)), 1e-11); |
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parents:
diff
changeset
|
647 %!testif HAVE_ARPACK |
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parents:
diff
changeset
|
648 %! d1 = eigs (A, k, "li"); |
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
649 %! [~, idx] = sort (imag (abs (d0))); |
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
650 %! d2 = d0(idx); |
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fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
651 %! assert (sort (imag (d1)), sort (imag (d2(end:-1:(end-k+1)))), 1e-11); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
652 %!testif HAVE_ARPACK |
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parents:
diff
changeset
|
653 %! d1 = eigs (A, k, "si"); |
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
654 %! [~, idx] = sort (imag (abs (d0))); |
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
655 %! d2 = d0(idx); |
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fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
656 %! assert (sort (imag (d1)), sort (imag (d2(1:k))), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
657 %!testif HAVE_ARPACK, HAVE_UMFPACK |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
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|
658 %! d1 = eigs (A, k, 4.1); |
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parents:
diff
changeset
|
659 %! [~, idx0] = sort (abs (d0 - 4.1)); |
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
660 %! [~, idx1] = sort (abs (d1 - 4.1)); |
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
661 %! assert (abs (d1(idx1)), abs (d0(idx0(1:k))), 1e-11); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
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|
662 %! assert (sort (imag (d1(idx1))), sort (imag (d0(idx0(1:k)))), 1e-11); |
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parents:
diff
changeset
|
663 %!testif HAVE_ARPACK, HAVE_CHOLMOD |
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parents:
diff
changeset
|
664 %! d1 = eigs (A, speye (n), k, "lm"); |
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John W. Eaton <jwe@octave.org>
parents:
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665 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11); |
ea9992fd9c89
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parents:
diff
changeset
|
666 %!testif HAVE_ARPACK |
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parents:
diff
changeset
|
667 %! opts.cholB = true; |
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parents:
diff
changeset
|
668 %! d1 = eigs (A, speye (n), k, "lm", opts); |
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parents:
diff
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|
669 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
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|
670 %!testif HAVE_ARPACK |
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John W. Eaton <jwe@octave.org>
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diff
changeset
|
671 %! opts.cholB = true; |
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fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
672 %! q = [2:n,1]; |
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fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
673 %! opts.permB = q; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
674 %! d1 = eigs (A, speye (n)(q,q), k, "lm", opts); |
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
675 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
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|
676 %!testif HAVE_ARPACK, HAVE_UMFPACK |
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
677 %! opts.cholB = true; |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
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|
678 %! d1 = eigs (A, speye (n), k, 4.1, opts); |
ea9992fd9c89
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parents:
diff
changeset
|
679 %! assert (abs (abs (d1)), abs (eigs (A, k, 4.1)), 1e-11); |
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parents:
diff
changeset
|
680 %! assert (sort (imag (abs (d1))), sort (imag (eigs (A, k, 4.1))), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
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|
681 %!testif HAVE_ARPACK, HAVE_UMFPACK |
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John W. Eaton <jwe@octave.org>
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diff
changeset
|
682 %! opts.cholB = true; |
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fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
683 %! q = [2:n,1]; |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
684 %! opts.permB = q; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
685 %! d1 = eigs (A, speye (n)(q,q), k, 4.1, opts); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
686 %! assert (abs (abs (d1)), abs (eigs (A, k, 4.1)), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
687 %! assert (sort (imag (abs (d1))), sort (imag (eigs (A, k, 4.1))), 1e-11); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
688 %!testif HAVE_ARPACK, HAVE_UMFPACK |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
689 %! assert (abs (eigs (A, k, 4.1)), abs (eigs (A, speye (n), k, 4.1)), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
690 %!testif HAVE_ARPACK, HAVE_UMFPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
691 %! assert (sort (imag (eigs (A, k, 4.1))), sort (imag (eigs (A, speye (n), k, 4.1))), 1e-11); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
692 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
693 %! fn = @(x) A * x; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
694 %! opts.issym = 0; opts.isreal = 0; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
695 %! d1 = eigs (fn, n, k, "lm", opts); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
696 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
697 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
698 %! fn = @(x) A \ x; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
699 %! opts.issym = 0; opts.isreal = 0; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
700 %! d1 = eigs (fn, n, k, "sm", opts); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
701 %! assert (abs (d1), d0(1:k), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
702 %!testif HAVE_ARPACK, HAVE_UMFPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
703 %! fn = @(x) (A - 4.1 * eye (n)) \ x; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
704 %! opts.issym = 0; opts.isreal = 0; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
705 %! d1 = eigs (fn, n, k, 4.1, opts); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
706 %! assert (abs (d1), eigs (A, k, 4.1), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
707 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
708 %! [v1,d1] = eigs (A, k, "lm"); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
709 %! d1 = diag (d1); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
710 %! for i=1:k |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
711 %! assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
712 %! endfor |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
713 %!testif HAVE_ARPACK, HAVE_UMFPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
714 %! [v1,d1] = eigs (A, k, "sm"); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
715 %! d1 = diag (d1); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
716 %! for i=1:k |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
717 %! assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
718 %! endfor |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
719 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
720 %! [v1,d1] = eigs (A, k, "lr"); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
721 %! d1 = diag (d1); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
722 %! for i=1:k |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
723 %! assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
724 %! endfor |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
725 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
726 %! [v1,d1] = eigs (A, k, "sr"); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
727 %! d1 = diag (d1); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
728 %! for i=1:k |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
729 %! assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
730 %! endfor |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
731 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
732 %! [v1,d1] = eigs (A, k, "li"); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
733 %! d1 = diag (d1); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
734 %! for i=1:k |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
735 %! assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
736 %! endfor |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
737 %!testif HAVE_ARPACK |
ea9992fd9c89
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parents:
diff
changeset
|
738 %! [v1,d1] = eigs (A, k, "si"); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
739 %! d1 = diag (d1); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
740 %! for i=1:k |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
741 %! assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
742 %! endfor |
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fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
743 |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
744 #### FULL MATRIX VERSIONS #### |
ea9992fd9c89
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parents:
diff
changeset
|
745 |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
746 ## Real positive definite tests, n must be even |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
747 %!shared n, k, A, d0, d2 |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
748 %! n = 20; |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
749 %! k = 4; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
750 %! A = full (sparse ([3:n,1:n,1:(n-2)],[1:(n-2),1:n,3:n],[ones(1,n-2),4*ones(1,n),ones(1,n-2)])); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
751 %! d0 = eig (A); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
752 %! d2 = sort (d0); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
753 %! [~, idx] = sort (abs (d0)); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
754 %! d0 = d0(idx); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
755 %! rand ("state", 42); % initialize generator to make eigs behavior reproducible |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
756 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
757 %! d1 = eigs (A, k); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
758 %! assert (d1, d0(end:-1:(end-k+1)), 1e-11); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
759 %!testif HAVE_ARPACK |
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
760 %! d1 = eigs (A, k+1); |
ea9992fd9c89
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parents:
diff
changeset
|
761 %! assert (d1, d0(end:-1:(end-k)),1e-11); |
ea9992fd9c89
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parents:
diff
changeset
|
762 %!testif HAVE_ARPACK |
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
763 %! d1 = eigs (A, k, "lm"); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
764 %! assert (d1, d0(end:-1:(end-k+1)), 1e-11); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
765 %!testif HAVE_ARPACK |
ea9992fd9c89
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parents:
diff
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|
766 %! d1 = eigs (A, k, "sm"); |
ea9992fd9c89
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parents:
diff
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|
767 %! assert (d1, d0(k:-1:1), 1e-11); |
ea9992fd9c89
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parents:
diff
changeset
|
768 %!testif HAVE_ARPACK |
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
769 %! d1 = eigs (A, k, "la"); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
770 %! assert (d1, d2(end:-1:(end-k+1)), 1e-11); |
ea9992fd9c89
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parents:
diff
changeset
|
771 %!testif HAVE_ARPACK |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
772 %! d1 = eigs (A, k, "sa"); |
ea9992fd9c89
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parents:
diff
changeset
|
773 %! assert (d1, d2(1:k), 1e-11); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
774 %!testif HAVE_ARPACK |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
775 %! d1 = eigs (A, k, "be"); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
776 %! assert (d1, d2([1:floor(k/2), (end - ceil(k/2) + 1):end]), 1e-11); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
777 %!testif HAVE_ARPACK |
ea9992fd9c89
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parents:
diff
changeset
|
778 %! d1 = eigs (A, k+1, "be"); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
779 %! assert (d1, d2([1:floor((k+1)/2), (end - ceil((k+1)/2) + 1):end]), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
780 %!testif HAVE_ARPACK |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
781 %! d1 = eigs (A, k, 4.1); |
ea9992fd9c89
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parents:
diff
changeset
|
782 %! [~, idx0] = sort (abs (d0 - 4.1)); |
ea9992fd9c89
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parents:
diff
changeset
|
783 %! [~, idx1] = sort (abs (d1 - 4.1)); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
784 %! assert (d1(idx1), d0(idx0(1:k)), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
785 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
786 %! d1 = eigs (A, eye (n), k, "lm"); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
787 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11); |
ea9992fd9c89
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parents:
diff
changeset
|
788 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
789 %! assert (eigs (A, k, 4.1), eigs (A, eye (n), k, 4.1), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
790 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
791 %! opts.cholB = true; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
792 %! d1 = eigs (A, eye (n), k, "lm", opts); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
793 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
794 %!testif HAVE_ARPACK |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
795 %! opts.cholB = true; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
796 %! q = [2:n,1]; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
797 %! opts.permB = q; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
798 %! d1 = eigs (A, eye (n)(q,q), k, "lm", opts); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
799 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
800 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
801 %! opts.cholB = true; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
802 %! d1 = eigs (A, eye (n), k, 4.1, opts); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
803 %! assert (abs (d1), eigs (A, k, 4.1), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
804 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
805 %! opts.cholB = true; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
806 %! q = [2:n,1]; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
807 %! opts.permB = q; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
808 %! d1 = eigs (A, eye (n)(q,q), k, 4.1, opts); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
809 %! assert (abs (d1), eigs (A, k, 4.1), 1e-11); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
810 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
811 %! assert (eigs (A, k, 4.1), eigs (A, eye (n), k, 4.1), 1e-11); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
812 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
813 %! fn = @(x) A * x; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
814 %! opts.issym = 1; opts.isreal = 1; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
815 %! d1 = eigs (fn, n, k, "lm", opts); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
816 %! assert (d1, d0(end:-1:(end-k+1)), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
817 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
818 %! fn = @(x) A \ x; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
819 %! opts.issym = 1; opts.isreal = 1; |
ea9992fd9c89
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parents:
diff
changeset
|
820 %! d1 = eigs (fn, n, k, "sm", opts); |
ea9992fd9c89
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parents:
diff
changeset
|
821 %! assert (d1, d0(k:-1:1), 1e-11); |
ea9992fd9c89
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parents:
diff
changeset
|
822 %!testif HAVE_ARPACK |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
823 %! fn = @(x) (A - 4.1 * eye (n)) \ x; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
824 %! opts.issym = 1; opts.isreal = 1; |
ea9992fd9c89
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parents:
diff
changeset
|
825 %! d1 = eigs (fn, n, k, 4.1, opts); |
ea9992fd9c89
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parents:
diff
changeset
|
826 %! assert (d1, eigs (A, k, 4.1), 1e-11); |
ea9992fd9c89
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parents:
diff
changeset
|
827 %!testif HAVE_ARPACK |
ea9992fd9c89
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parents:
diff
changeset
|
828 %! [v1,d1] = eigs (A, k, "lm"); |
ea9992fd9c89
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parents:
diff
changeset
|
829 %! d1 = diag (d1); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
830 %! for i=1:k |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
831 %! assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11); |
ea9992fd9c89
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parents:
diff
changeset
|
832 %! endfor |
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parents:
diff
changeset
|
833 %!testif HAVE_ARPACK |
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parents:
diff
changeset
|
834 %! [v1,d1] = eigs (A, k, "sm"); |
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parents:
diff
changeset
|
835 %! d1 = diag (d1); |
ea9992fd9c89
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parents:
diff
changeset
|
836 %! for i=1:k |
ea9992fd9c89
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parents:
diff
changeset
|
837 %! assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11); |
ea9992fd9c89
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parents:
diff
changeset
|
838 %! endfor |
ea9992fd9c89
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parents:
diff
changeset
|
839 %!testif HAVE_ARPACK |
ea9992fd9c89
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parents:
diff
changeset
|
840 %! [v1,d1] = eigs (A, k, "la"); |
ea9992fd9c89
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parents:
diff
changeset
|
841 %! d1 = diag (d1); |
ea9992fd9c89
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parents:
diff
changeset
|
842 %! for i=1:k |
ea9992fd9c89
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parents:
diff
changeset
|
843 %! assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11); |
ea9992fd9c89
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parents:
diff
changeset
|
844 %! endfor |
ea9992fd9c89
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diff
changeset
|
845 %!testif HAVE_ARPACK |
ea9992fd9c89
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parents:
diff
changeset
|
846 %! [v1,d1] = eigs (A, k, "sa"); |
ea9992fd9c89
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parents:
diff
changeset
|
847 %! d1 = diag (d1); |
ea9992fd9c89
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parents:
diff
changeset
|
848 %! for i=1:k |
ea9992fd9c89
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parents:
diff
changeset
|
849 %! assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11); |
ea9992fd9c89
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parents:
diff
changeset
|
850 %! endfor |
ea9992fd9c89
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parents:
diff
changeset
|
851 %!testif HAVE_ARPACK |
ea9992fd9c89
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parents:
diff
changeset
|
852 %! [v1,d1] = eigs (A, k, "be"); |
ea9992fd9c89
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parents:
diff
changeset
|
853 %! d1 = diag (d1); |
ea9992fd9c89
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parents:
diff
changeset
|
854 %! for i=1:k |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
855 %! assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11); |
ea9992fd9c89
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parents:
diff
changeset
|
856 %! endfor |
ea9992fd9c89
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diff
changeset
|
857 |
ea9992fd9c89
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|
858 ## Real unsymmetric tests |
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parents:
diff
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|
859 %!shared n, k, A, d0 |
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parents:
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changeset
|
860 %! n = 20; |
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John W. Eaton <jwe@octave.org>
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|
861 %! k = 4; |
20038
9fc020886ae9
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Rik <rik@octave.org>
parents:
19898
diff
changeset
|
862 %! A = full (sparse ([3:n,1:n,1:(n-2)],[1:(n-2),1:n,3:n],[ones(1,n-2),1:n,-ones(1,n-2)])); |
17220
ea9992fd9c89
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parents:
diff
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|
863 %! d0 = eig (A); |
ea9992fd9c89
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parents:
diff
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|
864 %! [~, idx] = sort (abs (d0)); |
ea9992fd9c89
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parents:
diff
changeset
|
865 %! d0 = d0(idx); |
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
866 %! rand ("state", 42); % initialize generator to make eigs behavior reproducible |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
867 %!testif HAVE_ARPACK |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
868 %! d1 = eigs (A, k); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
869 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
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changeset
|
870 %!testif HAVE_ARPACK |
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
871 %! d1 = eigs (A, k+1); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
872 %! assert (abs (d1), abs (d0(end:-1:(end-k))),1e-11); |
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
873 %!testif HAVE_ARPACK |
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
874 %! d1 = eigs (A, k, "lm"); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
875 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
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|
876 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
877 %! d1 = eigs (A, k, "sm"); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
878 %! assert (abs (d1), abs (d0(1:k)), 1e-11); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
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|
879 %!testif HAVE_ARPACK |
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
880 %! d1 = eigs (A, k, "lr"); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
881 %! [~, idx] = sort (real (d0)); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
882 %! d2 = d0(idx); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
883 %! assert (real (d1), real (d2(end:-1:(end-k+1))), 1e-11); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
884 %!testif HAVE_ARPACK |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
885 %! d1 = eigs (A, k, "sr"); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
886 %! [~, idx] = sort (real (abs (d0))); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
887 %! d2 = d0(idx); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
888 %! assert (real (d1), real (d2(1:k)), 1e-11); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
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|
889 %!testif HAVE_ARPACK |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
890 %! d1 = eigs (A, k, "li"); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
891 %! [~, idx] = sort (imag (abs (d0))); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
892 %! d2 = d0(idx); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
893 %! assert (sort (imag (d1)), sort (imag (d2(end:-1:(end-k+1)))), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
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|
894 %!testif HAVE_ARPACK |
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fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
895 %! d1 = eigs (A, k, "si"); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
896 %! [~, idx] = sort (imag (abs (d0))); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
897 %! d2 = d0(idx); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
898 %! assert (sort (imag (d1)), sort (imag (d2(1:k))), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
899 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
900 %! d1 = eigs (A, k, 4.1); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
901 %! [~, idx0] = sort (abs (d0 - 4.1)); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
902 %! [~, idx1] = sort (abs (d1 - 4.1)); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
903 %! assert (abs (d1(idx1)), abs (d0(idx0(1:k))), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
904 %! assert (sort (imag (d1(idx1))), sort (imag (d0(idx0(1:k)))), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
905 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
906 %! d1 = eigs (A, eye (n), k, "lm"); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
907 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
908 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
909 %! opts.cholB = true; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
910 %! d1 = eigs (A, eye (n), k, "lm", opts); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
911 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
912 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
913 %! opts.cholB = true; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
914 %! q = [2:n,1]; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
915 %! opts.permB = q; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
916 %! d1 = eigs (A, eye (n)(q,q), k, "lm", opts); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
917 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
918 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
919 %! opts.cholB = true; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
920 %! d1 = eigs (A, eye (n), k, 4.1, opts); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
921 %! assert (abs (d1), eigs (A, k, 4.1), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
922 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
923 %! opts.cholB = true; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
924 %! q = [2:n,1]; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
925 %! opts.permB = q; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
926 %! d1 = eigs (A, eye (n)(q,q), k, 4.1, opts); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
927 %! assert (abs (d1), eigs (A, k, 4.1), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
928 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
929 %! assert (abs (eigs (A, k, 4.1)), abs (eigs (A, eye (n), k, 4.1)), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
930 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
931 %! assert (sort (imag (eigs (A, k, 4.1))), sort (imag (eigs (A, eye (n), k, 4.1))), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
932 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
933 %! fn = @(x) A * x; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
934 %! opts.issym = 0; opts.isreal = 1; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
935 %! d1 = eigs (fn, n, k, "lm", opts); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
936 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
937 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
938 %! fn = @(x) A \ x; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
939 %! opts.issym = 0; opts.isreal = 1; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
940 %! d1 = eigs (fn, n, k, "sm", opts); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
941 %! assert (abs (d1), d0(1:k), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
942 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
943 %! fn = @(x) (A - 4.1 * eye (n)) \ x; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
944 %! opts.issym = 0; opts.isreal = 1; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
945 %! d1 = eigs (fn, n, k, 4.1, opts); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
946 %! assert (abs (d1), eigs (A, k, 4.1), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
947 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
948 %! [v1,d1] = eigs (A, k, "lm"); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
949 %! d1 = diag (d1); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
950 %! for i=1:k |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
951 %! assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
952 %! endfor |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
953 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
954 %! [v1,d1] = eigs (A, k, "sm"); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
955 %! d1 = diag (d1); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
956 %! for i=1:k |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
957 %! assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
958 %! endfor |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
959 %!testif HAVE_ARPACK |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
960 %! [v1,d1] = eigs (A, k, "lr"); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
961 %! d1 = diag (d1); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
962 %! for i=1:k |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
963 %! assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
964 %! endfor |
ea9992fd9c89
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parents:
diff
changeset
|
965 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
966 %! [v1,d1] = eigs (A, k, "sr"); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
967 %! d1 = diag (d1); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
968 %! for i=1:k |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
969 %! assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
970 %! endfor |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
971 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
972 %! [v1,d1] = eigs (A, k, "li"); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
973 %! d1 = diag (d1); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
974 %! for i=1:k |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
975 %! assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
976 %! endfor |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
977 %!testif HAVE_ARPACK |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
978 %! [v1,d1] = eigs (A, k, "si"); |
ea9992fd9c89
fix eigs to handle small matrices
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parents:
diff
changeset
|
979 %! d1 = diag (d1); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
980 %! for i=1:k |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
981 %! assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
982 %! endfor |
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fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
983 |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
984 ## Complex hermitian tests |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
985 %!shared n, k, A, d0 |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
986 %! n = 20; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
987 %! k = 4; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
988 %! A = full (sparse ([3:n,1:n,1:(n-2)],[1:(n-2),1:n,3:n],[1i*ones(1,n-2),4*ones(1,n),-1i*ones(1,n-2)])); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
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|
989 %! d0 = eig (A); |
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fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
990 %! [~, idx] = sort (abs (d0)); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
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|
991 %! d0 = d0(idx); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
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|
992 %! rand ("state", 42); % initialize generator to make eigs behavior reproducible |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
993 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
994 %! d1 = eigs (A, k); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
995 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
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|
996 %!testif HAVE_ARPACK |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
997 %! d1 = eigs (A, k+1); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
998 %! assert (abs (d1), abs (d0(end:-1:(end-k))),1e-11); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
999 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1000 %! d1 = eigs (A, k, "lm"); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1001 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1002 %!testif HAVE_ARPACK |
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1003 %! d1 = eigs (A, k, "sm"); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1004 %! assert (abs (d1), abs (d0(1:k)), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1005 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
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|
1006 %! d1 = eigs (A, k, "lr"); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1007 %! [~, idx] = sort (real (abs (d0))); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1008 %! d2 = d0(idx); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1009 %! assert (real (d1), real (d2(end:-1:(end-k+1))), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1010 %!testif HAVE_ARPACK |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1011 %! d1 = eigs (A, k, "sr"); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1012 %! [~, idx] = sort (real (abs (d0))); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1013 %! d2 = d0(idx); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1014 %! assert (real (d1), real (d2(1:k)), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1015 %!testif HAVE_ARPACK |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1016 %! d1 = eigs (A, k, "li"); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1017 %! [~, idx] = sort (imag (abs (d0))); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1018 %! d2 = d0(idx); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1019 %! assert (sort (imag (d1)), sort (imag (d2(end:-1:(end-k+1)))), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1020 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1021 %! d1 = eigs (A, k, "si"); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1022 %! [~, idx] = sort (imag (abs (d0))); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1023 %! d2 = d0(idx); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1024 %! assert (sort (imag (d1)), sort (imag (d2(1:k))), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1025 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1026 %! d1 = eigs (A, k, 4.1); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1027 %! [~, idx0] = sort (abs (d0 - 4.1)); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1028 %! [~, idx1] = sort (abs (d1 - 4.1)); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1029 %! assert (abs (d1(idx1)), abs (d0(idx0(1:k))), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1030 %! assert (sort (imag (d1(idx1))), sort (imag (d0(idx0(1:k)))), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1031 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1032 %! d1 = eigs (A, eye (n), k, "lm"); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1033 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1034 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1035 %! opts.cholB = true; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1036 %! d1 = eigs (A, eye (n), k, "lm", opts); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1037 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1038 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1039 %! opts.cholB = true; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1040 %! q = [2:n,1]; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1041 %! opts.permB = q; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1042 %! d1 = eigs (A, eye (n)(q,q), k, "lm", opts); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1043 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1044 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1045 %! opts.cholB = true; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1046 %! d1 = eigs (A, eye (n), k, 4.1, opts); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1047 %! assert (abs (abs (d1)), abs (eigs (A, k, 4.1)), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1048 %! assert (sort (imag (abs (d1))), sort (imag (eigs (A, k, 4.1))), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1049 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1050 %! opts.cholB = true; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1051 %! q = [2:n,1]; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1052 %! opts.permB = q; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1053 %! d1 = eigs (A, eye (n)(q,q), k, 4.1, opts); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1054 %! assert (abs (abs (d1)), abs (eigs (A, k, 4.1)), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1055 %! assert (sort (imag (abs (d1))), sort (imag (eigs (A, k, 4.1))), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1056 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1057 %! assert (abs (eigs (A, k, 4.1)), abs (eigs (A, eye (n), k, 4.1)), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1058 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1059 %! assert (sort (imag (eigs (A, k, 4.1))), sort (imag (eigs (A, eye (n), k, 4.1))), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1060 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1061 %! fn = @(x) A * x; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1062 %! opts.issym = 0; opts.isreal = 0; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1063 %! d1 = eigs (fn, n, k, "lm", opts); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1064 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1065 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1066 %! fn = @(x) A \ x; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1067 %! opts.issym = 0; opts.isreal = 0; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1068 %! d1 = eigs (fn, n, k, "sm", opts); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1069 %! assert (abs (d1), d0(1:k), 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1070 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1071 %! fn = @(x) (A - 4.1 * eye (n)) \ x; |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1072 %! opts.issym = 0; opts.isreal = 0; |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1073 %! d1 = eigs (fn, n, k, 4.1, opts); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1074 %! assert (abs (d1), eigs (A, k, 4.1), 1e-11); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1075 %!testif HAVE_ARPACK |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1076 %! [v1,d1] = eigs (A, k, "lm"); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1077 %! d1 = diag (d1); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1078 %! for i=1:k |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1079 %! assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11); |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1080 %! endfor |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1081 %!testif HAVE_ARPACK |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1082 %! [v1,d1] = eigs (A, k, "sm"); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1083 %! d1 = diag (d1); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1084 %! for i=1:k |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1085 %! assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1086 %! endfor |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1087 %!testif HAVE_ARPACK |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1088 %! [v1,d1] = eigs (A, k, "lr"); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1089 %! d1 = diag (d1); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1090 %! for i=1:k |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1091 %! assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11); |
ea9992fd9c89
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John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1092 %! endfor |
ea9992fd9c89
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parents:
diff
changeset
|
1093 %!testif HAVE_ARPACK |
ea9992fd9c89
fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff
changeset
|
1094 %! [v1,d1] = eigs (A, k, "sr"); |
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1095 %! d1 = diag (d1); |
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1096 %! for i=1:k |
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1097 %! assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11); |
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1098 %! endfor |
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1099 %!testif HAVE_ARPACK |
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1100 %! [v1,d1] = eigs (A, k, "li"); |
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1101 %! d1 = diag (d1); |
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1102 %! for i=1:k |
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1103 %! assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11); |
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1104 %! endfor |
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1105 %!testif HAVE_ARPACK |
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1106 %! [v1,d1] = eigs (A, k, "si"); |
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1107 %! d1 = diag (d1); |
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1108 %! for i=1:k |
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1109 %! assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11); |
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1110 %! endfor |
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1111 |
17845
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1112 %!test |
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1113 %! A = 2 * diag (ones (10, 1)) - diag (ones (9, 1), 1) - diag (ones (9, 1), -1); |
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1114 %! B = diag (ones (10, 1)); |
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1115 %! reseig = eig (A, B); |
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1116 %! [~, idx] = sort (abs (reseig), "ascend"); |
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1117 %! assert (eigs (A, B, 10, 0), reseig (idx)) |
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1118 |
18972
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1119 %!test |
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1120 %! X = [70 47 42 39 50 73 79 23; |
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1121 %! 19 52 61 80 36 76 63 68; |
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1122 %! 14 34 66 65 29 4 72 9; |
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1123 %! 24 8 78 49 58 54 43 33; |
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1124 %! 62 69 32 31 40 46 22 28; |
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1125 %! 48 12 45 59 10 17 15 25; |
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1126 %! 64 67 77 56 13 55 41 74; |
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1127 %! 37 38 18 21 11 3 71 7; |
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1128 %! 5 35 16 1 51 27 26 44; |
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1129 %! 30 57 60 75 2 53 20 6]; |
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1130 %! Z = X * X'; |
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1131 %! r = rank (Z); |
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1132 %! assert (r, 8); |
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1133 %! [V, D] = eigs (Z, r, "lm"); |
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1134 %! ZZ = V * D * V'; |
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1135 %! tmp = abs (Z - ZZ); |
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1136 %! assert (max (tmp(:)) < 5e-11); |
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1137 |
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1138 %!assert (eigs (diag (1:5), 5, "sa"), [1;2;3;4;5]); |
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1139 %!assert (eigs (diag (1:5), 5, "la"), [5;4;3;2;1]); |
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1140 %!assert (eigs (diag (1:5), 3, "be"), [1;4;5]); |