Mercurial > hg > octave-nkf
view liboctave/numeric/eigs-base.cc @ 15271:648dabbb4c6b
build: Refactor liboctave into multiple subdirectories. Move libcruft into liboctave.
* array/Array-C.cc, array/Array-b.cc, array/Array-ch.cc, array/Array-d.cc,
array/Array-f.cc, array/Array-fC.cc, array/Array-i.cc, array/Array-idx-vec.cc,
array/Array-s.cc, array/Array-str.cc, array/Array-util.cc, array/Array-util.h,
array/Array-voidp.cc, array/Array.cc, array/Array.h, array/Array2.h,
array/Array3.h, array/ArrayN.h, array/CColVector.cc, array/CColVector.h,
array/CDiagMatrix.cc, array/CDiagMatrix.h, array/CMatrix.cc, array/CMatrix.h,
array/CNDArray.cc, array/CNDArray.h, array/CRowVector.cc, array/CRowVector.h,
array/CSparse.cc, array/CSparse.h, array/DiagArray2.cc, array/DiagArray2.h,
array/MArray-C.cc, array/MArray-d.cc, array/MArray-decl.h, array/MArray-defs.h,
array/MArray-f.cc, array/MArray-fC.cc, array/MArray-i.cc, array/MArray-s.cc,
array/MArray.cc, array/MArray.h, array/MArray2.h, array/MArrayN.h,
array/MDiagArray2.cc, array/MDiagArray2.h, array/MSparse-C.cc,
array/MSparse-d.cc, array/MSparse-defs.h, array/MSparse.cc, array/MSparse.h,
array/Matrix.h, array/MatrixType.cc, array/MatrixType.h, array/PermMatrix.cc,
array/PermMatrix.h, array/Range.cc, array/Range.h, array/Sparse-C.cc,
array/Sparse-b.cc, array/Sparse-d.cc, array/Sparse.cc, array/Sparse.h,
array/boolMatrix.cc, array/boolMatrix.h, array/boolNDArray.cc,
array/boolNDArray.h, array/boolSparse.cc, array/boolSparse.h,
array/chMatrix.cc, array/chMatrix.h, array/chNDArray.cc, array/chNDArray.h,
array/dColVector.cc, array/dColVector.h, array/dDiagMatrix.cc,
array/dDiagMatrix.h, array/dMatrix.cc, array/dMatrix.h, array/dNDArray.cc,
array/dNDArray.h, array/dRowVector.cc, array/dRowVector.h, array/dSparse.cc,
array/dSparse.h, array/dim-vector.cc, array/dim-vector.h, array/fCColVector.cc,
array/fCColVector.h, array/fCDiagMatrix.cc, array/fCDiagMatrix.h,
array/fCMatrix.cc, array/fCMatrix.h, array/fCNDArray.cc, array/fCNDArray.h,
array/fCRowVector.cc, array/fCRowVector.h, array/fColVector.cc,
array/fColVector.h, array/fDiagMatrix.cc, array/fDiagMatrix.h,
array/fMatrix.cc, array/fMatrix.h, array/fNDArray.cc, array/fNDArray.h,
array/fRowVector.cc, array/fRowVector.h, array/idx-vector.cc,
array/idx-vector.h, array/int16NDArray.cc, array/int16NDArray.h,
array/int32NDArray.cc, array/int32NDArray.h, array/int64NDArray.cc,
array/int64NDArray.h, array/int8NDArray.cc, array/int8NDArray.h,
array/intNDArray.cc, array/intNDArray.h, array/module.mk,
array/uint16NDArray.cc, array/uint16NDArray.h, array/uint32NDArray.cc,
array/uint32NDArray.h, array/uint64NDArray.cc, array/uint64NDArray.h,
array/uint8NDArray.cc, array/uint8NDArray.h:
Moved from liboctave dir to array subdirectory.
* cruft/Makefile.am, cruft/amos/README, cruft/amos/cacai.f, cruft/amos/cacon.f,
cruft/amos/cairy.f, cruft/amos/casyi.f, cruft/amos/cbesh.f, cruft/amos/cbesi.f,
cruft/amos/cbesj.f, cruft/amos/cbesk.f, cruft/amos/cbesy.f, cruft/amos/cbinu.f,
cruft/amos/cbiry.f, cruft/amos/cbknu.f, cruft/amos/cbuni.f, cruft/amos/cbunk.f,
cruft/amos/ckscl.f, cruft/amos/cmlri.f, cruft/amos/crati.f, cruft/amos/cs1s2.f,
cruft/amos/cseri.f, cruft/amos/cshch.f, cruft/amos/cuchk.f, cruft/amos/cunhj.f,
cruft/amos/cuni1.f, cruft/amos/cuni2.f, cruft/amos/cunik.f, cruft/amos/cunk1.f,
cruft/amos/cunk2.f, cruft/amos/cuoik.f, cruft/amos/cwrsk.f,
cruft/amos/dgamln.f, cruft/amos/gamln.f, cruft/amos/module.mk,
cruft/amos/xzabs.f, cruft/amos/xzexp.f, cruft/amos/xzlog.f,
cruft/amos/xzsqrt.f, cruft/amos/zacai.f, cruft/amos/zacon.f,
cruft/amos/zairy.f, cruft/amos/zasyi.f, cruft/amos/zbesh.f, cruft/amos/zbesi.f,
cruft/amos/zbesj.f, cruft/amos/zbesk.f, cruft/amos/zbesy.f, cruft/amos/zbinu.f,
cruft/amos/zbiry.f, cruft/amos/zbknu.f, cruft/amos/zbuni.f, cruft/amos/zbunk.f,
cruft/amos/zdiv.f, cruft/amos/zkscl.f, cruft/amos/zmlri.f, cruft/amos/zmlt.f,
cruft/amos/zrati.f, cruft/amos/zs1s2.f, cruft/amos/zseri.f, cruft/amos/zshch.f,
cruft/amos/zuchk.f, cruft/amos/zunhj.f, cruft/amos/zuni1.f, cruft/amos/zuni2.f,
cruft/amos/zunik.f, cruft/amos/zunk1.f, cruft/amos/zunk2.f, cruft/amos/zuoik.f,
cruft/amos/zwrsk.f, cruft/blas-xtra/cconv2.f, cruft/blas-xtra/cdotc3.f,
cruft/blas-xtra/cmatm3.f, cruft/blas-xtra/csconv2.f, cruft/blas-xtra/dconv2.f,
cruft/blas-xtra/ddot3.f, cruft/blas-xtra/dmatm3.f, cruft/blas-xtra/module.mk,
cruft/blas-xtra/sconv2.f, cruft/blas-xtra/sdot3.f, cruft/blas-xtra/smatm3.f,
cruft/blas-xtra/xcdotc.f, cruft/blas-xtra/xcdotu.f, cruft/blas-xtra/xddot.f,
cruft/blas-xtra/xdnrm2.f, cruft/blas-xtra/xdznrm2.f, cruft/blas-xtra/xerbla.f,
cruft/blas-xtra/xscnrm2.f, cruft/blas-xtra/xsdot.f, cruft/blas-xtra/xsnrm2.f,
cruft/blas-xtra/xzdotc.f, cruft/blas-xtra/xzdotu.f, cruft/blas-xtra/zconv2.f,
cruft/blas-xtra/zdconv2.f, cruft/blas-xtra/zdotc3.f, cruft/blas-xtra/zmatm3.f,
cruft/daspk/datv.f, cruft/daspk/dcnst0.f, cruft/daspk/dcnstr.f,
cruft/daspk/ddasic.f, cruft/daspk/ddasid.f, cruft/daspk/ddasik.f,
cruft/daspk/ddaspk.f, cruft/daspk/ddstp.f, cruft/daspk/ddwnrm.f,
cruft/daspk/dfnrmd.f, cruft/daspk/dfnrmk.f, cruft/daspk/dhels.f,
cruft/daspk/dheqr.f, cruft/daspk/dinvwt.f, cruft/daspk/dlinsd.f,
cruft/daspk/dlinsk.f, cruft/daspk/dmatd.f, cruft/daspk/dnedd.f,
cruft/daspk/dnedk.f, cruft/daspk/dnsd.f, cruft/daspk/dnsid.f,
cruft/daspk/dnsik.f, cruft/daspk/dnsk.f, cruft/daspk/dorth.f,
cruft/daspk/dslvd.f, cruft/daspk/dslvk.f, cruft/daspk/dspigm.f,
cruft/daspk/dyypnw.f, cruft/daspk/module.mk, cruft/dasrt/ddasrt.f,
cruft/dasrt/drchek.f, cruft/dasrt/droots.f, cruft/dasrt/module.mk,
cruft/dassl/ddaini.f, cruft/dassl/ddajac.f, cruft/dassl/ddanrm.f,
cruft/dassl/ddaslv.f, cruft/dassl/ddassl.f, cruft/dassl/ddastp.f,
cruft/dassl/ddatrp.f, cruft/dassl/ddawts.f, cruft/dassl/module.mk,
cruft/fftpack/cfftb.f, cruft/fftpack/cfftb1.f, cruft/fftpack/cfftf.f,
cruft/fftpack/cfftf1.f, cruft/fftpack/cffti.f, cruft/fftpack/cffti1.f,
cruft/fftpack/fftpack.doc, cruft/fftpack/module.mk, cruft/fftpack/passb.f,
cruft/fftpack/passb2.f, cruft/fftpack/passb3.f, cruft/fftpack/passb4.f,
cruft/fftpack/passb5.f, cruft/fftpack/passf.f, cruft/fftpack/passf2.f,
cruft/fftpack/passf3.f, cruft/fftpack/passf4.f, cruft/fftpack/passf5.f,
cruft/fftpack/zfftb.f, cruft/fftpack/zfftb1.f, cruft/fftpack/zfftf.f,
cruft/fftpack/zfftf1.f, cruft/fftpack/zffti.f, cruft/fftpack/zffti1.f,
cruft/fftpack/zpassb.f, cruft/fftpack/zpassb2.f, cruft/fftpack/zpassb3.f,
cruft/fftpack/zpassb4.f, cruft/fftpack/zpassb5.f, cruft/fftpack/zpassf.f,
cruft/fftpack/zpassf2.f, cruft/fftpack/zpassf3.f, cruft/fftpack/zpassf4.f,
cruft/fftpack/zpassf5.f, cruft/lapack-xtra/crsf2csf.f,
cruft/lapack-xtra/module.mk, cruft/lapack-xtra/xclange.f,
cruft/lapack-xtra/xdlamch.f, cruft/lapack-xtra/xdlange.f,
cruft/lapack-xtra/xilaenv.f, cruft/lapack-xtra/xslamch.f,
cruft/lapack-xtra/xslange.f, cruft/lapack-xtra/xzlange.f,
cruft/lapack-xtra/zrsf2csf.f, cruft/link-deps.mk, cruft/misc/blaswrap.c,
cruft/misc/cquit.c, cruft/misc/d1mach-tst.for, cruft/misc/d1mach.f,
cruft/misc/f77-extern.cc, cruft/misc/f77-fcn.c, cruft/misc/f77-fcn.h,
cruft/misc/i1mach.f, cruft/misc/lo-error.c, cruft/misc/lo-error.h,
cruft/misc/module.mk, cruft/misc/quit.cc, cruft/misc/quit.h,
cruft/misc/r1mach.f, cruft/mkf77def.in, cruft/odepack/cfode.f,
cruft/odepack/dlsode.f, cruft/odepack/ewset.f, cruft/odepack/intdy.f,
cruft/odepack/module.mk, cruft/odepack/prepj.f, cruft/odepack/scfode.f,
cruft/odepack/sewset.f, cruft/odepack/sintdy.f, cruft/odepack/slsode.f,
cruft/odepack/solsy.f, cruft/odepack/sprepj.f, cruft/odepack/ssolsy.f,
cruft/odepack/sstode.f, cruft/odepack/stode.f, cruft/odepack/svnorm.f,
cruft/odepack/vnorm.f, cruft/ordered-qz/README, cruft/ordered-qz/dsubsp.f,
cruft/ordered-qz/exchqz.f, cruft/ordered-qz/module.mk,
cruft/ordered-qz/sexchqz.f, cruft/ordered-qz/ssubsp.f, cruft/quadpack/dqagi.f,
cruft/quadpack/dqagie.f, cruft/quadpack/dqagp.f, cruft/quadpack/dqagpe.f,
cruft/quadpack/dqelg.f, cruft/quadpack/dqk15i.f, cruft/quadpack/dqk21.f,
cruft/quadpack/dqpsrt.f, cruft/quadpack/module.mk, cruft/quadpack/qagi.f,
cruft/quadpack/qagie.f, cruft/quadpack/qagp.f, cruft/quadpack/qagpe.f,
cruft/quadpack/qelg.f, cruft/quadpack/qk15i.f, cruft/quadpack/qk21.f,
cruft/quadpack/qpsrt.f, cruft/quadpack/xerror.f, cruft/ranlib/Basegen.doc,
cruft/ranlib/HOWTOGET, cruft/ranlib/README, cruft/ranlib/advnst.f,
cruft/ranlib/genbet.f, cruft/ranlib/genchi.f, cruft/ranlib/genexp.f,
cruft/ranlib/genf.f, cruft/ranlib/gengam.f, cruft/ranlib/genmn.f,
cruft/ranlib/genmul.f, cruft/ranlib/gennch.f, cruft/ranlib/gennf.f,
cruft/ranlib/gennor.f, cruft/ranlib/genprm.f, cruft/ranlib/genunf.f,
cruft/ranlib/getcgn.f, cruft/ranlib/getsd.f, cruft/ranlib/ignbin.f,
cruft/ranlib/ignlgi.f, cruft/ranlib/ignnbn.f, cruft/ranlib/ignpoi.f,
cruft/ranlib/ignuin.f, cruft/ranlib/initgn.f, cruft/ranlib/inrgcm.f,
cruft/ranlib/lennob.f, cruft/ranlib/mltmod.f, cruft/ranlib/module.mk,
cruft/ranlib/phrtsd.f, cruft/ranlib/qrgnin.f, cruft/ranlib/randlib.chs,
cruft/ranlib/randlib.fdoc, cruft/ranlib/ranf.f, cruft/ranlib/setall.f,
cruft/ranlib/setant.f, cruft/ranlib/setgmn.f, cruft/ranlib/setsd.f,
cruft/ranlib/sexpo.f, cruft/ranlib/sgamma.f, cruft/ranlib/snorm.f,
cruft/ranlib/tstbot.for, cruft/ranlib/tstgmn.for, cruft/ranlib/tstmid.for,
cruft/ranlib/wrap.f, cruft/slatec-err/fdump.f, cruft/slatec-err/ixsav.f,
cruft/slatec-err/j4save.f, cruft/slatec-err/module.mk,
cruft/slatec-err/xerclr.f, cruft/slatec-err/xercnt.f,
cruft/slatec-err/xerhlt.f, cruft/slatec-err/xermsg.f,
cruft/slatec-err/xerprn.f, cruft/slatec-err/xerrwd.f,
cruft/slatec-err/xersve.f, cruft/slatec-err/xgetf.f, cruft/slatec-err/xgetua.f,
cruft/slatec-err/xsetf.f, cruft/slatec-err/xsetua.f, cruft/slatec-fn/acosh.f,
cruft/slatec-fn/albeta.f, cruft/slatec-fn/algams.f, cruft/slatec-fn/alngam.f,
cruft/slatec-fn/alnrel.f, cruft/slatec-fn/asinh.f, cruft/slatec-fn/atanh.f,
cruft/slatec-fn/betai.f, cruft/slatec-fn/csevl.f, cruft/slatec-fn/d9gmit.f,
cruft/slatec-fn/d9lgic.f, cruft/slatec-fn/d9lgit.f, cruft/slatec-fn/d9lgmc.f,
cruft/slatec-fn/dacosh.f, cruft/slatec-fn/dasinh.f, cruft/slatec-fn/datanh.f,
cruft/slatec-fn/dbetai.f, cruft/slatec-fn/dcsevl.f, cruft/slatec-fn/derf.f,
cruft/slatec-fn/derfc.in.f, cruft/slatec-fn/dgami.f, cruft/slatec-fn/dgamit.f,
cruft/slatec-fn/dgamlm.f, cruft/slatec-fn/dgamma.f, cruft/slatec-fn/dgamr.f,
cruft/slatec-fn/dlbeta.f, cruft/slatec-fn/dlgams.f, cruft/slatec-fn/dlngam.f,
cruft/slatec-fn/dlnrel.f, cruft/slatec-fn/dpchim.f, cruft/slatec-fn/dpchst.f,
cruft/slatec-fn/erf.f, cruft/slatec-fn/erfc.in.f, cruft/slatec-fn/gami.f,
cruft/slatec-fn/gamit.f, cruft/slatec-fn/gamlim.f, cruft/slatec-fn/gamma.f,
cruft/slatec-fn/gamr.f, cruft/slatec-fn/initds.f, cruft/slatec-fn/inits.f,
cruft/slatec-fn/module.mk, cruft/slatec-fn/pchim.f, cruft/slatec-fn/pchst.f,
cruft/slatec-fn/r9gmit.f, cruft/slatec-fn/r9lgic.f, cruft/slatec-fn/r9lgit.f,
cruft/slatec-fn/r9lgmc.f, cruft/slatec-fn/xacosh.f, cruft/slatec-fn/xasinh.f,
cruft/slatec-fn/xatanh.f, cruft/slatec-fn/xbetai.f, cruft/slatec-fn/xdacosh.f,
cruft/slatec-fn/xdasinh.f, cruft/slatec-fn/xdatanh.f,
cruft/slatec-fn/xdbetai.f, cruft/slatec-fn/xderf.f, cruft/slatec-fn/xderfc.f,
cruft/slatec-fn/xdgami.f, cruft/slatec-fn/xdgamit.f, cruft/slatec-fn/xdgamma.f,
cruft/slatec-fn/xerf.f, cruft/slatec-fn/xerfc.f, cruft/slatec-fn/xgamma.f,
cruft/slatec-fn/xgmainc.f, cruft/slatec-fn/xsgmainc.f:
Moved from top-level libcruft to cruft directory below liboctave.
* numeric/CmplxAEPBAL.cc, numeric/CmplxAEPBAL.h, numeric/CmplxCHOL.cc,
numeric/CmplxCHOL.h, numeric/CmplxGEPBAL.cc, numeric/CmplxGEPBAL.h,
numeric/CmplxHESS.cc, numeric/CmplxHESS.h, numeric/CmplxLU.cc,
numeric/CmplxLU.h, numeric/CmplxQR.cc, numeric/CmplxQR.h, numeric/CmplxQRP.cc,
numeric/CmplxQRP.h, numeric/CmplxSCHUR.cc, numeric/CmplxSCHUR.h,
numeric/CmplxSVD.cc, numeric/CmplxSVD.h, numeric/CollocWt.cc,
numeric/CollocWt.h, numeric/DAE.h, numeric/DAEFunc.h, numeric/DAERT.h,
numeric/DAERTFunc.h, numeric/DASPK-opts.in, numeric/DASPK.cc, numeric/DASPK.h,
numeric/DASRT-opts.in, numeric/DASRT.cc, numeric/DASRT.h,
numeric/DASSL-opts.in, numeric/DASSL.cc, numeric/DASSL.h, numeric/DET.h,
numeric/EIG.cc, numeric/EIG.h, numeric/LSODE-opts.in, numeric/LSODE.cc,
numeric/LSODE.h, numeric/ODE.h, numeric/ODEFunc.h, numeric/ODES.cc,
numeric/ODES.h, numeric/ODESFunc.h, numeric/Quad-opts.in, numeric/Quad.cc,
numeric/Quad.h, numeric/SparseCmplxCHOL.cc, numeric/SparseCmplxCHOL.h,
numeric/SparseCmplxLU.cc, numeric/SparseCmplxLU.h, numeric/SparseCmplxQR.cc,
numeric/SparseCmplxQR.h, numeric/SparseQR.cc, numeric/SparseQR.h,
numeric/SparsedbleCHOL.cc, numeric/SparsedbleCHOL.h, numeric/SparsedbleLU.cc,
numeric/SparsedbleLU.h, numeric/base-aepbal.h, numeric/base-dae.h,
numeric/base-de.h, numeric/base-lu.cc, numeric/base-lu.h, numeric/base-min.h,
numeric/base-qr.cc, numeric/base-qr.h, numeric/bsxfun-decl.h,
numeric/bsxfun-defs.cc, numeric/bsxfun.h, numeric/dbleAEPBAL.cc,
numeric/dbleAEPBAL.h, numeric/dbleCHOL.cc, numeric/dbleCHOL.h,
numeric/dbleGEPBAL.cc, numeric/dbleGEPBAL.h, numeric/dbleHESS.cc,
numeric/dbleHESS.h, numeric/dbleLU.cc, numeric/dbleLU.h, numeric/dbleQR.cc,
numeric/dbleQR.h, numeric/dbleQRP.cc, numeric/dbleQRP.h, numeric/dbleSCHUR.cc,
numeric/dbleSCHUR.h, numeric/dbleSVD.cc, numeric/dbleSVD.h,
numeric/eigs-base.cc, numeric/fCmplxAEPBAL.cc, numeric/fCmplxAEPBAL.h,
numeric/fCmplxCHOL.cc, numeric/fCmplxCHOL.h, numeric/fCmplxGEPBAL.cc,
numeric/fCmplxGEPBAL.h, numeric/fCmplxHESS.cc, numeric/fCmplxHESS.h,
numeric/fCmplxLU.cc, numeric/fCmplxLU.h, numeric/fCmplxQR.cc,
numeric/fCmplxQR.h, numeric/fCmplxQRP.cc, numeric/fCmplxQRP.h,
numeric/fCmplxSCHUR.cc, numeric/fCmplxSCHUR.h, numeric/fCmplxSVD.cc,
numeric/fCmplxSVD.h, numeric/fEIG.cc, numeric/fEIG.h, numeric/floatAEPBAL.cc,
numeric/floatAEPBAL.h, numeric/floatCHOL.cc, numeric/floatCHOL.h,
numeric/floatGEPBAL.cc, numeric/floatGEPBAL.h, numeric/floatHESS.cc,
numeric/floatHESS.h, numeric/floatLU.cc, numeric/floatLU.h, numeric/floatQR.cc,
numeric/floatQR.h, numeric/floatQRP.cc, numeric/floatQRP.h,
numeric/floatSCHUR.cc, numeric/floatSCHUR.h, numeric/floatSVD.cc,
numeric/floatSVD.h, numeric/lo-mappers.cc, numeric/lo-mappers.h,
numeric/lo-specfun.cc, numeric/lo-specfun.h, numeric/module.mk,
numeric/oct-convn.cc, numeric/oct-convn.h, numeric/oct-fftw.cc,
numeric/oct-fftw.h, numeric/oct-norm.cc, numeric/oct-norm.h,
numeric/oct-rand.cc, numeric/oct-rand.h, numeric/oct-spparms.cc,
numeric/oct-spparms.h, numeric/randgamma.c, numeric/randgamma.h,
numeric/randmtzig.c, numeric/randmtzig.h, numeric/randpoisson.c,
numeric/randpoisson.h, numeric/sparse-base-chol.cc, numeric/sparse-base-chol.h,
numeric/sparse-base-lu.cc, numeric/sparse-base-lu.h, numeric/sparse-dmsolve.cc:
Moved from liboctave dir to numeric subdirectory.
* operators/Sparse-diag-op-defs.h, operators/Sparse-op-defs.h,
operators/Sparse-perm-op-defs.h, operators/config-ops.sh, operators/mk-ops.awk,
operators/module.mk, operators/mx-base.h, operators/mx-defs.h,
operators/mx-ext.h, operators/mx-inlines.cc, operators/mx-op-decl.h,
operators/mx-op-defs.h, operators/mx-ops, operators/sparse-mk-ops.awk,
operators/sparse-mx-ops, operators/vx-ops:
Moved from liboctave dir to operators subdirectory.
* system/dir-ops.cc, system/dir-ops.h, system/file-ops.cc, system/file-ops.h,
system/file-stat.cc, system/file-stat.h, system/lo-sysdep.cc,
system/lo-sysdep.h, system/mach-info.cc, system/mach-info.h, system/module.mk,
system/oct-env.cc, system/oct-env.h, system/oct-group.cc, system/oct-group.h,
system/oct-openmp.h, system/oct-passwd.cc, system/oct-passwd.h,
system/oct-syscalls.cc, system/oct-syscalls.h, system/oct-time.cc,
system/oct-time.h, system/oct-uname.cc, system/oct-uname.h, system/pathlen.h,
system/sysdir.h, system/syswait.h, system/tempnam.c, system/tempname.c:
Moved from liboctave dir to system subdirectory.
* util/base-list.h, util/byte-swap.h, util/caseless-str.h, util/cmd-edit.cc,
util/cmd-edit.h, util/cmd-hist.cc, util/cmd-hist.h, util/data-conv.cc,
util/data-conv.h, util/f2c-main.c, util/functor.h, util/glob-match.cc,
util/glob-match.h, util/kpse.cc, util/lo-array-gripes.cc,
util/lo-array-gripes.h, util/lo-cieee.c, util/lo-cutils.c, util/lo-cutils.h,
util/lo-ieee.cc, util/lo-ieee.h, util/lo-macros.h, util/lo-math.h,
util/lo-traits.h, util/lo-utils.cc, util/lo-utils.h, util/module.mk,
util/oct-alloc.cc, util/oct-alloc.h, util/oct-base64.cc, util/oct-base64.h,
util/oct-binmap.h, util/oct-cmplx.h, util/oct-glob.cc, util/oct-glob.h,
util/oct-inttypes.cc, util/oct-inttypes.h, util/oct-locbuf.cc,
util/oct-locbuf.h, util/oct-md5.cc, util/oct-md5.h, util/oct-mem.h,
util/oct-mutex.cc, util/oct-mutex.h, util/oct-refcount.h, util/oct-rl-edit.c,
util/oct-rl-edit.h, util/oct-rl-hist.c, util/oct-rl-hist.h, util/oct-shlib.cc,
util/oct-shlib.h, util/oct-sort.cc, util/oct-sort.h, util/oct-sparse.h,
util/pathsearch.cc, util/pathsearch.h, util/regexp.cc, util/regexp.h,
util/singleton-cleanup.cc, util/singleton-cleanup.h, util/sparse-sort.cc,
util/sparse-sort.h, util/sparse-util.cc, util/sparse-util.h, util/statdefs.h,
util/str-vec.cc, util/str-vec.h, util/sun-utils.h:
Moved from liboctave dir to util subdirectory.
* Makefile.am: Eliminate reference to top-level liboctave directory.
* autogen.sh: cd to new liboctave/operators directory to run config-ops.sh.
* build-aux/common.mk: Eliminate LIBCRUFT references.
* configure.ac: Eliminate libcruft top-level references. Switch test
programs to find files in liboctave/cruft subdirectory.
* OctaveFAQ.texi, install.txi, mkoctfile.1: Eliminate references to libcruft in
docs.
* libgui/src/Makefile.am, libinterp/Makefile.am, src/Makefile.am: Update
include file locations. Stop linking against libcruft.
* libinterp/corefcn/module.mk: Update location of OPT_INC files which are
now in numeric/ subdirectory.
* libinterp/dldfcn/config-module.awk: Stop linking against libcruft.
* libinterp/interpfcn/toplev.cc: Remove reference to LIBCRUFT.
* libinterp/link-deps.mk, liboctave/link-deps.mk:
Add GNULIB_LINK_DEPS to link dependencies.
* libinterp/oct-conf.in.h: Remove reference to OCTAVE_CONF_LIBCRUFT.
* liboctave/Makefile.am: Overhaul to use convenience libraries in
subdirectories.
* scripts/miscellaneous/mkoctfile.m: Eliminate reference to LIBCRUFT.
* src/mkoctfile.in.cc, src/mkoctfile.in.sh: Stop linking againt libcruft.
Eliminate references to LIBCRUFT.
author | Rik <rik@octave.org> |
---|---|
date | Fri, 31 Aug 2012 20:00:20 -0700 |
parents | liboctave/eigs-base.cc@61822c866ba1 |
children | d63878346099 |
line wrap: on
line source
/* Copyright (C) 2005-2012 David Bateman This file is part of Octave. Octave is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 3 of the License, or (at your option) any later version. Octave is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with Octave; see the file COPYING. If not, see <http://www.gnu.org/licenses/>. */ #ifdef HAVE_CONFIG_H #include <config.h> #endif #include <cfloat> #include <cmath> #include <vector> #include <iostream> #include "f77-fcn.h" #include "quit.h" #include "SparsedbleLU.h" #include "SparseCmplxLU.h" #include "dSparse.h" #include "CSparse.h" #include "MatrixType.h" #include "SparsedbleCHOL.h" #include "SparseCmplxCHOL.h" #include "oct-rand.h" #include "dbleCHOL.h" #include "CmplxCHOL.h" #include "dbleLU.h" #include "CmplxLU.h" #ifdef HAVE_ARPACK typedef ColumnVector (*EigsFunc) (const ColumnVector &x, int &eigs_error); typedef ComplexColumnVector (*EigsComplexFunc) (const ComplexColumnVector &x, int &eigs_error); // Arpack and blas fortran functions we call. extern "C" { F77_RET_T F77_FUNC (dsaupd, DSAUPD) (octave_idx_type&, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, const double&, double*, const octave_idx_type&, double*, const octave_idx_type&, octave_idx_type*, octave_idx_type*, double*, double*, const octave_idx_type&, octave_idx_type& F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (dseupd, DSEUPD) (const octave_idx_type&, F77_CONST_CHAR_ARG_DECL, octave_idx_type*, double*, double*, const octave_idx_type&, const double&, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, const double&, double*, const octave_idx_type&, double*, const octave_idx_type&, octave_idx_type*, octave_idx_type*, double*, double*, const octave_idx_type&, octave_idx_type& F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (dnaupd, DNAUPD) (octave_idx_type&, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, F77_CONST_CHAR_ARG_DECL, octave_idx_type&, const double&, double*, const octave_idx_type&, double*, const octave_idx_type&, octave_idx_type*, octave_idx_type*, double*, double*, const octave_idx_type&, octave_idx_type& F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (dneupd, DNEUPD) (const octave_idx_type&, F77_CONST_CHAR_ARG_DECL, octave_idx_type*, double*, double*, double*, const octave_idx_type&, const double&, const double&, double*, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, F77_CONST_CHAR_ARG_DECL, octave_idx_type&, const double&, double*, const octave_idx_type&, double*, const octave_idx_type&, octave_idx_type*, octave_idx_type*, double*, double*, const octave_idx_type&, octave_idx_type& F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (znaupd, ZNAUPD) (octave_idx_type&, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, const double&, Complex*, const octave_idx_type&, Complex*, const octave_idx_type&, octave_idx_type*, octave_idx_type*, Complex*, Complex*, const octave_idx_type&, double *, octave_idx_type& F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (zneupd, ZNEUPD) (const octave_idx_type&, F77_CONST_CHAR_ARG_DECL, octave_idx_type*, Complex*, Complex*, const octave_idx_type&, const Complex&, Complex*, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, const double&, Complex*, const octave_idx_type&, Complex*, const octave_idx_type&, octave_idx_type*, octave_idx_type*, Complex*, Complex*, const octave_idx_type&, double *, octave_idx_type& F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (dgemv, DGEMV) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, const octave_idx_type&, const double&, const double*, const octave_idx_type&, const double*, const octave_idx_type&, const double&, double*, const octave_idx_type& F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (zgemv, ZGEMV) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, const octave_idx_type&, const Complex&, const Complex*, const octave_idx_type&, const Complex*, const octave_idx_type&, const Complex&, Complex*, const octave_idx_type& F77_CHAR_ARG_LEN_DECL); } #if !defined (CXX_NEW_FRIEND_TEMPLATE_DECL) static octave_idx_type lusolve (const SparseMatrix&, const SparseMatrix&, Matrix&); static octave_idx_type lusolve (const SparseComplexMatrix&, const SparseComplexMatrix&, ComplexMatrix&); static octave_idx_type lusolve (const Matrix&, const Matrix&, Matrix&); static octave_idx_type lusolve (const ComplexMatrix&, const ComplexMatrix&, ComplexMatrix&); static ComplexMatrix ltsolve (const SparseComplexMatrix&, const ColumnVector&, const ComplexMatrix&); static Matrix ltsolve (const SparseMatrix&, const ColumnVector&, const Matrix&,); static ComplexMatrix ltsolve (const ComplexMatrix&, const ColumnVector&, const ComplexMatrix&); static Matrix ltsolve (const Matrix&, const ColumnVector&, const Matrix&,); static ComplexMatrix utsolve (const SparseComplexMatrix&, const ColumnVector&, const ComplexMatrix&); static Matrix utsolve (const SparseMatrix&, const ColumnVector&, const Matrix&); static ComplexMatrix utsolve (const ComplexMatrix&, const ColumnVector&, const ComplexMatrix&); static Matrix utsolve (const Matrix&, const ColumnVector&, const Matrix&); #endif template <class M, class SM> static octave_idx_type lusolve (const SM& L, const SM& U, M& m) { octave_idx_type err = 0; double rcond; MatrixType utyp (MatrixType::Upper); // Sparse L is lower triangular, Dense L is permuted lower triangular!!! m = L.solve (m, err, rcond, 0); if (err) return err; m = U.solve (utyp, m, err, rcond, 0); return err; } template <class SM, class M> static M ltsolve (const SM& L, const ColumnVector& Q, const M& m) { octave_idx_type n = L.cols (); octave_idx_type b_nc = m.cols (); octave_idx_type err = 0; double rcond; MatrixType ltyp (MatrixType::Lower); M tmp = L.solve (ltyp, m, err, rcond, 0); M retval; const double* qv = Q.fortran_vec (); if (!err) { retval.resize (n, b_nc); for (octave_idx_type j = 0; j < b_nc; j++) { for (octave_idx_type i = 0; i < n; i++) retval.elem (static_cast<octave_idx_type>(qv[i]), j) = tmp.elem (i,j); } } return retval; } template <class SM, class M> static M utsolve (const SM& U, const ColumnVector& Q, const M& m) { octave_idx_type n = U.cols (); octave_idx_type b_nc = m.cols (); octave_idx_type err = 0; double rcond; MatrixType utyp (MatrixType::Upper); M retval (n, b_nc); const double* qv = Q.fortran_vec (); for (octave_idx_type j = 0; j < b_nc; j++) { for (octave_idx_type i = 0; i < n; i++) retval.elem (i,j) = m.elem (static_cast<octave_idx_type>(qv[i]), j); } return U.solve (utyp, retval, err, rcond, 0); } static bool vector_product (const SparseMatrix& m, const double* x, double* y) { octave_idx_type nc = m.cols (); for (octave_idx_type j = 0; j < nc; j++) y[j] = 0.; for (octave_idx_type j = 0; j < nc; j++) for (octave_idx_type i = m.cidx (j); i < m.cidx (j+1); i++) y[m.ridx (i)] += m.data (i) * x[j]; return true; } static bool vector_product (const Matrix& m, const double *x, double *y) { octave_idx_type nr = m.rows (); octave_idx_type nc = m.cols (); F77_XFCN (dgemv, DGEMV, (F77_CONST_CHAR_ARG2 ("N", 1), nr, nc, 1.0, m.data (), nr, x, 1, 0.0, y, 1 F77_CHAR_ARG_LEN (1))); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable error in dgemv"); return false; } else return true; } static bool vector_product (const SparseComplexMatrix& m, const Complex* x, Complex* y) { octave_idx_type nc = m.cols (); for (octave_idx_type j = 0; j < nc; j++) y[j] = 0.; for (octave_idx_type j = 0; j < nc; j++) for (octave_idx_type i = m.cidx (j); i < m.cidx (j+1); i++) y[m.ridx (i)] += m.data (i) * x[j]; return true; } static bool vector_product (const ComplexMatrix& m, const Complex *x, Complex *y) { octave_idx_type nr = m.rows (); octave_idx_type nc = m.cols (); F77_XFCN (zgemv, ZGEMV, (F77_CONST_CHAR_ARG2 ("N", 1), nr, nc, 1.0, m.data (), nr, x, 1, 0.0, y, 1 F77_CHAR_ARG_LEN (1))); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable error in zgemv"); return false; } else return true; } static bool make_cholb (Matrix& b, Matrix& bt, ColumnVector& permB) { octave_idx_type info; CHOL fact (b, info); octave_idx_type n = b.cols (); if (info != 0) return false; else { bt = fact.chol_matrix (); b = bt.transpose (); permB = ColumnVector (n); for (octave_idx_type i = 0; i < n; i++) permB(i) = i; return true; } } static bool make_cholb (SparseMatrix& b, SparseMatrix& bt, ColumnVector& permB) { octave_idx_type info; SparseCHOL fact (b, info, false); if (fact.P () != 0) return false; else { b = fact.L (); bt = b.transpose (); permB = fact.perm () - 1.0; return true; } } static bool make_cholb (ComplexMatrix& b, ComplexMatrix& bt, ColumnVector& permB) { octave_idx_type info; ComplexCHOL fact (b, info); octave_idx_type n = b.cols (); if (info != 0) return false; else { bt = fact.chol_matrix (); b = bt.hermitian (); permB = ColumnVector (n); for (octave_idx_type i = 0; i < n; i++) permB(i) = i; return true; } } static bool make_cholb (SparseComplexMatrix& b, SparseComplexMatrix& bt, ColumnVector& permB) { octave_idx_type info; SparseComplexCHOL fact (b, info, false); if (fact.P () != 0) return false; else { b = fact.L (); bt = b.hermitian (); permB = fact.perm () - 1.0; return true; } } static bool LuAminusSigmaB (const SparseMatrix &m, const SparseMatrix &b, bool cholB, const ColumnVector& permB, double sigma, SparseMatrix &L, SparseMatrix &U, octave_idx_type *P, octave_idx_type *Q) { bool have_b = ! b.is_empty (); octave_idx_type n = m.rows (); // Caclulate LU decomposition of 'A - sigma * B' SparseMatrix AminusSigmaB (m); if (have_b) { if (cholB) { if (permB.length ()) { SparseMatrix tmp(n,n,n); for (octave_idx_type i = 0; i < n; i++) { tmp.xcidx (i) = i; tmp.xridx (i) = static_cast<octave_idx_type>(permB(i)); tmp.xdata (i) = 1; } tmp.xcidx (n) = n; AminusSigmaB = AminusSigmaB - sigma * tmp * b.transpose () * b * tmp.transpose (); } else AminusSigmaB = AminusSigmaB - sigma * b.transpose () * b; } else AminusSigmaB = AminusSigmaB - sigma * b; } else { SparseMatrix sigmat (n, n, n); // Create sigma * speye (n,n) sigmat.xcidx (0) = 0; for (octave_idx_type i = 0; i < n; i++) { sigmat.xdata (i) = sigma; sigmat.xridx (i) = i; sigmat.xcidx (i+1) = i + 1; } AminusSigmaB = AminusSigmaB - sigmat; } SparseLU fact (AminusSigmaB); L = fact.L (); U = fact.U (); const octave_idx_type *P2 = fact.row_perm (); const octave_idx_type *Q2 = fact.col_perm (); for (octave_idx_type j = 0; j < n; j++) { P[j] = P2[j]; Q[j] = Q2[j]; } // Test condition number of LU decomposition double minU = octave_NaN; double maxU = octave_NaN; for (octave_idx_type j = 0; j < n; j++) { double d = 0.; if (U.xcidx (j+1) > U.xcidx (j) && U.xridx (U.xcidx (j+1)-1) == j) d = std::abs (U.xdata (U.xcidx (j+1)-1)); if (xisnan (minU) || d < minU) minU = d; if (xisnan (maxU) || d > maxU) maxU = d; } double rcond = (minU / maxU); volatile double rcond_plus_one = rcond + 1.0; if (rcond_plus_one == 1.0 || xisnan (rcond)) { (*current_liboctave_warning_handler) ("eigs: 'A - sigma*B' is singular, indicating sigma is exactly"); (*current_liboctave_warning_handler) (" an eigenvalue. Convergence is not guaranteed"); } return true; } static bool LuAminusSigmaB (const Matrix &m, const Matrix &b, bool cholB, const ColumnVector& permB, double sigma, Matrix &L, Matrix &U, octave_idx_type *P, octave_idx_type *Q) { bool have_b = ! b.is_empty (); octave_idx_type n = m.cols (); // Caclulate LU decomposition of 'A - sigma * B' Matrix AminusSigmaB (m); if (have_b) { if (cholB) { Matrix tmp = sigma * b.transpose () * b; const double *pB = permB.fortran_vec (); double *p = AminusSigmaB.fortran_vec (); if (permB.length ()) { for (octave_idx_type j = 0; j < b.cols (); j++) for (octave_idx_type i = 0; i < b.rows (); i++) *p++ -= tmp.xelem (static_cast<octave_idx_type>(pB[i]), static_cast<octave_idx_type>(pB[j])); } else AminusSigmaB = AminusSigmaB - tmp; } else AminusSigmaB = AminusSigmaB - sigma * b; } else { double *p = AminusSigmaB.fortran_vec (); for (octave_idx_type i = 0; i < n; i++) p[i*(n+1)] -= sigma; } LU fact (AminusSigmaB); L = fact.P ().transpose () * fact.L (); U = fact.U (); for (octave_idx_type j = 0; j < n; j++) P[j] = Q[j] = j; // Test condition number of LU decomposition double minU = octave_NaN; double maxU = octave_NaN; for (octave_idx_type j = 0; j < n; j++) { double d = std::abs (U.xelem (j,j)); if (xisnan (minU) || d < minU) minU = d; if (xisnan (maxU) || d > maxU) maxU = d; } double rcond = (minU / maxU); volatile double rcond_plus_one = rcond + 1.0; if (rcond_plus_one == 1.0 || xisnan (rcond)) { (*current_liboctave_warning_handler) ("eigs: 'A - sigma*B' is singular, indicating sigma is exactly"); (*current_liboctave_warning_handler) (" an eigenvalue. Convergence is not guaranteed"); } return true; } static bool LuAminusSigmaB (const SparseComplexMatrix &m, const SparseComplexMatrix &b, bool cholB, const ColumnVector& permB, Complex sigma, SparseComplexMatrix &L, SparseComplexMatrix &U, octave_idx_type *P, octave_idx_type *Q) { bool have_b = ! b.is_empty (); octave_idx_type n = m.rows (); // Caclulate LU decomposition of 'A - sigma * B' SparseComplexMatrix AminusSigmaB (m); if (have_b) { if (cholB) { if (permB.length ()) { SparseMatrix tmp(n,n,n); for (octave_idx_type i = 0; i < n; i++) { tmp.xcidx (i) = i; tmp.xridx (i) = static_cast<octave_idx_type>(permB(i)); tmp.xdata (i) = 1; } tmp.xcidx (n) = n; AminusSigmaB = AminusSigmaB - tmp * b.hermitian () * b * tmp.transpose () * sigma; } else AminusSigmaB = AminusSigmaB - sigma * b.hermitian () * b; } else AminusSigmaB = AminusSigmaB - sigma * b; } else { SparseComplexMatrix sigmat (n, n, n); // Create sigma * speye (n,n) sigmat.xcidx (0) = 0; for (octave_idx_type i = 0; i < n; i++) { sigmat.xdata (i) = sigma; sigmat.xridx (i) = i; sigmat.xcidx (i+1) = i + 1; } AminusSigmaB = AminusSigmaB - sigmat; } SparseComplexLU fact (AminusSigmaB); L = fact.L (); U = fact.U (); const octave_idx_type *P2 = fact.row_perm (); const octave_idx_type *Q2 = fact.col_perm (); for (octave_idx_type j = 0; j < n; j++) { P[j] = P2[j]; Q[j] = Q2[j]; } // Test condition number of LU decomposition double minU = octave_NaN; double maxU = octave_NaN; for (octave_idx_type j = 0; j < n; j++) { double d = 0.; if (U.xcidx (j+1) > U.xcidx (j) && U.xridx (U.xcidx (j+1)-1) == j) d = std::abs (U.xdata (U.xcidx (j+1)-1)); if (xisnan (minU) || d < minU) minU = d; if (xisnan (maxU) || d > maxU) maxU = d; } double rcond = (minU / maxU); volatile double rcond_plus_one = rcond + 1.0; if (rcond_plus_one == 1.0 || xisnan (rcond)) { (*current_liboctave_warning_handler) ("eigs: 'A - sigma*B' is singular, indicating sigma is exactly"); (*current_liboctave_warning_handler) (" an eigenvalue. Convergence is not guaranteed"); } return true; } static bool LuAminusSigmaB (const ComplexMatrix &m, const ComplexMatrix &b, bool cholB, const ColumnVector& permB, Complex sigma, ComplexMatrix &L, ComplexMatrix &U, octave_idx_type *P, octave_idx_type *Q) { bool have_b = ! b.is_empty (); octave_idx_type n = m.cols (); // Caclulate LU decomposition of 'A - sigma * B' ComplexMatrix AminusSigmaB (m); if (have_b) { if (cholB) { ComplexMatrix tmp = sigma * b.hermitian () * b; const double *pB = permB.fortran_vec (); Complex *p = AminusSigmaB.fortran_vec (); if (permB.length ()) { for (octave_idx_type j = 0; j < b.cols (); j++) for (octave_idx_type i = 0; i < b.rows (); i++) *p++ -= tmp.xelem (static_cast<octave_idx_type>(pB[i]), static_cast<octave_idx_type>(pB[j])); } else AminusSigmaB = AminusSigmaB - tmp; } else AminusSigmaB = AminusSigmaB - sigma * b; } else { Complex *p = AminusSigmaB.fortran_vec (); for (octave_idx_type i = 0; i < n; i++) p[i*(n+1)] -= sigma; } ComplexLU fact (AminusSigmaB); L = fact.P ().transpose () * fact.L (); U = fact.U (); for (octave_idx_type j = 0; j < n; j++) P[j] = Q[j] = j; // Test condition number of LU decomposition double minU = octave_NaN; double maxU = octave_NaN; for (octave_idx_type j = 0; j < n; j++) { double d = std::abs (U.xelem (j,j)); if (xisnan (minU) || d < minU) minU = d; if (xisnan (maxU) || d > maxU) maxU = d; } double rcond = (minU / maxU); volatile double rcond_plus_one = rcond + 1.0; if (rcond_plus_one == 1.0 || xisnan (rcond)) { (*current_liboctave_warning_handler) ("eigs: 'A - sigma*B' is singular, indicating sigma is exactly"); (*current_liboctave_warning_handler) (" an eigenvalue. Convergence is not guaranteed"); } return true; } template <class M> octave_idx_type EigsRealSymmetricMatrix (const M& m, const std::string typ, octave_idx_type k, octave_idx_type p, octave_idx_type &info, Matrix &eig_vec, ColumnVector &eig_val, const M& _b, ColumnVector &permB, ColumnVector &resid, std::ostream& os, double tol, bool rvec, bool cholB, int disp, int maxit) { M b(_b); octave_idx_type n = m.cols (); octave_idx_type mode = 1; bool have_b = ! b.is_empty (); bool note3 = false; char bmat = 'I'; double sigma = 0.; M bt; if (m.rows () != m.cols ()) { (*current_liboctave_error_handler) ("eigs: A must be square"); return -1; } if (have_b && (m.rows () != b.rows () || m.rows () != b.cols ())) { (*current_liboctave_error_handler) ("eigs: B must be square and the same size as A"); return -1; } if (resid.is_empty ()) { std::string rand_dist = octave_rand::distribution (); octave_rand::distribution ("uniform"); resid = ColumnVector (octave_rand::vector (n)); octave_rand::distribution (rand_dist); } if (n < 3) { (*current_liboctave_error_handler) ("eigs: n must be at least 3"); return -1; } if (p < 0) { p = k * 2; if (p < 20) p = 20; if (p > n - 1) p = n - 1 ; } if (k < 1 || k > n - 2) { (*current_liboctave_error_handler) ("eigs: Invalid number of eigenvalues to extract (must be 0 < k < n-1-1).\n" " Use 'eig (full (A))' instead"); return -1; } if (p <= k || p >= n) { (*current_liboctave_error_handler) ("eigs: opts.p must be greater than k and less than n"); return -1; } if (have_b && cholB && permB.length () != 0) { // Check the we really have a permutation vector if (permB.length () != n) { (*current_liboctave_error_handler) ("eigs: permB vector invalid"); return -1; } else { Array<bool> checked (dim_vector (n, 1), false); for (octave_idx_type i = 0; i < n; i++) { octave_idx_type bidx = static_cast<octave_idx_type> (permB(i)); if (checked(bidx) || bidx < 0 || bidx >= n || D_NINT (bidx) != bidx) { (*current_liboctave_error_handler) ("eigs: permB vector invalid"); return -1; } } } } if (typ != "LM" && typ != "SM" && typ != "LA" && typ != "SA" && typ != "BE" && typ != "LR" && typ != "SR" && typ != "LI" && typ != "SI") { (*current_liboctave_error_handler) ("eigs: unrecognized sigma value"); return -1; } if (typ == "LI" || typ == "SI" || typ == "LR" || typ == "SR") { (*current_liboctave_error_handler) ("eigs: invalid sigma value for real symmetric problem"); return -1; } if (have_b) { // See Note 3 dsaupd note3 = true; if (cholB) { bt = b; b = b.transpose (); if (permB.length () == 0) { permB = ColumnVector (n); for (octave_idx_type i = 0; i < n; i++) permB(i) = i; } } else { if (! make_cholb (b, bt, permB)) { (*current_liboctave_error_handler) ("eigs: The matrix B is not positive definite"); return -1; } } } Array<octave_idx_type> ip (dim_vector (11, 1)); octave_idx_type *iparam = ip.fortran_vec (); ip(0) = 1; //ishift ip(1) = 0; // ip(1) not referenced ip(2) = maxit; // mxiter, maximum number of iterations ip(3) = 1; // NB blocksize in recurrence ip(4) = 0; // nconv, number of Ritz values that satisfy convergence ip(5) = 0; //ip(5) not referenced ip(6) = mode; // mode ip(7) = 0; ip(8) = 0; ip(9) = 0; ip(10) = 0; // ip(7) to ip(10) return values Array<octave_idx_type> iptr (dim_vector (14, 1)); octave_idx_type *ipntr = iptr.fortran_vec (); octave_idx_type ido = 0; int iter = 0; octave_idx_type lwork = p * (p + 8); OCTAVE_LOCAL_BUFFER (double, v, n * p); OCTAVE_LOCAL_BUFFER (double, workl, lwork); OCTAVE_LOCAL_BUFFER (double, workd, 3 * n); double *presid = resid.fortran_vec (); do { F77_FUNC (dsaupd, DSAUPD) (ido, F77_CONST_CHAR_ARG2 (&bmat, 1), n, F77_CONST_CHAR_ARG2 ((typ.c_str ()), 2), k, tol, presid, p, v, n, iparam, ipntr, workd, workl, lwork, info F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(2)); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable exception encountered in dsaupd"); return -1; } if (disp > 0 && !xisnan (workl[iptr (5)-1])) { if (iter++) { os << "Iteration " << iter - 1 << ": a few Ritz values of the " << p << "-by-" << p << " matrix\n"; for (int i = 0 ; i < k; i++) os << " " << workl[iptr(5)+i-1] << "\n"; } // This is a kludge, as ARPACK doesn't give its // iteration pointer. But as workl[iptr(5)-1] is // an output value updated at each iteration, setting // a value in this array to NaN and testing for it // is a way of obtaining the iteration counter. if (ido != 99) workl[iptr(5)-1] = octave_NaN; } if (ido == -1 || ido == 1 || ido == 2) { if (have_b) { Matrix mtmp (n,1); for (octave_idx_type i = 0; i < n; i++) mtmp(i,0) = workd[i + iptr(0) - 1]; mtmp = utsolve (bt, permB, m * ltsolve (b, permB, mtmp)); for (octave_idx_type i = 0; i < n; i++) workd[i+iptr(1)-1] = mtmp(i,0); } else if (!vector_product (m, workd + iptr(0) - 1, workd + iptr(1) - 1)) break; } else { if (info < 0) { (*current_liboctave_error_handler) ("eigs: error %d in dsaupd", info); return -1; } break; } } while (1); octave_idx_type info2; // We have a problem in that the size of the C++ bool // type relative to the fortran logical type. It appears // that fortran uses 4- or 8-bytes per logical and C++ 1-byte // per bool, though this might be system dependent. As // long as the HOWMNY arg is not "S", the logical array // is just workspace for ARPACK, so use int type to // avoid problems. Array<octave_idx_type> s (dim_vector (p, 1)); octave_idx_type *sel = s.fortran_vec (); eig_vec.resize (n, k); double *z = eig_vec.fortran_vec (); eig_val.resize (k); double *d = eig_val.fortran_vec (); F77_FUNC (dseupd, DSEUPD) (rvec, F77_CONST_CHAR_ARG2 ("A", 1), sel, d, z, n, sigma, F77_CONST_CHAR_ARG2 (&bmat, 1), n, F77_CONST_CHAR_ARG2 ((typ.c_str ()), 2), k, tol, presid, p, v, n, iparam, ipntr, workd, workl, lwork, info2 F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(2)); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable exception encountered in dseupd"); return -1; } else { if (info2 == 0) { octave_idx_type k2 = k / 2; if (typ != "SM" && typ != "BE") { for (octave_idx_type i = 0; i < k2; i++) { double dtmp = d[i]; d[i] = d[k - i - 1]; d[k - i - 1] = dtmp; } } if (rvec) { if (typ != "SM" && typ != "BE") { OCTAVE_LOCAL_BUFFER (double, dtmp, n); for (octave_idx_type i = 0; i < k2; i++) { octave_idx_type off1 = i * n; octave_idx_type off2 = (k - i - 1) * n; if (off1 == off2) continue; for (octave_idx_type j = 0; j < n; j++) dtmp[j] = z[off1 + j]; for (octave_idx_type j = 0; j < n; j++) z[off1 + j] = z[off2 + j]; for (octave_idx_type j = 0; j < n; j++) z[off2 + j] = dtmp[j]; } } if (note3) eig_vec = ltsolve (b, permB, eig_vec); } } else { (*current_liboctave_error_handler) ("eigs: error %d in dseupd", info2); return -1; } } return ip(4); } template <class M> octave_idx_type EigsRealSymmetricMatrixShift (const M& m, double sigma, octave_idx_type k, octave_idx_type p, octave_idx_type &info, Matrix &eig_vec, ColumnVector &eig_val, const M& _b, ColumnVector &permB, ColumnVector &resid, std::ostream& os, double tol, bool rvec, bool cholB, int disp, int maxit) { M b(_b); octave_idx_type n = m.cols (); octave_idx_type mode = 3; bool have_b = ! b.is_empty (); std::string typ = "LM"; if (m.rows () != m.cols ()) { (*current_liboctave_error_handler) ("eigs: A must be square"); return -1; } if (have_b && (m.rows () != b.rows () || m.rows () != b.cols ())) { (*current_liboctave_error_handler) ("eigs: B must be square and the same size as A"); return -1; } // FIXME: The "SM" type for mode 1 seems unstable though faster!! //if (! std::abs (sigma)) // return EigsRealSymmetricMatrix (m, "SM", k, p, info, eig_vec, eig_val, // _b, permB, resid, os, tol, rvec, cholB, // disp, maxit); if (resid.is_empty ()) { std::string rand_dist = octave_rand::distribution (); octave_rand::distribution ("uniform"); resid = ColumnVector (octave_rand::vector (n)); octave_rand::distribution (rand_dist); } if (n < 3) { (*current_liboctave_error_handler) ("eigs: n must be at least 3"); return -1; } if (k <= 0 || k >= n - 1) { (*current_liboctave_error_handler) ("eigs: Invalid number of eigenvalues to extract (must be 0 < k < n-1-1).\n" " Use 'eig (full (A))' instead"); return -1; } if (p < 0) { p = k * 2; if (p < 20) p = 20; if (p > n - 1) p = n - 1 ; } if (p <= k || p >= n) { (*current_liboctave_error_handler) ("eigs: opts.p must be greater than k and less than n"); return -1; } if (have_b && cholB && permB.length () != 0) { // Check the we really have a permutation vector if (permB.length () != n) { (*current_liboctave_error_handler) ("eigs: permB vector invalid"); return -1; } else { Array<bool> checked (dim_vector (n, 1), false); for (octave_idx_type i = 0; i < n; i++) { octave_idx_type bidx = static_cast<octave_idx_type> (permB(i)); if (checked(bidx) || bidx < 0 || bidx >= n || D_NINT (bidx) != bidx) { (*current_liboctave_error_handler) ("eigs: permB vector invalid"); return -1; } } } } char bmat = 'I'; if (have_b) bmat = 'G'; Array<octave_idx_type> ip (dim_vector (11, 1)); octave_idx_type *iparam = ip.fortran_vec (); ip(0) = 1; //ishift ip(1) = 0; // ip(1) not referenced ip(2) = maxit; // mxiter, maximum number of iterations ip(3) = 1; // NB blocksize in recurrence ip(4) = 0; // nconv, number of Ritz values that satisfy convergence ip(5) = 0; //ip(5) not referenced ip(6) = mode; // mode ip(7) = 0; ip(8) = 0; ip(9) = 0; ip(10) = 0; // ip(7) to ip(10) return values Array<octave_idx_type> iptr (dim_vector (14, 1)); octave_idx_type *ipntr = iptr.fortran_vec (); octave_idx_type ido = 0; int iter = 0; M L, U; OCTAVE_LOCAL_BUFFER (octave_idx_type, P, (have_b ? b.rows () : m.rows ())); OCTAVE_LOCAL_BUFFER (octave_idx_type, Q, (have_b ? b.cols () : m.cols ())); if (! LuAminusSigmaB (m, b, cholB, permB, sigma, L, U, P, Q)) return -1; octave_idx_type lwork = p * (p + 8); OCTAVE_LOCAL_BUFFER (double, v, n * p); OCTAVE_LOCAL_BUFFER (double, workl, lwork); OCTAVE_LOCAL_BUFFER (double, workd, 3 * n); double *presid = resid.fortran_vec (); do { F77_FUNC (dsaupd, DSAUPD) (ido, F77_CONST_CHAR_ARG2 (&bmat, 1), n, F77_CONST_CHAR_ARG2 ((typ.c_str ()), 2), k, tol, presid, p, v, n, iparam, ipntr, workd, workl, lwork, info F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(2)); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable exception encountered in dsaupd"); return -1; } if (disp > 0 && !xisnan (workl[iptr (5)-1])) { if (iter++) { os << "Iteration " << iter - 1 << ": a few Ritz values of the " << p << "-by-" << p << " matrix\n"; for (int i = 0 ; i < k; i++) os << " " << workl[iptr(5)+i-1] << "\n"; } // This is a kludge, as ARPACK doesn't give its // iteration pointer. But as workl[iptr(5)-1] is // an output value updated at each iteration, setting // a value in this array to NaN and testing for it // is a way of obtaining the iteration counter. if (ido != 99) workl[iptr(5)-1] = octave_NaN; } if (ido == -1 || ido == 1 || ido == 2) { if (have_b) { if (ido == -1) { OCTAVE_LOCAL_BUFFER (double, dtmp, n); vector_product (m, workd+iptr(0)-1, dtmp); Matrix tmp(n, 1); for (octave_idx_type i = 0; i < n; i++) tmp(i,0) = dtmp[P[i]]; lusolve (L, U, tmp); double *ip2 = workd+iptr(1)-1; for (octave_idx_type i = 0; i < n; i++) ip2[Q[i]] = tmp(i,0); } else if (ido == 2) vector_product (b, workd+iptr(0)-1, workd+iptr(1)-1); else { double *ip2 = workd+iptr(2)-1; Matrix tmp(n, 1); for (octave_idx_type i = 0; i < n; i++) tmp(i,0) = ip2[P[i]]; lusolve (L, U, tmp); ip2 = workd+iptr(1)-1; for (octave_idx_type i = 0; i < n; i++) ip2[Q[i]] = tmp(i,0); } } else { if (ido == 2) { for (octave_idx_type i = 0; i < n; i++) workd[iptr(0) + i - 1] = workd[iptr(1) + i - 1]; } else { double *ip2 = workd+iptr(0)-1; Matrix tmp(n, 1); for (octave_idx_type i = 0; i < n; i++) tmp(i,0) = ip2[P[i]]; lusolve (L, U, tmp); ip2 = workd+iptr(1)-1; for (octave_idx_type i = 0; i < n; i++) ip2[Q[i]] = tmp(i,0); } } } else { if (info < 0) { (*current_liboctave_error_handler) ("eigs: error %d in dsaupd", info); return -1; } break; } } while (1); octave_idx_type info2; // We have a problem in that the size of the C++ bool // type relative to the fortran logical type. It appears // that fortran uses 4- or 8-bytes per logical and C++ 1-byte // per bool, though this might be system dependent. As // long as the HOWMNY arg is not "S", the logical array // is just workspace for ARPACK, so use int type to // avoid problems. Array<octave_idx_type> s (dim_vector (p, 1)); octave_idx_type *sel = s.fortran_vec (); eig_vec.resize (n, k); double *z = eig_vec.fortran_vec (); eig_val.resize (k); double *d = eig_val.fortran_vec (); F77_FUNC (dseupd, DSEUPD) (rvec, F77_CONST_CHAR_ARG2 ("A", 1), sel, d, z, n, sigma, F77_CONST_CHAR_ARG2 (&bmat, 1), n, F77_CONST_CHAR_ARG2 ((typ.c_str ()), 2), k, tol, presid, p, v, n, iparam, ipntr, workd, workl, lwork, info2 F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(2)); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable exception encountered in dseupd"); return -1; } else { if (info2 == 0) { octave_idx_type k2 = k / 2; for (octave_idx_type i = 0; i < k2; i++) { double dtmp = d[i]; d[i] = d[k - i - 1]; d[k - i - 1] = dtmp; } if (rvec) { OCTAVE_LOCAL_BUFFER (double, dtmp, n); for (octave_idx_type i = 0; i < k2; i++) { octave_idx_type off1 = i * n; octave_idx_type off2 = (k - i - 1) * n; if (off1 == off2) continue; for (octave_idx_type j = 0; j < n; j++) dtmp[j] = z[off1 + j]; for (octave_idx_type j = 0; j < n; j++) z[off1 + j] = z[off2 + j]; for (octave_idx_type j = 0; j < n; j++) z[off2 + j] = dtmp[j]; } } } else { (*current_liboctave_error_handler) ("eigs: error %d in dseupd", info2); return -1; } } return ip(4); } octave_idx_type EigsRealSymmetricFunc (EigsFunc fun, octave_idx_type n, const std::string &_typ, double sigma, octave_idx_type k, octave_idx_type p, octave_idx_type &info, Matrix &eig_vec, ColumnVector &eig_val, ColumnVector &resid, std::ostream& os, double tol, bool rvec, bool /* cholB */, int disp, int maxit) { std::string typ (_typ); bool have_sigma = (sigma ? true : false); char bmat = 'I'; octave_idx_type mode = 1; int err = 0; if (resid.is_empty ()) { std::string rand_dist = octave_rand::distribution (); octave_rand::distribution ("uniform"); resid = ColumnVector (octave_rand::vector (n)); octave_rand::distribution (rand_dist); } if (n < 3) { (*current_liboctave_error_handler) ("eigs: n must be at least 3"); return -1; } if (p < 0) { p = k * 2; if (p < 20) p = 20; if (p > n - 1) p = n - 1 ; } if (k <= 0 || k >= n - 1) { (*current_liboctave_error_handler) ("eigs: Invalid number of eigenvalues to extract (must be 0 < k < n-1).\n" " Use 'eig (full (A))' instead"); return -1; } if (p <= k || p >= n) { (*current_liboctave_error_handler) ("eigs: opts.p must be greater than k and less than n"); return -1; } if (! have_sigma) { if (typ != "LM" && typ != "SM" && typ != "LA" && typ != "SA" && typ != "BE" && typ != "LR" && typ != "SR" && typ != "LI" && typ != "SI") (*current_liboctave_error_handler) ("eigs: unrecognized sigma value"); if (typ == "LI" || typ == "SI" || typ == "LR" || typ == "SR") { (*current_liboctave_error_handler) ("eigs: invalid sigma value for real symmetric problem"); return -1; } if (typ == "SM") { typ = "LM"; sigma = 0.; mode = 3; } } else if (! std::abs (sigma)) typ = "SM"; else { typ = "LM"; mode = 3; } Array<octave_idx_type> ip (dim_vector (11, 1)); octave_idx_type *iparam = ip.fortran_vec (); ip(0) = 1; //ishift ip(1) = 0; // ip(1) not referenced ip(2) = maxit; // mxiter, maximum number of iterations ip(3) = 1; // NB blocksize in recurrence ip(4) = 0; // nconv, number of Ritz values that satisfy convergence ip(5) = 0; //ip(5) not referenced ip(6) = mode; // mode ip(7) = 0; ip(8) = 0; ip(9) = 0; ip(10) = 0; // ip(7) to ip(10) return values Array<octave_idx_type> iptr (dim_vector (14, 1)); octave_idx_type *ipntr = iptr.fortran_vec (); octave_idx_type ido = 0; int iter = 0; octave_idx_type lwork = p * (p + 8); OCTAVE_LOCAL_BUFFER (double, v, n * p); OCTAVE_LOCAL_BUFFER (double, workl, lwork); OCTAVE_LOCAL_BUFFER (double, workd, 3 * n); double *presid = resid.fortran_vec (); do { F77_FUNC (dsaupd, DSAUPD) (ido, F77_CONST_CHAR_ARG2 (&bmat, 1), n, F77_CONST_CHAR_ARG2 ((typ.c_str ()), 2), k, tol, presid, p, v, n, iparam, ipntr, workd, workl, lwork, info F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(2)); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable exception encountered in dsaupd"); return -1; } if (disp > 0 && !xisnan (workl[iptr (5)-1])) { if (iter++) { os << "Iteration " << iter - 1 << ": a few Ritz values of the " << p << "-by-" << p << " matrix\n"; for (int i = 0 ; i < k; i++) os << " " << workl[iptr(5)+i-1] << "\n"; } // This is a kludge, as ARPACK doesn't give its // iteration pointer. But as workl[iptr(5)-1] is // an output value updated at each iteration, setting // a value in this array to NaN and testing for it // is a way of obtaining the iteration counter. if (ido != 99) workl[iptr(5)-1] = octave_NaN; } if (ido == -1 || ido == 1 || ido == 2) { double *ip2 = workd + iptr(0) - 1; ColumnVector x(n); for (octave_idx_type i = 0; i < n; i++) x(i) = *ip2++; ColumnVector y = fun (x, err); if (err) return false; ip2 = workd + iptr(1) - 1; for (octave_idx_type i = 0; i < n; i++) *ip2++ = y(i); } else { if (info < 0) { (*current_liboctave_error_handler) ("eigs: error %d in dsaupd", info); return -1; } break; } } while (1); octave_idx_type info2; // We have a problem in that the size of the C++ bool // type relative to the fortran logical type. It appears // that fortran uses 4- or 8-bytes per logical and C++ 1-byte // per bool, though this might be system dependent. As // long as the HOWMNY arg is not "S", the logical array // is just workspace for ARPACK, so use int type to // avoid problems. Array<octave_idx_type> s (dim_vector (p, 1)); octave_idx_type *sel = s.fortran_vec (); eig_vec.resize (n, k); double *z = eig_vec.fortran_vec (); eig_val.resize (k); double *d = eig_val.fortran_vec (); F77_FUNC (dseupd, DSEUPD) (rvec, F77_CONST_CHAR_ARG2 ("A", 1), sel, d, z, n, sigma, F77_CONST_CHAR_ARG2 (&bmat, 1), n, F77_CONST_CHAR_ARG2 ((typ.c_str ()), 2), k, tol, presid, p, v, n, iparam, ipntr, workd, workl, lwork, info2 F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(2)); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable exception encountered in dseupd"); return -1; } else { if (info2 == 0) { octave_idx_type k2 = k / 2; if (typ != "SM" && typ != "BE") { for (octave_idx_type i = 0; i < k2; i++) { double dtmp = d[i]; d[i] = d[k - i - 1]; d[k - i - 1] = dtmp; } } if (rvec) { if (typ != "SM" && typ != "BE") { OCTAVE_LOCAL_BUFFER (double, dtmp, n); for (octave_idx_type i = 0; i < k2; i++) { octave_idx_type off1 = i * n; octave_idx_type off2 = (k - i - 1) * n; if (off1 == off2) continue; for (octave_idx_type j = 0; j < n; j++) dtmp[j] = z[off1 + j]; for (octave_idx_type j = 0; j < n; j++) z[off1 + j] = z[off2 + j]; for (octave_idx_type j = 0; j < n; j++) z[off2 + j] = dtmp[j]; } } } } else { (*current_liboctave_error_handler) ("eigs: error %d in dseupd", info2); return -1; } } return ip(4); } template <class M> octave_idx_type EigsRealNonSymmetricMatrix (const M& m, const std::string typ, octave_idx_type k, octave_idx_type p, octave_idx_type &info, ComplexMatrix &eig_vec, ComplexColumnVector &eig_val, const M& _b, ColumnVector &permB, ColumnVector &resid, std::ostream& os, double tol, bool rvec, bool cholB, int disp, int maxit) { M b(_b); octave_idx_type n = m.cols (); octave_idx_type mode = 1; bool have_b = ! b.is_empty (); bool note3 = false; char bmat = 'I'; double sigmar = 0.; double sigmai = 0.; M bt; if (m.rows () != m.cols ()) { (*current_liboctave_error_handler) ("eigs: A must be square"); return -1; } if (have_b && (m.rows () != b.rows () || m.rows () != b.cols ())) { (*current_liboctave_error_handler) ("eigs: B must be square and the same size as A"); return -1; } if (resid.is_empty ()) { std::string rand_dist = octave_rand::distribution (); octave_rand::distribution ("uniform"); resid = ColumnVector (octave_rand::vector (n)); octave_rand::distribution (rand_dist); } if (n < 3) { (*current_liboctave_error_handler) ("eigs: n must be at least 3"); return -1; } if (p < 0) { p = k * 2 + 1; if (p < 20) p = 20; if (p > n - 1) p = n - 1 ; } if (k <= 0 || k >= n - 1) { (*current_liboctave_error_handler) ("eigs: Invalid number of eigenvalues to extract (must be 0 < k < n-1).\n" " Use 'eig (full (A))' instead"); return -1; } if (p <= k || p >= n) { (*current_liboctave_error_handler) ("eigs: opts.p must be greater than k and less than n"); return -1; } if (have_b && cholB && permB.length () != 0) { // Check the we really have a permutation vector if (permB.length () != n) { (*current_liboctave_error_handler) ("eigs: permB vector invalid"); return -1; } else { Array<bool> checked (dim_vector (n, 1), false); for (octave_idx_type i = 0; i < n; i++) { octave_idx_type bidx = static_cast<octave_idx_type> (permB(i)); if (checked(bidx) || bidx < 0 || bidx >= n || D_NINT (bidx) != bidx) { (*current_liboctave_error_handler) ("eigs: permB vector invalid"); return -1; } } } } if (typ != "LM" && typ != "SM" && typ != "LA" && typ != "SA" && typ != "BE" && typ != "LR" && typ != "SR" && typ != "LI" && typ != "SI") { (*current_liboctave_error_handler) ("eigs: unrecognized sigma value"); return -1; } if (typ == "LA" || typ == "SA" || typ == "BE") { (*current_liboctave_error_handler) ("eigs: invalid sigma value for unsymmetric problem"); return -1; } if (have_b) { // See Note 3 dsaupd note3 = true; if (cholB) { bt = b; b = b.transpose (); if (permB.length () == 0) { permB = ColumnVector (n); for (octave_idx_type i = 0; i < n; i++) permB(i) = i; } } else { if (! make_cholb (b, bt, permB)) { (*current_liboctave_error_handler) ("eigs: The matrix B is not positive definite"); return -1; } } } Array<octave_idx_type> ip (dim_vector (11, 1)); octave_idx_type *iparam = ip.fortran_vec (); ip(0) = 1; //ishift ip(1) = 0; // ip(1) not referenced ip(2) = maxit; // mxiter, maximum number of iterations ip(3) = 1; // NB blocksize in recurrence ip(4) = 0; // nconv, number of Ritz values that satisfy convergence ip(5) = 0; //ip(5) not referenced ip(6) = mode; // mode ip(7) = 0; ip(8) = 0; ip(9) = 0; ip(10) = 0; // ip(7) to ip(10) return values Array<octave_idx_type> iptr (dim_vector (14, 1)); octave_idx_type *ipntr = iptr.fortran_vec (); octave_idx_type ido = 0; int iter = 0; octave_idx_type lwork = 3 * p * (p + 2); OCTAVE_LOCAL_BUFFER (double, v, n * (p + 1)); OCTAVE_LOCAL_BUFFER (double, workl, lwork + 1); OCTAVE_LOCAL_BUFFER (double, workd, 3 * n + 1); double *presid = resid.fortran_vec (); do { F77_FUNC (dnaupd, DNAUPD) (ido, F77_CONST_CHAR_ARG2 (&bmat, 1), n, F77_CONST_CHAR_ARG2 ((typ.c_str ()), 2), k, tol, presid, p, v, n, iparam, ipntr, workd, workl, lwork, info F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(2)); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable exception encountered in dnaupd"); return -1; } if (disp > 0 && !xisnan(workl[iptr(5)-1])) { if (iter++) { os << "Iteration " << iter - 1 << ": a few Ritz values of the " << p << "-by-" << p << " matrix\n"; for (int i = 0 ; i < k; i++) os << " " << workl[iptr(5)+i-1] << "\n"; } // This is a kludge, as ARPACK doesn't give its // iteration pointer. But as workl[iptr(5)-1] is // an output value updated at each iteration, setting // a value in this array to NaN and testing for it // is a way of obtaining the iteration counter. if (ido != 99) workl[iptr(5)-1] = octave_NaN; } if (ido == -1 || ido == 1 || ido == 2) { if (have_b) { Matrix mtmp (n,1); for (octave_idx_type i = 0; i < n; i++) mtmp(i,0) = workd[i + iptr(0) - 1]; mtmp = utsolve (bt, permB, m * ltsolve (b, permB, mtmp)); for (octave_idx_type i = 0; i < n; i++) workd[i+iptr(1)-1] = mtmp(i,0); } else if (!vector_product (m, workd + iptr(0) - 1, workd + iptr(1) - 1)) break; } else { if (info < 0) { (*current_liboctave_error_handler) ("eigs: error %d in dnaupd", info); return -1; } break; } } while (1); octave_idx_type info2; // We have a problem in that the size of the C++ bool // type relative to the fortran logical type. It appears // that fortran uses 4- or 8-bytes per logical and C++ 1-byte // per bool, though this might be system dependent. As // long as the HOWMNY arg is not "S", the logical array // is just workspace for ARPACK, so use int type to // avoid problems. Array<octave_idx_type> s (dim_vector (p, 1)); octave_idx_type *sel = s.fortran_vec (); // FIXME -- initialize eig_vec2 to zero; apparently dneupd can skip // the assignment to elements of Z that represent imaginary parts. // Found with valgrind and // // A = [1,0,0,-1;0,1,0,0;0,0,1,0;0,0,2,1]; // [vecs, vals, f] = eigs (A, 1) Matrix eig_vec2 (n, k + 1, 0.0); double *z = eig_vec2.fortran_vec (); OCTAVE_LOCAL_BUFFER (double, dr, k + 1); OCTAVE_LOCAL_BUFFER (double, di, k + 1); OCTAVE_LOCAL_BUFFER (double, workev, 3 * p); for (octave_idx_type i = 0; i < k+1; i++) dr[i] = di[i] = 0.; F77_FUNC (dneupd, DNEUPD) (rvec, F77_CONST_CHAR_ARG2 ("A", 1), sel, dr, di, z, n, sigmar, sigmai, workev, F77_CONST_CHAR_ARG2 (&bmat, 1), n, F77_CONST_CHAR_ARG2 ((typ.c_str ()), 2), k, tol, presid, p, v, n, iparam, ipntr, workd, workl, lwork, info2 F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(2)); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable exception encountered in dneupd"); return -1; } else { eig_val.resize (k+1); Complex *d = eig_val.fortran_vec (); if (info2 == 0) { octave_idx_type jj = 0; for (octave_idx_type i = 0; i < k+1; i++) { if (dr[i] == 0.0 && di[i] == 0.0 && jj == 0) jj++; else d[i-jj] = Complex (dr[i], di[i]); } if (jj == 0 && !rvec) for (octave_idx_type i = 0; i < k; i++) d[i] = d[i+1]; octave_idx_type k2 = k / 2; for (octave_idx_type i = 0; i < k2; i++) { Complex dtmp = d[i]; d[i] = d[k - i - 1]; d[k - i - 1] = dtmp; } eig_val.resize (k); if (rvec) { OCTAVE_LOCAL_BUFFER (double, dtmp, n); for (octave_idx_type i = 0; i < k2; i++) { octave_idx_type off1 = i * n; octave_idx_type off2 = (k - i - 1) * n; if (off1 == off2) continue; for (octave_idx_type j = 0; j < n; j++) dtmp[j] = z[off1 + j]; for (octave_idx_type j = 0; j < n; j++) z[off1 + j] = z[off2 + j]; for (octave_idx_type j = 0; j < n; j++) z[off2 + j] = dtmp[j]; } eig_vec.resize (n, k); octave_idx_type i = 0; while (i < k) { octave_idx_type off1 = i * n; octave_idx_type off2 = (i+1) * n; if (std::imag (eig_val(i)) == 0) { for (octave_idx_type j = 0; j < n; j++) eig_vec(j,i) = Complex (z[j+off1],0.); i++; } else { for (octave_idx_type j = 0; j < n; j++) { eig_vec(j,i) = Complex (z[j+off1],z[j+off2]); if (i < k - 1) eig_vec(j,i+1) = Complex (z[j+off1],-z[j+off2]); } i+=2; } } if (note3) eig_vec = ltsolve (M(b), permB, eig_vec); } } else { (*current_liboctave_error_handler) ("eigs: error %d in dneupd", info2); return -1; } } return ip(4); } template <class M> octave_idx_type EigsRealNonSymmetricMatrixShift (const M& m, double sigmar, octave_idx_type k, octave_idx_type p, octave_idx_type &info, ComplexMatrix &eig_vec, ComplexColumnVector &eig_val, const M& _b, ColumnVector &permB, ColumnVector &resid, std::ostream& os, double tol, bool rvec, bool cholB, int disp, int maxit) { M b(_b); octave_idx_type n = m.cols (); octave_idx_type mode = 3; bool have_b = ! b.is_empty (); std::string typ = "LM"; double sigmai = 0.; if (m.rows () != m.cols ()) { (*current_liboctave_error_handler) ("eigs: A must be square"); return -1; } if (have_b && (m.rows () != b.rows () || m.rows () != b.cols ())) { (*current_liboctave_error_handler) ("eigs: B must be square and the same size as A"); return -1; } // FIXME: The "SM" type for mode 1 seems unstable though faster!! //if (! std::abs (sigmar)) // return EigsRealNonSymmetricMatrix (m, "SM", k, p, info, eig_vec, eig_val, // _b, permB, resid, os, tol, rvec, cholB, // disp, maxit); if (resid.is_empty ()) { std::string rand_dist = octave_rand::distribution (); octave_rand::distribution ("uniform"); resid = ColumnVector (octave_rand::vector (n)); octave_rand::distribution (rand_dist); } if (n < 3) { (*current_liboctave_error_handler) ("eigs: n must be at least 3"); return -1; } if (p < 0) { p = k * 2 + 1; if (p < 20) p = 20; if (p > n - 1) p = n - 1 ; } if (k <= 0 || k >= n - 1) { (*current_liboctave_error_handler) ("eigs: Invalid number of eigenvalues to extract (must be 0 < k < n-1).\n" " Use 'eig (full (A))' instead"); return -1; } if (p <= k || p >= n) { (*current_liboctave_error_handler) ("eigs: opts.p must be greater than k and less than n"); return -1; } if (have_b && cholB && permB.length () != 0) { // Check that we really have a permutation vector if (permB.length () != n) { (*current_liboctave_error_handler) ("eigs: permB vector invalid"); return -1; } else { Array<bool> checked (dim_vector (n, 1), false); for (octave_idx_type i = 0; i < n; i++) { octave_idx_type bidx = static_cast<octave_idx_type> (permB(i)); if (checked(bidx) || bidx < 0 || bidx >= n || D_NINT (bidx) != bidx) { (*current_liboctave_error_handler) ("eigs: permB vector invalid"); return -1; } } } } char bmat = 'I'; if (have_b) bmat = 'G'; Array<octave_idx_type> ip (dim_vector (11, 1)); octave_idx_type *iparam = ip.fortran_vec (); ip(0) = 1; //ishift ip(1) = 0; // ip(1) not referenced ip(2) = maxit; // mxiter, maximum number of iterations ip(3) = 1; // NB blocksize in recurrence ip(4) = 0; // nconv, number of Ritz values that satisfy convergence ip(5) = 0; //ip(5) not referenced ip(6) = mode; // mode ip(7) = 0; ip(8) = 0; ip(9) = 0; ip(10) = 0; // ip(7) to ip(10) return values Array<octave_idx_type> iptr (dim_vector (14, 1)); octave_idx_type *ipntr = iptr.fortran_vec (); octave_idx_type ido = 0; int iter = 0; M L, U; OCTAVE_LOCAL_BUFFER (octave_idx_type, P, (have_b ? b.rows () : m.rows ())); OCTAVE_LOCAL_BUFFER (octave_idx_type, Q, (have_b ? b.cols () : m.cols ())); if (! LuAminusSigmaB (m, b, cholB, permB, sigmar, L, U, P, Q)) return -1; octave_idx_type lwork = 3 * p * (p + 2); OCTAVE_LOCAL_BUFFER (double, v, n * (p + 1)); OCTAVE_LOCAL_BUFFER (double, workl, lwork + 1); OCTAVE_LOCAL_BUFFER (double, workd, 3 * n + 1); double *presid = resid.fortran_vec (); do { F77_FUNC (dnaupd, DNAUPD) (ido, F77_CONST_CHAR_ARG2 (&bmat, 1), n, F77_CONST_CHAR_ARG2 ((typ.c_str ()), 2), k, tol, presid, p, v, n, iparam, ipntr, workd, workl, lwork, info F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(2)); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable exception encountered in dsaupd"); return -1; } if (disp > 0 && !xisnan (workl[iptr (5)-1])) { if (iter++) { os << "Iteration " << iter - 1 << ": a few Ritz values of the " << p << "-by-" << p << " matrix\n"; for (int i = 0 ; i < k; i++) os << " " << workl[iptr(5)+i-1] << "\n"; } // This is a kludge, as ARPACK doesn't give its // iteration pointer. But as workl[iptr(5)-1] is // an output value updated at each iteration, setting // a value in this array to NaN and testing for it // is a way of obtaining the iteration counter. if (ido != 99) workl[iptr(5)-1] = octave_NaN; } if (ido == -1 || ido == 1 || ido == 2) { if (have_b) { if (ido == -1) { OCTAVE_LOCAL_BUFFER (double, dtmp, n); vector_product (m, workd+iptr(0)-1, dtmp); Matrix tmp(n, 1); for (octave_idx_type i = 0; i < n; i++) tmp(i,0) = dtmp[P[i]]; lusolve (L, U, tmp); double *ip2 = workd+iptr(1)-1; for (octave_idx_type i = 0; i < n; i++) ip2[Q[i]] = tmp(i,0); } else if (ido == 2) vector_product (b, workd+iptr(0)-1, workd+iptr(1)-1); else { double *ip2 = workd+iptr(2)-1; Matrix tmp(n, 1); for (octave_idx_type i = 0; i < n; i++) tmp(i,0) = ip2[P[i]]; lusolve (L, U, tmp); ip2 = workd+iptr(1)-1; for (octave_idx_type i = 0; i < n; i++) ip2[Q[i]] = tmp(i,0); } } else { if (ido == 2) { for (octave_idx_type i = 0; i < n; i++) workd[iptr(0) + i - 1] = workd[iptr(1) + i - 1]; } else { double *ip2 = workd+iptr(0)-1; Matrix tmp(n, 1); for (octave_idx_type i = 0; i < n; i++) tmp(i,0) = ip2[P[i]]; lusolve (L, U, tmp); ip2 = workd+iptr(1)-1; for (octave_idx_type i = 0; i < n; i++) ip2[Q[i]] = tmp(i,0); } } } else { if (info < 0) { (*current_liboctave_error_handler) ("eigs: error %d in dsaupd", info); return -1; } break; } } while (1); octave_idx_type info2; // We have a problem in that the size of the C++ bool // type relative to the fortran logical type. It appears // that fortran uses 4- or 8-bytes per logical and C++ 1-byte // per bool, though this might be system dependent. As // long as the HOWMNY arg is not "S", the logical array // is just workspace for ARPACK, so use int type to // avoid problems. Array<octave_idx_type> s (dim_vector (p, 1)); octave_idx_type *sel = s.fortran_vec (); // FIXME -- initialize eig_vec2 to zero; apparently dneupd can skip // the assignment to elements of Z that represent imaginary parts. // Found with valgrind and // // A = [1,0,0,-1;0,1,0,0;0,0,1,0;0,0,2,1]; // [vecs, vals, f] = eigs (A, 1) Matrix eig_vec2 (n, k + 1, 0.0); double *z = eig_vec2.fortran_vec (); OCTAVE_LOCAL_BUFFER (double, dr, k + 1); OCTAVE_LOCAL_BUFFER (double, di, k + 1); OCTAVE_LOCAL_BUFFER (double, workev, 3 * p); for (octave_idx_type i = 0; i < k+1; i++) dr[i] = di[i] = 0.; F77_FUNC (dneupd, DNEUPD) (rvec, F77_CONST_CHAR_ARG2 ("A", 1), sel, dr, di, z, n, sigmar, sigmai, workev, F77_CONST_CHAR_ARG2 (&bmat, 1), n, F77_CONST_CHAR_ARG2 ((typ.c_str ()), 2), k, tol, presid, p, v, n, iparam, ipntr, workd, workl, lwork, info2 F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(2)); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable exception encountered in dneupd"); return -1; } else { eig_val.resize (k+1); Complex *d = eig_val.fortran_vec (); if (info2 == 0) { octave_idx_type jj = 0; for (octave_idx_type i = 0; i < k+1; i++) { if (dr[i] == 0.0 && di[i] == 0.0 && jj == 0) jj++; else d[i-jj] = Complex (dr[i], di[i]); } if (jj == 0 && !rvec) for (octave_idx_type i = 0; i < k; i++) d[i] = d[i+1]; octave_idx_type k2 = k / 2; for (octave_idx_type i = 0; i < k2; i++) { Complex dtmp = d[i]; d[i] = d[k - i - 1]; d[k - i - 1] = dtmp; } eig_val.resize (k); if (rvec) { OCTAVE_LOCAL_BUFFER (double, dtmp, n); for (octave_idx_type i = 0; i < k2; i++) { octave_idx_type off1 = i * n; octave_idx_type off2 = (k - i - 1) * n; if (off1 == off2) continue; for (octave_idx_type j = 0; j < n; j++) dtmp[j] = z[off1 + j]; for (octave_idx_type j = 0; j < n; j++) z[off1 + j] = z[off2 + j]; for (octave_idx_type j = 0; j < n; j++) z[off2 + j] = dtmp[j]; } eig_vec.resize (n, k); octave_idx_type i = 0; while (i < k) { octave_idx_type off1 = i * n; octave_idx_type off2 = (i+1) * n; if (std::imag (eig_val(i)) == 0) { for (octave_idx_type j = 0; j < n; j++) eig_vec(j,i) = Complex (z[j+off1],0.); i++; } else { for (octave_idx_type j = 0; j < n; j++) { eig_vec(j,i) = Complex (z[j+off1],z[j+off2]); if (i < k - 1) eig_vec(j,i+1) = Complex (z[j+off1],-z[j+off2]); } i+=2; } } } } else { (*current_liboctave_error_handler) ("eigs: error %d in dneupd", info2); return -1; } } return ip(4); } octave_idx_type EigsRealNonSymmetricFunc (EigsFunc fun, octave_idx_type n, const std::string &_typ, double sigmar, octave_idx_type k, octave_idx_type p, octave_idx_type &info, ComplexMatrix &eig_vec, ComplexColumnVector &eig_val, ColumnVector &resid, std::ostream& os, double tol, bool rvec, bool /* cholB */, int disp, int maxit) { std::string typ (_typ); bool have_sigma = (sigmar ? true : false); char bmat = 'I'; double sigmai = 0.; octave_idx_type mode = 1; int err = 0; if (resid.is_empty ()) { std::string rand_dist = octave_rand::distribution (); octave_rand::distribution ("uniform"); resid = ColumnVector (octave_rand::vector (n)); octave_rand::distribution (rand_dist); } if (n < 3) { (*current_liboctave_error_handler) ("eigs: n must be at least 3"); return -1; } if (p < 0) { p = k * 2 + 1; if (p < 20) p = 20; if (p > n - 1) p = n - 1 ; } if (k <= 0 || k >= n - 1) { (*current_liboctave_error_handler) ("eigs: Invalid number of eigenvalues to extract (must be 0 < k < n-1).\n" " Use 'eig (full (A))' instead"); return -1; } if (p <= k || p >= n) { (*current_liboctave_error_handler) ("eigs: opts.p must be greater than k and less than n"); return -1; } if (! have_sigma) { if (typ != "LM" && typ != "SM" && typ != "LA" && typ != "SA" && typ != "BE" && typ != "LR" && typ != "SR" && typ != "LI" && typ != "SI") (*current_liboctave_error_handler) ("eigs: unrecognized sigma value"); if (typ == "LA" || typ == "SA" || typ == "BE") { (*current_liboctave_error_handler) ("eigs: invalid sigma value for unsymmetric problem"); return -1; } if (typ == "SM") { typ = "LM"; sigmar = 0.; mode = 3; } } else if (! std::abs (sigmar)) typ = "SM"; else { typ = "LM"; mode = 3; } Array<octave_idx_type> ip (dim_vector (11, 1)); octave_idx_type *iparam = ip.fortran_vec (); ip(0) = 1; //ishift ip(1) = 0; // ip(1) not referenced ip(2) = maxit; // mxiter, maximum number of iterations ip(3) = 1; // NB blocksize in recurrence ip(4) = 0; // nconv, number of Ritz values that satisfy convergence ip(5) = 0; //ip(5) not referenced ip(6) = mode; // mode ip(7) = 0; ip(8) = 0; ip(9) = 0; ip(10) = 0; // ip(7) to ip(10) return values Array<octave_idx_type> iptr (dim_vector (14, 1)); octave_idx_type *ipntr = iptr.fortran_vec (); octave_idx_type ido = 0; int iter = 0; octave_idx_type lwork = 3 * p * (p + 2); OCTAVE_LOCAL_BUFFER (double, v, n * (p + 1)); OCTAVE_LOCAL_BUFFER (double, workl, lwork + 1); OCTAVE_LOCAL_BUFFER (double, workd, 3 * n + 1); double *presid = resid.fortran_vec (); do { F77_FUNC (dnaupd, DNAUPD) (ido, F77_CONST_CHAR_ARG2 (&bmat, 1), n, F77_CONST_CHAR_ARG2 ((typ.c_str ()), 2), k, tol, presid, p, v, n, iparam, ipntr, workd, workl, lwork, info F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(2)); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable exception encountered in dnaupd"); return -1; } if (disp > 0 && !xisnan(workl[iptr(5)-1])) { if (iter++) { os << "Iteration " << iter - 1 << ": a few Ritz values of the " << p << "-by-" << p << " matrix\n"; for (int i = 0 ; i < k; i++) os << " " << workl[iptr(5)+i-1] << "\n"; } // This is a kludge, as ARPACK doesn't give its // iteration pointer. But as workl[iptr(5)-1] is // an output value updated at each iteration, setting // a value in this array to NaN and testing for it // is a way of obtaining the iteration counter. if (ido != 99) workl[iptr(5)-1] = octave_NaN; } if (ido == -1 || ido == 1 || ido == 2) { double *ip2 = workd + iptr(0) - 1; ColumnVector x(n); for (octave_idx_type i = 0; i < n; i++) x(i) = *ip2++; ColumnVector y = fun (x, err); if (err) return false; ip2 = workd + iptr(1) - 1; for (octave_idx_type i = 0; i < n; i++) *ip2++ = y(i); } else { if (info < 0) { (*current_liboctave_error_handler) ("eigs: error %d in dsaupd", info); return -1; } break; } } while (1); octave_idx_type info2; // We have a problem in that the size of the C++ bool // type relative to the fortran logical type. It appears // that fortran uses 4- or 8-bytes per logical and C++ 1-byte // per bool, though this might be system dependent. As // long as the HOWMNY arg is not "S", the logical array // is just workspace for ARPACK, so use int type to // avoid problems. Array<octave_idx_type> s (dim_vector (p, 1)); octave_idx_type *sel = s.fortran_vec (); // FIXME -- initialize eig_vec2 to zero; apparently dneupd can skip // the assignment to elements of Z that represent imaginary parts. // Found with valgrind and // // A = [1,0,0,-1;0,1,0,0;0,0,1,0;0,0,2,1]; // [vecs, vals, f] = eigs (A, 1) Matrix eig_vec2 (n, k + 1, 0.0); double *z = eig_vec2.fortran_vec (); OCTAVE_LOCAL_BUFFER (double, dr, k + 1); OCTAVE_LOCAL_BUFFER (double, di, k + 1); OCTAVE_LOCAL_BUFFER (double, workev, 3 * p); for (octave_idx_type i = 0; i < k+1; i++) dr[i] = di[i] = 0.; F77_FUNC (dneupd, DNEUPD) (rvec, F77_CONST_CHAR_ARG2 ("A", 1), sel, dr, di, z, n, sigmar, sigmai, workev, F77_CONST_CHAR_ARG2 (&bmat, 1), n, F77_CONST_CHAR_ARG2 ((typ.c_str ()), 2), k, tol, presid, p, v, n, iparam, ipntr, workd, workl, lwork, info2 F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(2)); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable exception encountered in dneupd"); return -1; } else { eig_val.resize (k+1); Complex *d = eig_val.fortran_vec (); if (info2 == 0) { octave_idx_type jj = 0; for (octave_idx_type i = 0; i < k+1; i++) { if (dr[i] == 0.0 && di[i] == 0.0 && jj == 0) jj++; else d[i-jj] = Complex (dr[i], di[i]); } if (jj == 0 && !rvec) for (octave_idx_type i = 0; i < k; i++) d[i] = d[i+1]; octave_idx_type k2 = k / 2; for (octave_idx_type i = 0; i < k2; i++) { Complex dtmp = d[i]; d[i] = d[k - i - 1]; d[k - i - 1] = dtmp; } eig_val.resize (k); if (rvec) { OCTAVE_LOCAL_BUFFER (double, dtmp, n); for (octave_idx_type i = 0; i < k2; i++) { octave_idx_type off1 = i * n; octave_idx_type off2 = (k - i - 1) * n; if (off1 == off2) continue; for (octave_idx_type j = 0; j < n; j++) dtmp[j] = z[off1 + j]; for (octave_idx_type j = 0; j < n; j++) z[off1 + j] = z[off2 + j]; for (octave_idx_type j = 0; j < n; j++) z[off2 + j] = dtmp[j]; } eig_vec.resize (n, k); octave_idx_type i = 0; while (i < k) { octave_idx_type off1 = i * n; octave_idx_type off2 = (i+1) * n; if (std::imag (eig_val(i)) == 0) { for (octave_idx_type j = 0; j < n; j++) eig_vec(j,i) = Complex (z[j+off1],0.); i++; } else { for (octave_idx_type j = 0; j < n; j++) { eig_vec(j,i) = Complex (z[j+off1],z[j+off2]); if (i < k - 1) eig_vec(j,i+1) = Complex (z[j+off1],-z[j+off2]); } i+=2; } } } } else { (*current_liboctave_error_handler) ("eigs: error %d in dneupd", info2); return -1; } } return ip(4); } template <class M> octave_idx_type EigsComplexNonSymmetricMatrix (const M& m, const std::string typ, octave_idx_type k, octave_idx_type p, octave_idx_type &info, ComplexMatrix &eig_vec, ComplexColumnVector &eig_val, const M& _b, ColumnVector &permB, ComplexColumnVector &cresid, std::ostream& os, double tol, bool rvec, bool cholB, int disp, int maxit) { M b(_b); octave_idx_type n = m.cols (); octave_idx_type mode = 1; bool have_b = ! b.is_empty (); bool note3 = false; char bmat = 'I'; Complex sigma = 0.; M bt; if (m.rows () != m.cols ()) { (*current_liboctave_error_handler) ("eigs: A must be square"); return -1; } if (have_b && (m.rows () != b.rows () || m.rows () != b.cols ())) { (*current_liboctave_error_handler) ("eigs: B must be square and the same size as A"); return -1; } if (cresid.is_empty ()) { std::string rand_dist = octave_rand::distribution (); octave_rand::distribution ("uniform"); Array<double> rr (octave_rand::vector (n)); Array<double> ri (octave_rand::vector (n)); cresid = ComplexColumnVector (n); for (octave_idx_type i = 0; i < n; i++) cresid(i) = Complex (rr(i),ri(i)); octave_rand::distribution (rand_dist); } if (n < 3) { (*current_liboctave_error_handler) ("eigs: n must be at least 3"); return -1; } if (p < 0) { p = k * 2 + 1; if (p < 20) p = 20; if (p > n - 1) p = n - 1 ; } if (k <= 0 || k >= n - 1) { (*current_liboctave_error_handler) ("eigs: Invalid number of eigenvalues to extract (must be 0 < k < n-1).\n" " Use 'eig (full (A))' instead"); return -1; } if (p <= k || p >= n) { (*current_liboctave_error_handler) ("eigs: opts.p must be greater than k and less than n"); return -1; } if (have_b && cholB && permB.length () != 0) { // Check the we really have a permutation vector if (permB.length () != n) { (*current_liboctave_error_handler) ("eigs: permB vector invalid"); return -1; } else { Array<bool> checked (dim_vector (n, 1), false); for (octave_idx_type i = 0; i < n; i++) { octave_idx_type bidx = static_cast<octave_idx_type> (permB(i)); if (checked(bidx) || bidx < 0 || bidx >= n || D_NINT (bidx) != bidx) { (*current_liboctave_error_handler) ("eigs: permB vector invalid"); return -1; } } } } if (typ != "LM" && typ != "SM" && typ != "LA" && typ != "SA" && typ != "BE" && typ != "LR" && typ != "SR" && typ != "LI" && typ != "SI") { (*current_liboctave_error_handler) ("eigs: unrecognized sigma value"); return -1; } if (typ == "LA" || typ == "SA" || typ == "BE") { (*current_liboctave_error_handler) ("eigs: invalid sigma value for complex problem"); return -1; } if (have_b) { // See Note 3 dsaupd note3 = true; if (cholB) { bt = b; b = b.hermitian (); if (permB.length () == 0) { permB = ColumnVector (n); for (octave_idx_type i = 0; i < n; i++) permB(i) = i; } } else { if (! make_cholb (b, bt, permB)) { (*current_liboctave_error_handler) ("eigs: The matrix B is not positive definite"); return -1; } } } Array<octave_idx_type> ip (dim_vector (11, 1)); octave_idx_type *iparam = ip.fortran_vec (); ip(0) = 1; //ishift ip(1) = 0; // ip(1) not referenced ip(2) = maxit; // mxiter, maximum number of iterations ip(3) = 1; // NB blocksize in recurrence ip(4) = 0; // nconv, number of Ritz values that satisfy convergence ip(5) = 0; //ip(5) not referenced ip(6) = mode; // mode ip(7) = 0; ip(8) = 0; ip(9) = 0; ip(10) = 0; // ip(7) to ip(10) return values Array<octave_idx_type> iptr (dim_vector (14, 1)); octave_idx_type *ipntr = iptr.fortran_vec (); octave_idx_type ido = 0; int iter = 0; octave_idx_type lwork = p * (3 * p + 5); OCTAVE_LOCAL_BUFFER (Complex, v, n * p); OCTAVE_LOCAL_BUFFER (Complex, workl, lwork); OCTAVE_LOCAL_BUFFER (Complex, workd, 3 * n); OCTAVE_LOCAL_BUFFER (double, rwork, p); Complex *presid = cresid.fortran_vec (); do { F77_FUNC (znaupd, ZNAUPD) (ido, F77_CONST_CHAR_ARG2 (&bmat, 1), n, F77_CONST_CHAR_ARG2 ((typ.c_str ()), 2), k, tol, presid, p, v, n, iparam, ipntr, workd, workl, lwork, rwork, info F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(2)); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable exception encountered in znaupd"); return -1; } if (disp > 0 && !xisnan (workl[iptr (5)-1])) { if (iter++) { os << "Iteration " << iter - 1 << ": a few Ritz values of the " << p << "-by-" << p << " matrix\n"; for (int i = 0 ; i < k; i++) os << " " << workl[iptr(5)+i-1] << "\n"; } // This is a kludge, as ARPACK doesn't give its // iteration pointer. But as workl[iptr(5)-1] is // an output value updated at each iteration, setting // a value in this array to NaN and testing for it // is a way of obtaining the iteration counter. if (ido != 99) workl[iptr(5)-1] = octave_NaN; } if (ido == -1 || ido == 1 || ido == 2) { if (have_b) { ComplexMatrix mtmp (n,1); for (octave_idx_type i = 0; i < n; i++) mtmp(i,0) = workd[i + iptr(0) - 1]; mtmp = utsolve (bt, permB, m * ltsolve (b, permB, mtmp)); for (octave_idx_type i = 0; i < n; i++) workd[i+iptr(1)-1] = mtmp(i,0); } else if (!vector_product (m, workd + iptr(0) - 1, workd + iptr(1) - 1)) break; } else { if (info < 0) { (*current_liboctave_error_handler) ("eigs: error %d in znaupd", info); return -1; } break; } } while (1); octave_idx_type info2; // We have a problem in that the size of the C++ bool // type relative to the fortran logical type. It appears // that fortran uses 4- or 8-bytes per logical and C++ 1-byte // per bool, though this might be system dependent. As // long as the HOWMNY arg is not "S", the logical array // is just workspace for ARPACK, so use int type to // avoid problems. Array<octave_idx_type> s (dim_vector (p, 1)); octave_idx_type *sel = s.fortran_vec (); eig_vec.resize (n, k); Complex *z = eig_vec.fortran_vec (); eig_val.resize (k+1); Complex *d = eig_val.fortran_vec (); OCTAVE_LOCAL_BUFFER (Complex, workev, 2 * p); F77_FUNC (zneupd, ZNEUPD) (rvec, F77_CONST_CHAR_ARG2 ("A", 1), sel, d, z, n, sigma, workev, F77_CONST_CHAR_ARG2 (&bmat, 1), n, F77_CONST_CHAR_ARG2 ((typ.c_str ()), 2), k, tol, presid, p, v, n, iparam, ipntr, workd, workl, lwork, rwork, info2 F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(2)); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable exception encountered in zneupd"); return -1; } if (info2 == 0) { octave_idx_type k2 = k / 2; for (octave_idx_type i = 0; i < k2; i++) { Complex ctmp = d[i]; d[i] = d[k - i - 1]; d[k - i - 1] = ctmp; } eig_val.resize (k); if (rvec) { OCTAVE_LOCAL_BUFFER (Complex, ctmp, n); for (octave_idx_type i = 0; i < k2; i++) { octave_idx_type off1 = i * n; octave_idx_type off2 = (k - i - 1) * n; if (off1 == off2) continue; for (octave_idx_type j = 0; j < n; j++) ctmp[j] = z[off1 + j]; for (octave_idx_type j = 0; j < n; j++) z[off1 + j] = z[off2 + j]; for (octave_idx_type j = 0; j < n; j++) z[off2 + j] = ctmp[j]; } if (note3) eig_vec = ltsolve (b, permB, eig_vec); } } else { (*current_liboctave_error_handler) ("eigs: error %d in zneupd", info2); return -1; } return ip(4); } template <class M> octave_idx_type EigsComplexNonSymmetricMatrixShift (const M& m, Complex sigma, octave_idx_type k, octave_idx_type p, octave_idx_type &info, ComplexMatrix &eig_vec, ComplexColumnVector &eig_val, const M& _b, ColumnVector &permB, ComplexColumnVector &cresid, std::ostream& os, double tol, bool rvec, bool cholB, int disp, int maxit) { M b(_b); octave_idx_type n = m.cols (); octave_idx_type mode = 3; bool have_b = ! b.is_empty (); std::string typ = "LM"; if (m.rows () != m.cols ()) { (*current_liboctave_error_handler) ("eigs: A must be square"); return -1; } if (have_b && (m.rows () != b.rows () || m.rows () != b.cols ())) { (*current_liboctave_error_handler) ("eigs: B must be square and the same size as A"); return -1; } // FIXME: The "SM" type for mode 1 seems unstable though faster!! //if (! std::abs (sigma)) // return EigsComplexNonSymmetricMatrix (m, "SM", k, p, info, eig_vec, // eig_val, _b, permB, cresid, os, tol, // rvec, cholB, disp, maxit); if (cresid.is_empty ()) { std::string rand_dist = octave_rand::distribution (); octave_rand::distribution ("uniform"); Array<double> rr (octave_rand::vector (n)); Array<double> ri (octave_rand::vector (n)); cresid = ComplexColumnVector (n); for (octave_idx_type i = 0; i < n; i++) cresid(i) = Complex (rr(i),ri(i)); octave_rand::distribution (rand_dist); } if (n < 3) { (*current_liboctave_error_handler) ("eigs: n must be at least 3"); return -1; } if (p < 0) { p = k * 2 + 1; if (p < 20) p = 20; if (p > n - 1) p = n - 1 ; } if (k <= 0 || k >= n - 1) { (*current_liboctave_error_handler) ("eigs: Invalid number of eigenvalues to extract (must be 0 < k < n-1).\n" " Use 'eig (full (A))' instead"); return -1; } if (p <= k || p >= n) { (*current_liboctave_error_handler) ("eigs: opts.p must be greater than k and less than n"); return -1; } if (have_b && cholB && permB.length () != 0) { // Check that we really have a permutation vector if (permB.length () != n) { (*current_liboctave_error_handler) ("eigs: permB vector invalid"); return -1; } else { Array<bool> checked (dim_vector (n, 1), false); for (octave_idx_type i = 0; i < n; i++) { octave_idx_type bidx = static_cast<octave_idx_type> (permB(i)); if (checked(bidx) || bidx < 0 || bidx >= n || D_NINT (bidx) != bidx) { (*current_liboctave_error_handler) ("eigs: permB vector invalid"); return -1; } } } } char bmat = 'I'; if (have_b) bmat = 'G'; Array<octave_idx_type> ip (dim_vector (11, 1)); octave_idx_type *iparam = ip.fortran_vec (); ip(0) = 1; //ishift ip(1) = 0; // ip(1) not referenced ip(2) = maxit; // mxiter, maximum number of iterations ip(3) = 1; // NB blocksize in recurrence ip(4) = 0; // nconv, number of Ritz values that satisfy convergence ip(5) = 0; //ip(5) not referenced ip(6) = mode; // mode ip(7) = 0; ip(8) = 0; ip(9) = 0; ip(10) = 0; // ip(7) to ip(10) return values Array<octave_idx_type> iptr (dim_vector (14, 1)); octave_idx_type *ipntr = iptr.fortran_vec (); octave_idx_type ido = 0; int iter = 0; M L, U; OCTAVE_LOCAL_BUFFER (octave_idx_type, P, (have_b ? b.rows () : m.rows ())); OCTAVE_LOCAL_BUFFER (octave_idx_type, Q, (have_b ? b.cols () : m.cols ())); if (! LuAminusSigmaB (m, b, cholB, permB, sigma, L, U, P, Q)) return -1; octave_idx_type lwork = p * (3 * p + 5); OCTAVE_LOCAL_BUFFER (Complex, v, n * p); OCTAVE_LOCAL_BUFFER (Complex, workl, lwork); OCTAVE_LOCAL_BUFFER (Complex, workd, 3 * n); OCTAVE_LOCAL_BUFFER (double, rwork, p); Complex *presid = cresid.fortran_vec (); do { F77_FUNC (znaupd, ZNAUPD) (ido, F77_CONST_CHAR_ARG2 (&bmat, 1), n, F77_CONST_CHAR_ARG2 ((typ.c_str ()), 2), k, tol, presid, p, v, n, iparam, ipntr, workd, workl, lwork, rwork, info F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(2)); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable exception encountered in znaupd"); return -1; } if (disp > 0 && !xisnan(workl[iptr(5)-1])) { if (iter++) { os << "Iteration " << iter - 1 << ": a few Ritz values of the " << p << "-by-" << p << " matrix\n"; for (int i = 0 ; i < k; i++) os << " " << workl[iptr(5)+i-1] << "\n"; } // This is a kludge, as ARPACK doesn't give its // iteration pointer. But as workl[iptr(5)-1] is // an output value updated at each iteration, setting // a value in this array to NaN and testing for it // is a way of obtaining the iteration counter. if (ido != 99) workl[iptr(5)-1] = octave_NaN; } if (ido == -1 || ido == 1 || ido == 2) { if (have_b) { if (ido == -1) { OCTAVE_LOCAL_BUFFER (Complex, ctmp, n); vector_product (m, workd+iptr(0)-1, ctmp); ComplexMatrix tmp(n, 1); for (octave_idx_type i = 0; i < n; i++) tmp(i,0) = ctmp[P[i]]; lusolve (L, U, tmp); Complex *ip2 = workd+iptr(1)-1; for (octave_idx_type i = 0; i < n; i++) ip2[Q[i]] = tmp(i,0); } else if (ido == 2) vector_product (b, workd + iptr(0) - 1, workd + iptr(1) - 1); else { Complex *ip2 = workd+iptr(2)-1; ComplexMatrix tmp(n, 1); for (octave_idx_type i = 0; i < n; i++) tmp(i,0) = ip2[P[i]]; lusolve (L, U, tmp); ip2 = workd+iptr(1)-1; for (octave_idx_type i = 0; i < n; i++) ip2[Q[i]] = tmp(i,0); } } else { if (ido == 2) { for (octave_idx_type i = 0; i < n; i++) workd[iptr(0) + i - 1] = workd[iptr(1) + i - 1]; } else { Complex *ip2 = workd+iptr(0)-1; ComplexMatrix tmp(n, 1); for (octave_idx_type i = 0; i < n; i++) tmp(i,0) = ip2[P[i]]; lusolve (L, U, tmp); ip2 = workd+iptr(1)-1; for (octave_idx_type i = 0; i < n; i++) ip2[Q[i]] = tmp(i,0); } } } else { if (info < 0) { (*current_liboctave_error_handler) ("eigs: error %d in dsaupd", info); return -1; } break; } } while (1); octave_idx_type info2; // We have a problem in that the size of the C++ bool // type relative to the fortran logical type. It appears // that fortran uses 4- or 8-bytes per logical and C++ 1-byte // per bool, though this might be system dependent. As // long as the HOWMNY arg is not "S", the logical array // is just workspace for ARPACK, so use int type to // avoid problems. Array<octave_idx_type> s (dim_vector (p, 1)); octave_idx_type *sel = s.fortran_vec (); eig_vec.resize (n, k); Complex *z = eig_vec.fortran_vec (); eig_val.resize (k+1); Complex *d = eig_val.fortran_vec (); OCTAVE_LOCAL_BUFFER (Complex, workev, 2 * p); F77_FUNC (zneupd, ZNEUPD) (rvec, F77_CONST_CHAR_ARG2 ("A", 1), sel, d, z, n, sigma, workev, F77_CONST_CHAR_ARG2 (&bmat, 1), n, F77_CONST_CHAR_ARG2 ((typ.c_str ()), 2), k, tol, presid, p, v, n, iparam, ipntr, workd, workl, lwork, rwork, info2 F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(2)); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable exception encountered in zneupd"); return -1; } if (info2 == 0) { octave_idx_type k2 = k / 2; for (octave_idx_type i = 0; i < k2; i++) { Complex ctmp = d[i]; d[i] = d[k - i - 1]; d[k - i - 1] = ctmp; } eig_val.resize (k); if (rvec) { OCTAVE_LOCAL_BUFFER (Complex, ctmp, n); for (octave_idx_type i = 0; i < k2; i++) { octave_idx_type off1 = i * n; octave_idx_type off2 = (k - i - 1) * n; if (off1 == off2) continue; for (octave_idx_type j = 0; j < n; j++) ctmp[j] = z[off1 + j]; for (octave_idx_type j = 0; j < n; j++) z[off1 + j] = z[off2 + j]; for (octave_idx_type j = 0; j < n; j++) z[off2 + j] = ctmp[j]; } } } else { (*current_liboctave_error_handler) ("eigs: error %d in zneupd", info2); return -1; } return ip(4); } octave_idx_type EigsComplexNonSymmetricFunc (EigsComplexFunc fun, octave_idx_type n, const std::string &_typ, Complex sigma, octave_idx_type k, octave_idx_type p, octave_idx_type &info, ComplexMatrix &eig_vec, ComplexColumnVector &eig_val, ComplexColumnVector &cresid, std::ostream& os, double tol, bool rvec, bool /* cholB */, int disp, int maxit) { std::string typ (_typ); bool have_sigma = (std::abs (sigma) ? true : false); char bmat = 'I'; octave_idx_type mode = 1; int err = 0; if (cresid.is_empty ()) { std::string rand_dist = octave_rand::distribution (); octave_rand::distribution ("uniform"); Array<double> rr (octave_rand::vector (n)); Array<double> ri (octave_rand::vector (n)); cresid = ComplexColumnVector (n); for (octave_idx_type i = 0; i < n; i++) cresid(i) = Complex (rr(i),ri(i)); octave_rand::distribution (rand_dist); } if (n < 3) { (*current_liboctave_error_handler) ("eigs: n must be at least 3"); return -1; } if (p < 0) { p = k * 2 + 1; if (p < 20) p = 20; if (p > n - 1) p = n - 1 ; } if (k <= 0 || k >= n - 1) { (*current_liboctave_error_handler) ("eigs: Invalid number of eigenvalues to extract (must be 0 < k < n-1).\n" " Use 'eig (full (A))' instead"); return -1; } if (p <= k || p >= n) { (*current_liboctave_error_handler) ("eigs: opts.p must be greater than k and less than n"); return -1; } if (! have_sigma) { if (typ != "LM" && typ != "SM" && typ != "LA" && typ != "SA" && typ != "BE" && typ != "LR" && typ != "SR" && typ != "LI" && typ != "SI") (*current_liboctave_error_handler) ("eigs: unrecognized sigma value"); if (typ == "LA" || typ == "SA" || typ == "BE") { (*current_liboctave_error_handler) ("eigs: invalid sigma value for complex problem"); return -1; } if (typ == "SM") { typ = "LM"; sigma = 0.; mode = 3; } } else if (! std::abs (sigma)) typ = "SM"; else { typ = "LM"; mode = 3; } Array<octave_idx_type> ip (dim_vector (11, 1)); octave_idx_type *iparam = ip.fortran_vec (); ip(0) = 1; //ishift ip(1) = 0; // ip(1) not referenced ip(2) = maxit; // mxiter, maximum number of iterations ip(3) = 1; // NB blocksize in recurrence ip(4) = 0; // nconv, number of Ritz values that satisfy convergence ip(5) = 0; //ip(5) not referenced ip(6) = mode; // mode ip(7) = 0; ip(8) = 0; ip(9) = 0; ip(10) = 0; // ip(7) to ip(10) return values Array<octave_idx_type> iptr (dim_vector (14, 1)); octave_idx_type *ipntr = iptr.fortran_vec (); octave_idx_type ido = 0; int iter = 0; octave_idx_type lwork = p * (3 * p + 5); OCTAVE_LOCAL_BUFFER (Complex, v, n * p); OCTAVE_LOCAL_BUFFER (Complex, workl, lwork); OCTAVE_LOCAL_BUFFER (Complex, workd, 3 * n); OCTAVE_LOCAL_BUFFER (double, rwork, p); Complex *presid = cresid.fortran_vec (); do { F77_FUNC (znaupd, ZNAUPD) (ido, F77_CONST_CHAR_ARG2 (&bmat, 1), n, F77_CONST_CHAR_ARG2 ((typ.c_str ()), 2), k, tol, presid, p, v, n, iparam, ipntr, workd, workl, lwork, rwork, info F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(2)); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable exception encountered in znaupd"); return -1; } if (disp > 0 && !xisnan(workl[iptr(5)-1])) { if (iter++) { os << "Iteration " << iter - 1 << ": a few Ritz values of the " << p << "-by-" << p << " matrix\n"; for (int i = 0 ; i < k; i++) os << " " << workl[iptr(5)+i-1] << "\n"; } // This is a kludge, as ARPACK doesn't give its // iteration pointer. But as workl[iptr(5)-1] is // an output value updated at each iteration, setting // a value in this array to NaN and testing for it // is a way of obtaining the iteration counter. if (ido != 99) workl[iptr(5)-1] = octave_NaN; } if (ido == -1 || ido == 1 || ido == 2) { Complex *ip2 = workd + iptr(0) - 1; ComplexColumnVector x(n); for (octave_idx_type i = 0; i < n; i++) x(i) = *ip2++; ComplexColumnVector y = fun (x, err); if (err) return false; ip2 = workd + iptr(1) - 1; for (octave_idx_type i = 0; i < n; i++) *ip2++ = y(i); } else { if (info < 0) { (*current_liboctave_error_handler) ("eigs: error %d in dsaupd", info); return -1; } break; } } while (1); octave_idx_type info2; // We have a problem in that the size of the C++ bool // type relative to the fortran logical type. It appears // that fortran uses 4- or 8-bytes per logical and C++ 1-byte // per bool, though this might be system dependent. As // long as the HOWMNY arg is not "S", the logical array // is just workspace for ARPACK, so use int type to // avoid problems. Array<octave_idx_type> s (dim_vector (p, 1)); octave_idx_type *sel = s.fortran_vec (); eig_vec.resize (n, k); Complex *z = eig_vec.fortran_vec (); eig_val.resize (k+1); Complex *d = eig_val.fortran_vec (); OCTAVE_LOCAL_BUFFER (Complex, workev, 2 * p); F77_FUNC (zneupd, ZNEUPD) (rvec, F77_CONST_CHAR_ARG2 ("A", 1), sel, d, z, n, sigma, workev, F77_CONST_CHAR_ARG2 (&bmat, 1), n, F77_CONST_CHAR_ARG2 ((typ.c_str ()), 2), k, tol, presid, p, v, n, iparam, ipntr, workd, workl, lwork, rwork, info2 F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(2)); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable exception encountered in zneupd"); return -1; } if (info2 == 0) { octave_idx_type k2 = k / 2; for (octave_idx_type i = 0; i < k2; i++) { Complex ctmp = d[i]; d[i] = d[k - i - 1]; d[k - i - 1] = ctmp; } eig_val.resize (k); if (rvec) { OCTAVE_LOCAL_BUFFER (Complex, ctmp, n); for (octave_idx_type i = 0; i < k2; i++) { octave_idx_type off1 = i * n; octave_idx_type off2 = (k - i - 1) * n; if (off1 == off2) continue; for (octave_idx_type j = 0; j < n; j++) ctmp[j] = z[off1 + j]; for (octave_idx_type j = 0; j < n; j++) z[off1 + j] = z[off2 + j]; for (octave_idx_type j = 0; j < n; j++) z[off2 + j] = ctmp[j]; } } } else { (*current_liboctave_error_handler) ("eigs: error %d in zneupd", info2); return -1; } return ip(4); } #if !defined (CXX_NEW_FRIEND_TEMPLATE_DECL) extern octave_idx_type EigsRealSymmetricMatrix (const Matrix& m, const std::string typ, octave_idx_type k, octave_idx_type p, octave_idx_type &info, Matrix &eig_vec, ColumnVector &eig_val, const Matrix& b, ColumnVector &permB, ColumnVector &resid, std::ostream &os, double tol = std::numeric_limits<double>::epsilon (), bool rvec = false, bool cholB = 0, int disp = 0, int maxit = 300); extern octave_idx_type EigsRealSymmetricMatrix (const SparseMatrix& m, const std::string typ, octave_idx_type k, octave_idx_type p, octave_idx_type &info, Matrix &eig_vec, ColumnVector &eig_val, const SparseMatrix& b, ColumnVector &permB, ColumnVector &resid, std::ostream& os, double tol = std::numeric_limits<double>::epsilon (), bool rvec = false, bool cholB = 0, int disp = 0, int maxit = 300); extern octave_idx_type EigsRealSymmetricMatrixShift (const Matrix& m, double sigma, octave_idx_type k, octave_idx_type p, octave_idx_type &info, Matrix &eig_vec, ColumnVector &eig_val, const Matrix& b, ColumnVector &permB, ColumnVector &resid, std::ostream &os, double tol = std::numeric_limits<double>::epsilon (), bool rvec = false, bool cholB = 0, int disp = 0, int maxit = 300); extern octave_idx_type EigsRealSymmetricMatrixShift (const SparseMatrix& m, double sigma, octave_idx_type k, octave_idx_type p, octave_idx_type &info, Matrix &eig_vec, ColumnVector &eig_val, const SparseMatrix& b, ColumnVector &permB, ColumnVector &resid, std::ostream &os, double tol = std::numeric_limits<double>::epsilon (), bool rvec = false, bool cholB = 0, int disp = 0, int maxit = 300); extern octave_idx_type EigsRealSymmetricFunc (EigsFunc fun, octave_idx_type n, const std::string &typ, double sigma, octave_idx_type k, octave_idx_type p, octave_idx_type &info, Matrix &eig_vec, ColumnVector &eig_val, ColumnVector &resid, std::ostream &os, double tol = std::numeric_limits<double>::epsilon (), bool rvec = false, bool cholB = 0, int disp = 0, int maxit = 300); extern octave_idx_type EigsRealNonSymmetricMatrix (const Matrix& m, const std::string typ, octave_idx_type k, octave_idx_type p, octave_idx_type &info, ComplexMatrix &eig_vec, ComplexColumnVector &eig_val, const Matrix& b, ColumnVector &permB, ColumnVector &resid, std::ostream &os, double tol = std::numeric_limits<double>::epsilon (), bool rvec = false, bool cholB = 0, int disp = 0, int maxit = 300); extern octave_idx_type EigsRealNonSymmetricMatrix (const SparseMatrix& m, const std::string typ, octave_idx_type k, octave_idx_type p, octave_idx_type &info, ComplexMatrix &eig_vec, ComplexColumnVector &eig_val, const SparseMatrix& b, ColumnVector &permB, ColumnVector &resid, std::ostream &os, double tol = std::numeric_limits<double>::epsilon (), bool rvec = false, bool cholB = 0, int disp = 0, int maxit = 300); extern octave_idx_type EigsRealNonSymmetricMatrixShift (const Matrix& m, double sigma, octave_idx_type k, octave_idx_type p, octave_idx_type &info, ComplexMatrix &eig_vec, ComplexColumnVector &eig_val, const Matrix& b, ColumnVector &permB, ColumnVector &resid, std::ostream &os, double tol = std::numeric_limits<double>::epsilon (), bool rvec = false, bool cholB = 0, int disp = 0, int maxit = 300); extern octave_idx_type EigsRealNonSymmetricMatrixShift (const SparseMatrix& m, double sigma, octave_idx_type k, octave_idx_type p, octave_idx_type &info, ComplexMatrix &eig_vec, ComplexColumnVector &eig_val, const SparseMatrix& b, ColumnVector &permB, ColumnVector &resid, std::ostream &os, double tol = std::numeric_limits<double>::epsilon (), bool rvec = false, bool cholB = 0, int disp = 0, int maxit = 300); extern octave_idx_type EigsRealNonSymmetricFunc (EigsFunc fun, octave_idx_type n, const std::string &_typ, double sigma, octave_idx_type k, octave_idx_type p, octave_idx_type &info, ComplexMatrix &eig_vec, ComplexColumnVector &eig_val, ColumnVector &resid, std::ostream& os, double tol = std::numeric_limits<double>::epsilon (), bool rvec = false, bool cholB = 0, int disp = 0, int maxit = 300); extern octave_idx_type EigsComplexNonSymmetricMatrix (const ComplexMatrix& m, const std::string typ, octave_idx_type k, octave_idx_type p, octave_idx_type &info, ComplexMatrix &eig_vec, ComplexColumnVector &eig_val, const ComplexMatrix& b, ColumnVector &permB, ComplexColumnVector &resid, std::ostream &os, double tol = std::numeric_limits<double>::epsilon (), bool rvec = false, bool cholB = 0, int disp = 0, int maxit = 300); extern octave_idx_type EigsComplexNonSymmetricMatrix (const SparseComplexMatrix& m, const std::string typ, octave_idx_type k, octave_idx_type p, octave_idx_type &info, ComplexMatrix &eig_vec, ComplexColumnVector &eig_val, const SparseComplexMatrix& b, ColumnVector &permB, ComplexColumnVector &resid, std::ostream &os, double tol = std::numeric_limits<double>::epsilon (), bool rvec = false, bool cholB = 0, int disp = 0, int maxit = 300); extern octave_idx_type EigsComplexNonSymmetricMatrixShift (const ComplexMatrix& m, Complex sigma, octave_idx_type k, octave_idx_type p, octave_idx_type &info, ComplexMatrix &eig_vec, ComplexColumnVector &eig_val, const ComplexMatrix& b, ColumnVector &permB, ComplexColumnVector &resid, std::ostream &os, double tol = std::numeric_limits<double>::epsilon (), bool rvec = false, bool cholB = 0, int disp = 0, int maxit = 300); extern octave_idx_type EigsComplexNonSymmetricMatrixShift (const SparseComplexMatrix& m, Complex sigma, octave_idx_type k, octave_idx_type p, octave_idx_type &info, ComplexMatrix &eig_vec, ComplexColumnVector &eig_val, const SparseComplexMatrix& b, ColumnVector &permB, ComplexColumnVector &resid, std::ostream &os, double tol = std::numeric_limits<double>::epsilon (), bool rvec = false, bool cholB = 0, int disp = 0, int maxit = 300); extern octave_idx_type EigsComplexNonSymmetricFunc (EigsComplexFunc fun, octave_idx_type n, const std::string &_typ, Complex sigma, octave_idx_type k, octave_idx_type p, octave_idx_type &info, ComplexMatrix &eig_vec, ComplexColumnVector &eig_val, ComplexColumnVector &resid, std::ostream& os, double tol = std::numeric_limits<double>::epsilon (), bool rvec = false, bool cholB = 0, int disp = 0, int maxit = 300); #endif #ifndef _MSC_VER template octave_idx_type lusolve (const SparseMatrix&, const SparseMatrix&, Matrix&); template octave_idx_type lusolve (const SparseComplexMatrix&, const SparseComplexMatrix&, ComplexMatrix&); template octave_idx_type lusolve (const Matrix&, const Matrix&, Matrix&); template octave_idx_type lusolve (const ComplexMatrix&, const ComplexMatrix&, ComplexMatrix&); template ComplexMatrix ltsolve (const SparseComplexMatrix&, const ColumnVector&, const ComplexMatrix&); template Matrix ltsolve (const SparseMatrix&, const ColumnVector&, const Matrix&); template ComplexMatrix ltsolve (const ComplexMatrix&, const ColumnVector&, const ComplexMatrix&); template Matrix ltsolve (const Matrix&, const ColumnVector&, const Matrix&); template ComplexMatrix utsolve (const SparseComplexMatrix&, const ColumnVector&, const ComplexMatrix&); template Matrix utsolve (const SparseMatrix&, const ColumnVector&, const Matrix&); template ComplexMatrix utsolve (const ComplexMatrix&, const ColumnVector&, const ComplexMatrix&); template Matrix utsolve (const Matrix&, const ColumnVector&, const Matrix&); #endif #endif