Mercurial > hg > octave-nkf
view src/DLD-FUNCTIONS/qz.cc @ 5481:65e02518f4f5
[project @ 2005-10-04 17:12:08 by jwe]
author | jwe |
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date | Tue, 04 Oct 2005 17:12:08 +0000 |
parents | ac8d64b9e76a |
children | ace8d8d26933 |
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/* Copyright (C) 1998 A. S. Hodel 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 2, 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, write to the Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. */ // Generalized eigenvalue balancing via LAPACK // Author: A. S. Hodel <scotte@eng.auburn.edu> #undef DEBUG #undef DEBUG_SORT #undef DEBUG_EIG #include "config.h" #include <cfloat> #include <cmath> #include <iostream> #include <iomanip> #include "CmplxQRP.h" #include "dbleQR.h" #include "f77-fcn.h" #include "quit.h" #include "defun-dld.h" #include "error.h" #include "gripes.h" #include "oct-obj.h" #include "oct-map.h" #include "ov.h" #include "pager.h" #if defined (DEBUG) || defined (DEBUG_SORT) #include "pr-output.h" #endif #include "symtab.h" #include "utils.h" #include "variables.h" typedef octave_idx_type (*sort_function) (const octave_idx_type& LSIZE, const double& ALPHA, const double& BETA, const double& S, const double& P); extern "C" { F77_RET_T F77_FUNC (dggbal, DGGBAL) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type& N, double* A, const octave_idx_type& LDA, double* B, const octave_idx_type& LDB, octave_idx_type& ILO, octave_idx_type& IHI, double* LSCALE, double* RSCALE, double* WORK, octave_idx_type& INFO F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (dggbak, DGGBAK) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, const octave_idx_type& N, const octave_idx_type& ILO, const octave_idx_type& IHI, const double* LSCALE, const double* RSCALE, octave_idx_type& M, double* V, const octave_idx_type& LDV, octave_idx_type& INFO F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (dgghrd, DGGHRD) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, const octave_idx_type& N, const octave_idx_type& ILO, const octave_idx_type& IHI, double* A, const octave_idx_type& LDA, double* B, const octave_idx_type& LDB, double* Q, const octave_idx_type& LDQ, double* Z, const octave_idx_type& LDZ, octave_idx_type& INFO F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (dhgeqz, DHGEQZ) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, const octave_idx_type& N, const octave_idx_type& ILO, const octave_idx_type& IHI, double* A, const octave_idx_type& LDA, double* B, const octave_idx_type& LDB, double* ALPHAR, double* ALPHAI, double* BETA, double* Q, const octave_idx_type& LDQ, double* Z, const octave_idx_type& LDZ, double* WORK, const octave_idx_type& LWORK, octave_idx_type& INFO F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (dlag2, DLAG2) (const double* A, const octave_idx_type& LDA, const double* B, const octave_idx_type& LDB, const double& SAFMIN, double& SCALE1, double& SCALE2, double& WR1, double& WR2, double& WI); // Van Dooren's code (netlib.org: toms/590) for reordering // GEP. Only processes Z, not Q. F77_RET_T F77_FUNC (dsubsp, DSUBSP) (const octave_idx_type& NMAX, const octave_idx_type& N, double* A, double* B, double* Z, sort_function, const double& EPS, octave_idx_type& NDIM, octave_idx_type& FAIL, octave_idx_type* IND); // documentation for DTGEVC incorrectly states that VR, VL are // complex*16; they are declared in DTGEVC as double precision // (probably a cut and paste problem fro ZTGEVC) F77_RET_T F77_FUNC (dtgevc, DTGEVC) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, octave_idx_type* SELECT, const octave_idx_type& N, double* A, const octave_idx_type& LDA, double* B, const octave_idx_type& LDB, double* VL, const octave_idx_type& LDVL, double* VR, const octave_idx_type& LDVR, const octave_idx_type& MM, octave_idx_type& M, double* WORK, octave_idx_type& INFO F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (xdlamch, XDLAMCH) (F77_CONST_CHAR_ARG_DECL, double& retval F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (xdlange, XDLANGE) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, const octave_idx_type&, const double*, const octave_idx_type&, double*, double& F77_CHAR_ARG_LEN_DECL); } // fcrhp, fin, fout, folhp: // routines for ordering of generalized eigenvalues // return 1 if test is passed, 0 otherwise // fin: |lambda| < 1 // fout: |lambda| >= 1 // fcrhp: real(lambda) >= 0 // folhp: real(lambda) < 0 static octave_idx_type fcrhp (const octave_idx_type& lsize, const double& alpha, const double& beta, const double& s, const double&) { if (lsize == 1) return (alpha*beta >= 0 ? 1 : -1); else return (s >= 0 ? 1 : -1); } static octave_idx_type fin (const octave_idx_type& lsize, const double& alpha, const double& beta, const double&, const double& p) { octave_idx_type retval; if (lsize == 1) retval = (fabs (alpha) < fabs (beta) ? 1 : -1); else retval = (fabs (p) < 1 ? 1 : -1); #ifdef DEBUG std::cout << "qz: fin: retval=" << retval << std::endl; #endif return retval; } static octave_idx_type folhp (const octave_idx_type& lsize, const double& alpha, const double& beta, const double& s, const double&) { if (lsize == 1) return (alpha*beta < 0 ? 1 : -1); else return (s < 0 ? 1 : -1); } static octave_idx_type fout (const octave_idx_type& lsize, const double& alpha, const double& beta, const double&, const double& p) { if (lsize == 1) return (fabs (alpha) >= fabs (beta) ? 1 : -1); else return (fabs (p) >= 1 ? 1 : -1); } DEFUN_DLD (qz, args, nargout, "-*- texinfo -*-\n\ @deftypefn {Loadable Function} {@var{lambda} =} qz (@var{a}, @var{b})\n\ Generalized eigenvalue problem @math{A x = s B x},\n\ @var{QZ} decomposition. There are three ways to call this function:\n\ @enumerate\n\ @item @code{lambda = qz(A,B)}\n\ \n\ Computes the generalized eigenvalues\n\ @iftex\n\ @tex\n\ $\\lambda$\n\ @end tex\n\ @end iftex\n\ @ifinfo\n\ @var{lambda}\n\ @end ifinfo\n\ of @math{(A - s B)}.\n\ @item @code{[AA, BB, Q, Z, V, W, lambda] = qz (A, B)}\n\ \n\ Computes qz decomposition, generalized eigenvectors, and \n\ generalized eigenvalues of @math{(A - sB)}\n\ @iftex\n\ @tex\n\ $$ AV = BV{ \\rm diag }(\\lambda) $$\n\ $$ W^T A = { \\rm diag }(\\lambda)W^T B $$\n\ $$ AA = Q^T AZ, BB = Q^T BZ $$\n\ @end tex\n\ @end iftex\n\ @ifinfo\n\ @example\n\ @group\n\ \n\ A*V = B*V*diag(lambda)\n\ W'*A = diag(lambda)*W'*B\n\ AA = Q'*A*Z, BB = Q'*B*Z\n\ \n\ @end group\n\ @end example\n\ @end ifinfo\n\ with @var{Q} and @var{Z} orthogonal (unitary)= @var{I}\n\ \n\ @item @code{[AA,BB,Z@{, lambda@}] = qz(A,B,opt)}\n\ \n\ As in form [2], but allows ordering of generalized eigenpairs\n\ for (e.g.) solution of discrete time algebraic Riccati equations.\n\ Form 3 is not available for complex matrices, and does not compute\n\ the generalized eigenvectors @var{V}, @var{W}, nor the orthogonal matrix @var{Q}.\n\ @table @var\n\ @item opt\n\ for ordering eigenvalues of the GEP pencil. The leading block\n\ of the revised pencil contains all eigenvalues that satisfy:\n\ @table @code\n\ @item \"N\"\n\ = unordered (default) \n\ \n\ @item \"S\"\n\ = small: leading block has all |lambda| <=1 \n\ \n\ @item \"B\"\n\ = big: leading block has all |lambda| >= 1 \n\ \n\ @item \"-\"\n\ = negative real part: leading block has all eigenvalues\n\ in the open left half-plane\n\ \n\ @item \"+\"\n\ = nonnegative real part: leading block has all eigenvalues\n\ in the closed right half-plane\n\ @end table\n\ @end table\n\ @end enumerate\n\ \n\ Note: qz performs permutation balancing, but not scaling (see balance).\n\ Order of output arguments was selected for compatibility with MATLAB\n\ \n\ @seealso{balance, dare, eig, schur}\n\ @end deftypefn") { octave_value_list retval; int nargin = args.length (); #ifdef DEBUG std::cout << "qz: nargin = " << nargin << ", nargout = " << nargout << std::endl; #endif if (nargin < 2 || nargin > 3 || nargout > 7) { print_usage ("qz"); return retval; } else if (nargin == 3 && (nargout < 3 || nargout > 4)) { error ("qz: invalid number of output arguments for form [3] call"); return retval; } #ifdef DEBUG std::cout << "qz: determine ordering option" << std::endl; #endif // Determine ordering option std::string ord_job; static double safmin; if (nargin == 2) ord_job = "N"; else if (!args(2).is_string ()) { error ("qz: argument 3 must be a string"); return retval; } else { ord_job = args(2).string_value (); if (ord_job[0] != 'N' && ord_job[0] != 'S' && ord_job[0] != 'B' && ord_job[0] != '+' && ord_job[0] != '-') { error ("qz: invalid order option"); return retval; } // overflow constant required by dlag2 F77_FUNC (xdlamch, XDLAMCH) (F77_CONST_CHAR_ARG2 ("S", 1), safmin F77_CHAR_ARG_LEN (1)); #ifdef DEBUG_EIG std::cout << "qz: initial value of safmin=" << setiosflags (std::ios::scientific) << safmin << std::endl; #endif // some machines (e.g., DEC alpha) get safmin = 0; // for these, use eps instead to avoid problems in dlag2 if (safmin == 0) { #ifdef DEBUG_EIG std::cout << "qz: DANGER WILL ROBINSON: safmin is 0!" << std::endl; #endif F77_FUNC (xdlamch, XDLAMCH) (F77_CONST_CHAR_ARG2 ("E", 1), safmin F77_CHAR_ARG_LEN (1)); #ifdef DEBUG_EIG std::cout << "qz: safmin set to " << setiosflags (std::ios::scientific) << safmin << std::endl; #endif } } #ifdef DEBUG std::cout << "qz: check argument 1" << std::endl; #endif // Argument 1: check if it's o.k. dimensioned octave_idx_type nn = args(0).rows (); #ifdef DEBUG std::cout << "argument 1 dimensions: (" << nn << "," << args(0).columns () << ")" << std::endl; #endif int arg_is_empty = empty_arg ("qz", nn, args(0).columns ()); if (arg_is_empty < 0) { gripe_empty_arg ("qz: parameter 1", 0); return retval; } else if (arg_is_empty > 0) { gripe_empty_arg ("qz: parameter 1; continuing", 0); return octave_value_list (2, Matrix ()); } else if (args(0).columns () != nn) { gripe_square_matrix_required ("qz"); return retval; } // Argument 1: dimensions look good; get the value Matrix aa; ComplexMatrix caa; if (args(0).is_complex_type ()) caa = args(0).complex_matrix_value (); else aa = args(0).matrix_value (); if (error_state) return retval; #ifdef DEBUG std::cout << "qz: check argument 2" << std::endl; #endif // Extract argument 2 (bb, or cbb if complex) if ((nn != args(1).columns ()) || (nn != args(1).rows ())) { gripe_nonconformant (); return retval; } Matrix bb; ComplexMatrix cbb; if (args(1).is_complex_type ()) cbb = args(1).complex_matrix_value (); else bb = args(1).matrix_value (); if (error_state) return retval; // Both matrices loaded, now let's check what kind of arithmetic: //declared static to avoid compiler warnings about long jumps, vforks. static int complex_case = (args(0).is_complex_type () || args(1).is_complex_type ()); if (nargin == 3 && complex_case) { error ("qz: cannot re-order complex qz decomposition."); return retval; } // first, declare variables used in both the real and complex case Matrix QQ(nn,nn), ZZ(nn,nn), VR(nn,nn), VL(nn,nn); RowVector alphar(nn), alphai(nn), betar(nn); ComplexMatrix CQ(nn,nn), CZ(nn,nn), CVR(nn,nn), CVL(nn,nn); octave_idx_type ilo, ihi, info; char compq = (nargout >= 3 ? 'V' : 'N'); char compz = (nargout >= 4 ? 'V' : 'N'); // initialize Q, Z to identity if we need either of them if (compq == 'V' || compz == 'V') for (octave_idx_type ii = 0; ii < nn; ii++) for (octave_idx_type jj = 0; jj < nn; jj++) { OCTAVE_QUIT; QQ(ii,jj) = ZZ(ii,jj) = (ii == jj ? 1.0 : 0.0); } // always perform permutation balancing const char bal_job = 'P'; RowVector lscale(nn), rscale(nn), work(6*nn); if (complex_case) { error ("Complex case not implemented yet"); return retval; } else { #ifdef DEBUG if (compq == 'V') std::cout << "qz: performing balancing; QQ=" << std::endl << QQ << std::endl; #endif F77_XFCN (dggbal, DGGBAL, (F77_CONST_CHAR_ARG2 (&bal_job, 1), nn, aa.fortran_vec (), nn, bb.fortran_vec (), nn, ilo, ihi, lscale.fortran_vec (), rscale.fortran_vec (), work.fortran_vec (), info F77_CHAR_ARG_LEN (1))); if (f77_exception_encountered) { error ("unrecoverable error in qz (bal)"); return retval; } } // Since we just want the balancing matrices, we can use dggbal // for both the real and complex cases; // left first if (compq == 'V') { F77_XFCN (dggbak, DGGBAK, (F77_CONST_CHAR_ARG2 (&bal_job, 1), F77_CONST_CHAR_ARG2 ("L", 1), nn, ilo, ihi, lscale.data (), rscale.data (), nn, QQ.fortran_vec (), nn, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); #ifdef DEBUG if (compq == 'V') std::cout << "qz: balancing done; QQ=" << std::endl << QQ << std::endl; #endif if (f77_exception_encountered) { error ("unrecoverable error in qz (bal-L)"); return retval; } } // then right if (compz == 'V') { F77_XFCN (dggbak, DGGBAK, (F77_CONST_CHAR_ARG2 (&bal_job, 1), F77_CONST_CHAR_ARG2 ("R", 1), nn, ilo, ihi, lscale.data (), rscale.data (), nn, ZZ.fortran_vec (), nn, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); #ifdef DEBUG if (compz == 'V') std::cout << "qz: balancing done; ZZ=" << std::endl << ZZ << std::endl; #endif if (f77_exception_encountered) { error ("unrecoverable error in qz (bal-R)"); return retval; } } static char qz_job; qz_job = (nargout < 2 ? 'E' : 'S'); if (complex_case) { // complex case if (args(0).is_real_type ()) caa = ComplexMatrix (aa); if (args(1).is_real_type ()) cbb = ComplexMatrix (bb); if (compq == 'V') CQ = ComplexMatrix (QQ); if (compz == 'V') CZ = ComplexMatrix (ZZ); error ("complex case not done yet"); return retval; } else // real matrices case { #ifdef DEBUG std::cout << "qz: peforming qr decomposition of bb" << std::endl; #endif // compute the QR factorization of bb QR bqr (bb); #ifdef DEBUG std::cout << "qz: qr (bb) done; now peforming qz decomposition" << std::endl; #endif bb = bqr.R (); #ifdef DEBUG std::cout << "qz: extracted bb" << std::endl; #endif aa = (bqr.Q ()).transpose ()*aa; #ifdef DEBUG std::cout << "qz: updated aa " << std::endl; std::cout << "bqr.Q () = " << std::endl << bqr.Q () << std::endl; if (compq == 'V') std::cout << "QQ =" << QQ << std::endl; #endif if (compq == 'V') QQ = QQ*bqr.Q (); #ifdef DEBUG std::cout << "qz: precursors done..." << std::endl; #endif #ifdef DEBUG std::cout << "qz: compq = " << compq << ", compz = " << compz << std::endl; #endif // reduce to generalized hessenberg form F77_XFCN (dgghrd, DGGHRD, (F77_CONST_CHAR_ARG2 (&compq, 1), F77_CONST_CHAR_ARG2 (&compz, 1), nn, ilo, ihi, aa.fortran_vec (), nn, bb.fortran_vec (), nn, QQ.fortran_vec (), nn, ZZ.fortran_vec (), nn, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (f77_exception_encountered) { error ("unrecoverable error in qz (dgghrd)"); return retval; } // check if just computing generalized eigenvalues or if we're // actually computing the decomposition // reduce to generalized Schur form F77_XFCN (dhgeqz, DHGEQZ, (F77_CONST_CHAR_ARG2 (&qz_job, 1), F77_CONST_CHAR_ARG2 (&compq, 1), F77_CONST_CHAR_ARG2 (&compz, 1), nn, ilo, ihi, aa.fortran_vec (), nn, bb.fortran_vec (), nn, alphar.fortran_vec (), alphai.fortran_vec (), betar.fortran_vec (), QQ.fortran_vec (), nn, ZZ.fortran_vec (), nn, work.fortran_vec (), nn, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (f77_exception_encountered) { error ("unrecoverable error in qz (dhgeqz)"); return retval; } } // order the QZ decomposition? if (ord_job[0] != 'N') { if (complex_case) { // probably not needed, but better be safe error ("qz: cannot re-order complex qz decomposition."); return retval; } else { #ifdef DEBUG_SORT std::cout << "qz: ordering eigenvalues: ord_job = " << ord_job[0] << std::endl; #endif // declared static to avoid vfork/long jump compiler complaints static sort_function sort_test; sort_test = NULL; switch (ord_job[0]) { case 'S': sort_test = &fin; break; case 'B': sort_test = &fout; break; case '+': sort_test = &fcrhp; break; case '-': sort_test = &folhp; break; default: // invalid order option (should never happen, since we // checked the options at the top). panic_impossible (); break; } octave_idx_type ndim, fail; double inf_norm; F77_XFCN (xdlange, XDLANGE, (F77_CONST_CHAR_ARG2 ("I", 1), nn, nn, aa.data (), nn, work.fortran_vec (), inf_norm F77_CHAR_ARG_LEN (1))); double eps = DBL_EPSILON*inf_norm*nn; #ifdef DEBUG_SORT std::cout << "qz: calling dsubsp: aa=" << std::endl; octave_print_internal (std::cout, aa, 0); std::cout << std::endl << "bb=" << std::endl; octave_print_internal (std::cout, bb, 0); if (compz == 'V') { std::cout << std::endl << "ZZ=" << std::endl; octave_print_internal (std::cout, ZZ, 0); } std::cout << std::endl; std::cout << "alphar = " << std::endl; octave_print_internal (std::cout, (Matrix) alphar, 0); std::cout << std::endl << "alphai = " << std::endl; octave_print_internal (std::cout, (Matrix) alphai, 0); std::cout << std::endl << "beta = " << std::endl; octave_print_internal (std::cout, (Matrix) betar, 0); std::cout << std::endl; #endif Array<octave_idx_type> ind (nn); F77_XFCN (dsubsp, DSUBSP, (nn, nn, aa.fortran_vec (), bb.fortran_vec (), ZZ.fortran_vec (), sort_test, eps, ndim, fail, ind.fortran_vec ())); #ifdef DEBUG std::cout << "qz: back from dsubsp: aa=" << std::endl; octave_print_internal (std::cout, aa, 0); std::cout << std::endl << "bb=" << std::endl; octave_print_internal (std::cout, bb, 0); if (compz == 'V') { std::cout << std::endl << "ZZ=" << std::endl; octave_print_internal (std::cout, ZZ, 0); } std::cout << std::endl; #endif // manually update alphar, alphai, betar static int jj; jj=0; while (jj < nn) { #ifdef DEBUG_EIG std::cout << "computing gen eig #" << jj << std::endl; #endif static int zcnt; // number of zeros in this block if (jj == (nn-1)) zcnt = 1; else if (aa(jj+1,jj) == 0) zcnt = 1; else zcnt = 2; if (zcnt == 1) // real zero { #ifdef DEBUG_EIG std::cout << " single gen eig:" << std::endl; std::cout << " alphar(" << jj << ") = " << aa(jj,jj) << std::endl; std::cout << " betar( " << jj << ") = " << bb(jj,jj) << std::endl; std::cout << " alphai(" << jj << ") = 0" << std::endl; #endif alphar(jj) = aa(jj,jj); alphai(jj) = 0; betar(jj) = bb(jj,jj); } else { // complex conjugate pair #ifdef DEBUG_EIG std::cout << "qz: calling dlag2:" << std::endl; std::cout << "safmin=" << setiosflags (std::ios::scientific) << safmin << std::endl; for (int idr = jj; idr <= jj+1; idr++) { for (int idc = jj; idc <= jj+1; idc++) { std::cout << "aa(" << idr << "," << idc << ")=" << aa(idr,idc) << std::endl; std::cout << "bb(" << idr << "," << idc << ")=" << bb(idr,idc) << std::endl; } } #endif // XXX FIXME XXX -- probably should be using // fortran_vec instead of &aa(jj,jj) here. double scale1, scale2, wr1, wr2, wi; const double *aa_ptr = aa.data () + jj*nn+jj; const double *bb_ptr = bb.data () + jj*nn+jj; F77_XFCN (dlag2, DLAG2, (aa_ptr, nn, bb_ptr, nn, safmin, scale1, scale2, wr1, wr2, wi)); #ifdef DEBUG_EIG std::cout << "dlag2 returns: scale1=" << scale1 << "\tscale2=" << scale2 << std::endl << "\twr1=" << wr1 << "\twr2=" << wr2 << "\twi=" << wi << std::endl; #endif // just to be safe, check if it's a real pair if (wi == 0) { alphar(jj) = wr1; alphai(jj) = 0; betar(jj) = scale1; alphar(jj+1) = wr2; alphai(jj+1) = 0; betar(jj+1) = scale2; } else { alphar(jj) = alphar(jj+1)=wr1; alphai(jj) = -(alphai(jj+1) = wi); betar(jj) = betar(jj+1) = scale1; } } // advance past this block jj += zcnt; } #ifdef DEBUG_SORT std::cout << "qz: back from dsubsp: aa=" << std::endl; octave_print_internal (std::cout, aa, 0); std::cout << std::endl << "bb=" << std::endl; octave_print_internal (std::cout, bb, 0); if (compz == 'V') { std::cout << std::endl << "ZZ=" << std::endl; octave_print_internal (std::cout, ZZ, 0); } std::cout << std::endl << "qz: ndim=" << ndim << std::endl << "fail=" << fail << std::endl; std::cout << "alphar = " << std::endl; octave_print_internal (std::cout, (Matrix) alphar, 0); std::cout << std::endl << "alphai = " << std::endl; octave_print_internal (std::cout, (Matrix) alphai, 0); std::cout << std::endl << "beta = " << std::endl; octave_print_internal (std::cout, (Matrix) betar, 0); std::cout << std::endl; #endif } } // compute generalized eigenvalues? ComplexColumnVector gev; if (nargout < 2 || nargout == 7 || (nargin == 3 && nargout == 4)) { if (complex_case) { error ("complex case not yet implemented"); return retval; } else { #ifdef DEBUG std::cout << "qz: computing generalized eigenvalues" << std::endl; #endif // return finite generalized eigenvalues int cnt = 0; for (int ii = 0; ii < nn; ii++) if (betar(ii) != 0) cnt++; ComplexColumnVector tmp(cnt); cnt = 0; for (int ii = 0; ii < nn; ii++) if (betar(ii) != 0) tmp(cnt++) = Complex(alphar(ii), alphai(ii))/betar(ii); gev = tmp; } } // right, left eigenvector matrices if (nargout >= 5) { char side = (nargout == 5 ? 'R' : 'B'); // which side to compute? char howmny = 'B'; // compute all of them and backtransform octave_idx_type *select = NULL; // dummy pointer; select is not used. octave_idx_type m; if (complex_case) { error ("complex type not yet implemented"); return retval; } else { #ifdef DEBUG std::cout << "qz: computing generalized eigenvectors" << std::endl; #endif VL = QQ; VR = ZZ; F77_XFCN (dtgevc, DTGEVC, (F77_CONST_CHAR_ARG2 (&side, 1), F77_CONST_CHAR_ARG2 (&howmny, 1), select, nn, aa.fortran_vec (), nn, bb.fortran_vec (), nn, VL.fortran_vec (), nn, VR.fortran_vec (), nn, nn, m, work.fortran_vec (), info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (f77_exception_encountered) { error ("unrecoverable error in qz (dtgevc)"); return retval; } // now construct the complex form of VV, WW int jj = 0; while (jj < nn) { OCTAVE_QUIT; // see if real or complex eigenvalue int cinc = 2; // column increment; assume complex eigenvalue if (jj == (nn-1)) cinc = 1; // single column else if (aa(jj+1,jj) == 0) cinc = 1; // now copy the eigenvector (s) to CVR, CVL if (cinc == 1) { for (int ii = 0; ii < nn; ii++) CVR(ii,jj) = VR(ii,jj); if (side == 'B') for (int ii = 0; ii < nn; ii++) CVL(ii,jj) = VL(ii,jj); } else { // double column; complex vector for (int ii = 0; ii < nn; ii++) { CVR(ii,jj) = Complex (VR(ii,jj), VR(ii,jj+1)); CVR(ii,jj+1) = Complex (VR(ii,jj), -VR(ii,jj+1)); } if (side == 'B') for (int ii = 0; ii < nn; ii++) { CVL(ii,jj) = Complex (VL(ii,jj), VL(ii,jj+1)); CVL(ii,jj+1) = Complex (VL(ii,jj), -VL(ii,jj+1)); } } // advance to next eigenvectors (if any) jj += cinc; } } } switch (nargout) { case 7: retval(6) = gev; case 6: // return eigenvectors retval(5) = CVL; case 5: // return eigenvectors retval(4) = CVR; case 4: if (nargin == 3) { #ifdef DEBUG std::cout << "qz: sort: retval(3) = gev = " << std::endl; octave_print_internal (std::cout, gev); std::cout << std::endl; #endif retval(3) = gev; } else retval(3) = ZZ; case 3: if (nargin == 3) retval(2) = ZZ; else retval(2) = QQ; case 2: #ifdef DEBUG std::cout << "qz: retval (1) = bb = " << std::endl; octave_print_internal (std::cout, bb, 0); std::cout << std::endl << "qz: retval(0) = aa = " <<std::endl; octave_print_internal (std::cout, aa, 0); std::cout << std::endl; #endif retval(1) = bb; retval(0) = aa; break; case 1: case 0: #ifdef DEBUG std::cout << "qz: retval(0) = gev = " << gev << std::endl; #endif retval(0) = gev; break; default: error ("qz: too many return arguments."); break; } #ifdef DEBUG std::cout << "qz: exiting (at long last)" << std::endl; #endif return retval; } /* ;;; Local Variables: *** ;;; mode: C++ *** ;;; End: *** */