Mercurial > hg > octave-nkf
view src/DLD-FUNCTIONS/qz.cc @ 13294:7dce7e110511
make concatenation of class objects work
* data.h: New file.
* src/Makefile.am (octinclude_HEADERS): Add it to the list.
* data.cc (attempt_type_conversion): New static function.
(do_class_concat): New function.
(do_cat): Use it if any elements of the list are objects.
Check whether any elements of the list are objects or cells.
Check whether all elements of the list are complex.
Check whether the first element of the list is a struct.
Maybe convert elements of the list to cells.
New tests for horzcat and vertcat.
* data.h (do_class_concat): Provide decl.
* ov-class.h (octave_class::octave_class): Allow optional parent
list.
* ov.h, ov.h (octave_value::octave_value (const Octave_map&,
const std::string&)): Likewise.
* pt-mat.cc (do_class_concat): New static function.
(tree_matrix::rvalue1): Use it to concatenate objects.
author | John W. Eaton <jwe@octave.org> |
---|---|
date | Fri, 07 Oct 2011 22:16:07 -0400 |
parents | 4ffea87ad71b |
children | 72c96de7a403 |
line wrap: on
line source
/* Copyright (C) 1998-2011 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 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/>. */ // Generalized eigenvalue balancing via LAPACK // Author: A. S. Hodel <scotte@eng.auburn.edu> #undef DEBUG #undef DEBUG_SORT #undef DEBUG_EIG #ifdef HAVE_CONFIG_H #include <config.h> #endif #include <cfloat> #include <iostream> #include <iomanip> #include "CmplxQRP.h" #include "CmplxQR.h" #include "dbleQR.h" #include "f77-fcn.h" #include "lo-math.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 (zggbal, ZGGBAL) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type& N, Complex* A, const octave_idx_type& LDA, Complex* 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 (zggbak, ZGGBAK) (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, Complex* 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 (zgghrd, ZGGHRD) (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, Complex* A, const octave_idx_type& LDA, Complex* B, const octave_idx_type& LDB, Complex* Q, const octave_idx_type& LDQ, Complex* 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 (zhgeqz, ZHGEQZ) (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, Complex* A, const octave_idx_type& LDA, Complex* B, const octave_idx_type& LDB, Complex* ALPHA, Complex* BETA, Complex* CQ, const octave_idx_type& LDQ, Complex* CZ, const octave_idx_type& LDZ, Complex* WORK, const octave_idx_type& LWORK, double* RWORK, 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 (ztgevc, ZTGEVC) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, octave_idx_type* SELECT, const octave_idx_type& N, const Complex* A, const octave_idx_type& LDA,const Complex* B, const octave_idx_type& LDB, Complex* xVL, const octave_idx_type& LDVL, Complex* xVR, const octave_idx_type& LDVR, const octave_idx_type& MM, octave_idx_type& M, Complex* CWORK, double* RWORK, 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); } //FIXME: Matlab does not produce lambda as the first output argument. // Compatibility problem? DEFUN_DLD (qz, args, nargout, "-*- texinfo -*-\n\ @deftypefn {Loadable Function} {@var{lambda} =} qz (@var{A}, @var{B})\n\ @deftypefnx {Loadable Function} {@var{lambda} =} qz (@var{A}, @var{B}, @var{opt})\n\ QZ@tie{}decomposition of the generalized eigenvalue problem\n\ (@math{A x = s B x}). There are three ways to call this function:\n\ @enumerate\n\ @item @code{@var{lambda} = qz (@var{A}, @var{B})}\n\ \n\ Computes the generalized eigenvalues\n\ @tex\n\ $\\lambda$\n\ @end tex\n\ @ifnottex\n\ @var{lambda}\n\ @end ifnottex\n\ of @math{(A - s B)}.\n\ \n\ @item @code{[AA, BB, Q, Z, V, W, @var{lambda}] = qz (@var{A}, @var{B})}\n\ \n\ Computes QZ@tie{}decomposition, generalized eigenvectors, and\n\ generalized eigenvalues of @math{(A - s B)}\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\ @ifnottex\n\ \n\ @example\n\ @group\n\ \n\ A * V = B * V * diag (@var{lambda})\n\ W' * A = diag (@var{lambda}) * W' * B\n\ AA = Q * A * Z, BB = Q * B * Z\n\ \n\ @end group\n\ @end example\n\ \n\ @end ifnottex\n\ with @var{Q} and @var{Z} orthogonal (unitary)= @var{I}\n\ \n\ @item @code{[AA,BB,Z@{, @var{lambda}@}] = qz (@var{A}, @var{B}, @var{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\n\ @var{Q}.\n\ \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 @asis\n\ @item \"N\"\n\ = unordered (default)\n\ \n\ @item \"S\"\n\ = small: leading block has all |lambda| @leq{} 1\n\ \n\ @item \"B\"\n\ = big: leading block has all |lambda| @geq{} 1\n\ \n\ @item \"-\"\n\ = negative real part: leading block has all eigenvalues\n\ in the open left half-plane\n\ \n\ @item \"+\"\n\ = non-negative 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: @code{qz} performs permutation balancing, but not scaling\n\ (@pxref{doc-balance}). The order of output arguments was selected for\n\ compatibility with @sc{matlab}.\n\ @seealso{balance, 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 (); 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. volatile char ord_job = 0; static double safmin; if (nargin == 2) ord_job = 'N'; else if (!args(2).is_string ()) { error ("qz: OPT must be a string"); return retval; } else { std::string tmp = args(2).string_value (); if (! tmp.empty ()) ord_job = tmp[0]; if (! (ord_job == 'N' || ord_job == 'n' || ord_job == 'S' || ord_job == 's' || ord_job == 'B' || ord_job == 'b' || ord_job == '+' || ord_job == '-')) { 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 volatile to avoid compiler warnings about long jumps, // vforks. volatile 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); ComplexRowVector xalpha(nn), xbeta(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), rwork (nn); if (complex_case) { #ifdef DEBUG if (compq == 'V') std::cout << "qz: performing balancing; CQ=" << std::endl << CQ << std::endl; #endif 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); F77_XFCN (zggbal, ZGGBAL, (F77_CONST_CHAR_ARG2 (&bal_job, 1), nn, caa.fortran_vec (), nn, cbb.fortran_vec (), nn, ilo, ihi, lscale.fortran_vec (), rscale.fortran_vec (), work.fortran_vec (), info F77_CHAR_ARG_LEN (1))); } 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))); } // Since we just want the balancing matrices, we can use dggbal // for both the real and complex cases; left first #if 0 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 } // 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 } #endif static char qz_job; qz_job = (nargout < 2 ? 'E' : 'S'); if (complex_case) { // Complex case. // The QR decomposition of cbb. ComplexQR cbqr (cbb); // The R matrix of QR decomposition for cbb. cbb = cbqr.R (); // (Q*)caa for following work. caa = (cbqr.Q ().hermitian ()) * caa; CQ = CQ * cbqr.Q (); F77_XFCN (zgghrd, ZGGHRD, (F77_CONST_CHAR_ARG2 (&compq, 1), F77_CONST_CHAR_ARG2 (&compz, 1), nn, ilo, ihi, caa.fortran_vec (), nn, cbb.fortran_vec (), nn, CQ.fortran_vec (), nn, CZ.fortran_vec (), nn, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); ComplexRowVector cwork (1 * nn); F77_XFCN (zhgeqz, ZHGEQZ, (F77_CONST_CHAR_ARG2 (&qz_job, 1), F77_CONST_CHAR_ARG2 (&compq, 1), F77_CONST_CHAR_ARG2 (&compz, 1), nn, ilo, ihi, caa.fortran_vec (), nn, cbb.fortran_vec (),nn, xalpha.fortran_vec (), xbeta.fortran_vec (), CQ.fortran_vec (), nn, CZ.fortran_vec (), nn, cwork.fortran_vec (), nn, rwork.fortran_vec (), info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (compq == 'V') { // Left eigenvector. F77_XFCN (zggbak, ZGGBAK, (F77_CONST_CHAR_ARG2 (&bal_job, 1), F77_CONST_CHAR_ARG2 ("L", 1), nn, ilo, ihi, lscale.data (), rscale.data (), nn, CQ.fortran_vec (), nn, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); } // Right eigenvector. if (compz == 'V') { F77_XFCN (zggbak, ZGGBAK, (F77_CONST_CHAR_ARG2 (&bal_job, 1), F77_CONST_CHAR_ARG2 ("R", 1), nn, ilo, ihi, lscale.data (), rscale.data (), nn, CZ.fortran_vec (), nn, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); } } else { #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))); // 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 (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 } // 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 } } // Order the QZ decomposition? if (! (ord_job == 'N' || ord_job == '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 << std::endl; #endif // Declared static to avoid vfork/long jump compiler complaints. static sort_function sort_test; sort_test = 0; switch (ord_job) { case 'S': case 's': sort_test = &fin; break; case 'B': 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 (dim_vector (nn, 1)); 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 // Number of zeros in this block. static int zcnt; 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 // FIXME -- 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) { int cnt = 0; for (int ii = 0; ii < nn; ii++) cnt++; ComplexColumnVector tmp (cnt); cnt = 0; for (int ii = 0; ii < nn; ii++) tmp(cnt++) = xalpha(ii) / xbeta(ii); gev = tmp; } 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) { // Which side to compute? char side = (nargout == 5 ? 'R' : 'B'); // Compute all of them and backtransform char howmny = 'B'; // Dummy pointer; select is not used. octave_idx_type *select = 0; if (complex_case) { CVL = CQ; CVR = CZ; ComplexRowVector cwork2 (2 * nn); RowVector rwork2 (8 * nn); octave_idx_type m; F77_XFCN (ztgevc, ZTGEVC, (F77_CONST_CHAR_ARG2 (&side, 1), F77_CONST_CHAR_ARG2 (&howmny, 1), select, nn, caa.fortran_vec (), nn, cbb.fortran_vec (), nn, CVL.fortran_vec (), nn, CVR.fortran_vec (), nn, nn, m, cwork2.fortran_vec (), rwork2.fortran_vec (), info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); } else { #ifdef DEBUG std::cout << "qz: computing generalized eigenvectors" << std::endl; #endif VL = QQ; VR = ZZ; octave_idx_type m; 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))); // Now construct the complex form of VV, WW. int jj = 0; while (jj < nn) { OCTAVE_QUIT; // See if real or complex eigenvalue. // Column increment; assume complex eigenvalue. int cinc = 2; if (jj == (nn-1)) // Single column. cinc = 1; 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 { if (complex_case) retval(3) = CZ; else retval(3) = ZZ; } case 3: if (nargin == 3) retval(2) = CZ; else { if (complex_case) retval(2) = CQ.hermitian (); else retval(2) = QQ.transpose (); } case 2: { if (complex_case) { #ifdef DEBUG std::cout << "qz: retval (1) = cbb = " << std::endl; octave_print_internal (std::cout, cbb, 0); std::cout << std::endl << "qz: retval(0) = caa = " <<std::endl; octave_print_internal (std::cout, caa, 0); std::cout << std::endl; #endif retval(1) = cbb; retval(0) = caa; } else { #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; } /* %!shared a, b, c %! a = [1 2; 0 3]; %! b = [1 0; 0 0]; %! c = [0 1; 0 0]; %!assert(qz (a,b), 1); %!assert(isempty (qz (a,c))); %% Exaple 7.7.3 in Golub & Van Loan %!test %! a = [ 10 1 2; %! 1 2 -1; %! 1 1 2]; %! b = reshape(1:9,3,3); %! [aa, bb, q, z, v, w, lambda] = qz (a, b); %! sz = length(lambda); %! observed = (b * v * diag ([lambda;0])) (:, 1:sz); %! assert ( (a*v) (:, 1:sz), observed, norm (observed) * 1e-14); %! observed = (diag ([lambda;0]) * w' * b) (1:sz, :); %! assert ( (w'*a) (1:sz, :) , observed, norm (observed) * 1e-13); %! assert (q * a * z, aa, norm (aa) * 1e-14); %! assert (q * b * z, bb, norm (bb) * 1e-14); %% FIXME: Still need a test for third form of calling qz */