Mercurial > hg > octave-nkf
view src/DLD-FUNCTIONS/eig.cc @ 10811:e38c071bbc41
allow user query the maximum array size
author | Jaroslav Hajek <highegg@gmail.com> |
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date | Wed, 21 Jul 2010 08:47:34 +0200 |
parents | d0ce5e973937 |
children | fd0a3ac60b0e |
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/* Copyright (C) 1996, 1997, 1999, 2000, 2003, 2004, 2005, 2006, 2007, 2008 John W. Eaton 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 "EIG.h" #include "fEIG.h" #include "defun-dld.h" #include "error.h" #include "gripes.h" #include "oct-obj.h" #include "utils.h" DEFUN_DLD (eig, args, nargout, "-*- texinfo -*-\n\ @deftypefn {Loadable Function} {@var{lambda} =} eig (@var{a})\n\ @deftypefnx {Loadable Function} {@var{lambda} =} eig (@var{a}, @var{b})\n\ @deftypefnx {Loadable Function} {[@var{v}, @var{lambda}] =} eig (@var{a})\n\ @deftypefnx {Loadable Function} {[@var{v}, @var{lambda}] =} eig (@var{a}, @var{b})\n\ The eigenvalues (and eigenvectors) of a matrix are computed in a several\n\ step process which begins with a Hessenberg decomposition, followed by a\n\ Schur decomposition, from which the eigenvalues are apparent. The\n\ eigenvectors, when desired, are computed by further manipulations of the\n\ Schur decomposition.\n\ \n\ The eigenvalues returned by @code{eig} are not ordered.\n\ @seealso{eigs}\n\ @end deftypefn") { octave_value_list retval; int nargin = args.length (); if (nargin > 2 || nargin == 0 || nargout > 2) { print_usage (); return retval; } octave_value arg_a, arg_b; octave_idx_type nr_a = 0, nr_b = 0; octave_idx_type nc_a = 0, nc_b = 0; arg_a = args(0); nr_a = arg_a.rows (); nc_a = arg_a.columns (); int arg_is_empty = empty_arg ("eig", nr_a, nc_a); if (arg_is_empty < 0) return retval; else if (arg_is_empty > 0) return octave_value_list (2, Matrix ()); if (!(arg_a.is_single_type () || arg_a.is_double_type ())) { gripe_wrong_type_arg ("eig", arg_a); return retval; } if (nargin == 2) { arg_b = args(1); nr_b = arg_b.rows (); nc_b = arg_b.columns (); arg_is_empty = empty_arg ("eig", nr_b, nc_b); if (arg_is_empty < 0) return retval; else if (arg_is_empty > 0) return octave_value_list (2, Matrix ()); if (!(arg_b.is_single_type() || arg_b.is_double_type ())) { gripe_wrong_type_arg ("eig", arg_b); return retval; } } if (nr_a != nc_a) { gripe_square_matrix_required ("eig"); return retval; } if (nargin == 2 && nr_b != nc_b) { gripe_square_matrix_required ("eig"); return retval; } Matrix tmp_a, tmp_b; ComplexMatrix ctmp_a, ctmp_b; FloatMatrix ftmp_a, ftmp_b; FloatComplexMatrix fctmp_a, fctmp_b; if (arg_a.is_single_type ()) { FloatEIG result; if (nargin == 1) { if (arg_a.is_real_type ()) { ftmp_a = arg_a.float_matrix_value (); if (error_state) return retval; else result = FloatEIG (ftmp_a, nargout > 1); } else { fctmp_a = arg_a.float_complex_matrix_value (); if (error_state) return retval; else result = FloatEIG (fctmp_a, nargout > 1); } } else if (nargin == 2) { if (arg_a.is_real_type () && arg_b.is_real_type ()) { ftmp_a = arg_a.float_matrix_value (); ftmp_b = arg_b.float_matrix_value (); if (error_state) return retval; else result = FloatEIG (ftmp_a, ftmp_b, nargout > 1); } else { fctmp_a = arg_a.float_complex_matrix_value (); fctmp_b = arg_b.float_complex_matrix_value (); if (error_state) return retval; else result = FloatEIG (fctmp_a, fctmp_b, nargout > 1); } } if (! error_state) { if (nargout == 0 || nargout == 1) { retval(0) = result.eigenvalues (); } else { // Blame it on Matlab. FloatComplexDiagMatrix d (result.eigenvalues ()); retval(1) = d; retval(0) = result.eigenvectors (); } } } else { EIG result; if (nargin == 1) { if (arg_a.is_real_type ()) { tmp_a = arg_a.matrix_value (); if (error_state) return retval; else result = EIG (tmp_a, nargout > 1); } else { ctmp_a = arg_a.complex_matrix_value (); if (error_state) return retval; else result = EIG (ctmp_a, nargout > 1); } } else if (nargin == 2) { if (arg_a.is_real_type () && arg_b.is_real_type ()) { tmp_a = arg_a.matrix_value (); tmp_b = arg_b.matrix_value (); if (error_state) return retval; else result = EIG (tmp_a, tmp_b, nargout > 1); } else { ctmp_a = arg_a.complex_matrix_value (); ctmp_b = arg_b.complex_matrix_value (); if (error_state) return retval; else result = EIG (ctmp_a, ctmp_b, nargout > 1); } } if (! error_state) { if (nargout == 0 || nargout == 1) { retval(0) = result.eigenvalues (); } else { // Blame it on Matlab. ComplexDiagMatrix d (result.eigenvalues ()); retval(1) = d; retval(0) = result.eigenvectors (); } } } return retval; } /* %!assert(eig ([1, 2; 2, 1]), [-1; 3], sqrt (eps)); %!test %! [v, d] = eig ([1, 2; 2, 1]); %! x = 1 / sqrt (2); %! assert(d, [-1, 0; 0, 3], sqrt (eps)); %! assert(v, [-x, x; x, x], sqrt (eps)); %!assert(eig (single ([1, 2; 2, 1])), single([-1; 3]), sqrt (eps('single'))); %!test %! [v, d] = eig (single([1, 2; 2, 1])); %! x = single(1 / sqrt (2)); %! assert(d, single([-1, 0; 0, 3]), sqrt (eps('single'))); %! assert(v, [-x, x; x, x], sqrt (eps('single'))); %!test %! A = [1, 2; -1, 1]; B = [3, 3; 1, 2]; %! [v, d] = eig (A, B); %! assert(A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps)); %! assert(A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps)); %!test %! A = single([1, 2; -1, 1]); B = single([3, 3; 1, 2]); %! [v, d] = eig (A, B); %! assert(A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps('single'))); %! assert(A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps('single'))); %!test %! A = [1, 2; 2, 1]; B = [3, -2; -2, 3]; %! [v, d] = eig (A, B); %! assert(A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps)); %! assert(A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps)); %!test %! A = single([1, 2; 2, 1]); B = single([3, -2; -2, 3]); %! [v, d] = eig (A, B); %! assert(A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps('single'))); %! assert(A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps('single'))); %!test %! A = [1+3i, 2+i; 2-i, 1+3i]; B = [5+9i, 2+i; 2-i, 5+9i]; %! [v, d] = eig (A, B); %! assert(A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps)); %! assert(A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps)); %!test %! A = single([1+3i, 2+i; 2-i, 1+3i]); B = single([5+9i, 2+i; 2-i, 5+9i]); %! [v, d] = eig (A, B); %! assert(A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps('single'))); %! assert(A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps('single'))); %!test %! A = [1+3i, 2+3i; 3-8i, 8+3i]; B = [8+i, 3+i; 4-9i, 3+i]; %! [v, d] = eig (A, B); %! assert(A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps)); %! assert(A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps)); %!test %! A = single([1+3i, 2+3i; 3-8i, 8+3i]); B = single([8+i, 3+i; 4-9i, 3+i]); %! [v, d] = eig (A, B); %! assert(A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps('single'))); %! assert(A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps('single'))); %!test %! A = [1, 2; 3, 8]; B = [8, 3; 4, 3]; %! [v, d] = eig (A, B); %! assert(A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps)); %! assert(A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps)); %!error <Invalid call to eig.*> eig (); %!error <Invalid call to eig.*> eig ([1, 2; 3, 4], [4, 3; 2, 1], 1); %!error eig ([1, 2; 3, 4], 2); %!error eig ([1, 2; 3, 4; 5, 6]); %!error eig ("abcd"); %!error eig ([1 2 ; 2 3], "abcd"); %!error eig (false, [1 2 ; 2 3]); */