Mercurial > hg > octave-nkf
view liboctave/EIG.cc @ 5967:d542d9197839 ss-2-9-8
[project @ 2006-08-24 21:24:53 by jwe]
author | jwe |
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date | Thu, 24 Aug 2006 21:27:41 +0000 |
parents | 4fdc2515ebad |
children | 93c65f2a5668 |
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/* Copyright (C) 1996, 1997 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 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. */ #ifdef HAVE_CONFIG_H #include <config.h> #endif #include "EIG.h" #include "dColVector.h" #include "f77-fcn.h" #include "lo-error.h" extern "C" { F77_RET_T F77_FUNC (dgeev, DGEEV) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, double*, const octave_idx_type&, double*, double*, double*, const octave_idx_type&, double*, const octave_idx_type&, double*, const octave_idx_type&, octave_idx_type& F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (zgeev, ZGEEV) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, Complex*, const octave_idx_type&, Complex*, Complex*, const octave_idx_type&, Complex*, const octave_idx_type&, Complex*, const octave_idx_type&, double*, octave_idx_type& F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (dsyev, DSYEV) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, double*, const 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 (zheev, ZHEEV) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, Complex*, const octave_idx_type&, double*, Complex*, const octave_idx_type&, double*, octave_idx_type& F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); } octave_idx_type EIG::init (const Matrix& a, bool calc_ev) { if (a.any_element_is_inf_or_nan ()) { (*current_liboctave_error_handler) ("EIG: matrix contains Inf or NaN values"); return -1; } if (a.is_symmetric ()) return symmetric_init (a, calc_ev); octave_idx_type n = a.rows (); if (n != a.cols ()) { (*current_liboctave_error_handler) ("EIG requires square matrix"); return -1; } octave_idx_type info = 0; Matrix atmp = a; double *tmp_data = atmp.fortran_vec (); Array<double> wr (n); double *pwr = wr.fortran_vec (); Array<double> wi (n); double *pwi = wi.fortran_vec (); volatile octave_idx_type nvr = calc_ev ? n : 0; Matrix vr (nvr, nvr); double *pvr = vr.fortran_vec (); octave_idx_type lwork = -1; double dummy_work; double *dummy = 0; octave_idx_type idummy = 1; F77_XFCN (dgeev, DGEEV, (F77_CONST_CHAR_ARG2 ("N", 1), F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), n, tmp_data, n, pwr, pwi, dummy, idummy, pvr, n, &dummy_work, lwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (! f77_exception_encountered && info == 0) { lwork = static_cast<octave_idx_type> (dummy_work); Array<double> work (lwork); double *pwork = work.fortran_vec (); F77_XFCN (dgeev, DGEEV, (F77_CONST_CHAR_ARG2 ("N", 1), F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), n, tmp_data, n, pwr, pwi, dummy, idummy, pvr, n, pwork, lwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (f77_exception_encountered || info < 0) { (*current_liboctave_error_handler) ("unrecoverable error in dgeev"); return info; } if (info > 0) { (*current_liboctave_error_handler) ("dgeev failed to converge"); return info; } lambda.resize (n); v.resize (nvr, nvr); for (octave_idx_type j = 0; j < n; j++) { if (wi.elem (j) == 0.0) { lambda.elem (j) = Complex (wr.elem (j)); for (octave_idx_type i = 0; i < nvr; i++) v.elem (i, j) = vr.elem (i, j); } else { if (j+1 >= n) { (*current_liboctave_error_handler) ("EIG: internal error"); return -1; } lambda.elem(j) = Complex (wr.elem(j), wi.elem(j)); lambda.elem(j+1) = Complex (wr.elem(j+1), wi.elem(j+1)); for (octave_idx_type i = 0; i < nvr; i++) { double real_part = vr.elem (i, j); double imag_part = vr.elem (i, j+1); v.elem (i, j) = Complex (real_part, imag_part); v.elem (i, j+1) = Complex (real_part, -imag_part); } j++; } } } else (*current_liboctave_error_handler) ("dgeev workspace query failed"); return info; } octave_idx_type EIG::symmetric_init (const Matrix& a, bool calc_ev) { octave_idx_type n = a.rows (); if (n != a.cols ()) { (*current_liboctave_error_handler) ("EIG requires square matrix"); return -1; } octave_idx_type info = 0; Matrix atmp = a; double *tmp_data = atmp.fortran_vec (); ColumnVector wr (n); double *pwr = wr.fortran_vec (); octave_idx_type lwork = -1; double dummy_work; F77_XFCN (dsyev, DSYEV, (F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), F77_CONST_CHAR_ARG2 ("U", 1), n, tmp_data, n, pwr, &dummy_work, lwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (! f77_exception_encountered && info == 0) { lwork = static_cast<octave_idx_type> (dummy_work); Array<double> work (lwork); double *pwork = work.fortran_vec (); F77_XFCN (dsyev, DSYEV, (F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), F77_CONST_CHAR_ARG2 ("U", 1), n, tmp_data, n, pwr, pwork, lwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (f77_exception_encountered || info < 0) { (*current_liboctave_error_handler) ("unrecoverable error in dsyev"); return info; } if (info > 0) { (*current_liboctave_error_handler) ("dsyev failed to converge"); return info; } lambda = ComplexColumnVector (wr); v = calc_ev ? ComplexMatrix (atmp) : ComplexMatrix (); } else (*current_liboctave_error_handler) ("dsyev workspace query failed"); return info; } octave_idx_type EIG::init (const ComplexMatrix& a, bool calc_ev) { if (a.any_element_is_inf_or_nan ()) { (*current_liboctave_error_handler) ("EIG: matrix contains Inf or NaN values"); return -1; } if (a.is_hermitian ()) return hermitian_init (a, calc_ev); octave_idx_type n = a.rows (); if (n != a.cols ()) { (*current_liboctave_error_handler) ("EIG requires square matrix"); return -1; } octave_idx_type info = 0; ComplexMatrix atmp = a; Complex *tmp_data = atmp.fortran_vec (); ComplexColumnVector w (n); Complex *pw = w.fortran_vec (); octave_idx_type nvr = calc_ev ? n : 0; ComplexMatrix vtmp (nvr, nvr); Complex *pv = vtmp.fortran_vec (); octave_idx_type lwork = -1; Complex dummy_work; octave_idx_type lrwork = 2*n; Array<double> rwork (lrwork); double *prwork = rwork.fortran_vec (); Complex *dummy = 0; octave_idx_type idummy = 1; F77_XFCN (zgeev, ZGEEV, (F77_CONST_CHAR_ARG2 ("N", 1), F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), n, tmp_data, n, pw, dummy, idummy, pv, n, &dummy_work, lwork, prwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (! f77_exception_encountered && info == 0) { lwork = static_cast<octave_idx_type> (dummy_work.real ()); Array<Complex> work (lwork); Complex *pwork = work.fortran_vec (); F77_XFCN (zgeev, ZGEEV, (F77_CONST_CHAR_ARG2 ("N", 1), F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), n, tmp_data, n, pw, dummy, idummy, pv, n, pwork, lwork, prwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (f77_exception_encountered || info < 0) { (*current_liboctave_error_handler) ("unrecoverable error in zgeev"); return info; } if (info > 0) { (*current_liboctave_error_handler) ("zgeev failed to converge"); return info; } lambda = w; v = vtmp; } else (*current_liboctave_error_handler) ("zgeev workspace query failed"); return info; } octave_idx_type EIG::hermitian_init (const ComplexMatrix& a, bool calc_ev) { octave_idx_type n = a.rows (); if (n != a.cols ()) { (*current_liboctave_error_handler) ("EIG requires square matrix"); return -1; } octave_idx_type info = 0; ComplexMatrix atmp = a; Complex *tmp_data = atmp.fortran_vec (); ColumnVector wr (n); double *pwr = wr.fortran_vec (); octave_idx_type lwork = -1; Complex dummy_work; octave_idx_type lrwork = 3*n; Array<double> rwork (lrwork); double *prwork = rwork.fortran_vec (); F77_XFCN (zheev, ZHEEV, (F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), F77_CONST_CHAR_ARG2 ("U", 1), n, tmp_data, n, pwr, &dummy_work, lwork, prwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (! f77_exception_encountered && info == 0) { lwork = static_cast<octave_idx_type> (dummy_work.real ()); Array<Complex> work (lwork); Complex *pwork = work.fortran_vec (); F77_XFCN (zheev, ZHEEV, (F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), F77_CONST_CHAR_ARG2 ("U", 1), n, tmp_data, n, pwr, pwork, lwork, prwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (f77_exception_encountered || info < 0) { (*current_liboctave_error_handler) ("unrecoverable error in zheev"); return info; } if (info > 0) { (*current_liboctave_error_handler) ("zheev failed to converge"); return info; } lambda = ComplexColumnVector (wr); v = calc_ev ? ComplexMatrix (atmp) : ComplexMatrix (); } else (*current_liboctave_error_handler) ("zheev workspace query failed"); return info; } /* ;;; Local Variables: *** ;;; mode: C++ *** ;;; End: *** */