view libinterp/corefcn/ordschur.cc @ 30564:796f54d4ddbf stable

update Octave Project Developers copyright for the new year In files that have the "Octave Project Developers" copyright notice, update for 2021. In all .txi and .texi files except gpl.txi and gpl.texi in the doc/liboctave and doc/interpreter directories, change the copyright to "Octave Project Developers", the same as used for other source files. Update copyright notices for 2022 (not done since 2019). For gpl.txi and gpl.texi, change the copyright notice to be "Free Software Foundation, Inc." and leave the date at 2007 only because this file only contains the text of the GPL, not anything created by the Octave Project Developers. Add Paul Thomas to contributors.in.
author John W. Eaton <jwe@octave.org>
date Tue, 28 Dec 2021 18:22:40 -0500
parents 7d6709900da7
children a3d8915b9f87
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////////////////////////////////////////////////////////////////////////
//
// Copyright (C) 2016-2022 The Octave Project Developers
//
// See the file COPYRIGHT.md in the top-level directory of this
// distribution or <https://octave.org/copyright/>.
//
// 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
// <https://www.gnu.org/licenses/>.
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////////////////////////////////////////////////////////////////////////

#if defined (HAVE_CONFIG_H)
#  include "config.h"
#endif

#include "defun.h"
#include "error.h"
#include "lo-lapack-proto.h"
#include "ovl.h"

OCTAVE_NAMESPACE_BEGIN

DEFUN (ordschur, args, ,
       doc: /* -*- texinfo -*-
@deftypefn {} {[@var{UR}, @var{SR}] =} ordschur (@var{U}, @var{S}, @var{select})
Reorders the real Schur factorization (@var{U},@var{S}) obtained with the
@code{schur} function, so that selected eigenvalues appear in the upper left
diagonal blocks of the quasi triangular Schur matrix.

The logical vector @var{select} specifies the selected eigenvalues as they
appear along @var{S}'s diagonal.

For example, given the matrix @code{@var{A} = [1, 2; 3, 4]}, and its Schur
decomposition

@example
[@var{U}, @var{S}] = schur (@var{A})
@end example

@noindent
which returns

@example
@group
@var{U} =

  -0.82456  -0.56577
   0.56577  -0.82456

@var{S} =

  -0.37228  -1.00000
   0.00000   5.37228

@end group
@end example

It is possible to reorder the decomposition so that the positive eigenvalue
is in the upper left corner, by doing:

@example
[@var{U}, @var{S}] = ordschur (@var{U}, @var{S}, [0,1])
@end example

@seealso{schur, ordeig, ordqz}
@end deftypefn */)
{
  if (args.length () != 3)
    print_usage ();

  const Array<octave_idx_type> sel_arg = args(2).xoctave_idx_type_vector_value ("ordschur: SELECT must be an array of integers");

  const octave_idx_type sel_n = sel_arg.numel ();

  const dim_vector dimU = args(0).dims ();
  const dim_vector dimS = args(1).dims ();

  if (sel_n != dimU(0))
    error ("ordschur: SELECT must have same length as the sides of U and S");
  else if (sel_n != dimU(0) || sel_n != dimS(0) || sel_n != dimU(1)
           || sel_n != dimS(1))
    error ("ordschur: U and S must be square and of equal sizes");

  octave_value_list retval;

  const bool double_type  = args(0).is_double_type ()
                            || args(1).is_double_type ();
  const bool complex_type = args(0).iscomplex ()
                            || args(1).iscomplex ();

#define PREPARE_ARGS(TYPE, TYPE_M, TYPE_COND)                           \
  TYPE ## Matrix U = args(0).x ## TYPE_M ## _value                      \
    ("ordschur: U and S must be real or complex floating point matrices"); \
  TYPE ## Matrix S = args(1).x ## TYPE_M ## _value                      \
    ("ordschur: U and S must be real or complex floating point matrices"); \
  TYPE ## Matrix w (dim_vector (n, 1));                                 \
  TYPE ## Matrix work (dim_vector (n, 1));                              \
  F77_INT m;                                                            \
  F77_INT info;                                                         \
  TYPE_COND cond1, cond2;

#define PREPARE_OUTPUT()                        \
  if (info != 0)                                \
    error ("ordschur: trsen failed");           \
                                                \
  retval = ovl (U, S);

  F77_INT n = to_f77_int (sel_n);
  Array<F77_INT> sel (dim_vector (n, 1));
  for (F77_INT i = 0; i < n; i++)
    sel.xelem (i) = to_f77_int (sel_arg.xelem (i));

  if (double_type)
    {
      if (complex_type)
        {
          PREPARE_ARGS (Complex, complex_matrix, double)

          F77_XFCN (ztrsen, ztrsen,
                    (F77_CONST_CHAR_ARG ("N"), F77_CONST_CHAR_ARG ("V"),
                     sel.data (), n, F77_DBLE_CMPLX_ARG (S.fortran_vec ()), n,
                     F77_DBLE_CMPLX_ARG (U.fortran_vec ()), n,
                     F77_DBLE_CMPLX_ARG (w.fortran_vec ()), m, cond1, cond2,
                     F77_DBLE_CMPLX_ARG (work.fortran_vec ()), n,
                     info));

          PREPARE_OUTPUT()
        }
      else
        {
          PREPARE_ARGS (, matrix, double)
          Matrix wi (dim_vector (n, 1));
          Array<F77_INT> iwork (dim_vector (n, 1));

          F77_XFCN (dtrsen, dtrsen,
                    (F77_CONST_CHAR_ARG ("N"), F77_CONST_CHAR_ARG ("V"),
                     sel.data (), n, S.fortran_vec (), n, U.fortran_vec (), n,
                     w.fortran_vec (), wi.fortran_vec (), m, cond1, cond2,
                     work.fortran_vec (), n, iwork.fortran_vec (), n, info));

          PREPARE_OUTPUT ()
        }
    }
  else
    {
      if (complex_type)
        {
          PREPARE_ARGS (FloatComplex, float_complex_matrix, float)

          F77_XFCN (ctrsen, ctrsen,
                    (F77_CONST_CHAR_ARG ("N"), F77_CONST_CHAR_ARG ("V"),
                     sel.data (), n, F77_CMPLX_ARG (S.fortran_vec ()), n,
                     F77_CMPLX_ARG (U.fortran_vec ()), n,
                     F77_CMPLX_ARG (w.fortran_vec ()), m, cond1, cond2,
                     F77_CMPLX_ARG (work.fortran_vec ()), n,
                     info));

          PREPARE_OUTPUT ()
        }
      else
        {
          PREPARE_ARGS (Float, float_matrix, float)
          FloatMatrix wi (dim_vector (n, 1));
          Array<F77_INT> iwork (dim_vector (n, 1));

          F77_XFCN (strsen, strsen,
                    (F77_CONST_CHAR_ARG ("N"), F77_CONST_CHAR_ARG ("V"),
                     sel.data (), n, S.fortran_vec (), n, U.fortran_vec (), n,
                     w.fortran_vec (), wi.fortran_vec (), m, cond1, cond2,
                     work.fortran_vec (), n, iwork.fortran_vec (), n, info));

          PREPARE_OUTPUT ()
        }
    }

#undef PREPARE_ARGS
#undef PREPARE_OUTPUT

  return retval;
}

/*

%!test
%! A = [1, 2, 3, -2; 4, 5, 6, -5 ; 7, 8, 9, -5; 10, 11, 12, 4 ];
%! [U, T] = schur (A);
%! [US, TS] = ordschur (U, T, [ 0, 0, 1, 1 ]);
%! assert (US*TS*US', A, sqrt (eps));
%! assert (diag (T)(3:4), diag (TS)(1:2), sqrt (eps));

%!test
%! A = [1, 2, 3, -2; 4, 5, 6, -5 ; 7, 8, 9, -5; 10, 11, 12, 4 ];
%! [U, T] = schur (A);
%! [US, TS] = ordschur (single (U), single (T), [ 0, 0, 1, 1 ]);
%! assert (US*TS*US', A, sqrt (eps ("single")));
%! assert (diag (T)(3:4), diag (TS)(1:2), sqrt (eps ("single")));

%!test
%! A = [1, 2, 3, -2; 4, 5, 6, -5 ; 7, 8, 9, -5; 10, 11, 12, 4+3i ];
%! [U, T] = schur (A);
%! [US, TS] = ordschur (U, T, [ 0, 0, 1, 1 ]);
%! assert (US*TS*US', A, sqrt (eps));
%! assert (diag (T)(3:4), diag (TS)(1:2), sqrt (eps));

%!test
%! A = [1, 2, 3, -2; 4, 5, 6, -5 ; 7, 8, 9, -5; 10, 11, 12, 4+3i ];
%! [U, T] = schur (A);
%! [US, TS] = ordschur (single (U), single (T), [ 0, 0, 1, 1 ]);
%! assert (US*TS*US', A, sqrt (eps ("single")));
%! assert (diag (T)(3:4), diag (TS)(1:2), sqrt (eps ("single")));

*/

OCTAVE_NAMESPACE_END