view liboctave/numeric/EIG.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 f3f3e3793fb5
children 597f3ee61a48
line wrap: on
line source

////////////////////////////////////////////////////////////////////////
//
// Copyright (C) 1994-2022 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/>.
//
////////////////////////////////////////////////////////////////////////

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

#include "Array.h"
#include "EIG.h"
#include "dColVector.h"
#include "dMatrix.h"
#include "lo-error.h"
#include "lo-lapack-proto.h"

octave_idx_type
EIG::init (const Matrix& a, bool calc_rev, bool calc_lev, bool balance)
{
  if (a.any_element_is_inf_or_nan ())
    (*current_liboctave_error_handler)
      ("EIG: matrix contains Inf or NaN values");

  if (a.issymmetric ())
    return symmetric_init (a, calc_rev, calc_lev);

  F77_INT n = octave::to_f77_int (a.rows ());
  F77_INT a_nc = octave::to_f77_int (a.cols ());

  if (n != a_nc)
    (*current_liboctave_error_handler) ("EIG requires square matrix");

  F77_INT info = 0;

  Matrix atmp = a;
  double *tmp_data = atmp.fortran_vec ();

  Array<double> wr (dim_vector (n, 1));
  double *pwr = wr.fortran_vec ();

  Array<double> wi (dim_vector (n, 1));
  double *pwi = wi.fortran_vec ();

  F77_INT tnvr = (calc_rev ? n : 0);
  Matrix vr (tnvr, tnvr);
  double *pvr = vr.fortran_vec ();

  F77_INT tnvl = (calc_lev ? n : 0);
  Matrix vl (tnvl, tnvl);
  double *pvl = vl.fortran_vec ();

  F77_INT lwork = -1;
  double dummy_work;

  F77_INT ilo;
  F77_INT ihi;

  Array<double> scale (dim_vector (n, 1));
  double *pscale = scale.fortran_vec ();

  double abnrm;

  Array<double> rconde (dim_vector (n, 1));
  double *prconde = rconde.fortran_vec ();

  Array<double> rcondv (dim_vector (n, 1));
  double *prcondv = rcondv.fortran_vec ();

  F77_INT dummy_iwork;

  F77_XFCN (dgeevx, DGEEVX, (F77_CONST_CHAR_ARG2 (balance ? "B" : "N", 1),
                             F77_CONST_CHAR_ARG2 (calc_lev ? "V" : "N", 1),
                             F77_CONST_CHAR_ARG2 (calc_rev ? "V" : "N", 1),
                             F77_CONST_CHAR_ARG2 ("N", 1),
                             n, tmp_data, n, pwr, pwi, pvl,
                             n, pvr, n, ilo, ihi, pscale,
                             abnrm, prconde, prcondv, &dummy_work,
                             lwork, &dummy_iwork, info
                             F77_CHAR_ARG_LEN (1)
                             F77_CHAR_ARG_LEN (1)
                             F77_CHAR_ARG_LEN (1)
                             F77_CHAR_ARG_LEN (1)));

  if (info != 0)
    (*current_liboctave_error_handler) ("dgeevx workspace query failed");

  lwork = static_cast<F77_INT> (dummy_work);
  Array<double> work (dim_vector (lwork, 1));
  double *pwork = work.fortran_vec ();

  F77_XFCN (dgeevx, DGEEVX, (F77_CONST_CHAR_ARG2 (balance ? "B" : "N", 1),
                             F77_CONST_CHAR_ARG2 (calc_lev ? "V" : "N", 1),
                             F77_CONST_CHAR_ARG2 (calc_rev ? "V" : "N", 1),
                             F77_CONST_CHAR_ARG2 ("N", 1),
                             n, tmp_data, n, pwr, pwi, pvl,
                             n, pvr, n, ilo, ihi, pscale,
                             abnrm, prconde, prcondv, pwork,
                             lwork, &dummy_iwork, info
                             F77_CHAR_ARG_LEN (1)
                             F77_CHAR_ARG_LEN (1)
                             F77_CHAR_ARG_LEN (1)
                             F77_CHAR_ARG_LEN (1)));

  if (info < 0)
    (*current_liboctave_error_handler) ("unrecoverable error in dgeevx");

  if (info > 0)
    (*current_liboctave_error_handler) ("dgeevx failed to converge");

  m_lambda.resize (n);
  F77_INT nvr = (calc_rev ? n : 0);
  m_v.resize (nvr, nvr);
  F77_INT nvl = (calc_lev ? n : 0);
  m_w.resize (nvl, nvl);

  for (F77_INT j = 0; j < n; j++)
    {
      if (wi.elem (j) == 0.0)
        {
          m_lambda.elem (j) = Complex (wr.elem (j));
          for (F77_INT i = 0; i < nvr; i++)
            m_v.elem (i, j) = vr.elem (i, j);

          for (F77_INT i = 0; i < nvl; i++)
            m_w.elem (i, j) = vl.elem (i, j);
        }
      else
        {
          if (j+1 >= n)
            (*current_liboctave_error_handler) ("EIG: internal error");

          m_lambda.elem (j) = Complex (wr.elem (j), wi.elem (j));
          m_lambda.elem (j+1) = Complex (wr.elem (j+1), wi.elem (j+1));

          for (F77_INT i = 0; i < nvr; i++)
            {
              double real_part = vr.elem (i, j);
              double imag_part = vr.elem (i, j+1);
              m_v.elem (i, j) = Complex (real_part, imag_part);
              m_v.elem (i, j+1) = Complex (real_part, -imag_part);
            }

          for (F77_INT i = 0; i < nvl; i++)
            {
              double real_part = vl.elem (i, j);
              double imag_part = vl.elem (i, j+1);
              m_w.elem (i, j) = Complex (real_part, imag_part);
              m_w.elem (i, j+1) = Complex (real_part, -imag_part);
            }
          j++;
        }
    }

  return info;
}

octave_idx_type
EIG::symmetric_init (const Matrix& a, bool calc_rev, bool calc_lev)
{
  F77_INT n = octave::to_f77_int (a.rows ());
  F77_INT a_nc = octave::to_f77_int (a.cols ());

  if (n != a_nc)
    (*current_liboctave_error_handler) ("EIG requires square matrix");

  F77_INT info = 0;

  Matrix atmp = a;
  double *tmp_data = atmp.fortran_vec ();

  ColumnVector wr (n);
  double *pwr = wr.fortran_vec ();

  F77_INT lwork = -1;
  double dummy_work;

  F77_XFCN (dsyev, DSYEV, (F77_CONST_CHAR_ARG2 (calc_rev ? "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 (info != 0)
    (*current_liboctave_error_handler) ("dsyev workspace query failed");

  lwork = static_cast<F77_INT> (dummy_work);
  Array<double> work (dim_vector (lwork, 1));
  double *pwork = work.fortran_vec ();

  F77_XFCN (dsyev, DSYEV, (F77_CONST_CHAR_ARG2 (calc_rev ? "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 (info < 0)
    (*current_liboctave_error_handler) ("unrecoverable error in dsyev");

  if (info > 0)
    (*current_liboctave_error_handler) ("dsyev failed to converge");

  m_lambda = ComplexColumnVector (wr);
  m_v = (calc_rev ? ComplexMatrix (atmp) : ComplexMatrix ());
  m_w = (calc_lev ? ComplexMatrix (atmp) : ComplexMatrix ());

  return info;
}

octave_idx_type
EIG::init (const ComplexMatrix& a, bool calc_rev, bool calc_lev, bool balance)
{
  if (a.any_element_is_inf_or_nan ())
    (*current_liboctave_error_handler)
      ("EIG: matrix contains Inf or NaN values");

  if (a.ishermitian ())
    return hermitian_init (a, calc_rev, calc_lev);

  F77_INT n = octave::to_f77_int (a.rows ());
  F77_INT a_nc = octave::to_f77_int (a.cols ());

  if (n != a_nc)
    (*current_liboctave_error_handler) ("EIG requires square matrix");

  F77_INT info = 0;

  ComplexMatrix atmp = a;
  Complex *tmp_data = atmp.fortran_vec ();

  ComplexColumnVector wr (n);
  Complex *pw = wr.fortran_vec ();

  F77_INT nvr = (calc_rev ? n : 0);
  ComplexMatrix vrtmp (nvr, nvr);
  Complex *pvr = vrtmp.fortran_vec ();

  F77_INT nvl = (calc_lev ? n : 0);
  ComplexMatrix vltmp (nvl, nvl);
  Complex *pvl = vltmp.fortran_vec ();

  F77_INT lwork = -1;
  Complex dummy_work;

  F77_INT lrwork = 2*n;
  Array<double> rwork (dim_vector (lrwork, 1));
  double *prwork = rwork.fortran_vec ();

  F77_INT ilo;
  F77_INT ihi;

  Array<double> scale (dim_vector (n, 1));
  double *pscale = scale.fortran_vec ();

  double abnrm;

  Array<double> rconde (dim_vector (n, 1));
  double *prconde = rconde.fortran_vec ();

  Array<double> rcondv (dim_vector (n, 1));
  double *prcondv = rcondv.fortran_vec ();

  F77_XFCN (zgeevx, ZGEEVX, (F77_CONST_CHAR_ARG2 (balance ? "B" : "N", 1),
                             F77_CONST_CHAR_ARG2 (calc_lev ? "V" : "N", 1),
                             F77_CONST_CHAR_ARG2 (calc_rev ? "V" : "N", 1),
                             F77_CONST_CHAR_ARG2 ("N", 1),
                             n, F77_DBLE_CMPLX_ARG (tmp_data), n,
                             F77_DBLE_CMPLX_ARG (pw), F77_DBLE_CMPLX_ARG (pvl),
                             n, F77_DBLE_CMPLX_ARG (pvr), n, ilo, ihi,
                             pscale, abnrm, prconde, prcondv,
                             F77_DBLE_CMPLX_ARG (&dummy_work), lwork, prwork,
                             info
                             F77_CHAR_ARG_LEN (1)
                             F77_CHAR_ARG_LEN (1)
                             F77_CHAR_ARG_LEN (1)
                             F77_CHAR_ARG_LEN (1)));

  if (info != 0)
    (*current_liboctave_error_handler) ("zgeevx workspace query failed");

  lwork = static_cast<F77_INT> (dummy_work.real ());
  Array<Complex> work (dim_vector (lwork, 1));
  Complex *pwork = work.fortran_vec ();

  F77_XFCN (zgeevx, ZGEEVX, (F77_CONST_CHAR_ARG2 (balance ? "B" : "N", 1),
                             F77_CONST_CHAR_ARG2 (calc_lev ? "V" : "N", 1),
                             F77_CONST_CHAR_ARG2 (calc_rev ? "V" : "N", 1),
                             F77_CONST_CHAR_ARG2 ("N", 1),
                             n, F77_DBLE_CMPLX_ARG (tmp_data), n,
                             F77_DBLE_CMPLX_ARG (pw), F77_DBLE_CMPLX_ARG (pvl),
                             n, F77_DBLE_CMPLX_ARG (pvr), n, ilo, ihi,
                             pscale, abnrm, prconde, prcondv,
                             F77_DBLE_CMPLX_ARG (pwork), lwork, prwork, info
                             F77_CHAR_ARG_LEN (1)
                             F77_CHAR_ARG_LEN (1)
                             F77_CHAR_ARG_LEN (1)
                             F77_CHAR_ARG_LEN (1)));

  if (info < 0)
    (*current_liboctave_error_handler) ("unrecoverable error in zgeevx");

  if (info > 0)
    (*current_liboctave_error_handler) ("zgeevx failed to converge");

  m_lambda = wr;
  m_v = vrtmp;
  m_w = vltmp;

  return info;
}

octave_idx_type
EIG::hermitian_init (const ComplexMatrix& a, bool calc_rev, bool calc_lev)
{
  F77_INT n = octave::to_f77_int (a.rows ());
  F77_INT a_nc = octave::to_f77_int (a.cols ());

  if (n != a_nc)
    (*current_liboctave_error_handler) ("EIG requires square matrix");

  F77_INT info = 0;

  ComplexMatrix atmp = a;
  Complex *tmp_data = atmp.fortran_vec ();

  ColumnVector wr (n);
  double *pwr = wr.fortran_vec ();

  F77_INT lwork = -1;
  Complex dummy_work;

  F77_INT lrwork = 3*n;
  Array<double> rwork (dim_vector (lrwork, 1));
  double *prwork = rwork.fortran_vec ();

  F77_XFCN (zheev, ZHEEV, (F77_CONST_CHAR_ARG2 (calc_rev ? "V" : "N", 1),
                           F77_CONST_CHAR_ARG2 ("U", 1),
                           n, F77_DBLE_CMPLX_ARG (tmp_data), n, pwr,
                           F77_DBLE_CMPLX_ARG (&dummy_work), lwork,
                           prwork, info
                           F77_CHAR_ARG_LEN (1)
                           F77_CHAR_ARG_LEN (1)));

  if (info != 0)
    (*current_liboctave_error_handler) ("zheev workspace query failed");

  lwork = static_cast<F77_INT> (dummy_work.real ());
  Array<Complex> work (dim_vector (lwork, 1));
  Complex *pwork = work.fortran_vec ();

  F77_XFCN (zheev, ZHEEV, (F77_CONST_CHAR_ARG2 (calc_rev ? "V" : "N", 1),
                           F77_CONST_CHAR_ARG2 ("U", 1),
                           n, F77_DBLE_CMPLX_ARG (tmp_data), n, pwr,
                           F77_DBLE_CMPLX_ARG (pwork), lwork, prwork, info
                           F77_CHAR_ARG_LEN (1)
                           F77_CHAR_ARG_LEN (1)));

  if (info < 0)
    (*current_liboctave_error_handler) ("unrecoverable error in zheev");

  if (info > 0)
    (*current_liboctave_error_handler) ("zheev failed to converge");

  m_lambda = ComplexColumnVector (wr);
  m_v = (calc_rev ? ComplexMatrix (atmp) : ComplexMatrix ());
  m_w = (calc_lev ? ComplexMatrix (atmp) : ComplexMatrix ());

  return info;
}

octave_idx_type
EIG::init (const Matrix& a, const Matrix& b, bool calc_rev, bool calc_lev,
           bool force_qz)
{
  if (a.any_element_is_inf_or_nan () || b.any_element_is_inf_or_nan ())
    (*current_liboctave_error_handler)
      ("EIG: matrix contains Inf or NaN values");

  F77_INT n = octave::to_f77_int (a.rows ());
  F77_INT nb = octave::to_f77_int (b.rows ());

  F77_INT a_nc = octave::to_f77_int (a.cols ());
  F77_INT b_nc = octave::to_f77_int (b.cols ());

  if (n != a_nc || nb != b_nc)
    (*current_liboctave_error_handler) ("EIG requires square matrix");

  if (n != nb)
    (*current_liboctave_error_handler) ("EIG requires same size matrices");

  F77_INT info = 0;

  Matrix tmp = b;
  double *tmp_data = tmp.fortran_vec ();

  if (! force_qz)
    {
      F77_XFCN (dpotrf, DPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1),
                                 n, tmp_data, n,
                                 info
                                 F77_CHAR_ARG_LEN (1)));

      if (a.issymmetric () && b.issymmetric () && info == 0)
        return symmetric_init (a, b, calc_rev, calc_lev);
    }

  Matrix atmp = a;
  double *atmp_data = atmp.fortran_vec ();

  Matrix btmp = b;
  double *btmp_data = btmp.fortran_vec ();

  Array<double> ar (dim_vector (n, 1));
  double *par = ar.fortran_vec ();

  Array<double> ai (dim_vector (n, 1));
  double *pai = ai.fortran_vec ();

  Array<double> beta (dim_vector (n, 1));
  double *pbeta = beta.fortran_vec ();

  F77_INT tnvr = (calc_rev ? n : 0);
  Matrix vr (tnvr, tnvr);
  double *pvr = vr.fortran_vec ();

  F77_INT tnvl = (calc_lev ? n : 0);
  Matrix vl (tnvl, tnvl);
  double *pvl = vl.fortran_vec ();

  F77_INT lwork = -1;
  double dummy_work;

  F77_XFCN (dggev, DGGEV, (F77_CONST_CHAR_ARG2 (calc_lev ? "V" : "N", 1),
                           F77_CONST_CHAR_ARG2 (calc_rev ? "V" : "N", 1),
                           n, atmp_data, n, btmp_data, n,
                           par, pai, pbeta,
                           pvl, n, pvr, n,
                           &dummy_work, lwork, info
                           F77_CHAR_ARG_LEN (1)
                           F77_CHAR_ARG_LEN (1)));

  if (info != 0)
    (*current_liboctave_error_handler) ("dggev workspace query failed");

  lwork = static_cast<F77_INT> (dummy_work);
  Array<double> work (dim_vector (lwork, 1));
  double *pwork = work.fortran_vec ();

  F77_XFCN (dggev, DGGEV, (F77_CONST_CHAR_ARG2 (calc_lev ? "V" : "N", 1),
                           F77_CONST_CHAR_ARG2 (calc_rev ? "V" : "N", 1),
                           n, atmp_data, n, btmp_data, n,
                           par, pai, pbeta,
                           pvl, n, pvr, n,
                           pwork, lwork, info
                           F77_CHAR_ARG_LEN (1)
                           F77_CHAR_ARG_LEN (1)));

  if (info < 0)
    (*current_liboctave_error_handler) ("unrecoverable error in dggev");

  if (info > 0)
    (*current_liboctave_error_handler) ("dggev failed to converge");

  m_lambda.resize (n);
  F77_INT nvr = (calc_rev ? n : 0);
  m_v.resize (nvr, nvr);

  F77_INT nvl = (calc_lev ? n : 0);
  m_w.resize (nvl, nvl);

  for (F77_INT j = 0; j < n; j++)
    {
      if (ai.elem (j) == 0.0)
        {
          m_lambda.elem (j) = Complex (ar.elem (j) / beta.elem (j));
          for (F77_INT i = 0; i < nvr; i++)
            m_v.elem (i, j) = vr.elem (i, j);
          for (F77_INT i = 0; i < nvl; i++)
            m_w.elem (i, j) = vl.elem (i, j);
        }
      else
        {
          if (j+1 >= n)
            (*current_liboctave_error_handler) ("EIG: internal error");

          m_lambda.elem (j) = Complex (ar.elem (j) / beta.elem (j),
                                       ai.elem (j) / beta.elem (j));
          m_lambda.elem (j+1) = Complex (ar.elem (j+1) / beta.elem (j+1),
                                         ai.elem (j+1) / beta.elem (j+1));

          for (F77_INT i = 0; i < nvr; i++)
            {
              double real_part = vr.elem (i, j);
              double imag_part = vr.elem (i, j+1);
              m_v.elem (i, j) = Complex (real_part, imag_part);
              m_v.elem (i, j+1) = Complex (real_part, -imag_part);
            }
          for (F77_INT i = 0; i < nvl; i++)
            {
              double real_part = vl.elem (i, j);
              double imag_part = vl.elem (i, j+1);
              m_w.elem (i, j) = Complex (real_part, imag_part);
              m_w.elem (i, j+1) = Complex (real_part, -imag_part);
            }
          j++;
        }
    }

  return info;
}

octave_idx_type
EIG::symmetric_init (const Matrix& a, const Matrix& b, bool calc_rev,
                     bool calc_lev)
{
  F77_INT n = octave::to_f77_int (a.rows ());
  F77_INT nb = octave::to_f77_int (b.rows ());

  F77_INT a_nc = octave::to_f77_int (a.cols ());
  F77_INT b_nc = octave::to_f77_int (b.cols ());

  if (n != a_nc || nb != b_nc)
    (*current_liboctave_error_handler) ("EIG requires square matrix");

  if (n != nb)
    (*current_liboctave_error_handler) ("EIG requires same size matrices");

  F77_INT info = 0;

  Matrix atmp = a;
  double *atmp_data = atmp.fortran_vec ();

  Matrix btmp = b;
  double *btmp_data = btmp.fortran_vec ();

  ColumnVector wr (n);
  double *pwr = wr.fortran_vec ();

  F77_INT lwork = -1;
  double dummy_work;

  F77_XFCN (dsygv, DSYGV, (1, F77_CONST_CHAR_ARG2 (calc_rev ? "V" : "N", 1),
                           F77_CONST_CHAR_ARG2 ("U", 1),
                           n, atmp_data, n,
                           btmp_data, n,
                           pwr, &dummy_work, lwork, info
                           F77_CHAR_ARG_LEN (1)
                           F77_CHAR_ARG_LEN (1)));

  if (info != 0)
    (*current_liboctave_error_handler) ("dsygv workspace query failed");

  lwork = static_cast<F77_INT> (dummy_work);
  Array<double> work (dim_vector (lwork, 1));
  double *pwork = work.fortran_vec ();

  F77_XFCN (dsygv, DSYGV, (1, F77_CONST_CHAR_ARG2 (calc_rev ? "V" : "N", 1),
                           F77_CONST_CHAR_ARG2 ("U", 1),
                           n, atmp_data, n,
                           btmp_data, n,
                           pwr, pwork, lwork, info
                           F77_CHAR_ARG_LEN (1)
                           F77_CHAR_ARG_LEN (1)));

  if (info < 0)
    (*current_liboctave_error_handler) ("unrecoverable error in dsygv");

  if (info > 0)
    (*current_liboctave_error_handler) ("dsygv failed to converge");

  m_lambda = ComplexColumnVector (wr);
  m_v = (calc_rev ? ComplexMatrix (atmp) : ComplexMatrix ());
  m_w = (calc_lev ? ComplexMatrix (atmp) : ComplexMatrix ());

  return info;
}

octave_idx_type
EIG::init (const ComplexMatrix& a, const ComplexMatrix& b, bool calc_rev,
           bool calc_lev, bool force_qz)
{
  if (a.any_element_is_inf_or_nan () || b.any_element_is_inf_or_nan ())
    (*current_liboctave_error_handler)
      ("EIG: matrix contains Inf or NaN values");

  F77_INT n = octave::to_f77_int (a.rows ());
  F77_INT nb = octave::to_f77_int (b.rows ());

  F77_INT a_nc = octave::to_f77_int (a.cols ());
  F77_INT b_nc = octave::to_f77_int (b.cols ());

  if (n != a_nc || nb != b_nc)
    (*current_liboctave_error_handler) ("EIG requires square matrix");

  if (n != nb)
    (*current_liboctave_error_handler) ("EIG requires same size matrices");

  F77_INT info = 0;

  ComplexMatrix tmp = b;
  Complex *tmp_data = tmp.fortran_vec ();

  if (! force_qz)
    {
      F77_XFCN (zpotrf, ZPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1),
                                 n, F77_DBLE_CMPLX_ARG (tmp_data), n,
                                 info
                                 F77_CHAR_ARG_LEN (1)));

      if (a.ishermitian () && b.ishermitian () && info == 0)
        return hermitian_init (a, b, calc_rev, calc_lev);
    }

  ComplexMatrix atmp = a;
  Complex *atmp_data = atmp.fortran_vec ();

  ComplexMatrix btmp = b;
  Complex *btmp_data = btmp.fortran_vec ();

  ComplexColumnVector alpha (n);
  Complex *palpha = alpha.fortran_vec ();

  ComplexColumnVector beta (n);
  Complex *pbeta = beta.fortran_vec ();

  F77_INT nvr = (calc_rev ? n : 0);
  ComplexMatrix vrtmp (nvr, nvr);
  Complex *pvr = vrtmp.fortran_vec ();

  F77_INT nvl = (calc_lev ? n : 0);
  ComplexMatrix vltmp (nvl, nvl);
  Complex *pvl = vltmp.fortran_vec ();

  F77_INT lwork = -1;
  Complex dummy_work;

  F77_INT lrwork = 8*n;
  Array<double> rwork (dim_vector (lrwork, 1));
  double *prwork = rwork.fortran_vec ();

  F77_XFCN (zggev, ZGGEV, (F77_CONST_CHAR_ARG2 (calc_lev ? "V" : "N", 1),
                           F77_CONST_CHAR_ARG2 (calc_rev ? "V" : "N", 1),
                           n, F77_DBLE_CMPLX_ARG (atmp_data), n,
                           F77_DBLE_CMPLX_ARG (btmp_data), n,
                           F77_DBLE_CMPLX_ARG (palpha),
                           F77_DBLE_CMPLX_ARG (pbeta),
                           F77_DBLE_CMPLX_ARG (pvl), n,
                           F77_DBLE_CMPLX_ARG (pvr), n,
                           F77_DBLE_CMPLX_ARG (&dummy_work), lwork, prwork,
                           info
                           F77_CHAR_ARG_LEN (1)
                           F77_CHAR_ARG_LEN (1)));

  if (info != 0)
    (*current_liboctave_error_handler) ("zggev workspace query failed");

  lwork = static_cast<F77_INT> (dummy_work.real ());
  Array<Complex> work (dim_vector (lwork, 1));
  Complex *pwork = work.fortran_vec ();

  F77_XFCN (zggev, ZGGEV, (F77_CONST_CHAR_ARG2 (calc_lev ? "V" : "N", 1),
                           F77_CONST_CHAR_ARG2 (calc_rev ? "V" : "N", 1),
                           n,  F77_DBLE_CMPLX_ARG (atmp_data), n,
                           F77_DBLE_CMPLX_ARG (btmp_data), n,
                           F77_DBLE_CMPLX_ARG (palpha),
                           F77_DBLE_CMPLX_ARG (pbeta),
                           F77_DBLE_CMPLX_ARG (pvl), n,
                           F77_DBLE_CMPLX_ARG (pvr), n,
                           F77_DBLE_CMPLX_ARG (pwork), lwork, prwork, info
                           F77_CHAR_ARG_LEN (1)
                           F77_CHAR_ARG_LEN (1)));

  if (info < 0)
    (*current_liboctave_error_handler) ("unrecoverable error in zggev");

  if (info > 0)
    (*current_liboctave_error_handler) ("zggev failed to converge");

  m_lambda.resize (n);

  for (F77_INT j = 0; j < n; j++)
    m_lambda.elem (j) = alpha.elem (j) / beta.elem (j);

  m_v = vrtmp;
  m_w = vltmp;

  return info;
}

octave_idx_type
EIG::hermitian_init (const ComplexMatrix& a, const ComplexMatrix& b,
                     bool calc_rev, bool calc_lev)
{
  F77_INT n = octave::to_f77_int (a.rows ());
  F77_INT nb = octave::to_f77_int (b.rows ());

  F77_INT a_nc = octave::to_f77_int (a.cols ());
  F77_INT b_nc = octave::to_f77_int (b.cols ());

  if (n != a_nc || nb != b_nc)
    (*current_liboctave_error_handler) ("EIG requires square matrix");

  if (n != nb)
    (*current_liboctave_error_handler) ("EIG requires same size matrices");

  F77_INT info = 0;

  ComplexMatrix atmp = a;
  Complex *atmp_data = atmp.fortran_vec ();

  ComplexMatrix btmp = b;
  Complex *btmp_data = btmp.fortran_vec ();

  ColumnVector wr (n);
  double *pwr = wr.fortran_vec ();

  F77_INT lwork = -1;
  Complex dummy_work;

  F77_INT lrwork = 3*n;
  Array<double> rwork (dim_vector (lrwork, 1));
  double *prwork = rwork.fortran_vec ();

  F77_XFCN (zhegv, ZHEGV, (1, F77_CONST_CHAR_ARG2 (calc_rev ? "V" : "N", 1),
                           F77_CONST_CHAR_ARG2 ("U", 1),
                           n, F77_DBLE_CMPLX_ARG (atmp_data), n,
                           F77_DBLE_CMPLX_ARG (btmp_data), n,
                           pwr, F77_DBLE_CMPLX_ARG (&dummy_work), lwork,
                           prwork, info
                           F77_CHAR_ARG_LEN (1)
                           F77_CHAR_ARG_LEN (1)));

  if (info != 0)
    (*current_liboctave_error_handler) ("zhegv workspace query failed");

  lwork = static_cast<F77_INT> (dummy_work.real ());
  Array<Complex> work (dim_vector (lwork, 1));
  Complex *pwork = work.fortran_vec ();

  F77_XFCN (zhegv, ZHEGV, (1, F77_CONST_CHAR_ARG2 (calc_rev ? "V" : "N", 1),
                           F77_CONST_CHAR_ARG2 ("U", 1),
                           n, F77_DBLE_CMPLX_ARG (atmp_data), n,
                           F77_DBLE_CMPLX_ARG (btmp_data), n,
                           pwr, F77_DBLE_CMPLX_ARG (pwork), lwork, prwork, info
                           F77_CHAR_ARG_LEN (1)
                           F77_CHAR_ARG_LEN (1)));

  if (info < 0)
    (*current_liboctave_error_handler) ("unrecoverable error in zhegv");

  if (info > 0)
    (*current_liboctave_error_handler) ("zhegv failed to converge");

  m_lambda = ComplexColumnVector (wr);
  m_v = (calc_rev ? ComplexMatrix (atmp) : ComplexMatrix ());
  m_w = (calc_lev ? ComplexMatrix (atmp) : ComplexMatrix ());

  return info;
}