view libinterp/corefcn/ordschur.cc @ 29654:d13d090cb03a stable

use std::size_t and std::ptrdiff_t in C++ code (bug #60471) Files affected: make_int.cc, file-editor-tab.cc, octave-qscintilla.cc, Cell.cc, Cell.h, call-stack.cc, call-stack.h, cellfun.cc, data.cc, debug.cc, dlmread.cc, error.cc, event-queue.h, fcn-info.cc, fcn-info.h, file-io.cc, ft-text-renderer.cc, gl2ps-print.cc, graphics.cc, graphics.in.h, help.cc, hex2num.cc, input.cc, latex-text-renderer.cc, load-path.cc, load-save.cc, load-save.h, ls-hdf5.cc, ls-mat-ascii.cc, ls-mat5.cc, ls-oct-text.cc, mex.cc, mexproto.h, mxarray.h, oct-map.cc, oct-stream.cc, oct-stream.h, pager.cc, pager.h, pr-output.cc, regexp.cc, settings.h, stack-frame.cc, stack-frame.h, strfns.cc, syminfo.cc, symrec.h, symscope.cc, symscope.h, symtab.cc, sysdep.cc, toplev.cc, utils.cc, utils.h, variables.cc, __fltk_uigetfile__.cc, __init_fltk__.cc, audioread.cc, gzip.cc, cdef-class.cc, cdef-manager.cc, cdef-method.cc, cdef-object.cc, cdef-object.h, ov-base-diag.cc, ov-base-diag.h, ov-base-mat.cc, ov-base-mat.h, ov-base-scalar.cc, ov-base-scalar.h, ov-base-sparse.h, ov-base.cc, ov-base.h, ov-cell.cc, ov-cell.h, ov-ch-mat.cc, ov-class.cc, ov-class.h, ov-classdef.cc, ov-fcn-handle.cc, ov-java.cc, ov-lazy-idx.h, ov-perm.cc, ov-perm.h, ov-range.h, ov-str-mat.cc, ov-struct.cc, ov-struct.h, ov-usr-fcn.cc, ov-usr-fcn.h, ov.cc, ov.h, ovl.cc, octave.cc, bp-table.cc, jit-ir.cc, jit-ir.h, jit-typeinfo.cc, jit-typeinfo.h, jit-util.h, lex.h, lex.ll, oct-lvalue.cc, oct-parse.yy, parse.h, profiler.h, pt-eval.cc, pt-eval.h, pt-jit.cc, pt-jit.h, pt-pr-code.cc, pt-tm-const.cc, pt-tm-const.h, Array.h, CMatrix.cc, DiagArray2.h, PermMatrix.h, Sparse.h, dMatrix.cc, fCMatrix.cc, fMatrix.cc, bsxfun-defs.cc, oct-fftw.cc, oct-fftw.h, randpoisson.cc, sparse-chol.cc, mx-inlines.cc, file-ops.cc, lo-sysdep.cc, oct-env.cc, oct-time.cc, action-container.cc, action-container.h, base-list.h, caseless-str.h, cmd-edit.cc, cmd-hist.cc, data-conv.cc, data-conv.h, f77-fcn.h, file-info.cc, file-info.h, kpse.cc, kpse.h, lo-cutils.h, lo-hash.h, lo-regexp.cc, oct-base64.cc, oct-base64.h, oct-binmap.h, oct-glob.cc, oct-shlib.cc, oct-shlib.h, oct-sort.cc, oct-sparse.h, oct-string.cc, quit.cc, unwind-prot.h, url-transfer.cc, main.in.cc, mkoctfile.in.cc, and shared-fcns.h. (grafted from aef11bb4e6d1f303ad9de5688fcb7244ef48867e)
author John W. Eaton <jwe@octave.org>
date Wed, 28 Apr 2021 22:57:42 -0400
parents 0a5b15007766
children 7854d5752dd2
line wrap: on
line source

////////////////////////////////////////////////////////////////////////
//
// Copyright (C) 2016-2021 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 "defun.h"
#include "error.h"
#include "lo-lapack-proto.h"
#include "ovl.h"

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}
@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 = octave::to_f77_int (sel_n);
  Array<F77_INT> sel (dim_vector (n, 1));
  for (F77_INT i = 0; i < n; i++)
    sel.xelem (i) = octave::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")));

*/