Mercurial > jwe > octave
view libinterp/corefcn/qz.cc @ 21100:e39e05d90788
Switch gripe_XXX to either err_XXX or warn_XXX naming scheme.
* libinterp/corefcn/errwarn.h, libinterp/corefcn/errwarn.cc: New header and .cc
file with common errors and warnings for libinterp.
* libinterp/corefcn/module.mk: Add errwarn.h, errwarn.cc to build system.
* liboctave/util/lo-array-errwarn.h, liboctave/util/lo-array-errwarn.cc: New
header and .cc file with common errors and warnings for liboctave.
* liboctave/util/module.mk: Add lo-array-errwarn.h, lo-array-errwarn.cc to
build system.
* lo-array-gripes.h: #include "lo-array-errwarn.h" for access to class
index_exception. Remove const char *error_id_XXX prototypes.
* lo-array-gripes.cc: Remove const char *error_id_XXX initializations.
Remove index_exception method definitions.
* Cell.cc, __pchip_deriv__.cc, __qp__.cc, balance.cc, betainc.cc, cellfun.cc,
daspk.cc, dasrt.cc, dassl.cc, data.cc, debug.cc, defaults.cc, det.cc,
dirfns.cc, eig.cc, fft.cc, fft2.cc, fftn.cc, find.cc, gammainc.cc, gcd.cc,
getgrent.cc, getpwent.cc, graphics.in.h, help.cc, hess.cc, hex2num.cc,
input.cc, inv.cc, jit-typeinfo.cc, load-save.cc, lookup.cc, ls-hdf5.cc,
ls-mat-ascii.cc, ls-mat4.cc, ls-mat5.cc, ls-oct-binary.cc, ls-oct-text.cc,
lsode.cc, lu.cc, luinc.cc, max.cc, mgorth.cc, oct-hist.cc, oct-procbuf.cc,
oct-stream.cc, oct.h, pager.cc, pinv.cc, pr-output.cc, quad.cc, qz.cc, rand.cc,
rcond.cc, regexp.cc, schur.cc, sparse-xdiv.cc, sparse-xpow.cc, sparse.cc,
spparms.cc, sqrtm.cc, str2double.cc, strfind.cc, strfns.cc, sub2ind.cc, svd.cc,
sylvester.cc, syscalls.cc, typecast.cc, utils.cc, variables.cc, xdiv.cc,
xnorm.cc, xpow.cc, __eigs__.cc, __glpk__.cc, __magick_read__.cc,
__osmesa_print__.cc, audiodevinfo.cc, audioread.cc, chol.cc, dmperm.cc,
fftw.cc, qr.cc, symbfact.cc, symrcm.cc, ov-base-diag.cc, ov-base-int.cc,
ov-base-mat.cc, ov-base-scalar.cc, ov-base-sparse.cc, ov-base.cc,
ov-bool-mat.cc, ov-bool-sparse.cc, ov-bool.cc, ov-builtin.cc, ov-cell.cc,
ov-ch-mat.cc, ov-class.cc, ov-complex.cc, ov-complex.h, ov-cs-list.cc,
ov-cx-diag.cc, ov-cx-mat.cc, ov-cx-sparse.cc, ov-fcn-handle.cc,
ov-fcn-inline.cc, ov-float.cc, ov-float.h, ov-flt-complex.cc, ov-flt-complex.h,
ov-flt-cx-diag.cc, ov-flt-cx-mat.cc, ov-flt-re-mat.cc, ov-int16.cc,
ov-int32.cc, ov-int64.cc, ov-int8.cc, ov-intx.h, ov-mex-fcn.cc, ov-perm.cc,
ov-range.cc, ov-re-mat.cc, ov-re-sparse.cc, ov-scalar.cc, ov-scalar.h,
ov-str-mat.cc, ov-struct.cc, ov-type-conv.h, ov-uint16.cc, ov-uint32.cc,
ov-uint64.cc, ov-uint8.cc, ov-usr-fcn.cc, ov.cc, op-b-b.cc, op-b-bm.cc,
op-b-sbm.cc, op-bm-b.cc, op-bm-bm.cc, op-bm-sbm.cc, op-cdm-cdm.cc, op-cell.cc,
op-chm.cc, op-class.cc, op-cm-cm.cc, op-cm-cs.cc, op-cm-m.cc, op-cm-s.cc,
op-cm-scm.cc, op-cm-sm.cc, op-cs-cm.cc, op-cs-cs.cc, op-cs-m.cc, op-cs-s.cc,
op-cs-scm.cc, op-cs-sm.cc, op-dm-dm.cc, op-dm-scm.cc, op-dm-sm.cc,
op-dms-template.cc, op-double-conv.cc, op-fcdm-fcdm.cc, op-fcdm-fdm.cc,
op-fcm-fcm.cc, op-fcm-fcs.cc, op-fcm-fm.cc, op-fcm-fs.cc, op-fcn.cc,
op-fcs-fcm.cc, op-fcs-fcs.cc, op-fcs-fm.cc, op-fcs-fs.cc, op-fdm-fdm.cc,
op-float-conv.cc, op-fm-fcm.cc, op-fm-fcs.cc, op-fm-fm.cc, op-fm-fs.cc,
op-fs-fcm.cc, op-fs-fcs.cc, op-fs-fm.cc, op-fs-fs.cc, op-i16-i16.cc,
op-i32-i32.cc, op-i64-i64.cc, op-i8-i8.cc, op-int-concat.cc, op-int-conv.cc,
op-int.h, op-m-cm.cc, op-m-cs.cc, op-m-m.cc, op-m-s.cc, op-m-scm.cc,
op-m-sm.cc, op-pm-pm.cc, op-pm-scm.cc, op-pm-sm.cc, op-range.cc, op-s-cm.cc,
op-s-cs.cc, op-s-m.cc, op-s-s.cc, op-s-scm.cc, op-s-sm.cc, op-sbm-b.cc,
op-sbm-bm.cc, op-sbm-sbm.cc, op-scm-cm.cc, op-scm-cs.cc, op-scm-m.cc,
op-scm-s.cc, op-scm-scm.cc, op-scm-sm.cc, op-sm-cm.cc, op-sm-cs.cc, op-sm-m.cc,
op-sm-s.cc, op-sm-scm.cc, op-sm-sm.cc, op-str-m.cc, op-str-s.cc, op-str-str.cc,
op-struct.cc, op-ui16-ui16.cc, op-ui32-ui32.cc, op-ui64-ui64.cc, op-ui8-ui8.cc,
ops.h, lex.ll, pt-assign.cc, pt-eval.cc, pt-idx.cc, pt-loop.cc, pt-mat.cc,
pt-stmt.cc, Array-util.cc, Array-util.h, Array.cc, CColVector.cc,
CDiagMatrix.cc, CMatrix.cc, CNDArray.cc, CRowVector.cc, CSparse.cc,
DiagArray2.cc, MDiagArray2.cc, MSparse.cc, PermMatrix.cc, Range.cc, Sparse.cc,
dColVector.cc, dDiagMatrix.cc, dMatrix.cc, dNDArray.cc, dRowVector.cc,
dSparse.cc, fCColVector.cc, fCDiagMatrix.cc, fCMatrix.cc, fCNDArray.cc,
fCRowVector.cc, fColVector.cc, fDiagMatrix.cc, fMatrix.cc, fNDArray.cc,
fRowVector.cc, idx-vector.cc, CmplxGEPBAL.cc, dbleGEPBAL.cc, fCmplxGEPBAL.cc,
floatGEPBAL.cc, Sparse-diag-op-defs.h, Sparse-op-defs.h, Sparse-perm-op-defs.h,
mx-inlines.cc, mx-op-defs.h, oct-binmap.h:
Replace 'include "gripes.h"' with 'include "errwarn.h". Change all gripe_XXX
to err_XXX or warn_XXX or errwarn_XXX.
author | Rik <rik@octave.org> |
---|---|
date | Mon, 18 Jan 2016 18:28:06 -0800 |
parents | 6176560b03d9 |
children | 3d0d84305600 |
line wrap: on
line source
/* Copyright (C) 1998-2015 A. S. Hodel 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/>. */ // Generalized eigenvalue balancing via LAPACK // Author: A. S. Hodel <scotte@eng.auburn.edu> #undef DEBUG #undef DEBUG_SORT #undef DEBUG_EIG #ifdef HAVE_CONFIG_H #include <config.h> #endif #include <cfloat> #include <iostream> #include <iomanip> #include "CmplxQRP.h" #include "CmplxQR.h" #include "dbleQR.h" #include "f77-fcn.h" #include "lo-math.h" #include "quit.h" #include "defun.h" #include "error.h" #include "errwarn.h" #include "ovl.h" #include "oct-map.h" #include "ov.h" #include "pager.h" #if defined (DEBUG) || defined (DEBUG_SORT) #include "pr-output.h" #endif #include "symtab.h" #include "utils.h" #include "variables.h" typedef octave_idx_type (*sort_function) (const octave_idx_type& LSIZE, const double& ALPHA, const double& BETA, const double& S, const double& P); extern "C" { F77_RET_T F77_FUNC (dggbal, DGGBAL) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type& N, double* A, const octave_idx_type& LDA, double* B, const octave_idx_type& LDB, octave_idx_type& ILO, octave_idx_type& IHI, double* LSCALE, double* RSCALE, double* WORK, octave_idx_type& INFO F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (zggbal, ZGGBAL) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type& N, Complex* A, const octave_idx_type& LDA, Complex* B, const octave_idx_type& LDB, octave_idx_type& ILO, octave_idx_type& IHI, double* LSCALE, double* RSCALE, double* WORK, octave_idx_type& INFO F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (dggbak, DGGBAK) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, const octave_idx_type& N, const octave_idx_type& ILO, const octave_idx_type& IHI, const double* LSCALE, const double* RSCALE, octave_idx_type& M, double* V, const octave_idx_type& LDV, octave_idx_type& INFO F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (zggbak, ZGGBAK) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, const octave_idx_type& N, const octave_idx_type& ILO, const octave_idx_type& IHI, const double* LSCALE, const double* RSCALE, octave_idx_type& M, Complex* V, const octave_idx_type& LDV, octave_idx_type& INFO F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (dgghrd, DGGHRD) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, const octave_idx_type& N, const octave_idx_type& ILO, const octave_idx_type& IHI, double* A, const octave_idx_type& LDA, double* B, const octave_idx_type& LDB, double* Q, const octave_idx_type& LDQ, double* Z, const octave_idx_type& LDZ, octave_idx_type& INFO F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (zgghrd, ZGGHRD) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, const octave_idx_type& N, const octave_idx_type& ILO, const octave_idx_type& IHI, Complex* A, const octave_idx_type& LDA, Complex* B, const octave_idx_type& LDB, Complex* Q, const octave_idx_type& LDQ, Complex* Z, const octave_idx_type& LDZ, octave_idx_type& INFO F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (dhgeqz, DHGEQZ) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, const octave_idx_type& N, const octave_idx_type& ILO, const octave_idx_type& IHI, double* A, const octave_idx_type& LDA, double* B, const octave_idx_type& LDB, double* ALPHAR, double* ALPHAI, double* BETA, double* Q, const octave_idx_type& LDQ, double* Z, const octave_idx_type& LDZ, double* WORK, const octave_idx_type& LWORK, octave_idx_type& INFO F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (zhgeqz, ZHGEQZ) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, const octave_idx_type& N, const octave_idx_type& ILO, const octave_idx_type& IHI, Complex* A, const octave_idx_type& LDA, Complex* B, const octave_idx_type& LDB, Complex* ALPHA, Complex* BETA, Complex* CQ, const octave_idx_type& LDQ, Complex* CZ, const octave_idx_type& LDZ, Complex* WORK, const octave_idx_type& LWORK, double* RWORK, octave_idx_type& INFO F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (dlag2, DLAG2) (const double* A, const octave_idx_type& LDA, const double* B, const octave_idx_type& LDB, const double& SAFMIN, double& SCALE1, double& SCALE2, double& WR1, double& WR2, double& WI); // Van Dooren's code (netlib.org: toms/590) for reordering // GEP. Only processes Z, not Q. F77_RET_T F77_FUNC (dsubsp, DSUBSP) (const octave_idx_type& NMAX, const octave_idx_type& N, double* A, double* B, double* Z, sort_function, const double& EPS, octave_idx_type& NDIM, octave_idx_type& FAIL, octave_idx_type* IND); // Documentation for DTGEVC incorrectly states that VR, VL are // complex*16; they are declared in DTGEVC as double precision // (probably a cut and paste problem fro ZTGEVC). F77_RET_T F77_FUNC (dtgevc, DTGEVC) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, octave_idx_type* SELECT, const octave_idx_type& N, double* A, const octave_idx_type& LDA, double* B, const octave_idx_type& LDB, double* VL, const octave_idx_type& LDVL, double* VR, const octave_idx_type& LDVR, const octave_idx_type& MM, octave_idx_type& M, double* WORK, octave_idx_type& INFO F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (ztgevc, ZTGEVC) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, octave_idx_type* SELECT, const octave_idx_type& N, const Complex* A, const octave_idx_type& LDA,const Complex* B, const octave_idx_type& LDB, Complex* xVL, const octave_idx_type& LDVL, Complex* xVR, const octave_idx_type& LDVR, const octave_idx_type& MM, octave_idx_type& M, Complex* CWORK, double* RWORK, octave_idx_type& INFO F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (xdlamch, XDLAMCH) (F77_CONST_CHAR_ARG_DECL, double& retval F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (xdlange, XDLANGE) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, const octave_idx_type&, const double*, const octave_idx_type&, double*, double& F77_CHAR_ARG_LEN_DECL); } // fcrhp, fin, fout, folhp: // routines for ordering of generalized eigenvalues // return 1 if test is passed, 0 otherwise // fin: |lambda| < 1 // fout: |lambda| >= 1 // fcrhp: real(lambda) >= 0 // folhp: real(lambda) < 0 static octave_idx_type fcrhp (const octave_idx_type& lsize, const double& alpha, const double& beta, const double& s, const double&) { if (lsize == 1) return (alpha * beta >= 0 ? 1 : -1); else return (s >= 0 ? 1 : -1); } static octave_idx_type fin (const octave_idx_type& lsize, const double& alpha, const double& beta, const double&, const double& p) { octave_idx_type retval; if (lsize == 1) retval = (fabs (alpha) < fabs (beta) ? 1 : -1); else retval = (fabs (p) < 1 ? 1 : -1); #ifdef DEBUG std::cout << "qz: fin: retval=" << retval << std::endl; #endif return retval; } static octave_idx_type folhp (const octave_idx_type& lsize, const double& alpha, const double& beta, const double& s, const double&) { if (lsize == 1) return (alpha * beta < 0 ? 1 : -1); else return (s < 0 ? 1 : -1); } static octave_idx_type fout (const octave_idx_type& lsize, const double& alpha, const double& beta, const double&, const double& p) { if (lsize == 1) return (fabs (alpha) >= fabs (beta) ? 1 : -1); else return (fabs (p) >= 1 ? 1 : -1); } //FIXME: Matlab does not produce lambda as the first output argument. // Compatibility problem? DEFUN (qz, args, nargout, "-*- texinfo -*-\n\ @deftypefn {} {@var{lambda} =} qz (@var{A}, @var{B})\n\ @deftypefnx {} {@var{lambda} =} qz (@var{A}, @var{B}, @var{opt})\n\ QZ@tie{}decomposition of the generalized eigenvalue problem\n\ (@math{A x = s B x}).\n\ \n\ There are three ways to call this function:\n\ @enumerate\n\ @item @code{@var{lambda} = qz (@var{A}, @var{B})}\n\ \n\ Computes the generalized eigenvalues\n\ @tex\n\ $\\lambda$\n\ @end tex\n\ @ifnottex\n\ @var{lambda}\n\ @end ifnottex\n\ of @math{(A - s B)}.\n\ \n\ @item @code{[AA, BB, Q, Z, V, W, @var{lambda}] = qz (@var{A}, @var{B})}\n\ \n\ Computes QZ@tie{}decomposition, generalized eigenvectors, and generalized\n\ eigenvalues of @math{(A - s B)}\n\ @tex\n\ $$ AV = BV{ \\rm diag }(\\lambda) $$\n\ $$ W^T A = { \\rm diag }(\\lambda)W^T B $$\n\ $$ AA = Q^T AZ, BB = Q^T BZ $$\n\ @end tex\n\ @ifnottex\n\ \n\ @example\n\ @group\n\ \n\ A * V = B * V * diag (@var{lambda})\n\ W' * A = diag (@var{lambda}) * W' * B\n\ AA = Q * A * Z, BB = Q * B * Z\n\ \n\ @end group\n\ @end example\n\ \n\ @end ifnottex\n\ with @var{Q} and @var{Z} orthogonal (unitary)= @var{I}\n\ \n\ @item @code{[AA,BB,Z@{, @var{lambda}@}] = qz (@var{A}, @var{B}, @var{opt})}\n\ \n\ As in form [2], but allows ordering of generalized eigenpairs for, e.g.,\n\ solution of discrete time algebraic Riccati equations. Form 3 is not\n\ available for complex matrices, and does not compute the generalized\n\ eigenvectors @var{V}, @var{W}, nor the orthogonal matrix @var{Q}.\n\ \n\ @table @var\n\ @item opt\n\ for ordering eigenvalues of the @nospell{GEP} pencil. The leading block of\n\ the revised pencil contains all eigenvalues that satisfy:\n\ \n\ @table @asis\n\ @item @qcode{\"N\"}\n\ = unordered (default)\n\ \n\ @item @qcode{\"S\"}\n\ = small: leading block has all |lambda| @leq{} 1\n\ \n\ @item @qcode{\"B\"}\n\ = big: leading block has all |lambda| @geq{} 1\n\ \n\ @item @qcode{\"-\"}\n\ = negative real part: leading block has all eigenvalues\n\ in the open left half-plane\n\ \n\ @item @qcode{\"+\"}\n\ = non-negative real part: leading block has all eigenvalues\n\ in the closed right half-plane\n\ @end table\n\ @end table\n\ @end enumerate\n\ \n\ Note: @code{qz} performs permutation balancing, but not scaling\n\ (@pxref{XREFbalance}). The order of output arguments was selected for\n\ compatibility with @sc{matlab}.\n\ @seealso{eig, balance, lu, chol, hess, qr, qzhess, schur, svd}\n\ @end deftypefn") { int nargin = args.length (); #ifdef DEBUG std::cout << "qz: nargin = " << nargin << ", nargout = " << nargout << std::endl; #endif if (nargin < 2 || nargin > 3 || nargout > 7) print_usage (); if (nargin == 3 && (nargout < 3 || nargout > 4)) error ("qz: invalid number of output arguments for form [3] call"); #ifdef DEBUG std::cout << "qz: determine ordering option" << std::endl; #endif // Determine ordering option. volatile char ord_job = 0; static double safmin; if (nargin == 2) ord_job = 'N'; else { std::string tmp = args(2).xstring_value ("qz: OPT must be a string"); if (! tmp.empty ()) ord_job = tmp[0]; if (! (ord_job == 'N' || ord_job == 'n' || ord_job == 'S' || ord_job == 's' || ord_job == 'B' || ord_job == 'b' || ord_job == '+' || ord_job == '-')) error ("qz: invalid order option"); // overflow constant required by dlag2 F77_FUNC (xdlamch, XDLAMCH) (F77_CONST_CHAR_ARG2 ("S", 1), safmin F77_CHAR_ARG_LEN (1)); #ifdef DEBUG_EIG std::cout << "qz: initial value of safmin=" << setiosflags (std::ios::scientific) << safmin << std::endl; #endif // Some machines (e.g., DEC alpha) get safmin = 0; // for these, use eps instead to avoid problems in dlag2. if (safmin == 0) { #ifdef DEBUG_EIG std::cout << "qz: DANGER WILL ROBINSON: safmin is 0!" << std::endl; #endif F77_FUNC (xdlamch, XDLAMCH) (F77_CONST_CHAR_ARG2 ("E", 1), safmin F77_CHAR_ARG_LEN (1)); #ifdef DEBUG_EIG std::cout << "qz: safmin set to " << setiosflags (std::ios::scientific) << safmin << std::endl; #endif } } #ifdef DEBUG std::cout << "qz: check argument 1" << std::endl; #endif // Argument 1: check if it's o.k. dimensioned. octave_idx_type nn = args(0).rows (); #ifdef DEBUG std::cout << "argument 1 dimensions: (" << nn << "," << args(0).columns () << ")" << std::endl; #endif octave_value_list retval; int arg_is_empty = empty_arg ("qz", nn, args(0).columns ()); if (arg_is_empty < 0) { warn_empty_arg ("qz: parameter 1"); return retval; } else if (arg_is_empty > 0) { warn_empty_arg ("qz: parameter 1; continuing"); return octave_value_list (2, Matrix ()); } else if (args(0).columns () != nn) err_square_matrix_required ("qz"); // Argument 1: dimensions look good; get the value. Matrix aa; ComplexMatrix caa; if (args(0).is_complex_type ()) caa = args(0).complex_matrix_value (); else aa = args(0).matrix_value (); #ifdef DEBUG std::cout << "qz: check argument 2" << std::endl; #endif // Extract argument 2 (bb, or cbb if complex). if ((nn != args(1).columns ()) || (nn != args(1).rows ())) err_nonconformant (); Matrix bb; ComplexMatrix cbb; if (args(1).is_complex_type ()) cbb = args(1).complex_matrix_value (); else bb = args(1).matrix_value (); // Both matrices loaded, now let's check what kind of arithmetic: // declared volatile to avoid compiler warnings about long jumps, // vforks. volatile int complex_case = (args(0).is_complex_type () || args(1).is_complex_type ()); if (nargin == 3 && complex_case) error ("qz: cannot re-order complex qz decomposition"); // First, declare variables used in both the real and complex case. Matrix QQ(nn,nn), ZZ(nn,nn), VR(nn,nn), VL(nn,nn); RowVector alphar(nn), alphai(nn), betar(nn); ComplexRowVector xalpha(nn), xbeta(nn); ComplexMatrix CQ(nn,nn), CZ(nn,nn), CVR(nn,nn), CVL(nn,nn); octave_idx_type ilo, ihi, info; char compq = (nargout >= 3 ? 'V' : 'N'); char compz = ((nargout >= 4 || nargin == 3)? 'V' : 'N'); // Initialize Q, Z to identity if we need either of them. if (compq == 'V' || compz == 'V') for (octave_idx_type ii = 0; ii < nn; ii++) for (octave_idx_type jj = 0; jj < nn; jj++) { OCTAVE_QUIT; QQ(ii,jj) = ZZ(ii,jj) = (ii == jj ? 1.0 : 0.0); } // Always perform permutation balancing. const char bal_job = 'P'; RowVector lscale (nn), rscale (nn), work (6 * nn), rwork (nn); if (complex_case) { #ifdef DEBUG if (compq == 'V') std::cout << "qz: performing balancing; CQ=" << std::endl << CQ << std::endl; #endif if (args(0).is_real_type ()) caa = ComplexMatrix (aa); if (args(1).is_real_type ()) cbb = ComplexMatrix (bb); if (compq == 'V') CQ = ComplexMatrix (QQ); if (compz == 'V') CZ = ComplexMatrix (ZZ); F77_XFCN (zggbal, ZGGBAL, (F77_CONST_CHAR_ARG2 (&bal_job, 1), nn, caa.fortran_vec (), nn, cbb.fortran_vec (), nn, ilo, ihi, lscale.fortran_vec (), rscale.fortran_vec (), work.fortran_vec (), info F77_CHAR_ARG_LEN (1))); } else { #ifdef DEBUG if (compq == 'V') std::cout << "qz: performing balancing; QQ=" << std::endl << QQ << std::endl; #endif F77_XFCN (dggbal, DGGBAL, (F77_CONST_CHAR_ARG2 (&bal_job, 1), nn, aa.fortran_vec (), nn, bb.fortran_vec (), nn, ilo, ihi, lscale.fortran_vec (), rscale.fortran_vec (), work.fortran_vec (), info F77_CHAR_ARG_LEN (1))); } // Since we just want the balancing matrices, we can use dggbal // for both the real and complex cases; left first #if 0 if (compq == 'V') { F77_XFCN (dggbak, DGGBAK, (F77_CONST_CHAR_ARG2 (&bal_job, 1), F77_CONST_CHAR_ARG2 ("L", 1), nn, ilo, ihi, lscale.data (), rscale.data (), nn, QQ.fortran_vec (), nn, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); #ifdef DEBUG if (compq == 'V') std::cout << "qz: balancing done; QQ=" << std::endl << QQ << std::endl; #endif } // then right if (compz == 'V') { F77_XFCN (dggbak, DGGBAK, (F77_CONST_CHAR_ARG2 (&bal_job, 1), F77_CONST_CHAR_ARG2 ("R", 1), nn, ilo, ihi, lscale.data (), rscale.data (), nn, ZZ.fortran_vec (), nn, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); #ifdef DEBUG if (compz == 'V') std::cout << "qz: balancing done; ZZ=" << std::endl << ZZ << std::endl; #endif } #endif static char qz_job; qz_job = (nargout < 2 ? 'E' : 'S'); if (complex_case) { // Complex case. // The QR decomposition of cbb. ComplexQR cbqr (cbb); // The R matrix of QR decomposition for cbb. cbb = cbqr.R (); // (Q*)caa for following work. caa = (cbqr.Q ().hermitian ()) * caa; CQ = CQ * cbqr.Q (); F77_XFCN (zgghrd, ZGGHRD, (F77_CONST_CHAR_ARG2 (&compq, 1), F77_CONST_CHAR_ARG2 (&compz, 1), nn, ilo, ihi, caa.fortran_vec (), nn, cbb.fortran_vec (), nn, CQ.fortran_vec (), nn, CZ.fortran_vec (), nn, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); ComplexRowVector cwork (1 * nn); F77_XFCN (zhgeqz, ZHGEQZ, (F77_CONST_CHAR_ARG2 (&qz_job, 1), F77_CONST_CHAR_ARG2 (&compq, 1), F77_CONST_CHAR_ARG2 (&compz, 1), nn, ilo, ihi, caa.fortran_vec (), nn, cbb.fortran_vec (),nn, xalpha.fortran_vec (), xbeta.fortran_vec (), CQ.fortran_vec (), nn, CZ.fortran_vec (), nn, cwork.fortran_vec (), nn, rwork.fortran_vec (), info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (compq == 'V') { // Left eigenvector. F77_XFCN (zggbak, ZGGBAK, (F77_CONST_CHAR_ARG2 (&bal_job, 1), F77_CONST_CHAR_ARG2 ("L", 1), nn, ilo, ihi, lscale.data (), rscale.data (), nn, CQ.fortran_vec (), nn, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); } // Right eigenvector. if (compz == 'V') { F77_XFCN (zggbak, ZGGBAK, (F77_CONST_CHAR_ARG2 (&bal_job, 1), F77_CONST_CHAR_ARG2 ("R", 1), nn, ilo, ihi, lscale.data (), rscale.data (), nn, CZ.fortran_vec (), nn, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); } } else { #ifdef DEBUG std::cout << "qz: peforming qr decomposition of bb" << std::endl; #endif // Compute the QR factorization of bb. QR bqr (bb); #ifdef DEBUG std::cout << "qz: qr (bb) done; now peforming qz decomposition" << std::endl; #endif bb = bqr.R (); #ifdef DEBUG std::cout << "qz: extracted bb" << std::endl; #endif aa = (bqr.Q ()).transpose () * aa; #ifdef DEBUG std::cout << "qz: updated aa " << std::endl; std::cout << "bqr.Q () = " << std::endl << bqr.Q () << std::endl; if (compq == 'V') std::cout << "QQ =" << QQ << std::endl; #endif if (compq == 'V') QQ = QQ * bqr.Q (); #ifdef DEBUG std::cout << "qz: precursors done..." << std::endl; #endif #ifdef DEBUG std::cout << "qz: compq = " << compq << ", compz = " << compz << std::endl; #endif // Reduce to generalized hessenberg form. F77_XFCN (dgghrd, DGGHRD, (F77_CONST_CHAR_ARG2 (&compq, 1), F77_CONST_CHAR_ARG2 (&compz, 1), nn, ilo, ihi, aa.fortran_vec (), nn, bb.fortran_vec (), nn, QQ.fortran_vec (), nn, ZZ.fortran_vec (), nn, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); // Check if just computing generalized eigenvalues or if we're // actually computing the decomposition. // Reduce to generalized Schur form. F77_XFCN (dhgeqz, DHGEQZ, (F77_CONST_CHAR_ARG2 (&qz_job, 1), F77_CONST_CHAR_ARG2 (&compq, 1), F77_CONST_CHAR_ARG2 (&compz, 1), nn, ilo, ihi, aa.fortran_vec (), nn, bb.fortran_vec (), nn, alphar.fortran_vec (), alphai.fortran_vec (), betar.fortran_vec (), QQ.fortran_vec (), nn, ZZ.fortran_vec (), nn, work.fortran_vec (), nn, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (compq == 'V') { F77_XFCN (dggbak, DGGBAK, (F77_CONST_CHAR_ARG2 (&bal_job, 1), F77_CONST_CHAR_ARG2 ("L", 1), nn, ilo, ihi, lscale.data (), rscale.data (), nn, QQ.fortran_vec (), nn, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); #ifdef DEBUG if (compq == 'V') std::cout << "qz: balancing done; QQ=" << std::endl << QQ << std::endl; #endif } // then right if (compz == 'V') { F77_XFCN (dggbak, DGGBAK, (F77_CONST_CHAR_ARG2 (&bal_job, 1), F77_CONST_CHAR_ARG2 ("R", 1), nn, ilo, ihi, lscale.data (), rscale.data (), nn, ZZ.fortran_vec (), nn, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); #ifdef DEBUG if (compz == 'V') std::cout << "qz: balancing done; ZZ=" << std::endl << ZZ << std::endl; #endif } } // Order the QZ decomposition? if (! (ord_job == 'N' || ord_job == 'n')) { if (complex_case) // Probably not needed, but better be safe. error ("qz: cannot re-order complex qz decomposition"); #ifdef DEBUG_SORT std::cout << "qz: ordering eigenvalues: ord_job = " << ord_job << std::endl; #endif // Declared static to avoid vfork/long jump compiler complaints. static sort_function sort_test; sort_test = 0; switch (ord_job) { case 'S': case 's': sort_test = &fin; break; case 'B': case 'b': sort_test = &fout; break; case '+': sort_test = &fcrhp; break; case '-': sort_test = &folhp; break; default: // Invalid order option (should never happen, since we // checked the options at the top). panic_impossible (); break; } octave_idx_type ndim, fail; double inf_norm; F77_XFCN (xdlange, XDLANGE, (F77_CONST_CHAR_ARG2 ("I", 1), nn, nn, aa.data (), nn, work.fortran_vec (), inf_norm F77_CHAR_ARG_LEN (1))); double eps = std::numeric_limits<double>::epsilon () * inf_norm * nn; #ifdef DEBUG_SORT std::cout << "qz: calling dsubsp: aa=" << std::endl; octave_print_internal (std::cout, aa, 0); std::cout << std::endl << "bb=" << std::endl; octave_print_internal (std::cout, bb, 0); if (compz == 'V') { std::cout << std::endl << "ZZ=" << std::endl; octave_print_internal (std::cout, ZZ, 0); } std::cout << std::endl; std::cout << "alphar = " << std::endl; octave_print_internal (std::cout, (Matrix) alphar, 0); std::cout << std::endl << "alphai = " << std::endl; octave_print_internal (std::cout, (Matrix) alphai, 0); std::cout << std::endl << "beta = " << std::endl; octave_print_internal (std::cout, (Matrix) betar, 0); std::cout << std::endl; #endif Array<octave_idx_type> ind (dim_vector (nn, 1)); F77_XFCN (dsubsp, DSUBSP, (nn, nn, aa.fortran_vec (), bb.fortran_vec (), ZZ.fortran_vec (), sort_test, eps, ndim, fail, ind.fortran_vec ())); #ifdef DEBUG std::cout << "qz: back from dsubsp: aa=" << std::endl; octave_print_internal (std::cout, aa, 0); std::cout << std::endl << "bb=" << std::endl; octave_print_internal (std::cout, bb, 0); if (compz == 'V') { std::cout << std::endl << "ZZ=" << std::endl; octave_print_internal (std::cout, ZZ, 0); } std::cout << std::endl; #endif // Manually update alphar, alphai, betar. static int jj; jj = 0; while (jj < nn) { #ifdef DEBUG_EIG std::cout << "computing gen eig #" << jj << std::endl; #endif // Number of zeros in this block. static int zcnt; if (jj == (nn-1)) zcnt = 1; else if (aa(jj+1,jj) == 0) zcnt = 1; else zcnt = 2; if (zcnt == 1) { // Real zero. #ifdef DEBUG_EIG std::cout << " single gen eig:" << std::endl; std::cout << " alphar(" << jj << ") = " << aa(jj,jj) << std::endl; std::cout << " betar(" << jj << ") = " << bb(jj,jj) << std::endl; std::cout << " alphai(" << jj << ") = 0" << std::endl; #endif alphar(jj) = aa(jj,jj); alphai(jj) = 0; betar(jj) = bb(jj,jj); } else { // Complex conjugate pair. #ifdef DEBUG_EIG std::cout << "qz: calling dlag2:" << std::endl; std::cout << "safmin=" << setiosflags (std::ios::scientific) << safmin << std::endl; for (int idr = jj; idr <= jj+1; idr++) { for (int idc = jj; idc <= jj+1; idc++) { std::cout << "aa(" << idr << "," << idc << ")=" << aa(idr,idc) << std::endl; std::cout << "bb(" << idr << "," << idc << ")=" << bb(idr,idc) << std::endl; } } #endif // FIXME: probably should be using // fortran_vec instead of &aa(jj,jj) here. double scale1, scale2, wr1, wr2, wi; const double *aa_ptr = aa.data () + jj * nn + jj; const double *bb_ptr = bb.data () + jj * nn + jj; F77_XFCN (dlag2, DLAG2, (aa_ptr, nn, bb_ptr, nn, safmin, scale1, scale2, wr1, wr2, wi)); #ifdef DEBUG_EIG std::cout << "dlag2 returns: scale1=" << scale1 << "\tscale2=" << scale2 << std::endl << "\twr1=" << wr1 << "\twr2=" << wr2 << "\twi=" << wi << std::endl; #endif // Just to be safe, check if it's a real pair. if (wi == 0) { alphar(jj) = wr1; alphai(jj) = 0; betar(jj) = scale1; alphar(jj+1) = wr2; alphai(jj+1) = 0; betar(jj+1) = scale2; } else { alphar(jj) = alphar(jj+1) = wr1; alphai(jj) = -(alphai(jj+1) = wi); betar(jj) = betar(jj+1) = scale1; } } // Advance past this block. jj += zcnt; } #ifdef DEBUG_SORT std::cout << "qz: back from dsubsp: aa=" << std::endl; octave_print_internal (std::cout, aa, 0); std::cout << std::endl << "bb=" << std::endl; octave_print_internal (std::cout, bb, 0); if (compz == 'V') { std::cout << std::endl << "ZZ=" << std::endl; octave_print_internal (std::cout, ZZ, 0); } std::cout << std::endl << "qz: ndim=" << ndim << std::endl << "fail=" << fail << std::endl; std::cout << "alphar = " << std::endl; octave_print_internal (std::cout, (Matrix) alphar, 0); std::cout << std::endl << "alphai = " << std::endl; octave_print_internal (std::cout, (Matrix) alphai, 0); std::cout << std::endl << "beta = " << std::endl; octave_print_internal (std::cout, (Matrix) betar, 0); std::cout << std::endl; #endif } // Compute generalized eigenvalues? ComplexColumnVector gev; if (nargout < 2 || nargout == 7 || (nargin == 3 && nargout == 4)) { if (complex_case) { int cnt = 0; for (int ii = 0; ii < nn; ii++) cnt++; ComplexColumnVector tmp (cnt); cnt = 0; for (int ii = 0; ii < nn; ii++) tmp(cnt++) = xalpha(ii) / xbeta(ii); gev = tmp; } else { #ifdef DEBUG std::cout << "qz: computing generalized eigenvalues" << std::endl; #endif // Return finite generalized eigenvalues. int cnt = 0; for (int ii = 0; ii < nn; ii++) if (betar(ii) != 0) cnt++; ComplexColumnVector tmp (cnt); cnt = 0; for (int ii = 0; ii < nn; ii++) if (betar(ii) != 0) tmp(cnt++) = Complex(alphar(ii), alphai(ii))/betar(ii); gev = tmp; } } // Right, left eigenvector matrices. if (nargout >= 5) { // Which side to compute? char side = (nargout == 5 ? 'R' : 'B'); // Compute all of them and backtransform char howmny = 'B'; // Dummy pointer; select is not used. octave_idx_type *select = 0; if (complex_case) { CVL = CQ; CVR = CZ; ComplexRowVector cwork2 (2 * nn); RowVector rwork2 (8 * nn); octave_idx_type m; F77_XFCN (ztgevc, ZTGEVC, (F77_CONST_CHAR_ARG2 (&side, 1), F77_CONST_CHAR_ARG2 (&howmny, 1), select, nn, caa.fortran_vec (), nn, cbb.fortran_vec (), nn, CVL.fortran_vec (), nn, CVR.fortran_vec (), nn, nn, m, cwork2.fortran_vec (), rwork2.fortran_vec (), info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); } else { #ifdef DEBUG std::cout << "qz: computing generalized eigenvectors" << std::endl; #endif VL = QQ; VR = ZZ; octave_idx_type m; F77_XFCN (dtgevc, DTGEVC, (F77_CONST_CHAR_ARG2 (&side, 1), F77_CONST_CHAR_ARG2 (&howmny, 1), select, nn, aa.fortran_vec (), nn, bb.fortran_vec (), nn, VL.fortran_vec (), nn, VR.fortran_vec (), nn, nn, m, work.fortran_vec (), info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); // Now construct the complex form of VV, WW. int jj = 0; while (jj < nn) { OCTAVE_QUIT; // See if real or complex eigenvalue. // Column increment; assume complex eigenvalue. int cinc = 2; if (jj == (nn-1)) // Single column. cinc = 1; else if (aa(jj+1,jj) == 0) cinc = 1; // Now copy the eigenvector (s) to CVR, CVL. if (cinc == 1) { for (int ii = 0; ii < nn; ii++) CVR(ii,jj) = VR(ii,jj); if (side == 'B') for (int ii = 0; ii < nn; ii++) CVL(ii,jj) = VL(ii,jj); } else { // Double column; complex vector. for (int ii = 0; ii < nn; ii++) { CVR(ii,jj) = Complex (VR(ii,jj), VR(ii,jj+1)); CVR(ii,jj+1) = Complex (VR(ii,jj), -VR(ii,jj+1)); } if (side == 'B') for (int ii = 0; ii < nn; ii++) { CVL(ii,jj) = Complex (VL(ii,jj), VL(ii,jj+1)); CVL(ii,jj+1) = Complex (VL(ii,jj), -VL(ii,jj+1)); } } // Advance to next eigenvectors (if any). jj += cinc; } } } switch (nargout) { case 7: retval(6) = gev; case 6: // Return eigenvectors. retval(5) = CVL; case 5: // Return eigenvectors. retval(4) = CVR; case 4: if (nargin == 3) { #ifdef DEBUG std::cout << "qz: sort: retval(3) = gev = " << std::endl; octave_print_internal (std::cout, gev); std::cout << std::endl; #endif retval(3) = gev; } else { if (complex_case) retval(3) = CZ; else retval(3) = ZZ; } case 3: if (nargin == 3) { if (complex_case) retval(2) = CZ; else retval(2) = ZZ; } else { if (complex_case) retval(2) = CQ.hermitian (); else retval(2) = QQ.transpose (); } case 2: { if (complex_case) { #ifdef DEBUG std::cout << "qz: retval(1) = cbb = " << std::endl; octave_print_internal (std::cout, cbb, 0); std::cout << std::endl << "qz: retval(0) = caa = " <<std::endl; octave_print_internal (std::cout, caa, 0); std::cout << std::endl; #endif retval(1) = cbb; retval(0) = caa; } else { #ifdef DEBUG std::cout << "qz: retval(1) = bb = " << std::endl; octave_print_internal (std::cout, bb, 0); std::cout << std::endl << "qz: retval(0) = aa = " <<std::endl; octave_print_internal (std::cout, aa, 0); std::cout << std::endl; #endif retval(1) = bb; retval(0) = aa; } } break; case 1: case 0: #ifdef DEBUG std::cout << "qz: retval(0) = gev = " << gev << std::endl; #endif retval(0) = gev; break; default: error ("qz: too many return arguments"); break; } #ifdef DEBUG std::cout << "qz: exiting (at long last)" << std::endl; #endif return retval; } /* %!shared a, b, c %! a = [1 2; 0 3]; %! b = [1 0; 0 0]; %! c = [0 1; 0 0]; %!assert (qz (a,b), 1) %!assert (isempty (qz (a,c))) ## Exaple 7.7.3 in Golub & Van Loan %!test %! a = [ 10 1 2; %! 1 2 -1; %! 1 1 2]; %! b = reshape (1:9,3,3); %! [aa, bb, q, z, v, w, lambda] = qz (a, b); %! sz = length (lambda); %! observed = (b * v * diag ([lambda;0])) (:, 1:sz); %! assert ((a*v)(:, 1:sz), observed, norm (observed) * 1e-14); %! observed = (diag ([lambda;0]) * w' * b) (1:sz, :); %! assert ((w'*a)(1:sz, :) , observed, norm (observed) * 1e-13); %! assert (q * a * z, aa, norm (aa) * 1e-14); %! assert (q * b * z, bb, norm (bb) * 1e-14); %!test %! A = [0, 0, -1, 0; 1, 0, 0, 0; -1, 0, -2, -1; 0, -1, 1, 0]; %! B = [0, 0, 0, 0; 0, 1, 0, 0; 0, 0, 1, 0; 0, 0, 0, 1]; %! [AA, BB, Q, Z1] = qz (A, B); %! [AA, BB, Z2] = qz (A, B, '-'); %! assert (Z1, Z2); */