annotate scripts/sparse/eigs.m @ 20164:df437a52bcaf stable

doc: Update more docstrings to have one sentence summary as first line. Reviewed miscellaneous, sparse, strings in scripts directory. * scripts/miscellaneous/bzip2.m, scripts/miscellaneous/citation.m, scripts/miscellaneous/compare_versions.m, scripts/miscellaneous/computer.m, scripts/miscellaneous/debug.m, scripts/miscellaneous/dir.m, scripts/miscellaneous/edit.m, scripts/miscellaneous/error_ids.m, scripts/miscellaneous/fileattrib.m, scripts/miscellaneous/fullfile.m, scripts/miscellaneous/genvarname.m, scripts/miscellaneous/gzip.m, scripts/miscellaneous/mkoctfile.m, scripts/miscellaneous/news.m, scripts/miscellaneous/open.m, scripts/miscellaneous/parseparams.m, scripts/miscellaneous/recycle.m, scripts/miscellaneous/run.m, scripts/miscellaneous/swapbytes.m, scripts/miscellaneous/tar.m, scripts/miscellaneous/tmpnam.m, scripts/miscellaneous/unpack.m, scripts/miscellaneous/what.m, scripts/sparse/bicg.m, scripts/sparse/bicgstab.m, scripts/sparse/cgs.m, scripts/sparse/colperm.m, scripts/sparse/eigs.m, scripts/sparse/etreeplot.m, scripts/sparse/gmres.m, scripts/sparse/gplot.m, scripts/sparse/ichol.m, scripts/sparse/ilu.m, scripts/sparse/pcg.m, scripts/sparse/pcr.m, scripts/sparse/qmr.m, scripts/sparse/spaugment.m, scripts/sparse/spconvert.m, scripts/sparse/spdiags.m, scripts/sparse/spfun.m, scripts/sparse/spones.m, scripts/sparse/sprandsym.m, scripts/sparse/spstats.m, scripts/sparse/spy.m, scripts/sparse/svds.m, scripts/sparse/treelayout.m, scripts/sparse/treeplot.m, scripts/strings/base2dec.m, scripts/strings/bin2dec.m, scripts/strings/blanks.m, scripts/strings/cstrcat.m, scripts/strings/deblank.m, scripts/strings/dec2base.m, scripts/strings/dec2bin.m, scripts/strings/dec2hex.m, scripts/strings/findstr.m, scripts/strings/hex2dec.m, scripts/strings/index.m, scripts/strings/isletter.m, scripts/strings/isstrprop.m, scripts/strings/mat2str.m, scripts/strings/ostrsplit.m, scripts/strings/regexptranslate.m, scripts/strings/rindex.m, scripts/strings/str2num.m, scripts/strings/strcat.m, scripts/strings/strchr.m, scripts/strings/strjoin.m, scripts/strings/strjust.m, scripts/strings/strmatch.m, scripts/strings/strsplit.m, scripts/strings/strtok.m, scripts/strings/strtrim.m, scripts/strings/strtrunc.m, scripts/strings/substr.m, scripts/strings/untabify.m, scripts/time/datenum.m: Update more docstrings to have one sentence summary as first line.
author Rik <rik@octave.org>
date Mon, 04 May 2015 14:22:02 -0700
parents 9fc020886ae9
children
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1 ## Copyright (C) 2005-2015 David Bateman
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2 ##
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3 ## This file is part of Octave.
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4 ##
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5 ## Octave is free software; you can redistribute it and/or modify it
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6 ## under the terms of the GNU General Public License as published by
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7 ## the Free Software Foundation; either version 3 of the License, or (at
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8 ## your option) any later version.
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9 ##
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10 ## Octave is distributed in the hope that it will be useful, but
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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13 ## General Public License for more details.
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14 ##
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15 ## You should have received a copy of the GNU General Public License
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16 ## along with Octave; see the file COPYING. If not, see
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17 ## <http://www.gnu.org/licenses/>.
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18
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19 ## -*- texinfo -*-
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20 ## @deftypefn {Function File} {@var{d} =} eigs (@var{A})
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21 ## @deftypefnx {Function File} {@var{d} =} eigs (@var{A}, @var{k})
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22 ## @deftypefnx {Function File} {@var{d} =} eigs (@var{A}, @var{k}, @var{sigma})
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23 ## @deftypefnx {Function File} {@var{d} =} eigs (@var{A}, @var{k}, @var{sigma}, @var{opts})
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24 ## @deftypefnx {Function File} {@var{d} =} eigs (@var{A}, @var{B})
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25 ## @deftypefnx {Function File} {@var{d} =} eigs (@var{A}, @var{B}, @var{k})
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26 ## @deftypefnx {Function File} {@var{d} =} eigs (@var{A}, @var{B}, @var{k}, @var{sigma})
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27 ## @deftypefnx {Function File} {@var{d} =} eigs (@var{A}, @var{B}, @var{k}, @var{sigma}, @var{opts})
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28 ## @deftypefnx {Function File} {@var{d} =} eigs (@var{af}, @var{n})
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29 ## @deftypefnx {Function File} {@var{d} =} eigs (@var{af}, @var{n}, @var{B})
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30 ## @deftypefnx {Function File} {@var{d} =} eigs (@var{af}, @var{n}, @var{k})
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31 ## @deftypefnx {Function File} {@var{d} =} eigs (@var{af}, @var{n}, @var{B}, @var{k})
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32 ## @deftypefnx {Function File} {@var{d} =} eigs (@var{af}, @var{n}, @var{k}, @var{sigma})
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33 ## @deftypefnx {Function File} {@var{d} =} eigs (@var{af}, @var{n}, @var{B}, @var{k}, @var{sigma})
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34 ## @deftypefnx {Function File} {@var{d} =} eigs (@var{af}, @var{n}, @var{k}, @var{sigma}, @var{opts})
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35 ## @deftypefnx {Function File} {@var{d} =} eigs (@var{af}, @var{n}, @var{B}, @var{k}, @var{sigma}, @var{opts})
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36 ## @deftypefnx {Function File} {[@var{V}, @var{d}] =} eigs (@var{A}, @dots{})
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37 ## @deftypefnx {Function File} {[@var{V}, @var{d}] =} eigs (@var{af}, @var{n}, @dots{})
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38 ## @deftypefnx {Function File} {[@var{V}, @var{d}, @var{flag}] =} eigs (@var{A}, @dots{})
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39 ## @deftypefnx {Function File} {[@var{V}, @var{d}, @var{flag}] =} eigs (@var{af}, @var{n}, @dots{})
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40 ## Calculate a limited number of eigenvalues and eigenvectors of @var{A},
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41 ## based on a selection criteria.
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42 ##
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43 ## The number of eigenvalues and eigenvectors to calculate is given by
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44 ## @var{k} and defaults to 6.
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45 ##
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46 ## By default, @code{eigs} solve the equation
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47 ## @tex
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48 ## $A \nu = \lambda \nu$,
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49 ## @end tex
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50 ## @ifinfo
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51 ## @code{A * v = lambda * v},
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52 ## @end ifinfo
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53 ## where
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54 ## @tex
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55 ## $\lambda$ is a scalar representing one of the eigenvalues, and $\nu$
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56 ## @end tex
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57 ## @ifinfo
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58 ## @code{lambda} is a scalar representing one of the eigenvalues, and @code{v}
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59 ## @end ifinfo
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60 ## is the corresponding eigenvector. If given the positive definite matrix
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61 ## @var{B} then @code{eigs} solves the general eigenvalue equation
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62 ## @tex
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63 ## $A \nu = \lambda B \nu$.
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64 ## @end tex
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65 ## @ifinfo
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66 ## @code{A * v = lambda * B * v}.
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67 ## @end ifinfo
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68 ##
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69 ## The argument @var{sigma} determines which eigenvalues are returned.
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70 ## @var{sigma} can be either a scalar or a string. When @var{sigma} is a
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71 ## scalar, the @var{k} eigenvalues closest to @var{sigma} are returned. If
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72 ## @var{sigma} is a string, it must have one of the following values.
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73 ##
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74 ## @table @asis
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75 ## @item @qcode{"lm"}
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76 ## Largest Magnitude (default).
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77 ##
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78 ## @item @qcode{"sm"}
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79 ## Smallest Magnitude.
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80 ##
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81 ## @item @qcode{"la"}
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82 ## Largest Algebraic (valid only for real symmetric problems).
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83 ##
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84 ## @item @qcode{"sa"}
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85 ## Smallest Algebraic (valid only for real symmetric problems).
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86 ##
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87 ## @item @qcode{"be"}
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88 ## Both Ends, with one more from the high-end if @var{k} is odd (valid only for
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89 ## real symmetric problems).
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90 ##
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91 ## @item @qcode{"lr"}
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92 ## Largest Real part (valid only for complex or unsymmetric problems).
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93 ##
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94 ## @item @qcode{"sr"}
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95 ## Smallest Real part (valid only for complex or unsymmetric problems).
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96 ##
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97 ## @item @qcode{"li"}
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98 ## Largest Imaginary part (valid only for complex or unsymmetric problems).
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99 ##
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100 ## @item @qcode{"si"}
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101 ## Smallest Imaginary part (valid only for complex or unsymmetric problems).
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102 ## @end table
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103 ##
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104 ## If @var{opts} is given, it is a structure defining possible options that
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105 ## @code{eigs} should use. The fields of the @var{opts} structure are:
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106 ##
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107 ## @table @code
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108 ## @item issym
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109 ## If @var{af} is given, then flags whether the function @var{af} defines a
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110 ## symmetric problem. It is ignored if @var{A} is given. The default is false.
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111 ##
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112 ## @item isreal
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113 ## If @var{af} is given, then flags whether the function @var{af} defines a
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114 ## real problem. It is ignored if @var{A} is given. The default is true.
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115 ##
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116 ## @item tol
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117 ## Defines the required convergence tolerance, calculated as
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118 ## @code{tol * norm (A)}. The default is @code{eps}.
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119 ##
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120 ## @item maxit
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121 ## The maximum number of iterations. The default is 300.
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122 ##
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123 ## @item p
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124 ## The number of Lanzcos basis vectors to use. More vectors will result in
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125 ## faster convergence, but a greater use of memory. The optimal value of
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126 ## @code{p} is problem dependent and should be in the range @var{k} to @var{n}.
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127 ## The default value is @code{2 * @var{k}}.
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128 ##
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129 ## @item v0
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130 ## The starting vector for the algorithm. An initial vector close to the
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131 ## final vector will speed up convergence. The default is for @sc{arpack}
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132 ## to randomly generate a starting vector. If specified, @code{v0} must be
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133 ## an @var{n}-by-1 vector where @code{@var{n} = rows (@var{A})}
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134 ##
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135 ## @item disp
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136 ## The level of diagnostic printout (0|1|2). If @code{disp} is 0 then
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137 ## diagnostics are disabled. The default value is 0.
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138 ##
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139 ## @item cholB
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140 ## Flag if @code{chol (@var{B})} is passed rather than @var{B}. The default is
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141 ## false.
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142 ##
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143 ## @item permB
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144 ## The permutation vector of the Cholesky@tie{}factorization of @var{B} if
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145 ## @code{cholB} is true. That is @code{chol (@var{B}(permB, permB))}. The
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146 ## default is @code{1:@var{n}}.
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147 ##
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148 ## @end table
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149 ##
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150 ## It is also possible to represent @var{A} by a function denoted @var{af}.
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151 ## @var{af} must be followed by a scalar argument @var{n} defining the length
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152 ## of the vector argument accepted by @var{af}. @var{af} can be a function
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153 ## handle, an inline function, or a string. When @var{af} is a string it
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154 ## holds the name of the function to use.
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155 ##
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156 ## @var{af} is a function of the form @code{y = af (x)} where the required
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157 ## return value of @var{af} is determined by the value of @var{sigma}. The
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158 ## four possible forms are
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159 ##
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160 ## @table @code
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161 ## @item A * x
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162 ## if @var{sigma} is not given or is a string other than "sm".
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163 ##
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164 ## @item A \ x
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165 ## if @var{sigma} is 0 or "sm".
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166 ##
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167 ## @item (A - sigma * I) \ x
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168 ## for the standard eigenvalue problem, where @code{I} is the identity matrix
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169 ## of the same size as @var{A}.
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170 ##
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171 ## @item (A - sigma * B) \ x
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172 ## for the general eigenvalue problem.
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173 ## @end table
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174 ##
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175 ## The return arguments of @code{eigs} depend on the number of return arguments
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176 ## requested. With a single return argument, a vector @var{d} of length @var{k}
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177 ## is returned containing the @var{k} eigenvalues that have been found. With
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178 ## two return arguments, @var{V} is a @var{n}-by-@var{k} matrix whose columns
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179 ## are the @var{k} eigenvectors corresponding to the returned eigenvalues. The
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180 ## eigenvalues themselves are returned in @var{d} in the form of a
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181 ## @var{n}-by-@var{k} matrix, where the elements on the diagonal are the
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182 ## eigenvalues.
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183 ##
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184 ## Given a third return argument @var{flag}, @code{eigs} returns the status
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185 ## of the convergence. If @var{flag} is 0 then all eigenvalues have converged.
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186 ## Any other value indicates a failure to converge.
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187 ##
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188 ## This function is based on the @sc{arpack} package, written by
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189 ## @nospell{R. Lehoucq, K. Maschhoff, D. Sorensen, and C. Yang}. For more
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190 ## information see @url{http://www.caam.rice.edu/software/ARPACK/}.
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191 ##
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192 ## @seealso{eig, svds}
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193 ## @end deftypefn
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194
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195 function varargout = eigs (varargin)
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196
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197 ## For compatibility with Matlab, handle small matrix cases here
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198 ## that ARPACK does not.
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199
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200 if (nargin == 0)
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201 print_usage ();
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202 endif
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203
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204 call_eig = false;
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205 offset = 0;
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206 k = 6;
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207 sigma = "lm";
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208
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209 if (isnumeric (varargin{1}) && issquare (varargin{1}))
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210 a = varargin{1};
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211 if (nargin > 1 && isnumeric (varargin{2})
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212 && issquare (varargin{2}) && size_equal (a, varargin{2}))
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213 b = varargin{2};
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214 offset = 1;
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215 endif
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216
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217 if (rows (a) < 9)
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218 call_eig = true;
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219 endif
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220
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221 if (nargin > 1 + offset)
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222 tmp = varargin{2+offset};
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223 if (isnumeric (tmp) && isscalar (tmp) && isreal (tmp)
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224 && round (tmp) == tmp)
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225 k = tmp;
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226
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227 if (rows (a) - k < 3)
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228 call_eig = true;
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229 endif
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230 else
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231 call_eig = false;
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232 endif
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233
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234 if (nargin > 2 + offset)
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235 tmp = varargin{3+offset};
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236 if (ischar (tmp))
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237 sigma = tolower (tmp);
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238 elseif (isnumeric (tmp) && isscalar (tmp))
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239 sigma = tmp;
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240 else
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241 call_eig = false;
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242 endif
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243 endif
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244 endif
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245 endif
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246
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247 if (call_eig)
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248 varargout = cell (1, min (2, max (1, nargout)));
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249 if (offset)
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250 real_valued = isreal (a) && isreal (b);
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251 symmetric = issymmetric (a) && issymmetric (b);
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252 [varargout{:}] = eig (a, b);
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253 else
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254 real_valued = isreal (a);
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255 symmetric = issymmetric (a);
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256 [varargout{:}] = eig (a);
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257 endif
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258 varargout = select (varargout, k, sigma, real_valued, symmetric);
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259 if (nargout == 3)
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260 varargout{3} = 0;
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261 endif
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262 else
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263 varargout = cell (1, max (1, nargout));
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264 [varargout{:}] = __eigs__ (varargin{:});
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265 endif
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266
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267 endfunction
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268
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269 function out = select (args, k, sigma, real_valued, symmetric)
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diff changeset
270
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diff changeset
271 if (numel (args) == 1)
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diff changeset
272 d = args{1};
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diff changeset
273 else
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diff changeset
274 d = diag (args{2});
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diff changeset
275 endif
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parents:
diff changeset
276
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parents:
diff changeset
277 if (ischar (sigma))
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parents:
diff changeset
278 switch (sigma)
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parents:
diff changeset
279 case "lm"
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diff changeset
280 [~, idx] = sort (abs (d), "descend");
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diff changeset
281
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diff changeset
282 case "sm"
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diff changeset
283 [~, idx] = sort (abs (d), "ascend");
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diff changeset
284
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diff changeset
285 case "la"
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diff changeset
286 if (real_valued && symmetric)
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diff changeset
287 [~, idx] = sort (real (d), "descend");
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diff changeset
288 else
17846
42453dcfa95e eigs.m: Fix regression when numeric sigma is used and eig() is called instead of __eigs__.
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parents: 17845
diff changeset
289 error ('sigma = "la" requires real symmetric problem');
17220
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diff changeset
290 endif
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diff changeset
291
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diff changeset
292 case "sa"
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diff changeset
293 if (real_valued && symmetric)
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diff changeset
294 [~, idx] = sort (real (d), "ascend");
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diff changeset
295 else
17846
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diff changeset
296 error ('sigma = "sa" requires real symmetric problem');
17220
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297 endif
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diff changeset
298
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diff changeset
299 case "be"
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diff changeset
300 if (real_valued && symmetric)
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301 [~, idx] = sort (real (d), "ascend");
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diff changeset
302 else
17846
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303 error ('sigma = "be" requires real symmetric problem');
17220
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304 endif
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diff changeset
305
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diff changeset
306 case "lr"
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307 if (! (real_valued || symmetric))
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diff changeset
308 [~, idx] = sort (real (d), "descend");
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diff changeset
309 else
17846
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diff changeset
310 error ('sigma = "lr" requires complex or unsymmetric problem');
17220
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311 endif
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diff changeset
312
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diff changeset
313 case "sr"
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parents:
diff changeset
314 if (! (real_valued || symmetric))
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diff changeset
315 [~, idx] = sort (real (d), "ascend");
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diff changeset
316 else
17846
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parents: 17845
diff changeset
317 error ('sigma = "sr" requires complex or unsymmetric problem');
17220
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318 endif
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diff changeset
319
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diff changeset
320 case "li"
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diff changeset
321 if (! (real_valued || symmetric))
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diff changeset
322 [~, idx] = sort (imag (d), "descend");
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diff changeset
323 else
17846
42453dcfa95e eigs.m: Fix regression when numeric sigma is used and eig() is called instead of __eigs__.
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diff changeset
324 error ('sigma = "li" requires complex or unsymmetric problem');
17220
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diff changeset
325 endif
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parents:
diff changeset
326
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parents:
diff changeset
327 case "si"
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diff changeset
328 if (! (real_valued || symmetric))
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diff changeset
329 [~, idx] = sort (imag (d), "ascend");
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diff changeset
330 else
17846
42453dcfa95e eigs.m: Fix regression when numeric sigma is used and eig() is called instead of __eigs__.
Rik <rik@octave.org>
parents: 17845
diff changeset
331 error ('sigma = "si" requires complex or unsymmetric problem');
17220
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diff changeset
332 endif
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parents:
diff changeset
333
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parents:
diff changeset
334 otherwise
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parents:
diff changeset
335 error ("unrecognized value for sigma: %s", sigma);
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diff changeset
336 endswitch
17846
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parents: 17845
diff changeset
337 else
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parents: 17845
diff changeset
338 ## numeric sigma, find k closest values
42453dcfa95e eigs.m: Fix regression when numeric sigma is used and eig() is called instead of __eigs__.
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diff changeset
339 [~, idx] = sort (abs (d - sigma));
17220
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diff changeset
340 endif
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parents:
diff changeset
341
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diff changeset
342 d = d(idx);
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diff changeset
343
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diff changeset
344 n = numel (d);
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diff changeset
345
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diff changeset
346 k = min (k, n);
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diff changeset
347
17846
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diff changeset
348 if (strcmp (sigma, "be"))
17220
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diff changeset
349 tmp = k / 2;
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diff changeset
350 n1 = floor (tmp);
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diff changeset
351 n2 = n - ceil (tmp) + 1;
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diff changeset
352 selection = [1:floor(k/2), n2:n];
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diff changeset
353 else
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diff changeset
354 selection = 1:k;
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diff changeset
355 endif
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parents:
diff changeset
356
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diff changeset
357 d = d(selection);
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parents:
diff changeset
358
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parents:
diff changeset
359 if (numel (args) == 1)
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diff changeset
360 out{1} = d;
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parents:
diff changeset
361 else
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parents:
diff changeset
362 out{2} = diag (d);
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parents:
diff changeset
363
ea9992fd9c89 fix eigs to handle small matrices
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parents:
diff changeset
364 v = args{1};
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parents:
diff changeset
365 v = v(:,idx);
18783
1782f5294fdc eigs: selection columns of V, not rows (bug #41795)
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parents: 17846
diff changeset
366 out{1} = v(:,selection);
17220
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parents:
diff changeset
367 endif
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parents:
diff changeset
368
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parents:
diff changeset
369 endfunction
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parents:
diff changeset
370
17338
1c89599167a6 maint: End m-files with 1 blank line.
Rik <rik@octave.org>
parents: 17281
diff changeset
371
17220
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parents:
diff changeset
372 #### SPARSE MATRIX VERSIONS ####
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diff changeset
373
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diff changeset
374 ## Real positive definite tests, n must be even
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diff changeset
375 %!shared n, k, A, d0, d2
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diff changeset
376 %! n = 20;
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diff changeset
377 %! k = 4;
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diff changeset
378 %! A = sparse ([3:n,1:n,1:(n-2)],[1:(n-2),1:n,3:n],[ones(1,n-2),4*ones(1,n),ones(1,n-2)]);
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diff changeset
379 %! d0 = eig (A);
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parents:
diff changeset
380 %! d2 = sort (d0);
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parents:
diff changeset
381 %! [~, idx] = sort (abs (d0));
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parents:
diff changeset
382 %! d0 = d0(idx);
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parents:
diff changeset
383 %! rand ("state", 42); # initialize generator to make eigs behavior reproducible
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parents:
diff changeset
384 %!testif HAVE_ARPACK
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parents:
diff changeset
385 %! d1 = eigs (A, k);
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parents:
diff changeset
386 %! assert (d1, d0(end:-1:(end-k+1)), 1e-11);
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parents:
diff changeset
387 %!testif HAVE_ARPACK
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diff changeset
388 %! d1 = eigs (A, k+1);
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diff changeset
389 %! assert (d1, d0(end:-1:(end-k)), 1e-11);
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parents:
diff changeset
390 %!testif HAVE_ARPACK
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parents:
diff changeset
391 %! d1 = eigs (A, k, "lm");
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diff changeset
392 %! assert (d1, d0(end:-1:(end-k+1)), 1e-11);
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parents:
diff changeset
393 %!testif HAVE_ARPACK, HAVE_UMFPACK
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parents:
diff changeset
394 %! d1 = eigs (A, k, "sm");
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diff changeset
395 %! assert (d1, d0(k:-1:1), 1e-11);
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parents:
diff changeset
396 %!testif HAVE_ARPACK
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parents:
diff changeset
397 %! d1 = eigs (A, k, "la");
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parents:
diff changeset
398 %! assert (d1, d2(end:-1:(end-k+1)), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
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parents:
diff changeset
399 %!testif HAVE_ARPACK
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parents:
diff changeset
400 %! d1 = eigs (A, k, "sa");
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parents:
diff changeset
401 %! assert (d1, d2(1:k), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
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parents:
diff changeset
402 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
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parents:
diff changeset
403 %! d1 = eigs (A, k, "be");
ea9992fd9c89 fix eigs to handle small matrices
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parents:
diff changeset
404 %! assert (d1, d2([1:floor(k/2), (end - ceil(k/2) + 1):end]), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
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parents:
diff changeset
405 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
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parents:
diff changeset
406 %! d1 = eigs (A, k+1, "be");
ea9992fd9c89 fix eigs to handle small matrices
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parents:
diff changeset
407 %! assert (d1, d2([1:floor((k+1)/2), (end - ceil((k+1)/2) + 1):end]), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
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parents:
diff changeset
408 %!testif HAVE_ARPACK, HAVE_UMFPACK
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parents:
diff changeset
409 %! d1 = eigs (A, k, 4.1);
ea9992fd9c89 fix eigs to handle small matrices
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parents:
diff changeset
410 %! [~, idx0] = sort (abs (d0 - 4.1));
ea9992fd9c89 fix eigs to handle small matrices
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parents:
diff changeset
411 %! [~, idx1] = sort (abs (d1 - 4.1));
ea9992fd9c89 fix eigs to handle small matrices
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parents:
diff changeset
412 %! assert (d1(idx1), d0(idx0(1:k)), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
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parents:
diff changeset
413 %!testif HAVE_ARPACK, HAVE_CHOLMOD
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parents:
diff changeset
414 %! d1 = eigs (A, speye (n), k, "lm");
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parents:
diff changeset
415 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
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parents:
diff changeset
416 %!testif HAVE_ARPACK, HAVE_UMFPACK
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parents:
diff changeset
417 %! assert (eigs (A, k, 4.1), eigs (A, speye (n), k, 4.1), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
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parents:
diff changeset
418 %!testif HAVE_ARPACK
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parents:
diff changeset
419 %! opts.cholB = true;
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parents:
diff changeset
420 %! d1 = eigs (A, speye (n), k, "lm", opts);
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parents:
diff changeset
421 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
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parents:
diff changeset
422 %!testif HAVE_ARPACK
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
423 %! opts.cholB = true;
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
424 %! q = [2:n,1];
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
425 %! opts.permB = q;
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parents:
diff changeset
426 %! d1 = eigs (A, speye (n)(q,q), k, "lm", opts);
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
427 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
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parents:
diff changeset
428 %!testif HAVE_ARPACK, HAVE_UMFPACK
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
429 %! opts.cholB = true;
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
430 %! d1 = eigs (A, speye (n), k, 4.1, opts);
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parents:
diff changeset
431 %! assert (abs (d1), eigs (A, k, 4.1), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
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parents:
diff changeset
432 %!testif HAVE_ARPACK, HAVE_UMFPACK
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
433 %! opts.cholB = true;
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
434 %! q = [2:n,1];
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
435 %! opts.permB = q;
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
436 %! d1 = eigs (A, speye (n)(q,q), k, 4.1, opts);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
437 %! assert (abs (d1), eigs (A, k, 4.1), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
438 %!testif HAVE_ARPACK, HAVE_UMFPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
439 %! assert (eigs (A, k, 4.1), eigs (A, speye (n), k, 4.1), 1e-11);
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
440 %!testif HAVE_ARPACK
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
441 %! fn = @(x) A * x;
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
442 %! opts.issym = 1; opts.isreal = 1;
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
443 %! d1 = eigs (fn, n, k, "lm", opts);
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
444 %! assert (d1, d0(end:-1:(end-k+1)), 1e-11);
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
445 %!testif HAVE_ARPACK
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
446 %! fn = @(x) A \ x;
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
447 %! opts.issym = 1; opts.isreal = 1;
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
448 %! d1 = eigs (fn, n, k, "sm", opts);
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
449 %! assert (d1, d0(k:-1:1), 1e-11);
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
450 %!testif HAVE_ARPACK, HAVE_UMFPACK
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
451 %! fn = @(x) (A - 4.1 * eye (n)) \ x;
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parents:
diff changeset
452 %! opts.issym = 1; opts.isreal = 1;
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
453 %! d1 = eigs (fn, n, k, 4.1, opts);
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
454 %! assert (d1, eigs (A, k, 4.1), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
455 %!testif HAVE_ARPACK
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
456 %! AA = speye (10);
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
457 %! fn = @(x) AA * x;
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
458 %! opts.issym = 1; opts.isreal = 1;
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
459 %! assert (eigs (fn, 10, AA, 3, "lm", opts), [1; 1; 1], 10*eps);
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
460 %!testif HAVE_ARPACK
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
461 %! [v1,d1] = eigs (A, k, "lm");
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
462 %! d1 = diag (d1);
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
463 %! for i=1:k
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
464 %! assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11);
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parents:
diff changeset
465 %! endfor
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parents:
diff changeset
466 %!testif HAVE_ARPACK, HAVE_UMFPACK
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
467 %! [v1,d1] = eigs (A, k, "sm");
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
468 %! d1 = diag (d1);
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
469 %! for i=1:k
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
470 %! assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11);
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
471 %! endfor
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
472 %!testif HAVE_ARPACK
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
473 %! [v1,d1] = eigs (A, k, "la");
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
474 %! d1 = diag (d1);
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
475 %! for i=1:k
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
476 %! assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11);
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
477 %! endfor
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
478 %!testif HAVE_ARPACK
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
479 %! [v1,d1] = eigs (A, k, "sa");
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
480 %! d1 = diag (d1);
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
481 %! for i=1:k
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
482 %! assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11);
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
483 %! endfor
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
484 %!testif HAVE_ARPACK
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
485 %! [v1,d1] = eigs (A, k, "be");
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
486 %! d1 = diag (d1);
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parents:
diff changeset
487 %! for i=1:k
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
488 %! assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11);
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parents:
diff changeset
489 %! endfor
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parents:
diff changeset
490
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
491 ## Real unsymmetric tests
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parents:
diff changeset
492 %!shared n, k, A, d0
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diff changeset
493 %! n = 20;
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parents:
diff changeset
494 %! k = 4;
19833
9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions.
Rik <rik@octave.org>
parents: 19697
diff changeset
495 %! A = sparse ([3:n,1:n,1:(n-2)],[1:(n-2),1:n,3:n],[ones(1,n-2),1:n,-ones(1,n-2)]);
17220
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diff changeset
496 %! d0 = eig (A);
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parents:
diff changeset
497 %! [~, idx] = sort (abs (d0));
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parents:
diff changeset
498 %! d0 = d0(idx);
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parents:
diff changeset
499 %! rand ("state", 42); % initialize generator to make eigs behavior reproducible
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
500 %!testif HAVE_ARPACK
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
501 %! d1 = eigs (A, k);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
502 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
503 %!testif HAVE_ARPACK
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
504 %! d1 = eigs (A, k+1);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
505 %! assert (abs (d1), abs (d0(end:-1:(end-k))),1e-11);
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
506 %!testif HAVE_ARPACK
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
507 %! d1 = eigs (A, k, "lm");
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
508 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
509 %!testif HAVE_ARPACK, HAVE_UMFPACK
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
510 %! d1 = eigs (A, k, "sm");
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
511 %! assert (abs (d1), abs (d0(1:k)), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
512 %!testif HAVE_ARPACK
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
513 %! d1 = eigs (A, k, "lr");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
514 %! [~, idx] = sort (real (d0));
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
515 %! d2 = d0(idx);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
516 %! assert (real (d1), real (d2(end:-1:(end-k+1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
517 %!testif HAVE_ARPACK
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
518 %! d1 = eigs (A, k, "sr");
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
519 %! [~, idx] = sort (real (abs (d0)));
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
520 %! d2 = d0(idx);
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
521 %! assert (real (d1), real (d2(1:k)), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
522 %!testif HAVE_ARPACK
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
523 %! d1 = eigs (A, k, "li");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
524 %! [~, idx] = sort (imag (abs (d0)));
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
525 %! d2 = d0(idx);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
526 %! assert (sort (imag (d1)), sort (imag (d2(end:-1:(end-k+1)))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
527 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
528 %! d1 = eigs (A, k, "si");
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
529 %! [~, idx] = sort (imag (abs (d0)));
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
530 %! d2 = d0(idx);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
531 %! assert (sort (imag (d1)), sort (imag (d2(1:k))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
532 %!testif HAVE_ARPACK, HAVE_UMFPACK
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
533 %! d1 = eigs (A, k, 4.1);
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
534 %! [~, idx0] = sort (abs (d0 - 4.1));
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
535 %! [~, idx1] = sort (abs (d1 - 4.1));
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
536 %! assert (abs (d1(idx1)), abs (d0(idx0(1:k))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
537 %! assert (sort (imag (d1(idx1))), sort (imag (d0(idx0(1:k)))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
538 %!testif HAVE_ARPACK, HAVE_CHOLMOD
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
539 %! d1 = eigs (A, speye (n), k, "lm");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
540 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
541 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
542 %! opts.cholB = true;
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
543 %! d1 = eigs (A, speye (n), k, "lm", opts);
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
544 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
545 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
546 %! opts.cholB = true;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
547 %! q = [2:n,1];
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John W. Eaton <jwe@octave.org>
parents:
diff changeset
548 %! opts.permB = q;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
549 %! d1 = eigs (A, speye (n)(q,q), k, "lm", opts);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
550 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
551 %!testif HAVE_ARPACK, HAVE_UMFPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
552 %! opts.cholB = true;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
553 %! d1 = eigs (A, speye (n), k, 4.1, opts);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
554 %! assert (abs (d1), eigs (A, k, 4.1), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
555 %!testif HAVE_ARPACK, HAVE_UMFPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
556 %! opts.cholB = true;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
557 %! q = [2:n,1];
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
558 %! opts.permB = q;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
559 %! d1 = eigs (A, speye (n)(q,q), k, 4.1, opts);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
560 %! assert (abs (d1), eigs (A, k, 4.1), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
561 %!testif HAVE_ARPACK, HAVE_UMFPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
562 %! assert (abs (eigs (A, k, 4.1)), abs (eigs (A, speye (n), k, 4.1)), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
563 %!testif HAVE_ARPACK, HAVE_UMFPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
564 %! assert (sort (imag (eigs (A, k, 4.1))), sort (imag (eigs (A, speye (n), k, 4.1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
565 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
566 %! fn = @(x) A * x;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
567 %! opts.issym = 0; opts.isreal = 1;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
568 %! d1 = eigs (fn, n, k, "lm", opts);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
569 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
570 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
571 %! fn = @(x) A \ x;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
572 %! opts.issym = 0; opts.isreal = 1;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
573 %! d1 = eigs (fn, n, k, "sm", opts);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
574 %! assert (abs (d1), d0(1:k), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
575 %!testif HAVE_ARPACK, HAVE_UMFPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
576 %! fn = @(x) (A - 4.1 * eye (n)) \ x;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
577 %! opts.issym = 0; opts.isreal = 1;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
578 %! d1 = eigs (fn, n, k, 4.1, opts);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
579 %! assert (abs (d1), eigs (A, k, 4.1), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
580 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
581 %! [v1,d1] = eigs (A, k, "lm");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
582 %! d1 = diag (d1);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
583 %! for i=1:k
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
584 %! assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
585 %! endfor
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
586 %!testif HAVE_ARPACK, HAVE_UMFPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
587 %! [v1,d1] = eigs (A, k, "sm");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
588 %! d1 = diag (d1);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
589 %! for i=1:k
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
590 %! assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
591 %! endfor
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
592 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
593 %! [v1,d1] = eigs (A, k, "lr");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
594 %! d1 = diag (d1);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
595 %! for i=1:k
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
596 %! assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
597 %! endfor
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
598 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
599 %! [v1,d1] = eigs (A, k, "sr");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
600 %! d1 = diag (d1);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
601 %! for i=1:k
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
602 %! assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
603 %! endfor
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
604 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
605 %! [v1,d1] = eigs (A, k, "li");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
606 %! d1 = diag (d1);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
607 %! for i=1:k
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
608 %! assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
609 %! endfor
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
610 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
611 %! [v1,d1] = eigs (A, k, "si");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
612 %! d1 = diag (d1);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
613 %! for i=1:k
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
614 %! assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
615 %! endfor
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
616
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
617
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
618 ## Complex hermitian tests
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
619 %!shared n, k, A, d0
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
620 %! n = 20;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
621 %! k = 4;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
622 %! A = sparse ([3:n,1:n,1:(n-2)],[1:(n-2),1:n,3:n],[1i*ones(1,n-2),4*ones(1,n),-1i*ones(1,n-2)]);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
623 %! d0 = eig (A);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
624 %! [~, idx] = sort (abs (d0));
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
625 %! d0 = d0(idx);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
626 %! rand ("state", 42); % initialize generator to make eigs behavior reproducible
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
627 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
628 %! d1 = eigs (A, k);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
629 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
630 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
631 %! d1 = eigs (A, k+1);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
632 %! assert (abs (d1), abs (d0(end:-1:(end-k))),1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
633 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
634 %! d1 = eigs (A, k, "lm");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
635 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
636 %!testif HAVE_ARPACK, HAVE_UMFPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
637 %! d1 = eigs (A, k, "sm");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
638 %! assert (abs (d1), abs (d0(1:k)), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
639 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
640 %! d1 = eigs (A, k, "lr");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
641 %! [~, idx] = sort (real (abs (d0)));
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
642 %! d2 = d0(idx);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
643 %! assert (real (d1), real (d2(end:-1:(end-k+1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
644 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
645 %! d1 = eigs (A, k, "sr");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
646 %! [~, idx] = sort (real (abs (d0)));
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
647 %! d2 = d0(idx);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
648 %! assert (real (d1), real (d2(1:k)), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
649 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
650 %! d1 = eigs (A, k, "li");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
651 %! [~, idx] = sort (imag (abs (d0)));
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
652 %! d2 = d0(idx);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
653 %! assert (sort (imag (d1)), sort (imag (d2(end:-1:(end-k+1)))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
654 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
655 %! d1 = eigs (A, k, "si");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
656 %! [~, idx] = sort (imag (abs (d0)));
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
657 %! d2 = d0(idx);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
658 %! assert (sort (imag (d1)), sort (imag (d2(1:k))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
659 %!testif HAVE_ARPACK, HAVE_UMFPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
660 %! d1 = eigs (A, k, 4.1);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
661 %! [~, idx0] = sort (abs (d0 - 4.1));
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
662 %! [~, idx1] = sort (abs (d1 - 4.1));
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
663 %! assert (abs (d1(idx1)), abs (d0(idx0(1:k))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
664 %! assert (sort (imag (d1(idx1))), sort (imag (d0(idx0(1:k)))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
665 %!testif HAVE_ARPACK, HAVE_CHOLMOD
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
666 %! d1 = eigs (A, speye (n), k, "lm");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
667 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
668 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
669 %! opts.cholB = true;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
670 %! d1 = eigs (A, speye (n), k, "lm", opts);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
671 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
672 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
673 %! opts.cholB = true;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
674 %! q = [2:n,1];
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
675 %! opts.permB = q;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
676 %! d1 = eigs (A, speye (n)(q,q), k, "lm", opts);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
677 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
678 %!testif HAVE_ARPACK, HAVE_UMFPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
679 %! opts.cholB = true;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
680 %! d1 = eigs (A, speye (n), k, 4.1, opts);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
681 %! assert (abs (abs (d1)), abs (eigs (A, k, 4.1)), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
682 %! assert (sort (imag (abs (d1))), sort (imag (eigs (A, k, 4.1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
683 %!testif HAVE_ARPACK, HAVE_UMFPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
684 %! opts.cholB = true;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
685 %! q = [2:n,1];
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
686 %! opts.permB = q;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
687 %! d1 = eigs (A, speye (n)(q,q), k, 4.1, opts);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
688 %! assert (abs (abs (d1)), abs (eigs (A, k, 4.1)), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
689 %! assert (sort (imag (abs (d1))), sort (imag (eigs (A, k, 4.1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
690 %!testif HAVE_ARPACK, HAVE_UMFPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
691 %! assert (abs (eigs (A, k, 4.1)), abs (eigs (A, speye (n), k, 4.1)), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
692 %!testif HAVE_ARPACK, HAVE_UMFPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
693 %! assert (sort (imag (eigs (A, k, 4.1))), sort (imag (eigs (A, speye (n), k, 4.1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
694 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
695 %! fn = @(x) A * x;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
696 %! opts.issym = 0; opts.isreal = 0;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
697 %! d1 = eigs (fn, n, k, "lm", opts);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
698 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
699 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
700 %! fn = @(x) A \ x;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
701 %! opts.issym = 0; opts.isreal = 0;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
702 %! d1 = eigs (fn, n, k, "sm", opts);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
703 %! assert (abs (d1), d0(1:k), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
704 %!testif HAVE_ARPACK, HAVE_UMFPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
705 %! fn = @(x) (A - 4.1 * eye (n)) \ x;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
706 %! opts.issym = 0; opts.isreal = 0;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
707 %! d1 = eigs (fn, n, k, 4.1, opts);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
708 %! assert (abs (d1), eigs (A, k, 4.1), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
709 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
710 %! [v1,d1] = eigs (A, k, "lm");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
711 %! d1 = diag (d1);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
712 %! for i=1:k
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
713 %! assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
714 %! endfor
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
715 %!testif HAVE_ARPACK, HAVE_UMFPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
716 %! [v1,d1] = eigs (A, k, "sm");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
717 %! d1 = diag (d1);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
718 %! for i=1:k
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
719 %! assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
720 %! endfor
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
721 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
722 %! [v1,d1] = eigs (A, k, "lr");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
723 %! d1 = diag (d1);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
724 %! for i=1:k
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
725 %! assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
726 %! endfor
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
727 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
728 %! [v1,d1] = eigs (A, k, "sr");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
729 %! d1 = diag (d1);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
730 %! for i=1:k
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
731 %! assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
732 %! endfor
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
733 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
734 %! [v1,d1] = eigs (A, k, "li");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
735 %! d1 = diag (d1);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
736 %! for i=1:k
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
737 %! assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
738 %! endfor
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
739 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
740 %! [v1,d1] = eigs (A, k, "si");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
741 %! d1 = diag (d1);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
742 %! for i=1:k
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
743 %! assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
744 %! endfor
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
745
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
746 #### FULL MATRIX VERSIONS ####
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
747
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
748 ## Real positive definite tests, n must be even
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
749 %!shared n, k, A, d0, d2
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
750 %! n = 20;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
751 %! k = 4;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
752 %! A = full (sparse ([3:n,1:n,1:(n-2)],[1:(n-2),1:n,3:n],[ones(1,n-2),4*ones(1,n),ones(1,n-2)]));
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
753 %! d0 = eig (A);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
754 %! d2 = sort (d0);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
755 %! [~, idx] = sort (abs (d0));
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
756 %! d0 = d0(idx);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
757 %! rand ("state", 42); % initialize generator to make eigs behavior reproducible
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
758 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
759 %! d1 = eigs (A, k);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
760 %! assert (d1, d0(end:-1:(end-k+1)), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
761 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
762 %! d1 = eigs (A, k+1);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
763 %! assert (d1, d0(end:-1:(end-k)),1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
764 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
765 %! d1 = eigs (A, k, "lm");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
766 %! assert (d1, d0(end:-1:(end-k+1)), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
767 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
768 %! d1 = eigs (A, k, "sm");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
769 %! assert (d1, d0(k:-1:1), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
770 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
771 %! d1 = eigs (A, k, "la");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
772 %! assert (d1, d2(end:-1:(end-k+1)), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
773 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
774 %! d1 = eigs (A, k, "sa");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
775 %! assert (d1, d2(1:k), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
776 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
777 %! d1 = eigs (A, k, "be");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
778 %! assert (d1, d2([1:floor(k/2), (end - ceil(k/2) + 1):end]), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
779 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
780 %! d1 = eigs (A, k+1, "be");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
781 %! assert (d1, d2([1:floor((k+1)/2), (end - ceil((k+1)/2) + 1):end]), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
782 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
783 %! d1 = eigs (A, k, 4.1);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
784 %! [~, idx0] = sort (abs (d0 - 4.1));
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
785 %! [~, idx1] = sort (abs (d1 - 4.1));
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
786 %! assert (d1(idx1), d0(idx0(1:k)), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
787 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
788 %! d1 = eigs (A, eye (n), k, "lm");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
789 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
790 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
791 %! assert (eigs (A, k, 4.1), eigs (A, eye (n), k, 4.1), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
792 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
793 %! opts.cholB = true;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
794 %! d1 = eigs (A, eye (n), k, "lm", opts);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
795 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
796 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
797 %! opts.cholB = true;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
798 %! q = [2:n,1];
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
799 %! opts.permB = q;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
800 %! d1 = eigs (A, eye (n)(q,q), k, "lm", opts);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
801 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
802 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
803 %! opts.cholB = true;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
804 %! d1 = eigs (A, eye (n), k, 4.1, opts);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
805 %! assert (abs (d1), eigs (A, k, 4.1), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
806 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
807 %! opts.cholB = true;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
808 %! q = [2:n,1];
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
809 %! opts.permB = q;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
810 %! d1 = eigs (A, eye (n)(q,q), k, 4.1, opts);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
811 %! assert (abs (d1), eigs (A, k, 4.1), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
812 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
813 %! assert (eigs (A, k, 4.1), eigs (A, eye (n), k, 4.1), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
814 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
815 %! fn = @(x) A * x;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
816 %! opts.issym = 1; opts.isreal = 1;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
817 %! d1 = eigs (fn, n, k, "lm", opts);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
818 %! assert (d1, d0(end:-1:(end-k+1)), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
819 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
820 %! fn = @(x) A \ x;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
821 %! opts.issym = 1; opts.isreal = 1;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
822 %! d1 = eigs (fn, n, k, "sm", opts);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
823 %! assert (d1, d0(k:-1:1), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
824 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
825 %! fn = @(x) (A - 4.1 * eye (n)) \ x;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
826 %! opts.issym = 1; opts.isreal = 1;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
827 %! d1 = eigs (fn, n, k, 4.1, opts);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
828 %! assert (d1, eigs (A, k, 4.1), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
829 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
830 %! [v1,d1] = eigs (A, k, "lm");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
831 %! d1 = diag (d1);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
832 %! for i=1:k
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
833 %! assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
834 %! endfor
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
835 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
836 %! [v1,d1] = eigs (A, k, "sm");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
837 %! d1 = diag (d1);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
838 %! for i=1:k
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
839 %! assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
840 %! endfor
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
841 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
842 %! [v1,d1] = eigs (A, k, "la");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
843 %! d1 = diag (d1);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
844 %! for i=1:k
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
845 %! assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
846 %! endfor
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
847 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
848 %! [v1,d1] = eigs (A, k, "sa");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
849 %! d1 = diag (d1);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
850 %! for i=1:k
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
851 %! assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
852 %! endfor
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
853 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
854 %! [v1,d1] = eigs (A, k, "be");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
855 %! d1 = diag (d1);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
856 %! for i=1:k
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
857 %! assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
858 %! endfor
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
859
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
860 ## Real unsymmetric tests
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
861 %!shared n, k, A, d0
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
862 %! n = 20;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
863 %! k = 4;
19833
9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions.
Rik <rik@octave.org>
parents: 19697
diff changeset
864 %! A = full (sparse ([3:n,1:n,1:(n-2)],[1:(n-2),1:n,3:n],[ones(1,n-2),1:n,-ones(1,n-2)]));
17220
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
865 %! d0 = eig (A);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
866 %! [~, idx] = sort (abs (d0));
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
867 %! d0 = d0(idx);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
868 %! rand ("state", 42); % initialize generator to make eigs behavior reproducible
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
869 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
870 %! d1 = eigs (A, k);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
871 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
872 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
873 %! d1 = eigs (A, k+1);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
874 %! assert (abs (d1), abs (d0(end:-1:(end-k))),1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
875 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
876 %! d1 = eigs (A, k, "lm");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
877 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
878 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
879 %! d1 = eigs (A, k, "sm");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
880 %! assert (abs (d1), abs (d0(1:k)), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
881 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
882 %! d1 = eigs (A, k, "lr");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
883 %! [~, idx] = sort (real (d0));
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
884 %! d2 = d0(idx);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
885 %! assert (real (d1), real (d2(end:-1:(end-k+1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
886 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
887 %! d1 = eigs (A, k, "sr");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
888 %! [~, idx] = sort (real (abs (d0)));
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
889 %! d2 = d0(idx);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
890 %! assert (real (d1), real (d2(1:k)), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
891 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
892 %! d1 = eigs (A, k, "li");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
893 %! [~, idx] = sort (imag (abs (d0)));
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
894 %! d2 = d0(idx);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
895 %! assert (sort (imag (d1)), sort (imag (d2(end:-1:(end-k+1)))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
896 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
897 %! d1 = eigs (A, k, "si");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
898 %! [~, idx] = sort (imag (abs (d0)));
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
899 %! d2 = d0(idx);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
900 %! assert (sort (imag (d1)), sort (imag (d2(1:k))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
901 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
902 %! d1 = eigs (A, k, 4.1);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
903 %! [~, idx0] = sort (abs (d0 - 4.1));
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
904 %! [~, idx1] = sort (abs (d1 - 4.1));
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
905 %! assert (abs (d1(idx1)), abs (d0(idx0(1:k))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
906 %! assert (sort (imag (d1(idx1))), sort (imag (d0(idx0(1:k)))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
907 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
908 %! d1 = eigs (A, eye (n), k, "lm");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
909 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
910 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
911 %! opts.cholB = true;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
912 %! d1 = eigs (A, eye (n), k, "lm", opts);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
913 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
914 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
915 %! opts.cholB = true;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
916 %! q = [2:n,1];
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
917 %! opts.permB = q;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
918 %! d1 = eigs (A, eye (n)(q,q), k, "lm", opts);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
919 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
920 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
921 %! opts.cholB = true;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
922 %! d1 = eigs (A, eye (n), k, 4.1, opts);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
923 %! assert (abs (d1), eigs (A, k, 4.1), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
924 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
925 %! opts.cholB = true;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
926 %! q = [2:n,1];
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
927 %! opts.permB = q;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
928 %! d1 = eigs (A, eye (n)(q,q), k, 4.1, opts);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
929 %! assert (abs (d1), eigs (A, k, 4.1), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
930 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
931 %! assert (abs (eigs (A, k, 4.1)), abs (eigs (A, eye (n), k, 4.1)), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
932 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
933 %! assert (sort (imag (eigs (A, k, 4.1))), sort (imag (eigs (A, eye (n), k, 4.1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
934 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
935 %! fn = @(x) A * x;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
936 %! opts.issym = 0; opts.isreal = 1;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
937 %! d1 = eigs (fn, n, k, "lm", opts);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
938 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
939 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
940 %! fn = @(x) A \ x;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
941 %! opts.issym = 0; opts.isreal = 1;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
942 %! d1 = eigs (fn, n, k, "sm", opts);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
943 %! assert (abs (d1), d0(1:k), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
944 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
945 %! fn = @(x) (A - 4.1 * eye (n)) \ x;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
946 %! opts.issym = 0; opts.isreal = 1;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
947 %! d1 = eigs (fn, n, k, 4.1, opts);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
948 %! assert (abs (d1), eigs (A, k, 4.1), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
949 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
950 %! [v1,d1] = eigs (A, k, "lm");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
951 %! d1 = diag (d1);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
952 %! for i=1:k
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
953 %! assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
954 %! endfor
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
955 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
956 %! [v1,d1] = eigs (A, k, "sm");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
957 %! d1 = diag (d1);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
958 %! for i=1:k
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
959 %! assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
960 %! endfor
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
961 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
962 %! [v1,d1] = eigs (A, k, "lr");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
963 %! d1 = diag (d1);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
964 %! for i=1:k
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
965 %! assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
966 %! endfor
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
967 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
968 %! [v1,d1] = eigs (A, k, "sr");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
969 %! d1 = diag (d1);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
970 %! for i=1:k
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
971 %! assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
972 %! endfor
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
973 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
974 %! [v1,d1] = eigs (A, k, "li");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
975 %! d1 = diag (d1);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
976 %! for i=1:k
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
977 %! assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
978 %! endfor
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
979 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
980 %! [v1,d1] = eigs (A, k, "si");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
981 %! d1 = diag (d1);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
982 %! for i=1:k
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
983 %! assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
984 %! endfor
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
985
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
986 ## Complex hermitian tests
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
987 %!shared n, k, A, d0
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
988 %! n = 20;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
989 %! k = 4;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
990 %! A = full (sparse ([3:n,1:n,1:(n-2)],[1:(n-2),1:n,3:n],[1i*ones(1,n-2),4*ones(1,n),-1i*ones(1,n-2)]));
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
991 %! d0 = eig (A);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
992 %! [~, idx] = sort (abs (d0));
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
993 %! d0 = d0(idx);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
994 %! rand ("state", 42); % initialize generator to make eigs behavior reproducible
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
995 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
996 %! d1 = eigs (A, k);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
997 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
998 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
999 %! d1 = eigs (A, k+1);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1000 %! assert (abs (d1), abs (d0(end:-1:(end-k))),1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1001 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1002 %! d1 = eigs (A, k, "lm");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1003 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1004 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1005 %! d1 = eigs (A, k, "sm");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1006 %! assert (abs (d1), abs (d0(1:k)), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1007 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1008 %! d1 = eigs (A, k, "lr");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1009 %! [~, idx] = sort (real (abs (d0)));
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1010 %! d2 = d0(idx);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1011 %! assert (real (d1), real (d2(end:-1:(end-k+1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1012 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1013 %! d1 = eigs (A, k, "sr");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1014 %! [~, idx] = sort (real (abs (d0)));
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1015 %! d2 = d0(idx);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1016 %! assert (real (d1), real (d2(1:k)), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1017 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1018 %! d1 = eigs (A, k, "li");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1019 %! [~, idx] = sort (imag (abs (d0)));
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1020 %! d2 = d0(idx);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1021 %! assert (sort (imag (d1)), sort (imag (d2(end:-1:(end-k+1)))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1022 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1023 %! d1 = eigs (A, k, "si");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1024 %! [~, idx] = sort (imag (abs (d0)));
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1025 %! d2 = d0(idx);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1026 %! assert (sort (imag (d1)), sort (imag (d2(1:k))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1027 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1028 %! d1 = eigs (A, k, 4.1);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1029 %! [~, idx0] = sort (abs (d0 - 4.1));
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1030 %! [~, idx1] = sort (abs (d1 - 4.1));
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1031 %! assert (abs (d1(idx1)), abs (d0(idx0(1:k))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1032 %! assert (sort (imag (d1(idx1))), sort (imag (d0(idx0(1:k)))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1033 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1034 %! d1 = eigs (A, eye (n), k, "lm");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1035 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1036 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1037 %! opts.cholB = true;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1038 %! d1 = eigs (A, eye (n), k, "lm", opts);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1039 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1040 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1041 %! opts.cholB = true;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1042 %! q = [2:n,1];
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1043 %! opts.permB = q;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1044 %! d1 = eigs (A, eye (n)(q,q), k, "lm", opts);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1045 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1046 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1047 %! opts.cholB = true;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1048 %! d1 = eigs (A, eye (n), k, 4.1, opts);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1049 %! assert (abs (abs (d1)), abs (eigs (A, k, 4.1)), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1050 %! assert (sort (imag (abs (d1))), sort (imag (eigs (A, k, 4.1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1051 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1052 %! opts.cholB = true;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1053 %! q = [2:n,1];
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1054 %! opts.permB = q;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1055 %! d1 = eigs (A, eye (n)(q,q), k, 4.1, opts);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1056 %! assert (abs (abs (d1)), abs (eigs (A, k, 4.1)), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1057 %! assert (sort (imag (abs (d1))), sort (imag (eigs (A, k, 4.1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1058 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1059 %! assert (abs (eigs (A, k, 4.1)), abs (eigs (A, eye (n), k, 4.1)), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1060 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1061 %! assert (sort (imag (eigs (A, k, 4.1))), sort (imag (eigs (A, eye (n), k, 4.1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1062 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1063 %! fn = @(x) A * x;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1064 %! opts.issym = 0; opts.isreal = 0;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1065 %! d1 = eigs (fn, n, k, "lm", opts);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1066 %! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1067 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1068 %! fn = @(x) A \ x;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1069 %! opts.issym = 0; opts.isreal = 0;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1070 %! d1 = eigs (fn, n, k, "sm", opts);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1071 %! assert (abs (d1), d0(1:k), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1072 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1073 %! fn = @(x) (A - 4.1 * eye (n)) \ x;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1074 %! opts.issym = 0; opts.isreal = 0;
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1075 %! d1 = eigs (fn, n, k, 4.1, opts);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1076 %! assert (abs (d1), eigs (A, k, 4.1), 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1077 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1078 %! [v1,d1] = eigs (A, k, "lm");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1079 %! d1 = diag (d1);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1080 %! for i=1:k
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1081 %! assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1082 %! endfor
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1083 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1084 %! [v1,d1] = eigs (A, k, "sm");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1085 %! d1 = diag (d1);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1086 %! for i=1:k
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1087 %! assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1088 %! endfor
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1089 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1090 %! [v1,d1] = eigs (A, k, "lr");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1091 %! d1 = diag (d1);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1092 %! for i=1:k
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1093 %! assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1094 %! endfor
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1095 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1096 %! [v1,d1] = eigs (A, k, "sr");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1097 %! d1 = diag (d1);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1098 %! for i=1:k
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1099 %! assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1100 %! endfor
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1101 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1102 %! [v1,d1] = eigs (A, k, "li");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1103 %! d1 = diag (d1);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1104 %! for i=1:k
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1105 %! assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1106 %! endfor
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1107 %!testif HAVE_ARPACK
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1108 %! [v1,d1] = eigs (A, k, "si");
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1109 %! d1 = diag (d1);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1110 %! for i=1:k
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1111 %! assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1112 %! endfor
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1113
17845
0f912af348e0 add a test to mark regression in eigs
Carlo de Falco <cdf@users.sourceforge.net>
parents: 17744
diff changeset
1114 %!test
0f912af348e0 add a test to mark regression in eigs
Carlo de Falco <cdf@users.sourceforge.net>
parents: 17744
diff changeset
1115 %! A = 2 * diag (ones (10, 1)) - diag (ones (9, 1), 1) - diag (ones (9, 1), -1);
0f912af348e0 add a test to mark regression in eigs
Carlo de Falco <cdf@users.sourceforge.net>
parents: 17744
diff changeset
1116 %! B = diag (ones (10, 1));
0f912af348e0 add a test to mark regression in eigs
Carlo de Falco <cdf@users.sourceforge.net>
parents: 17744
diff changeset
1117 %! reseig = eig (A, B);
0f912af348e0 add a test to mark regression in eigs
Carlo de Falco <cdf@users.sourceforge.net>
parents: 17744
diff changeset
1118 %! [~, idx] = sort (abs (reseig), "ascend");
0f912af348e0 add a test to mark regression in eigs
Carlo de Falco <cdf@users.sourceforge.net>
parents: 17744
diff changeset
1119 %! assert (eigs (A, B, 10, 0), reseig (idx))
0f912af348e0 add a test to mark regression in eigs
Carlo de Falco <cdf@users.sourceforge.net>
parents: 17744
diff changeset
1120
18783
1782f5294fdc eigs: selection columns of V, not rows (bug #41795)
John W. Eaton <jwe@octave.org>
parents: 17846
diff changeset
1121 %!test
1782f5294fdc eigs: selection columns of V, not rows (bug #41795)
John W. Eaton <jwe@octave.org>
parents: 17846
diff changeset
1122 %! X = [70 47 42 39 50 73 79 23;
1782f5294fdc eigs: selection columns of V, not rows (bug #41795)
John W. Eaton <jwe@octave.org>
parents: 17846
diff changeset
1123 %! 19 52 61 80 36 76 63 68;
1782f5294fdc eigs: selection columns of V, not rows (bug #41795)
John W. Eaton <jwe@octave.org>
parents: 17846
diff changeset
1124 %! 14 34 66 65 29 4 72 9;
1782f5294fdc eigs: selection columns of V, not rows (bug #41795)
John W. Eaton <jwe@octave.org>
parents: 17846
diff changeset
1125 %! 24 8 78 49 58 54 43 33;
1782f5294fdc eigs: selection columns of V, not rows (bug #41795)
John W. Eaton <jwe@octave.org>
parents: 17846
diff changeset
1126 %! 62 69 32 31 40 46 22 28;
1782f5294fdc eigs: selection columns of V, not rows (bug #41795)
John W. Eaton <jwe@octave.org>
parents: 17846
diff changeset
1127 %! 48 12 45 59 10 17 15 25;
1782f5294fdc eigs: selection columns of V, not rows (bug #41795)
John W. Eaton <jwe@octave.org>
parents: 17846
diff changeset
1128 %! 64 67 77 56 13 55 41 74;
1782f5294fdc eigs: selection columns of V, not rows (bug #41795)
John W. Eaton <jwe@octave.org>
parents: 17846
diff changeset
1129 %! 37 38 18 21 11 3 71 7;
1782f5294fdc eigs: selection columns of V, not rows (bug #41795)
John W. Eaton <jwe@octave.org>
parents: 17846
diff changeset
1130 %! 5 35 16 1 51 27 26 44;
1782f5294fdc eigs: selection columns of V, not rows (bug #41795)
John W. Eaton <jwe@octave.org>
parents: 17846
diff changeset
1131 %! 30 57 60 75 2 53 20 6];
1782f5294fdc eigs: selection columns of V, not rows (bug #41795)
John W. Eaton <jwe@octave.org>
parents: 17846
diff changeset
1132 %! Z = X * X';
1782f5294fdc eigs: selection columns of V, not rows (bug #41795)
John W. Eaton <jwe@octave.org>
parents: 17846
diff changeset
1133 %! r = rank (Z);
1782f5294fdc eigs: selection columns of V, not rows (bug #41795)
John W. Eaton <jwe@octave.org>
parents: 17846
diff changeset
1134 %! assert (r, 8);
1782f5294fdc eigs: selection columns of V, not rows (bug #41795)
John W. Eaton <jwe@octave.org>
parents: 17846
diff changeset
1135 %! [V, D] = eigs (Z, r, "lm");
1782f5294fdc eigs: selection columns of V, not rows (bug #41795)
John W. Eaton <jwe@octave.org>
parents: 17846
diff changeset
1136 %! ZZ = V * D * V';
1782f5294fdc eigs: selection columns of V, not rows (bug #41795)
John W. Eaton <jwe@octave.org>
parents: 17846
diff changeset
1137 %! tmp = abs (Z - ZZ);
1782f5294fdc eigs: selection columns of V, not rows (bug #41795)
John W. Eaton <jwe@octave.org>
parents: 17846
diff changeset
1138 %! assert (max (tmp(:)) < 5e-11);
1782f5294fdc eigs: selection columns of V, not rows (bug #41795)
John W. Eaton <jwe@octave.org>
parents: 17846
diff changeset
1139
17220
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1140 %!assert (eigs (diag (1:5), 5, "sa"), [1;2;3;4;5]);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1141 %!assert (eigs (diag (1:5), 5, "la"), [5;4;3;2;1]);
ea9992fd9c89 fix eigs to handle small matrices
John W. Eaton <jwe@octave.org>
parents:
diff changeset
1142 %!assert (eigs (diag (1:5), 3, "be"), [1;4;5]);