diff scripts/sparse/eigs.m @ 17220:ea9992fd9c89

fix eigs to handle small matrices * __eigs__.cc: Rename from eigs.cc. (F__eigs__): Rename from Feigs. * dldfcn/module-files: Update for file rename. * eigs.m: New file. Move eigs documentation and tests here from eigs.cc. Handle small matrices here by calling eig then sorting and selecting values as needed. * scripts/sparse/module.mk (sparse_FCN_FILES): Add eigs.m to the list.
author John W. Eaton <jwe@octave.org>
date Mon, 12 Aug 2013 15:43:49 -0400
parents
children bc924baa2c4e
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--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/sparse/eigs.m	Mon Aug 12 15:43:49 2013 -0400
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+## Copyright (C) 2005-2012 David Bateman
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 3 of the License, or (at
+## your option) any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, see
+## <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn  {Function File} {@var{d} =} eigs (@var{A})
+## @deftypefnx {Function File} {@var{d} =} eigs (@var{A}, @var{k})
+## @deftypefnx {Function File} {@var{d} =} eigs (@var{A}, @var{k}, @var{sigma})
+## @deftypefnx {Function File} {@var{d} =} eigs (@var{A}, @var{k}, @var{sigma}, @var{opts})
+## @deftypefnx {Function File} {@var{d} =} eigs (@var{A}, @var{B})
+## @deftypefnx {Function File} {@var{d} =} eigs (@var{A}, @var{B}, @var{k})
+## @deftypefnx {Function File} {@var{d} =} eigs (@var{A}, @var{B}, @var{k}, @var{sigma})
+## @deftypefnx {Function File} {@var{d} =} eigs (@var{A}, @var{B}, @var{k}, @var{sigma}, @var{opts})
+## @deftypefnx {Function File} {@var{d} =} eigs (@var{af}, @var{n})
+## @deftypefnx {Function File} {@var{d} =} eigs (@var{af}, @var{n}, @var{B})
+## @deftypefnx {Function File} {@var{d} =} eigs (@var{af}, @var{n}, @var{k})
+## @deftypefnx {Function File} {@var{d} =} eigs (@var{af}, @var{n}, @var{B}, @var{k})
+## @deftypefnx {Function File} {@var{d} =} eigs (@var{af}, @var{n}, @var{k}, @var{sigma})
+## @deftypefnx {Function File} {@var{d} =} eigs (@var{af}, @var{n}, @var{B}, @var{k}, @var{sigma})
+## @deftypefnx {Function File} {@var{d} =} eigs (@var{af}, @var{n}, @var{k}, @var{sigma}, @var{opts})
+## @deftypefnx {Function File} {@var{d} =} eigs (@var{af}, @var{n}, @var{B}, @var{k}, @var{sigma}, @var{opts})
+## @deftypefnx {Function File} {[@var{V}, @var{d}] =} eigs (@var{A}, @dots{})
+## @deftypefnx {Function File} {[@var{V}, @var{d}] =} eigs (@var{af}, @var{n}, @dots{})
+## @deftypefnx {Function File} {[@var{V}, @var{d}, @var{flag}] =} eigs (@var{A}, @dots{})
+## @deftypefnx {Function File} {[@var{V}, @var{d}, @var{flag}] =} eigs (@var{af}, @var{n}, @dots{})
+## Calculate a limited number of eigenvalues and eigenvectors of @var{A},
+## based on a selection criteria.  The number of eigenvalues and eigenvectors to
+## calculate is given by @var{k} and defaults to 6.
+## 
+## By default, @code{eigs} solve the equation
+## @tex
+## $A \nu = \lambda \nu$,
+## @end tex
+## @ifinfo
+## @code{A * v = lambda * v},
+## @end ifinfo
+## where
+## @tex
+## $\lambda$ is a scalar representing one of the eigenvalues, and $\nu$
+## @end tex
+## @ifinfo
+## @code{lambda} is a scalar representing one of the eigenvalues, and @code{v}
+## @end ifinfo
+## is the corresponding eigenvector.  If given the positive definite matrix
+## @var{B} then @code{eigs} solves the general eigenvalue equation
+## @tex
+## $A \nu = \lambda B \nu$.
+## @end tex
+## @ifinfo
+## @code{A * v = lambda * B * v}.
+## @end ifinfo
+## 
+## The argument @var{sigma} determines which eigenvalues are returned.
+## @var{sigma} can be either a scalar or a string.  When @var{sigma} is a
+## scalar, the @var{k} eigenvalues closest to @var{sigma} are returned.  If
+## @var{sigma} is a string, it must have one of the following values.
+## 
+## @table @asis
+## @item "lm"
+## Largest Magnitude (default).
+## 
+## @item "sm"
+## Smallest Magnitude.
+## 
+## @item "la"
+## Largest Algebraic (valid only for real symmetric problems).
+## 
+## @item "sa"
+## Smallest Algebraic (valid only for real symmetric problems).
+## 
+## @item "be"
+## Both Ends, with one more from the high-end if @var{k} is odd (valid only for
+## real symmetric problems).
+## 
+## @item "lr"
+## Largest Real part (valid only for complex or unsymmetric problems).
+## 
+## @item "sr"
+## Smallest Real part (valid only for complex or unsymmetric problems).
+## 
+## @item "li"
+## Largest Imaginary part (valid only for complex or unsymmetric problems).
+## 
+## @item "si"
+## Smallest Imaginary part (valid only for complex or unsymmetric problems).
+## @end table
+## 
+## If @var{opts} is given, it is a structure defining possible options that
+## @code{eigs} should use.  The fields of the @var{opts} structure are:
+## 
+## @table @code
+## @item issym
+## If @var{af} is given, then flags whether the function @var{af} defines a
+## symmetric problem.  It is ignored if @var{A} is given.  The default is false.
+## 
+## @item isreal
+## If @var{af} is given, then flags whether the function @var{af} defines a
+## real problem.  It is ignored if @var{A} is given.  The default is true.
+## 
+## @item tol
+## Defines the required convergence tolerance, calculated as
+## @code{tol * norm (A)}.  The default is @code{eps}.
+## 
+## @item maxit
+## The maximum number of iterations.  The default is 300.
+## 
+## @item p
+## The number of Lanzcos basis vectors to use.  More vectors will result in
+## faster convergence, but a greater use of memory.  The optimal value of
+## @code{p} is problem dependent and should be in the range @var{k} to @var{n}.
+## The default value is @code{2 * @var{k}}.
+## 
+## @item v0
+## The starting vector for the algorithm.  An initial vector close to the
+## final vector will speed up convergence.  The default is for @sc{arpack}
+## to randomly generate a starting vector.  If specified, @code{v0} must be
+## an @var{n}-by-1 vector where @code{@var{n} = rows (@var{A})}
+## 
+## @item disp
+## The level of diagnostic printout (0|1|2).  If @code{disp} is 0 then
+## diagnostics are disabled.  The default value is 0.
+## 
+## @item cholB
+## Flag if @code{chol (@var{B})} is passed rather than @var{B}.  The default is
+## false.
+## 
+## @item permB
+## The permutation vector of the Cholesky@tie{}factorization of @var{B} if
+## @code{cholB} is true.  That is @code{chol (@var{B}(permB, permB))}.  The
+## default is @code{1:@var{n}}.
+## 
+## @end table
+## 
+## It is also possible to represent @var{A} by a function denoted @var{af}.
+## @var{af} must be followed by a scalar argument @var{n} defining the length
+## of the vector argument accepted by @var{af}.  @var{af} can be
+## a function handle, an inline function, or a string.  When @var{af} is a
+## string it holds the name of the function to use.
+## 
+## @var{af} is a function of the form @code{y = af (x)}
+## where the required return value of @var{af} is determined by
+## the value of @var{sigma}.  The four possible forms are
+## 
+## @table @code
+## @item A * x
+## if @var{sigma} is not given or is a string other than "sm".
+## 
+## @item A \ x
+## if @var{sigma} is 0 or "sm".
+## 
+## @item (A - sigma * I) \ x
+## for the standard eigenvalue problem, where @code{I} is the identity matrix of
+## the same size as @var{A}.
+## 
+## @item (A - sigma * B) \ x
+## for the general eigenvalue problem.
+## @end table
+## 
+## The return arguments of @code{eigs} depend on the number of return arguments
+## requested.  With a single return argument, a vector @var{d} of length @var{k}
+## is returned containing the @var{k} eigenvalues that have been found.  With
+## two return arguments, @var{V} is a @var{n}-by-@var{k} matrix whose columns
+## are the @var{k} eigenvectors corresponding to the returned eigenvalues.  The
+## eigenvalues themselves are returned in @var{d} in the form of a
+## @var{n}-by-@var{k} matrix, where the elements on the diagonal are the
+## eigenvalues.
+## 
+## Given a third return argument @var{flag}, @code{eigs} returns the status
+## of the convergence.  If @var{flag} is 0 then all eigenvalues have converged.
+## Any other value indicates a failure to converge.
+## 
+## This function is based on the @sc{arpack} package, written by R. Lehoucq,
+## K. Maschhoff, D. Sorensen, and C. Yang.  For more information see
+## @url{http://www.caam.rice.edu/software/ARPACK/}.
+## 
+## @seealso{eig, svds}
+## @end deftypefn
+
+function varargout = eigs (varargin)
+
+  ## For compatibility with Matlab, handle small matrix cases here
+  ## that ARPACK does not.
+
+  if (nargin == 0)
+    print_usage ();
+  endif
+
+  call_eig = false;
+  offset = 0;
+  k = 6;
+  sigma = "lm";
+
+  if (isnumeric (varargin{1}) && issquare (varargin{1}))
+    a = varargin{1};
+    if (nargin > 1 && isnumeric (varargin{2})
+        && issquare (varargin{2}) && size_equal (a, varargin{2}))
+      b = varargin{2};
+      offset = 1;
+    endif
+
+    if (rows (a) < 9)
+      call_eig = true;
+    endif
+    
+    if (nargin > 1 + offset)
+      tmp = varargin{2+offset};
+      if (isnumeric (tmp) && isscalar (tmp) && isreal (tmp)
+          && round (tmp) == tmp)
+        k = tmp;
+
+        if (rows (a) - k < 3)
+          call_eig = true;
+        endif
+      else
+        call_eig = false;
+      endif
+
+      if (nargin > 2 + offset)
+        tmp = varargin{3+offset};
+        if (ischar (tmp) || (isnumeric (tmp) && isscalar (tmp)))
+          sigma = tmp;
+        else
+          call_eig = false;
+        endif
+      endif
+    endif
+  endif
+
+  if (call_eig)
+    varargout = cell (1, min (2, max (1, nargout)));
+    if (offset)
+      real_valued = isreal (a) && isreal (b);
+      symmetric = issymmetric (a) && issymmetric (b);
+      [varargout{:}] = eig (a, b);
+    else
+      real_valued = isreal (a);
+      symmetric = issymmetric (a);
+      [varargout{:}] = eig (a);
+    endif
+    varargout = select (varargout, k, sigma, real_valued, symmetric);
+    if (nargout == 3)
+      varargout{3} = 0;
+    endif
+  else
+    varargout = cell (1, max (1, nargout));
+    [varargout{:}] = __eigs__ (varargin{:});
+  endif
+
+endfunction
+
+function out = select (args, k, sigma, real_valued, symmetric)
+
+  if (numel (args) == 1)
+    d = args{1};
+  else
+    d = diag (args{2});
+  endif
+
+  if (ischar (sigma))
+    switch (sigma)
+      case "lm"
+        [~, idx] = sort (abs (d), "descend");
+
+      case "sm"
+        [~, idx] = sort (abs (d), "ascend");
+
+      case "la"
+        if (real_valued && symmetric)
+          [~, idx] = sort (real (d), "descend");
+        else
+          error ("sigma = \"la\" requires real symmetric problem");
+        endif
+
+      case "sa"
+        if (real_valued && symmetric)
+          [~, idx] = sort (real (d), "ascend");
+        else
+          error ("sigma = \"sa\" requires real symmetric problem");
+        endif
+
+      case "be"
+        if (real_valued && symmetric)
+          [~, idx] = sort (real (d), "ascend");
+        else
+          error ("sigma = \"be\" requires real symmetric problem");
+        endif
+
+      case "lr"
+        if (! (real_valued || symmetric))
+          [~, idx] = sort (real (d), "descend");
+        else
+          error ("sigma = \"lr\" requires complex or unsymmetric problem");
+        endif
+
+      case "sr"
+        if (! (real_valued || symmetric))
+          [~, idx] = sort (real (d), "ascend");
+        else
+          error ("sigma = \"sr\" requires complex or unsymmetric problem");
+        endif
+
+      case "li"
+        if (! (real_valued || symmetric))
+          [~, idx] = sort (imag (d), "descend");
+        else
+          error ("sigma = \"li\" requires complex or unsymmetric problem");
+        endif
+
+      case "si"
+        if (! (real_valued || symmetric))
+          [~, idx] = sort (imag (d), "ascend");
+        else
+          error ("sigma = \"si\" requires complex or unsymmetric problem");
+        endif
+
+      otherwise
+        error ("unrecognized value for sigma: %s", sigma);
+    endswitch
+  endif
+
+  d = d(idx);
+
+  n = numel (d);
+
+  k = min (k, n);
+
+  if (strcmp (sigma, 'be'))
+    tmp = k / 2;
+    n1 = floor (tmp);
+    n2 = n - ceil (tmp) + 1;
+    selection = [1:floor(k/2), n2:n];
+  else
+    selection = 1:k;
+  endif
+
+  d = d(selection);
+
+  if (numel (args) == 1)
+    out{1} = d;
+  else
+    out{2} = diag (d);
+
+    v = args{1};
+    v = v(:,idx);
+    out{1} = v(selection,:);
+  endif
+
+endfunction
+
+#### SPARSE MATRIX VERSIONS ####
+
+## Real positive definite tests, n must be even
+%!shared n, k, A, d0, d2
+%! n = 20;
+%! k = 4;
+%! 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)]);
+%! d0 = eig (A);
+%! d2 = sort (d0);
+%! [~, idx] = sort (abs (d0));
+%! d0 = d0(idx);
+%! rand ("state", 42); # initialize generator to make eigs behavior reproducible
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k);
+%! assert (d1, d0(end:-1:(end-k+1)), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k+1);
+%! assert (d1, d0(end:-1:(end-k)), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k, "lm");
+%! assert (d1, d0(end:-1:(end-k+1)), 1e-11);
+%!testif HAVE_ARPACK, HAVE_UMFPACK
+%! d1 = eigs (A, k, "sm");
+%! assert (d1, d0(k:-1:1), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k, "la");
+%! assert (d1, d2(end:-1:(end-k+1)), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k, "sa");
+%! assert (d1, d2(1:k), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k, "be");
+%! assert (d1, d2([1:floor(k/2), (end - ceil(k/2) + 1):end]), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k+1, "be");
+%! assert (d1, d2([1:floor((k+1)/2), (end - ceil((k+1)/2) + 1):end]), 1e-11);
+%!testif HAVE_ARPACK, HAVE_UMFPACK
+%! d1 = eigs (A, k, 4.1);
+%! [~, idx0] = sort (abs (d0 - 4.1));
+%! [~, idx1] = sort (abs (d1 - 4.1));
+%! assert (d1(idx1), d0(idx0(1:k)), 1e-11);
+%!testif HAVE_ARPACK, HAVE_CHOLMOD
+%! d1 = eigs (A, speye (n), k, "lm");
+%! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
+%!testif HAVE_ARPACK, HAVE_UMFPACK
+%! assert (eigs (A, k, 4.1), eigs (A, speye (n), k, 4.1), 1e-11);
+%!testif HAVE_ARPACK
+%! opts.cholB = true;
+%! d1 = eigs (A, speye (n), k, "lm", opts);
+%! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
+%!testif HAVE_ARPACK
+%! opts.cholB = true;
+%! q = [2:n,1];
+%! opts.permB = q;
+%! d1 = eigs (A, speye (n)(q,q), k, "lm", opts);
+%! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
+%!testif HAVE_ARPACK, HAVE_UMFPACK
+%! opts.cholB = true;
+%! d1 = eigs (A, speye (n), k, 4.1, opts);
+%! assert (abs (d1), eigs (A, k, 4.1), 1e-11);
+%!testif HAVE_ARPACK, HAVE_UMFPACK
+%! opts.cholB = true;
+%! q = [2:n,1];
+%! opts.permB = q;
+%! d1 = eigs (A, speye (n)(q,q), k, 4.1, opts);
+%! assert (abs (d1), eigs (A, k, 4.1), 1e-11);
+%!testif HAVE_ARPACK, HAVE_UMFPACK
+%! assert (eigs (A, k, 4.1), eigs (A, speye (n), k, 4.1), 1e-11);
+%!testif HAVE_ARPACK
+%! fn = @(x) A * x;
+%! opts.issym = 1;  opts.isreal = 1;
+%! d1 = eigs (fn, n, k, "lm", opts);
+%! assert (d1, d0(end:-1:(end-k+1)), 1e-11);
+%!testif HAVE_ARPACK
+%! fn = @(x) A \ x;
+%! opts.issym = 1;  opts.isreal = 1;
+%! d1 = eigs (fn, n, k, "sm", opts);
+%! assert (d1, d0(k:-1:1), 1e-11);
+%!testif HAVE_ARPACK, HAVE_UMFPACK
+%! fn = @(x) (A - 4.1 * eye (n)) \ x;
+%! opts.issym = 1;  opts.isreal = 1;
+%! d1 = eigs (fn, n, k, 4.1, opts);
+%! assert (d1, eigs (A, k, 4.1), 1e-11);
+%!testif HAVE_ARPACK
+%! AA = speye (10);
+%! fn = @(x) AA * x;
+%! opts.issym = 1;  opts.isreal = 1;
+%! assert (eigs (fn, 10, AA, 3, "lm", opts), [1; 1; 1], 10*eps);
+%!testif HAVE_ARPACK
+%! [v1,d1] = eigs (A, k, "lm");
+%! d1 = diag (d1);
+%! for i=1:k
+%!   assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11);
+%! endfor
+%!testif HAVE_ARPACK, HAVE_UMFPACK
+%! [v1,d1] = eigs (A, k, "sm");
+%! d1 = diag (d1);
+%! for i=1:k
+%!   assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11);
+%! endfor
+%!testif HAVE_ARPACK
+%! [v1,d1] = eigs (A, k, "la");
+%! d1 = diag (d1);
+%! for i=1:k
+%!   assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11);
+%! endfor
+%!testif HAVE_ARPACK
+%! [v1,d1] = eigs (A, k, "sa");
+%! d1 = diag (d1);
+%! for i=1:k
+%!   assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11);
+%! endfor
+%!testif HAVE_ARPACK
+%! [v1,d1] = eigs (A, k, "be");
+%! d1 = diag (d1);
+%! for i=1:k
+%!   assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11);
+%! endfor
+
+## Real unsymmetric tests
+%!shared n, k, A, d0
+%! n = 20;
+%! k = 4;
+%! 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)]);
+%! d0 = eig (A);
+%! [~, idx] = sort (abs (d0));
+%! d0 = d0(idx);
+%! rand ("state", 42); % initialize generator to make eigs behavior reproducible
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k);
+%! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k+1);
+%! assert (abs (d1), abs (d0(end:-1:(end-k))),1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k, "lm");
+%! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
+%!testif HAVE_ARPACK, HAVE_UMFPACK
+%! d1 = eigs (A, k, "sm");
+%! assert (abs (d1), abs (d0(1:k)), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k, "lr");
+%! [~, idx] = sort (real (d0));
+%! d2 = d0(idx);
+%! assert (real (d1), real (d2(end:-1:(end-k+1))), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k, "sr");
+%! [~, idx] = sort (real (abs (d0)));
+%! d2 = d0(idx);
+%! assert (real (d1), real (d2(1:k)), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k, "li");
+%! [~, idx] = sort (imag (abs (d0)));
+%! d2 = d0(idx);
+%! assert (sort (imag (d1)), sort (imag (d2(end:-1:(end-k+1)))), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k, "si");
+%! [~, idx] = sort (imag (abs (d0)));
+%! d2 = d0(idx);
+%! assert (sort (imag (d1)), sort (imag (d2(1:k))), 1e-11);
+%!testif HAVE_ARPACK, HAVE_UMFPACK
+%! d1 = eigs (A, k, 4.1);
+%! [~, idx0] = sort (abs (d0 - 4.1));
+%! [~, idx1] = sort (abs (d1 - 4.1));
+%! assert (abs (d1(idx1)), abs (d0(idx0(1:k))), 1e-11);
+%! assert (sort (imag (d1(idx1))), sort (imag (d0(idx0(1:k)))), 1e-11);
+%!testif HAVE_ARPACK, HAVE_CHOLMOD
+%! d1 = eigs (A, speye (n), k, "lm");
+%! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
+%!testif HAVE_ARPACK
+%! opts.cholB = true;
+%! d1 = eigs (A, speye (n), k, "lm", opts);
+%! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
+%!testif HAVE_ARPACK
+%! opts.cholB = true;
+%! q = [2:n,1];
+%! opts.permB = q;
+%! d1 = eigs (A, speye (n)(q,q), k, "lm", opts);
+%! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
+%!testif HAVE_ARPACK, HAVE_UMFPACK
+%! opts.cholB = true;
+%! d1 = eigs (A, speye (n), k, 4.1, opts);
+%! assert (abs (d1), eigs (A, k, 4.1), 1e-11);
+%!testif HAVE_ARPACK, HAVE_UMFPACK
+%! opts.cholB = true;
+%! q = [2:n,1];
+%! opts.permB = q;
+%! d1 = eigs (A, speye (n)(q,q), k, 4.1, opts);
+%! assert (abs (d1), eigs (A, k, 4.1), 1e-11);
+%!testif HAVE_ARPACK, HAVE_UMFPACK
+%! assert (abs (eigs (A, k, 4.1)), abs (eigs (A, speye (n), k, 4.1)), 1e-11);
+%!testif HAVE_ARPACK, HAVE_UMFPACK
+%! assert (sort (imag (eigs (A, k, 4.1))), sort (imag (eigs (A, speye (n), k, 4.1))), 1e-11);
+%!testif HAVE_ARPACK
+%! fn = @(x) A * x;
+%! opts.issym = 0;  opts.isreal = 1;
+%! d1 = eigs (fn, n, k, "lm", opts);
+%! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
+%!testif HAVE_ARPACK
+%! fn = @(x) A \ x;
+%! opts.issym = 0;  opts.isreal = 1;
+%! d1 = eigs (fn, n, k, "sm", opts);
+%! assert (abs (d1), d0(1:k), 1e-11);
+%!testif HAVE_ARPACK, HAVE_UMFPACK
+%! fn = @(x) (A - 4.1 * eye (n)) \ x;
+%! opts.issym = 0;  opts.isreal = 1;
+%! d1 = eigs (fn, n, k, 4.1, opts);
+%! assert (abs (d1), eigs (A, k, 4.1), 1e-11);
+%!testif HAVE_ARPACK
+%! [v1,d1] = eigs (A, k, "lm");
+%! d1 = diag (d1);
+%! for i=1:k
+%!   assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11);
+%! endfor
+%!testif HAVE_ARPACK, HAVE_UMFPACK
+%! [v1,d1] = eigs (A, k, "sm");
+%! d1 = diag (d1);
+%! for i=1:k
+%!   assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11);
+%! endfor
+%!testif HAVE_ARPACK
+%! [v1,d1] = eigs (A, k, "lr");
+%! d1 = diag (d1);
+%! for i=1:k
+%!   assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11);
+%! endfor
+%!testif HAVE_ARPACK
+%! [v1,d1] = eigs (A, k, "sr");
+%! d1 = diag (d1);
+%! for i=1:k
+%!   assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11);
+%! endfor
+%!testif HAVE_ARPACK
+%! [v1,d1] = eigs (A, k, "li");
+%! d1 = diag (d1);
+%! for i=1:k
+%!   assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11);
+%! endfor
+%!testif HAVE_ARPACK
+%! [v1,d1] = eigs (A, k, "si");
+%! d1 = diag (d1);
+%! for i=1:k
+%!   assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11);
+%! endfor
+
+
+## Complex hermitian tests
+%!shared n, k, A, d0
+%! n = 20;
+%! k = 4;
+%! 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)]);
+%! d0 = eig (A);
+%! [~, idx] = sort (abs (d0));
+%! d0 = d0(idx);
+%! rand ("state", 42); % initialize generator to make eigs behavior reproducible
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k);
+%! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k+1);
+%! assert (abs (d1), abs (d0(end:-1:(end-k))),1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k, "lm");
+%! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
+%!testif HAVE_ARPACK, HAVE_UMFPACK
+%! d1 = eigs (A, k, "sm");
+%! assert (abs (d1), abs (d0(1:k)), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k, "lr");
+%! [~, idx] = sort (real (abs (d0)));
+%! d2 = d0(idx);
+%! assert (real (d1), real (d2(end:-1:(end-k+1))), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k, "sr");
+%! [~, idx] = sort (real (abs (d0)));
+%! d2 = d0(idx);
+%! assert (real (d1), real (d2(1:k)), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k, "li");
+%! [~, idx] = sort (imag (abs (d0)));
+%! d2 = d0(idx);
+%! assert (sort (imag (d1)), sort (imag (d2(end:-1:(end-k+1)))), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k, "si");
+%! [~, idx] = sort (imag (abs (d0)));
+%! d2 = d0(idx);
+%! assert (sort (imag (d1)), sort (imag (d2(1:k))), 1e-11);
+%!testif HAVE_ARPACK, HAVE_UMFPACK
+%! d1 = eigs (A, k, 4.1);
+%! [~, idx0] = sort (abs (d0 - 4.1));
+%! [~, idx1] = sort (abs (d1 - 4.1));
+%! assert (abs (d1(idx1)), abs (d0(idx0(1:k))), 1e-11);
+%! assert (sort (imag (d1(idx1))), sort (imag (d0(idx0(1:k)))), 1e-11);
+%!testif HAVE_ARPACK, HAVE_CHOLMOD
+%! d1 = eigs (A, speye (n), k, "lm");
+%! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
+%!testif HAVE_ARPACK
+%! opts.cholB = true;
+%! d1 = eigs (A, speye (n), k, "lm", opts);
+%! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
+%!testif HAVE_ARPACK
+%! opts.cholB = true;
+%! q = [2:n,1];
+%! opts.permB = q;
+%! d1 = eigs (A, speye (n)(q,q), k, "lm", opts);
+%! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
+%!testif HAVE_ARPACK, HAVE_UMFPACK
+%! opts.cholB = true;
+%! d1 = eigs (A, speye (n), k, 4.1, opts);
+%! assert (abs (abs (d1)), abs (eigs (A, k, 4.1)), 1e-11);
+%! assert (sort (imag (abs (d1))), sort (imag (eigs (A, k, 4.1))), 1e-11);
+%!testif HAVE_ARPACK, HAVE_UMFPACK
+%! opts.cholB = true;
+%! q = [2:n,1];
+%! opts.permB = q;
+%! d1 = eigs (A, speye (n)(q,q), k, 4.1, opts);
+%! assert (abs (abs (d1)), abs (eigs (A, k, 4.1)), 1e-11);
+%! assert (sort (imag (abs (d1))), sort (imag (eigs (A, k, 4.1))), 1e-11);
+%!testif HAVE_ARPACK, HAVE_UMFPACK
+%! assert (abs (eigs (A, k, 4.1)), abs (eigs (A, speye (n), k, 4.1)), 1e-11);
+%!testif HAVE_ARPACK, HAVE_UMFPACK
+%! assert (sort (imag (eigs (A, k, 4.1))), sort (imag (eigs (A, speye (n), k, 4.1))), 1e-11);
+%!testif HAVE_ARPACK
+%! fn = @(x) A * x;
+%! opts.issym = 0;  opts.isreal = 0;
+%! d1 = eigs (fn, n, k, "lm", opts);
+%! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
+%!testif HAVE_ARPACK
+%! fn = @(x) A \ x;
+%! opts.issym = 0;  opts.isreal = 0;
+%! d1 = eigs (fn, n, k, "sm", opts);
+%! assert (abs (d1), d0(1:k), 1e-11);
+%!testif HAVE_ARPACK, HAVE_UMFPACK
+%! fn = @(x) (A - 4.1 * eye (n)) \ x;
+%! opts.issym = 0;  opts.isreal = 0;
+%! d1 = eigs (fn, n, k, 4.1, opts);
+%! assert (abs (d1), eigs (A, k, 4.1), 1e-11);
+%!testif HAVE_ARPACK
+%! [v1,d1] = eigs (A, k, "lm");
+%! d1 = diag (d1);
+%! for i=1:k
+%!   assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11);
+%! endfor
+%!testif HAVE_ARPACK, HAVE_UMFPACK
+%! [v1,d1] = eigs (A, k, "sm");
+%! d1 = diag (d1);
+%! for i=1:k
+%!   assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11);
+%! endfor
+%!testif HAVE_ARPACK
+%! [v1,d1] = eigs (A, k, "lr");
+%! d1 = diag (d1);
+%! for i=1:k
+%!   assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11);
+%! endfor
+%!testif HAVE_ARPACK
+%! [v1,d1] = eigs (A, k, "sr");
+%! d1 = diag (d1);
+%! for i=1:k
+%!   assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11);
+%! endfor
+%!testif HAVE_ARPACK
+%! [v1,d1] = eigs (A, k, "li");
+%! d1 = diag (d1);
+%! for i=1:k
+%!   assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11);
+%! endfor
+%!testif HAVE_ARPACK
+%! [v1,d1] = eigs (A, k, "si");
+%! d1 = diag (d1);
+%! for i=1:k
+%!   assert (max (abs ((A - d1(i)*speye (n))*v1(:,i))), 0, 1e-11);
+%! endfor
+
+#### FULL MATRIX VERSIONS ####
+
+## Real positive definite tests, n must be even
+%!shared n, k, A, d0, d2
+%! n = 20;
+%! k = 4;
+%! 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)]));
+%! d0 = eig (A);
+%! d2 = sort (d0);
+%! [~, idx] = sort (abs (d0));
+%! d0 = d0(idx);
+%! rand ("state", 42); % initialize generator to make eigs behavior reproducible
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k);
+%! assert (d1, d0(end:-1:(end-k+1)), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k+1);
+%! assert (d1, d0(end:-1:(end-k)),1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k, "lm");
+%! assert (d1, d0(end:-1:(end-k+1)), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k, "sm");
+%! assert (d1, d0(k:-1:1), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k, "la");
+%! assert (d1, d2(end:-1:(end-k+1)), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k, "sa");
+%! assert (d1, d2(1:k), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k, "be");
+%! assert (d1, d2([1:floor(k/2), (end - ceil(k/2) + 1):end]), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k+1, "be");
+%! assert (d1, d2([1:floor((k+1)/2), (end - ceil((k+1)/2) + 1):end]), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k, 4.1);
+%! [~, idx0] = sort (abs (d0 - 4.1));
+%! [~, idx1] = sort (abs (d1 - 4.1));
+%! assert (d1(idx1), d0(idx0(1:k)), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, eye (n), k, "lm");
+%! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
+%!testif HAVE_ARPACK
+%! assert (eigs (A, k, 4.1), eigs (A, eye (n), k, 4.1), 1e-11);
+%!testif HAVE_ARPACK
+%! opts.cholB = true;
+%! d1 = eigs (A, eye (n), k, "lm", opts);
+%! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
+%!testif HAVE_ARPACK
+%! opts.cholB = true;
+%! q = [2:n,1];
+%! opts.permB = q;
+%! d1 = eigs (A, eye (n)(q,q), k, "lm", opts);
+%! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
+%!testif HAVE_ARPACK
+%! opts.cholB = true;
+%! d1 = eigs (A, eye (n), k, 4.1, opts);
+%! assert (abs (d1), eigs (A, k, 4.1), 1e-11);
+%!testif HAVE_ARPACK
+%! opts.cholB = true;
+%! q = [2:n,1];
+%! opts.permB = q;
+%! d1 = eigs (A, eye (n)(q,q), k, 4.1, opts);
+%! assert (abs (d1), eigs (A, k, 4.1), 1e-11);
+%!testif HAVE_ARPACK
+%! assert (eigs (A, k, 4.1), eigs (A, eye (n), k, 4.1), 1e-11);
+%!testif HAVE_ARPACK
+%! fn = @(x) A * x;
+%! opts.issym = 1;  opts.isreal = 1;
+%! d1 = eigs (fn, n, k, "lm", opts);
+%! assert (d1, d0(end:-1:(end-k+1)), 1e-11);
+%!testif HAVE_ARPACK
+%! fn = @(x) A \ x;
+%! opts.issym = 1;  opts.isreal = 1;
+%! d1 = eigs (fn, n, k, "sm", opts);
+%! assert (d1, d0(k:-1:1), 1e-11);
+%!testif HAVE_ARPACK
+%! fn = @(x) (A - 4.1 * eye (n)) \ x;
+%! opts.issym = 1;  opts.isreal = 1;
+%! d1 = eigs (fn, n, k, 4.1, opts);
+%! assert (d1, eigs (A, k, 4.1), 1e-11);
+%!testif HAVE_ARPACK
+%! [v1,d1] = eigs (A, k, "lm");
+%! d1 = diag (d1);
+%! for i=1:k
+%!   assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11);
+%! endfor
+%!testif HAVE_ARPACK
+%! [v1,d1] = eigs (A, k, "sm");
+%! d1 = diag (d1);
+%! for i=1:k
+%!   assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11);
+%! endfor
+%!testif HAVE_ARPACK
+%! [v1,d1] = eigs (A, k, "la");
+%! d1 = diag (d1);
+%! for i=1:k
+%!   assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11);
+%! endfor
+%!testif HAVE_ARPACK
+%! [v1,d1] = eigs (A, k, "sa");
+%! d1 = diag (d1);
+%! for i=1:k
+%!   assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11);
+%! endfor
+%!testif HAVE_ARPACK
+%! [v1,d1] = eigs (A, k, "be");
+%! d1 = diag (d1);
+%! for i=1:k
+%!   assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11);
+%! endfor
+
+## Real unsymmetric tests
+%!shared n, k, A, d0
+%! n = 20;
+%! k = 4;
+%! 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)]));
+%! d0 = eig (A);
+%! [~, idx] = sort (abs (d0));
+%! d0 = d0(idx);
+%! rand ("state", 42); % initialize generator to make eigs behavior reproducible
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k);
+%! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k+1);
+%! assert (abs (d1), abs (d0(end:-1:(end-k))),1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k, "lm");
+%! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k, "sm");
+%! assert (abs (d1), abs (d0(1:k)), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k, "lr");
+%! [~, idx] = sort (real (d0));
+%! d2 = d0(idx);
+%! assert (real (d1), real (d2(end:-1:(end-k+1))), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k, "sr");
+%! [~, idx] = sort (real (abs (d0)));
+%! d2 = d0(idx);
+%! assert (real (d1), real (d2(1:k)), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k, "li");
+%! [~, idx] = sort (imag (abs (d0)));
+%! d2 = d0(idx);
+%! assert (sort (imag (d1)), sort (imag (d2(end:-1:(end-k+1)))), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k, "si");
+%! [~, idx] = sort (imag (abs (d0)));
+%! d2 = d0(idx);
+%! assert (sort (imag (d1)), sort (imag (d2(1:k))), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k, 4.1);
+%! [~, idx0] = sort (abs (d0 - 4.1));
+%! [~, idx1] = sort (abs (d1 - 4.1));
+%! assert (abs (d1(idx1)), abs (d0(idx0(1:k))), 1e-11);
+%! assert (sort (imag (d1(idx1))), sort (imag (d0(idx0(1:k)))), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, eye (n), k, "lm");
+%! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
+%!testif HAVE_ARPACK
+%! opts.cholB = true;
+%! d1 = eigs (A, eye (n), k, "lm", opts);
+%! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
+%!testif HAVE_ARPACK
+%! opts.cholB = true;
+%! q = [2:n,1];
+%! opts.permB = q;
+%! d1 = eigs (A, eye (n)(q,q), k, "lm", opts);
+%! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
+%!testif HAVE_ARPACK
+%! opts.cholB = true;
+%! d1 = eigs (A, eye (n), k, 4.1, opts);
+%! assert (abs (d1), eigs (A, k, 4.1), 1e-11);
+%!testif HAVE_ARPACK
+%! opts.cholB = true;
+%! q = [2:n,1];
+%! opts.permB = q;
+%! d1 = eigs (A, eye (n)(q,q), k, 4.1, opts);
+%! assert (abs (d1), eigs (A, k, 4.1), 1e-11);
+%!testif HAVE_ARPACK
+%! assert (abs (eigs (A, k, 4.1)), abs (eigs (A, eye (n), k, 4.1)), 1e-11);
+%!testif HAVE_ARPACK
+%! assert (sort (imag (eigs (A, k, 4.1))), sort (imag (eigs (A, eye (n), k, 4.1))), 1e-11);
+%!testif HAVE_ARPACK
+%! fn = @(x) A * x;
+%! opts.issym = 0;  opts.isreal = 1;
+%! d1 = eigs (fn, n, k, "lm", opts);
+%! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
+%!testif HAVE_ARPACK
+%! fn = @(x) A \ x;
+%! opts.issym = 0;  opts.isreal = 1;
+%! d1 = eigs (fn, n, k, "sm", opts);
+%! assert (abs (d1), d0(1:k), 1e-11);
+%!testif HAVE_ARPACK
+%! fn = @(x) (A - 4.1 * eye (n)) \ x;
+%! opts.issym = 0;  opts.isreal = 1;
+%! d1 = eigs (fn, n, k, 4.1, opts);
+%! assert (abs (d1), eigs (A, k, 4.1), 1e-11);
+%!testif HAVE_ARPACK
+%! [v1,d1] = eigs (A, k, "lm");
+%! d1 = diag (d1);
+%! for i=1:k
+%!   assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11);
+%! endfor
+%!testif HAVE_ARPACK
+%! [v1,d1] = eigs (A, k, "sm");
+%! d1 = diag (d1);
+%! for i=1:k
+%!   assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11);
+%! endfor
+%!testif HAVE_ARPACK
+%! [v1,d1] = eigs (A, k, "lr");
+%! d1 = diag (d1);
+%! for i=1:k
+%!   assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11);
+%! endfor
+%!testif HAVE_ARPACK
+%! [v1,d1] = eigs (A, k, "sr");
+%! d1 = diag (d1);
+%! for i=1:k
+%!   assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11);
+%! endfor
+%!testif HAVE_ARPACK
+%! [v1,d1] = eigs (A, k, "li");
+%! d1 = diag (d1);
+%! for i=1:k
+%!   assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11);
+%! endfor
+%!testif HAVE_ARPACK
+%! [v1,d1] = eigs (A, k, "si");
+%! d1 = diag (d1);
+%! for i=1:k
+%!   assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11);
+%! endfor
+
+## Complex hermitian tests
+%!shared n, k, A, d0
+%! n = 20;
+%! k = 4;
+%! 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)]));
+%! d0 = eig (A);
+%! [~, idx] = sort (abs (d0));
+%! d0 = d0(idx);
+%! rand ("state", 42); % initialize generator to make eigs behavior reproducible
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k);
+%! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k+1);
+%! assert (abs (d1), abs (d0(end:-1:(end-k))),1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k, "lm");
+%! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k, "sm");
+%! assert (abs (d1), abs (d0(1:k)), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k, "lr");
+%! [~, idx] = sort (real (abs (d0)));
+%! d2 = d0(idx);
+%! assert (real (d1), real (d2(end:-1:(end-k+1))), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k, "sr");
+%! [~, idx] = sort (real (abs (d0)));
+%! d2 = d0(idx);
+%! assert (real (d1), real (d2(1:k)), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k, "li");
+%! [~, idx] = sort (imag (abs (d0)));
+%! d2 = d0(idx);
+%! assert (sort (imag (d1)), sort (imag (d2(end:-1:(end-k+1)))), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k, "si");
+%! [~, idx] = sort (imag (abs (d0)));
+%! d2 = d0(idx);
+%! assert (sort (imag (d1)), sort (imag (d2(1:k))), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, k, 4.1);
+%! [~, idx0] = sort (abs (d0 - 4.1));
+%! [~, idx1] = sort (abs (d1 - 4.1));
+%! assert (abs (d1(idx1)), abs (d0(idx0(1:k))), 1e-11);
+%! assert (sort (imag (d1(idx1))), sort (imag (d0(idx0(1:k)))), 1e-11);
+%!testif HAVE_ARPACK
+%! d1 = eigs (A, eye (n), k, "lm");
+%! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
+%!testif HAVE_ARPACK
+%! opts.cholB = true;
+%! d1 = eigs (A, eye (n), k, "lm", opts);
+%! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
+%!testif HAVE_ARPACK
+%! opts.cholB = true;
+%! q = [2:n,1];
+%! opts.permB = q;
+%! d1 = eigs (A, eye (n)(q,q), k, "lm", opts);
+%! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
+%!testif HAVE_ARPACK
+%! opts.cholB = true;
+%! d1 = eigs (A, eye (n), k, 4.1, opts);
+%! assert (abs (abs (d1)), abs (eigs (A, k, 4.1)), 1e-11);
+%! assert (sort (imag (abs (d1))), sort (imag (eigs (A, k, 4.1))), 1e-11);
+%!testif HAVE_ARPACK
+%! opts.cholB = true;
+%! q = [2:n,1];
+%! opts.permB = q;
+%! d1 = eigs (A, eye (n)(q,q), k, 4.1, opts);
+%! assert (abs (abs (d1)), abs (eigs (A, k, 4.1)), 1e-11);
+%! assert (sort (imag (abs (d1))), sort (imag (eigs (A, k, 4.1))), 1e-11);
+%!testif HAVE_ARPACK
+%! assert (abs (eigs (A, k, 4.1)), abs (eigs (A, eye (n), k, 4.1)), 1e-11);
+%!testif HAVE_ARPACK
+%! assert (sort (imag (eigs (A, k, 4.1))), sort (imag (eigs (A, eye (n), k, 4.1))), 1e-11);
+%!testif HAVE_ARPACK
+%! fn = @(x) A * x;
+%! opts.issym = 0;  opts.isreal = 0;
+%! d1 = eigs (fn, n, k, "lm", opts);
+%! assert (abs (d1), abs (d0(end:-1:(end-k+1))), 1e-11);
+%!testif HAVE_ARPACK
+%! fn = @(x) A \ x;
+%! opts.issym = 0;  opts.isreal = 0;
+%! d1 = eigs (fn, n, k, "sm", opts);
+%! assert (abs (d1), d0(1:k), 1e-11);
+%!testif HAVE_ARPACK
+%! fn = @(x) (A - 4.1 * eye (n)) \ x;
+%! opts.issym = 0;  opts.isreal = 0;
+%! d1 = eigs (fn, n, k, 4.1, opts);
+%! assert (abs (d1), eigs (A, k, 4.1), 1e-11);
+%!testif HAVE_ARPACK
+%! [v1,d1] = eigs (A, k, "lm");
+%! d1 = diag (d1);
+%! for i=1:k
+%!   assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11);
+%! endfor
+%!testif HAVE_ARPACK
+%! [v1,d1] = eigs (A, k, "sm");
+%! d1 = diag (d1);
+%! for i=1:k
+%!   assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11);
+%! endfor
+%!testif HAVE_ARPACK
+%! [v1,d1] = eigs (A, k, "lr");
+%! d1 = diag (d1);
+%! for i=1:k
+%!   assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11);
+%! endfor
+%!testif HAVE_ARPACK
+%! [v1,d1] = eigs (A, k, "sr");
+%! d1 = diag (d1);
+%! for i=1:k
+%!   assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11);
+%! endfor
+%!testif HAVE_ARPACK
+%! [v1,d1] = eigs (A, k, "li");
+%! d1 = diag (d1);
+%! for i=1:k
+%!   assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11);
+%! endfor
+%!testif HAVE_ARPACK
+%! [v1,d1] = eigs (A, k, "si");
+%! d1 = diag (d1);
+%! for i=1:k
+%!   assert (max (abs ((A - d1(i)*eye (n))*v1(:,i))), 0, 1e-11);
+%! endfor
+
+%!assert (eigs (diag (1:5), 5, "sa"), [1;2;3;4;5]);
+%!assert (eigs (diag (1:5), 5, "la"), [5;4;3;2;1]);
+%!assert (eigs (diag (1:5), 3, "be"), [1;4;5]);