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annotate liboctave/EIG.cc @ 8339:18c4ded8612a

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Add generalized eigenvalue functions
author Jarkko Kaleva <d3roga@gmail.com>
date Mon, 24 Nov 2008 10:55:50 +0100
parents 29980c6b8604
children eb63fbe60fab
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1 /*
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2
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3 Copyright (C) 1994, 1995, 1996, 1997, 1998, 2000, 2002, 2003, 2004,
a1dbe9d80eee [project @ 2007-10-12 21:27:11 by jwe]
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4 2005, 2006, 2007 John W. Eaton
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5
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
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6 This file is part of Octave.
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7
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
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8 Octave is free software; you can redistribute it and/or modify it
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9 under the terms of the GNU General Public License as published by the
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10 Free Software Foundation; either version 3 of the License, or (at your
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11 option) any later version.
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12
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
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13 Octave is distributed in the hope that it will be useful, but WITHOUT
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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16 for more details.
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17
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18 You should have received a copy of the GNU General Public License
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19 along with Octave; see the file COPYING. If not, see
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20 <http://www.gnu.org/licenses/>.
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21
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
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22 */
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
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23
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
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24 #ifdef HAVE_CONFIG_H
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25 #include <config.h>
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26 #endif
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27
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
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28 #include "EIG.h"
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29 #include "dColVector.h"
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30 #include "f77-fcn.h"
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31 #include "lo-error.h"
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32
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33 extern "C"
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34 {
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35 F77_RET_T
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36 F77_FUNC (dgeev, DGEEV) (F77_CONST_CHAR_ARG_DECL,
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37 F77_CONST_CHAR_ARG_DECL,
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38 const octave_idx_type&, double*, const octave_idx_type&, double*,
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39 double*, double*, const octave_idx_type&, double*,
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40 const octave_idx_type&, double*, const octave_idx_type&, octave_idx_type&
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41 F77_CHAR_ARG_LEN_DECL
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42 F77_CHAR_ARG_LEN_DECL);
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43
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44 F77_RET_T
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45 F77_FUNC (zgeev, ZGEEV) (F77_CONST_CHAR_ARG_DECL,
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46 F77_CONST_CHAR_ARG_DECL,
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47 const octave_idx_type&, Complex*, const octave_idx_type&, Complex*,
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48 Complex*, const octave_idx_type&, Complex*, const octave_idx_type&,
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49 Complex*, const octave_idx_type&, double*, octave_idx_type&
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50 F77_CHAR_ARG_LEN_DECL
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51 F77_CHAR_ARG_LEN_DECL);
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52
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53 F77_RET_T
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54 F77_FUNC (dsyev, DSYEV) (F77_CONST_CHAR_ARG_DECL,
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55 F77_CONST_CHAR_ARG_DECL,
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56 const octave_idx_type&, double*, const octave_idx_type&, double*,
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57 double*, const octave_idx_type&, octave_idx_type&
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58 F77_CHAR_ARG_LEN_DECL
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59 F77_CHAR_ARG_LEN_DECL);
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60
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61 F77_RET_T
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62 F77_FUNC (zheev, ZHEEV) (F77_CONST_CHAR_ARG_DECL,
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63 F77_CONST_CHAR_ARG_DECL,
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64 const octave_idx_type&, Complex*, const octave_idx_type&, double*,
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65 Complex*, const octave_idx_type&, double*, octave_idx_type&
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66 F77_CHAR_ARG_LEN_DECL
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67 F77_CHAR_ARG_LEN_DECL);
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68
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69 F77_RET_T
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70 F77_FUNC (dpotrf, DPOTRF) (F77_CONST_CHAR_ARG_DECL,
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71 const octave_idx_type&,
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72 double*, const octave_idx_type&,
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73 octave_idx_type&
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74 F77_CHAR_ARG_LEN_DECL
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75 F77_CHAR_ARG_LEN_DECL);
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76
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77 F77_RET_T
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78 F77_FUNC (zpotrf, ZPOTRF) (F77_CONST_CHAR_ARG_DECL,
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79 const octave_idx_type&,
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80 Complex*, const octave_idx_type&,
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81 octave_idx_type&
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82 F77_CHAR_ARG_LEN_DECL
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83 F77_CHAR_ARG_LEN_DECL);
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84
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85 F77_RET_T
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86 F77_FUNC (dggev, DGGEV) (F77_CONST_CHAR_ARG_DECL,
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87 F77_CONST_CHAR_ARG_DECL,
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88 const octave_idx_type&,
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89 double*, const octave_idx_type&,
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90 double*, const octave_idx_type&,
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91 double*, double*, double *,
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92 double*, const octave_idx_type&, double*, const octave_idx_type&,
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93 double*, const octave_idx_type&, octave_idx_type&
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94 F77_CHAR_ARG_LEN_DECL
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95 F77_CHAR_ARG_LEN_DECL);
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96
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97 F77_RET_T
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98 F77_FUNC (dsygv, DSYGV) (const octave_idx_type&,
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99 F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL,
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100 const octave_idx_type&,
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101 double*, const octave_idx_type&,
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102 double*, const octave_idx_type&,
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103 double*, double*, const octave_idx_type&, octave_idx_type&
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104 F77_CHAR_ARG_LEN_DECL
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105 F77_CHAR_ARG_LEN_DECL);
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106
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107 F77_RET_T
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108 F77_FUNC (zggev, ZGGEV) (F77_CONST_CHAR_ARG_DECL,
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109 F77_CONST_CHAR_ARG_DECL,
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110 const octave_idx_type&,
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111 Complex*, const octave_idx_type&,
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112 Complex*, const octave_idx_type&,
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113 Complex*, Complex*,
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114 Complex*, const octave_idx_type&, Complex*, const octave_idx_type&,
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115 Complex*, const octave_idx_type&, double*, octave_idx_type&
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116 F77_CHAR_ARG_LEN_DECL
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117 F77_CHAR_ARG_LEN_DECL);
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118
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119 F77_RET_T
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120 F77_FUNC (zhegv, ZHEGV) (const octave_idx_type&,
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121 F77_CONST_CHAR_ARG_DECL,
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122 F77_CONST_CHAR_ARG_DECL,
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123 const octave_idx_type&,
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124 Complex*, const octave_idx_type&,
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125 Complex*, const octave_idx_type&,
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126 double*, Complex*, const octave_idx_type&, double*,
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127 octave_idx_type&
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128 F77_CHAR_ARG_LEN_DECL
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129 F77_CHAR_ARG_LEN_DECL);
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130 }
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131
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132 octave_idx_type
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133 EIG::init (const Matrix& a, bool calc_ev)
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134 {
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135 if (a.any_element_is_inf_or_nan ())
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136 {
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137 (*current_liboctave_error_handler)
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138 ("EIG: matrix contains Inf or NaN values");
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139 return -1;
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140 }
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141
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142 if (a.is_symmetric ())
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143 return symmetric_init (a, calc_ev);
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144
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145 octave_idx_type n = a.rows ();
1934
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diff changeset
146
0e591d443ff0 [project @ 1996-02-12 03:25:10 by jwe]
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parents: 1882
diff changeset
147 if (n != a.cols ())
462
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
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parents:
diff changeset
148 {
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
jwe
parents:
diff changeset
149 (*current_liboctave_error_handler) ("EIG requires square matrix");
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
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parents:
diff changeset
150 return -1;
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
jwe
parents:
diff changeset
151 }
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
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parents:
diff changeset
152
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diff changeset
153 octave_idx_type info = 0;
462
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
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parents:
diff changeset
154
1934
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diff changeset
155 Matrix atmp = a;
0e591d443ff0 [project @ 1996-02-12 03:25:10 by jwe]
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parents: 1882
diff changeset
156 double *tmp_data = atmp.fortran_vec ();
0e591d443ff0 [project @ 1996-02-12 03:25:10 by jwe]
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parents: 1882
diff changeset
157
0e591d443ff0 [project @ 1996-02-12 03:25:10 by jwe]
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diff changeset
158 Array<double> wr (n);
0e591d443ff0 [project @ 1996-02-12 03:25:10 by jwe]
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parents: 1882
diff changeset
159 double *pwr = wr.fortran_vec ();
0e591d443ff0 [project @ 1996-02-12 03:25:10 by jwe]
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diff changeset
160
0e591d443ff0 [project @ 1996-02-12 03:25:10 by jwe]
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parents: 1882
diff changeset
161 Array<double> wi (n);
0e591d443ff0 [project @ 1996-02-12 03:25:10 by jwe]
jwe
parents: 1882
diff changeset
162 double *pwi = wi.fortran_vec ();
0e591d443ff0 [project @ 1996-02-12 03:25:10 by jwe]
jwe
parents: 1882
diff changeset
163
5275
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diff changeset
164 volatile octave_idx_type nvr = calc_ev ? n : 0;
4725
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diff changeset
165 Matrix vr (nvr, nvr);
462
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
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parents:
diff changeset
166 double *pvr = vr.fortran_vec ();
1934
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diff changeset
167
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168 octave_idx_type lwork = -1;
4800
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diff changeset
169 double dummy_work;
462
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
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170
1365
9b2654476502 [project @ 1995-09-05 23:44:41 by jwe]
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diff changeset
171 double *dummy = 0;
5275
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diff changeset
172 octave_idx_type idummy = 1;
462
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173
4552
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diff changeset
174 F77_XFCN (dgeev, DGEEV, (F77_CONST_CHAR_ARG2 ("N", 1),
4725
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diff changeset
175 F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
4552
6f3382e08a52 [project @ 2003-10-27 20:38:02 by jwe]
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parents: 4192
diff changeset
176 n, tmp_data, n, pwr, pwi, dummy,
4800
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diff changeset
177 idummy, pvr, n, &dummy_work, lwork, info
4552
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diff changeset
178 F77_CHAR_ARG_LEN (1)
6f3382e08a52 [project @ 2003-10-27 20:38:02 by jwe]
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parents: 4192
diff changeset
179 F77_CHAR_ARG_LEN (1)));
462
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
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180
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John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
181 if (info == 0)
462
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
jwe
parents:
diff changeset
182 {
5275
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diff changeset
183 lwork = static_cast<octave_idx_type> (dummy_work);
4800
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diff changeset
184 Array<double> work (lwork);
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
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diff changeset
185 double *pwork = work.fortran_vec ();
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
186
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
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diff changeset
187 F77_XFCN (dgeev, DGEEV, (F77_CONST_CHAR_ARG2 ("N", 1),
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
188 F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
189 n, tmp_data, n, pwr, pwi, dummy,
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
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parents: 4725
diff changeset
190 idummy, pvr, n, pwork, lwork, info
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
191 F77_CHAR_ARG_LEN (1)
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
192 F77_CHAR_ARG_LEN (1)));
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
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diff changeset
193
7482
29980c6b8604 don't check f77_exception_encountered
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
194 if (info < 0)
4800
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
195 {
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
196 (*current_liboctave_error_handler) ("unrecoverable error in dgeev");
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
197 return info;
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
198 }
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
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diff changeset
199
2815
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parents: 2804
diff changeset
200 if (info > 0)
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
201 {
4800
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
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parents: 4725
diff changeset
202 (*current_liboctave_error_handler) ("dgeev failed to converge");
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
203 return info;
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
204 }
1934
0e591d443ff0 [project @ 1996-02-12 03:25:10 by jwe]
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parents: 1882
diff changeset
205
4800
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
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parents: 4725
diff changeset
206 lambda.resize (n);
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
207 v.resize (nvr, nvr);
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
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diff changeset
208
5275
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parents: 5105
diff changeset
209 for (octave_idx_type j = 0; j < n; j++)
4800
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
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parents: 4725
diff changeset
210 {
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
211 if (wi.elem (j) == 0.0)
462
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
jwe
parents:
diff changeset
212 {
4800
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diff changeset
213 lambda.elem (j) = Complex (wr.elem (j));
5275
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diff changeset
214 for (octave_idx_type i = 0; i < nvr; i++)
4800
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parents: 4725
diff changeset
215 v.elem (i, j) = vr.elem (i, j);
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
216 }
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
217 else
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
218 {
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
219 if (j+1 >= n)
2815
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parents: 2804
diff changeset
220 {
4800
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parents: 4725
diff changeset
221 (*current_liboctave_error_handler) ("EIG: internal error");
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
222 return -1;
2815
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
223 }
4800
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
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parents: 4725
diff changeset
224
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
225 lambda.elem(j) = Complex (wr.elem(j), wi.elem(j));
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
226 lambda.elem(j+1) = Complex (wr.elem(j+1), wi.elem(j+1));
2815
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parents: 2804
diff changeset
227
5275
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parents: 5105
diff changeset
228 for (octave_idx_type i = 0; i < nvr; i++)
4800
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
229 {
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
230 double real_part = vr.elem (i, j);
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
231 double imag_part = vr.elem (i, j+1);
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
232 v.elem (i, j) = Complex (real_part, imag_part);
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
233 v.elem (i, j+1) = Complex (real_part, -imag_part);
1934
0e591d443ff0 [project @ 1996-02-12 03:25:10 by jwe]
jwe
parents: 1882
diff changeset
234 }
4800
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
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parents: 4725
diff changeset
235 j++;
2815
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
236 }
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
237 }
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
238 }
4800
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
239 else
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
240 (*current_liboctave_error_handler) ("dgeev workspace query failed");
2815
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
241
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
242 return info;
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
243 }
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
244
5275
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parents: 5105
diff changeset
245 octave_idx_type
4725
fa612b2cbfe9 [project @ 2004-01-23 16:42:51 by jwe]
jwe
parents: 4552
diff changeset
246 EIG::symmetric_init (const Matrix& a, bool calc_ev)
2815
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parents: 2804
diff changeset
247 {
5275
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parents: 5105
diff changeset
248 octave_idx_type n = a.rows ();
1934
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parents: 1882
diff changeset
249
2815
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parents: 2804
diff changeset
250 if (n != a.cols ())
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
251 {
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
252 (*current_liboctave_error_handler) ("EIG requires square matrix");
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
253 return -1;
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
254 }
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
255
5275
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe]
jwe
parents: 5105
diff changeset
256 octave_idx_type info = 0;
2815
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
257
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
258 Matrix atmp = a;
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
259 double *tmp_data = atmp.fortran_vec ();
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
260
3585
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jwe
parents: 3178
diff changeset
261 ColumnVector wr (n);
2815
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
262 double *pwr = wr.fortran_vec ();
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
263
5275
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jwe
parents: 5105
diff changeset
264 octave_idx_type lwork = -1;
4800
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
265 double dummy_work;
2815
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
266
4725
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parents: 4552
diff changeset
267 F77_XFCN (dsyev, DSYEV, (F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
4552
6f3382e08a52 [project @ 2003-10-27 20:38:02 by jwe]
jwe
parents: 4192
diff changeset
268 F77_CONST_CHAR_ARG2 ("U", 1),
4800
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
269 n, tmp_data, n, pwr, &dummy_work, lwork, info
4552
6f3382e08a52 [project @ 2003-10-27 20:38:02 by jwe]
jwe
parents: 4192
diff changeset
270 F77_CHAR_ARG_LEN (1)
6f3382e08a52 [project @ 2003-10-27 20:38:02 by jwe]
jwe
parents: 4192
diff changeset
271 F77_CHAR_ARG_LEN (1)));
2815
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
272
7482
29980c6b8604 don't check f77_exception_encountered
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
273 if (info == 0)
2815
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
274 {
5275
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe]
jwe
parents: 5105
diff changeset
275 lwork = static_cast<octave_idx_type> (dummy_work);
4800
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
276 Array<double> work (lwork);
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
277 double *pwork = work.fortran_vec ();
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
278
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
279 F77_XFCN (dsyev, DSYEV, (F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
280 F77_CONST_CHAR_ARG2 ("U", 1),
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
281 n, tmp_data, n, pwr, pwork, lwork, info
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
282 F77_CHAR_ARG_LEN (1)
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
283 F77_CHAR_ARG_LEN (1)));
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
284
7482
29980c6b8604 don't check f77_exception_encountered
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
285 if (info < 0)
4800
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
286 {
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
287 (*current_liboctave_error_handler) ("unrecoverable error in dsyev");
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
288 return info;
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
289 }
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
290
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
291 if (info > 0)
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
292 {
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
293 (*current_liboctave_error_handler) ("dsyev failed to converge");
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
294 return info;
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
295 }
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
296
3585
d9803711e047 [project @ 2000-02-08 04:35:39 by jwe]
jwe
parents: 3178
diff changeset
297 lambda = ComplexColumnVector (wr);
4725
fa612b2cbfe9 [project @ 2004-01-23 16:42:51 by jwe]
jwe
parents: 4552
diff changeset
298 v = calc_ev ? ComplexMatrix (atmp) : ComplexMatrix ();
462
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
jwe
parents:
diff changeset
299 }
4800
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
300 else
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
301 (*current_liboctave_error_handler) ("dsyev workspace query failed");
462
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
jwe
parents:
diff changeset
302
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
jwe
parents:
diff changeset
303 return info;
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
jwe
parents:
diff changeset
304 }
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
jwe
parents:
diff changeset
305
5275
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe]
jwe
parents: 5105
diff changeset
306 octave_idx_type
4725
fa612b2cbfe9 [project @ 2004-01-23 16:42:51 by jwe]
jwe
parents: 4552
diff changeset
307 EIG::init (const ComplexMatrix& a, bool calc_ev)
462
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
jwe
parents:
diff changeset
308 {
5822
4fdc2515ebad [project @ 2006-05-18 19:31:36 by jwe]
jwe
parents: 5307
diff changeset
309 if (a.any_element_is_inf_or_nan ())
4fdc2515ebad [project @ 2006-05-18 19:31:36 by jwe]
jwe
parents: 5307
diff changeset
310 {
4fdc2515ebad [project @ 2006-05-18 19:31:36 by jwe]
jwe
parents: 5307
diff changeset
311 (*current_liboctave_error_handler)
4fdc2515ebad [project @ 2006-05-18 19:31:36 by jwe]
jwe
parents: 5307
diff changeset
312 ("EIG: matrix contains Inf or NaN values");
4fdc2515ebad [project @ 2006-05-18 19:31:36 by jwe]
jwe
parents: 5307
diff changeset
313 return -1;
4fdc2515ebad [project @ 2006-05-18 19:31:36 by jwe]
jwe
parents: 5307
diff changeset
314 }
4fdc2515ebad [project @ 2006-05-18 19:31:36 by jwe]
jwe
parents: 5307
diff changeset
315
2815
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
316 if (a.is_hermitian ())
4725
fa612b2cbfe9 [project @ 2004-01-23 16:42:51 by jwe]
jwe
parents: 4552
diff changeset
317 return hermitian_init (a, calc_ev);
2815
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
318
5275
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe]
jwe
parents: 5105
diff changeset
319 octave_idx_type n = a.rows ();
1934
0e591d443ff0 [project @ 1996-02-12 03:25:10 by jwe]
jwe
parents: 1882
diff changeset
320
0e591d443ff0 [project @ 1996-02-12 03:25:10 by jwe]
jwe
parents: 1882
diff changeset
321 if (n != a.cols ())
462
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
jwe
parents:
diff changeset
322 {
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
jwe
parents:
diff changeset
323 (*current_liboctave_error_handler) ("EIG requires square matrix");
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
jwe
parents:
diff changeset
324 return -1;
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
jwe
parents:
diff changeset
325 }
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
jwe
parents:
diff changeset
326
5275
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe]
jwe
parents: 5105
diff changeset
327 octave_idx_type info = 0;
462
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
jwe
parents:
diff changeset
328
1934
0e591d443ff0 [project @ 1996-02-12 03:25:10 by jwe]
jwe
parents: 1882
diff changeset
329 ComplexMatrix atmp = a;
0e591d443ff0 [project @ 1996-02-12 03:25:10 by jwe]
jwe
parents: 1882
diff changeset
330 Complex *tmp_data = atmp.fortran_vec ();
462
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
jwe
parents:
diff changeset
331
2815
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
332 ComplexColumnVector w (n);
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
333 Complex *pw = w.fortran_vec ();
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
334
5275
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe]
jwe
parents: 5105
diff changeset
335 octave_idx_type nvr = calc_ev ? n : 0;
4725
fa612b2cbfe9 [project @ 2004-01-23 16:42:51 by jwe]
jwe
parents: 4552
diff changeset
336 ComplexMatrix vtmp (nvr, nvr);
2815
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
337 Complex *pv = vtmp.fortran_vec ();
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
338
5275
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe]
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parents: 5105
diff changeset
339 octave_idx_type lwork = -1;
4800
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
340 Complex dummy_work;
1934
0e591d443ff0 [project @ 1996-02-12 03:25:10 by jwe]
jwe
parents: 1882
diff changeset
341
5275
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe]
jwe
parents: 5105
diff changeset
342 octave_idx_type lrwork = 2*n;
2815
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
343 Array<double> rwork (lrwork);
1934
0e591d443ff0 [project @ 1996-02-12 03:25:10 by jwe]
jwe
parents: 1882
diff changeset
344 double *prwork = rwork.fortran_vec ();
462
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
jwe
parents:
diff changeset
345
1365
9b2654476502 [project @ 1995-09-05 23:44:41 by jwe]
jwe
parents: 1315
diff changeset
346 Complex *dummy = 0;
5275
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe]
jwe
parents: 5105
diff changeset
347 octave_idx_type idummy = 1;
462
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
jwe
parents:
diff changeset
348
4552
6f3382e08a52 [project @ 2003-10-27 20:38:02 by jwe]
jwe
parents: 4192
diff changeset
349 F77_XFCN (zgeev, ZGEEV, (F77_CONST_CHAR_ARG2 ("N", 1),
4725
fa612b2cbfe9 [project @ 2004-01-23 16:42:51 by jwe]
jwe
parents: 4552
diff changeset
350 F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
4552
6f3382e08a52 [project @ 2003-10-27 20:38:02 by jwe]
jwe
parents: 4192
diff changeset
351 n, tmp_data, n, pw, dummy, idummy,
4800
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
352 pv, n, &dummy_work, lwork, prwork, info
4552
6f3382e08a52 [project @ 2003-10-27 20:38:02 by jwe]
jwe
parents: 4192
diff changeset
353 F77_CHAR_ARG_LEN (1)
6f3382e08a52 [project @ 2003-10-27 20:38:02 by jwe]
jwe
parents: 4192
diff changeset
354 F77_CHAR_ARG_LEN (1)));
2815
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
355
7482
29980c6b8604 don't check f77_exception_encountered
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
356 if (info == 0)
2815
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
357 {
5275
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe]
jwe
parents: 5105
diff changeset
358 lwork = static_cast<octave_idx_type> (dummy_work.real ());
4800
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
359 Array<Complex> work (lwork);
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
360 Complex *pwork = work.fortran_vec ();
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
361
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
362 F77_XFCN (zgeev, ZGEEV, (F77_CONST_CHAR_ARG2 ("N", 1),
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
363 F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
364 n, tmp_data, n, pw, dummy, idummy,
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
365 pv, n, pwork, lwork, prwork, info
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
366 F77_CHAR_ARG_LEN (1)
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
367 F77_CHAR_ARG_LEN (1)));
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
368
7482
29980c6b8604 don't check f77_exception_encountered
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
369 if (info < 0)
4800
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
370 {
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
371 (*current_liboctave_error_handler) ("unrecoverable error in zgeev");
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
372 return info;
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
373 }
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
374
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
375 if (info > 0)
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
376 {
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
377 (*current_liboctave_error_handler) ("zgeev failed to converge");
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
378 return info;
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
379 }
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
380
2815
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
381 lambda = w;
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
382 v = vtmp;
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
383 }
4800
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
384 else
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
385 (*current_liboctave_error_handler) ("zgeev workspace query failed");
2815
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
386
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
387 return info;
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
388 }
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
389
5275
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe]
jwe
parents: 5105
diff changeset
390 octave_idx_type
4725
fa612b2cbfe9 [project @ 2004-01-23 16:42:51 by jwe]
jwe
parents: 4552
diff changeset
391 EIG::hermitian_init (const ComplexMatrix& a, bool calc_ev)
2815
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
392 {
5275
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe]
jwe
parents: 5105
diff changeset
393 octave_idx_type n = a.rows ();
2815
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
394
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
395 if (n != a.cols ())
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
396 {
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
397 (*current_liboctave_error_handler) ("EIG requires square matrix");
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
398 return -1;
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
399 }
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
400
5275
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe]
jwe
parents: 5105
diff changeset
401 octave_idx_type info = 0;
462
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
jwe
parents:
diff changeset
402
2815
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
403 ComplexMatrix atmp = a;
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
404 Complex *tmp_data = atmp.fortran_vec ();
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
405
3585
d9803711e047 [project @ 2000-02-08 04:35:39 by jwe]
jwe
parents: 3178
diff changeset
406 ColumnVector wr (n);
d9803711e047 [project @ 2000-02-08 04:35:39 by jwe]
jwe
parents: 3178
diff changeset
407 double *pwr = wr.fortran_vec ();
2815
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
408
5275
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe]
jwe
parents: 5105
diff changeset
409 octave_idx_type lwork = -1;
4800
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
410 Complex dummy_work;
2815
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
411
5275
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe]
jwe
parents: 5105
diff changeset
412 octave_idx_type lrwork = 3*n;
2815
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
413 Array<double> rwork (lrwork);
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
414 double *prwork = rwork.fortran_vec ();
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
415
4725
fa612b2cbfe9 [project @ 2004-01-23 16:42:51 by jwe]
jwe
parents: 4552
diff changeset
416 F77_XFCN (zheev, ZHEEV, (F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
4552
6f3382e08a52 [project @ 2003-10-27 20:38:02 by jwe]
jwe
parents: 4192
diff changeset
417 F77_CONST_CHAR_ARG2 ("U", 1),
4800
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
418 n, tmp_data, n, pwr, &dummy_work, lwork,
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
419 prwork, info
4552
6f3382e08a52 [project @ 2003-10-27 20:38:02 by jwe]
jwe
parents: 4192
diff changeset
420 F77_CHAR_ARG_LEN (1)
6f3382e08a52 [project @ 2003-10-27 20:38:02 by jwe]
jwe
parents: 4192
diff changeset
421 F77_CHAR_ARG_LEN (1)));
2815
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
422
7482
29980c6b8604 don't check f77_exception_encountered
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
423 if (info == 0)
2815
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
424 {
5275
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe]
jwe
parents: 5105
diff changeset
425 lwork = static_cast<octave_idx_type> (dummy_work.real ());
4800
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
426 Array<Complex> work (lwork);
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
427 Complex *pwork = work.fortran_vec ();
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
428
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
429 F77_XFCN (zheev, ZHEEV, (F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
430 F77_CONST_CHAR_ARG2 ("U", 1),
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
431 n, tmp_data, n, pwr, pwork, lwork, prwork, info
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
432 F77_CHAR_ARG_LEN (1)
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
433 F77_CHAR_ARG_LEN (1)));
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
434
7482
29980c6b8604 don't check f77_exception_encountered
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
435 if (info < 0)
4800
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
436 {
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
437 (*current_liboctave_error_handler) ("unrecoverable error in zheev");
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
438 return info;
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
439 }
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
440
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
441 if (info > 0)
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
442 {
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
443 (*current_liboctave_error_handler) ("zheev failed to converge");
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
444 return info;
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
445 }
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
446
3585
d9803711e047 [project @ 2000-02-08 04:35:39 by jwe]
jwe
parents: 3178
diff changeset
447 lambda = ComplexColumnVector (wr);
4725
fa612b2cbfe9 [project @ 2004-01-23 16:42:51 by jwe]
jwe
parents: 4552
diff changeset
448 v = calc_ev ? ComplexMatrix (atmp) : ComplexMatrix ();
2815
33486d9e2d00 [project @ 1997-03-14 08:24:46 by jwe]
jwe
parents: 2804
diff changeset
449 }
4800
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
450 else
c322edde72ac [project @ 2004-02-25 03:54:33 by jwe]
jwe
parents: 4725
diff changeset
451 (*current_liboctave_error_handler) ("zheev workspace query failed");
462
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
jwe
parents:
diff changeset
452
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
jwe
parents:
diff changeset
453 return info;
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
jwe
parents:
diff changeset
454 }
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
jwe
parents:
diff changeset
455
8339
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
456 octave_idx_type
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
457 EIG::init (const Matrix& a, const Matrix& b, bool calc_ev)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
458 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
459 if (a.any_element_is_inf_or_nan () || b.any_element_is_inf_or_nan ())
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
460 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
461 (*current_liboctave_error_handler)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
462 ("EIG: matrix contains Inf or NaN values");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
463 return -1;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
464 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
465
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
466 octave_idx_type n = a.rows ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
467 octave_idx_type nb = b.rows ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
468
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
469 if (n != a.cols () || nb != b.cols ())
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
470 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
471 (*current_liboctave_error_handler) ("EIG requires square matrix");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
472 return -1;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
473 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
474
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
475 if (n != nb)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
476 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
477 (*current_liboctave_error_handler) ("EIG requires same size matrices");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
478 return -1;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
479 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
480
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
481 octave_idx_type info = 0;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
482
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
483 Matrix tmp = b;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
484 double *tmp_data = tmp.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
485
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
486 F77_XFCN (dpotrf, DPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
487 n, tmp_data, n,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
488 info
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
489 F77_CHAR_ARG_LEN (1)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
490 F77_CHAR_ARG_LEN (1)));
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
491
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
492 if (a.is_symmetric () && b.is_symmetric () && info == 0)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
493 return symmetric_init (a, b, calc_ev);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
494
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
495 Matrix atmp = a;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
496 double *atmp_data = atmp.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
497
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
498 Matrix btmp = b;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
499 double *btmp_data = btmp.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
500
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
501 Array<double> ar (n);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
502 double *par = ar.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
503
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
504 Array<double> ai (n);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
505 double *pai = ai.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
506
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
507 Array<double> beta (n);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
508 double *pbeta = beta.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
509
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
510 volatile octave_idx_type nvr = calc_ev ? n : 0;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
511 Matrix vr (nvr, nvr);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
512 double *pvr = vr.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
513
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
514 octave_idx_type lwork = -1;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
515 double dummy_work;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
516
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
517 double *dummy = 0;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
518 octave_idx_type idummy = 1;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
519
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
520 F77_XFCN (dggev, DGGEV, (F77_CONST_CHAR_ARG2 ("N", 1),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
521 F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
522 n, atmp_data, n, btmp_data, n,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
523 par, pai, pbeta,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
524 dummy, idummy, pvr, n,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
525 &dummy_work, lwork, info
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
526 F77_CHAR_ARG_LEN (1)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
527 F77_CHAR_ARG_LEN (1)));
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
528
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
529 if (info == 0)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
530 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
531 lwork = static_cast<octave_idx_type> (dummy_work);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
532 Array<double> work (lwork);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
533 double *pwork = work.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
534
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
535 F77_XFCN (dggev, DGGEV, (F77_CONST_CHAR_ARG2 ("N", 1),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
536 F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
537 n, atmp_data, n, btmp_data, n,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
538 par, pai, pbeta,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
539 dummy, idummy, pvr, n,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
540 pwork, lwork, info
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
541 F77_CHAR_ARG_LEN (1)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
542 F77_CHAR_ARG_LEN (1)));
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
543
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
544 if (info < 0)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
545 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
546 (*current_liboctave_error_handler) ("unrecoverable error in dggev");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
547 return info;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
548 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
549
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
550 if (info > 0)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
551 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
552 (*current_liboctave_error_handler) ("dggev failed to converge");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
553 return info;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
554 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
555
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
556 lambda.resize (n);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
557 v.resize (nvr, nvr);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
558
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
559 for (octave_idx_type j = 0; j < n; j++)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
560 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
561 if (ai.elem (j) == 0.0)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
562 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
563 lambda.elem (j) = Complex (ar.elem (j) / beta.elem (j));
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
564 for (octave_idx_type i = 0; i < nvr; i++)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
565 v.elem (i, j) = vr.elem (i, j);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
566 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
567 else
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
568 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
569 if (j+1 >= n)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
570 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
571 (*current_liboctave_error_handler) ("EIG: internal error");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
572 return -1;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
573 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
574
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
575 lambda.elem(j) = Complex (ar.elem(j) / beta.elem (j),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
576 ai.elem(j) / beta.elem (j));
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
577 lambda.elem(j+1) = Complex (ar.elem(j+1) / beta.elem (j+1),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
578 ai.elem(j+1) / beta.elem (j+1));
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
579
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
580 for (octave_idx_type i = 0; i < nvr; i++)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
581 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
582 double real_part = vr.elem (i, j);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
583 double imag_part = vr.elem (i, j+1);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
584 v.elem (i, j) = Complex (real_part, imag_part);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
585 v.elem (i, j+1) = Complex (real_part, -imag_part);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
586 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
587 j++;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
588 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
589 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
590 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
591 else
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
592 (*current_liboctave_error_handler) ("dggev workspace query failed");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
593
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
594 return info;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
595 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
596
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
597 octave_idx_type
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
598 EIG::symmetric_init (const Matrix& a, const Matrix& b, bool calc_ev)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
599 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
600 octave_idx_type n = a.rows ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
601 octave_idx_type nb = b.rows ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
602
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
603 if (n != a.cols () || nb != b.cols ())
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
604 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
605 (*current_liboctave_error_handler) ("EIG requires square matrix");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
606 return -1;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
607 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
608
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
609 if (n != nb)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
610 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
611 (*current_liboctave_error_handler) ("EIG requires same size matrices");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
612 return -1;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
613 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
614
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
615 octave_idx_type info = 0;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
616
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
617 Matrix atmp = a;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
618 double *atmp_data = atmp.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
619
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
620 Matrix btmp = b;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
621 double *btmp_data = btmp.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
622
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
623 ColumnVector wr (n);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
624 double *pwr = wr.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
625
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
626 octave_idx_type lwork = -1;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
627 double dummy_work;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
628
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
629 F77_XFCN (dsygv, DSYGV, (1, F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
630 F77_CONST_CHAR_ARG2 ("U", 1),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
631 n, atmp_data, n,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
632 btmp_data, n,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
633 pwr, &dummy_work, lwork, info
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
634 F77_CHAR_ARG_LEN (1)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
635 F77_CHAR_ARG_LEN (1)));
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
636
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
637 if (info == 0)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
638 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
639 lwork = static_cast<octave_idx_type> (dummy_work);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
640 Array<double> work (lwork);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
641 double *pwork = work.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
642
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
643 F77_XFCN (dsygv, DSYGV, (1, F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
644 F77_CONST_CHAR_ARG2 ("U", 1),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
645 n, atmp_data, n,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
646 btmp_data, n,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
647 pwr, pwork, lwork, info
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
648 F77_CHAR_ARG_LEN (1)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
649 F77_CHAR_ARG_LEN (1)));
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
650
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
651 if (info < 0)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
652 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
653 (*current_liboctave_error_handler) ("unrecoverable error in dsygv");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
654 return info;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
655 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
656
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
657 if (info > 0)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
658 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
659 (*current_liboctave_error_handler) ("dsygv failed to converge");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
660 return info;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
661 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
662
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
663 lambda = ComplexColumnVector (wr);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
664 v = calc_ev ? ComplexMatrix (atmp) : ComplexMatrix ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
665 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
666 else
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
667 (*current_liboctave_error_handler) ("dsygv workspace query failed");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
668
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
669 return info;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
670 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
671
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
672 octave_idx_type
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
673 EIG::init (const ComplexMatrix& a, const ComplexMatrix& b, bool calc_ev)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
674 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
675 if (a.any_element_is_inf_or_nan () || b.any_element_is_inf_or_nan ())
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
676 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
677 (*current_liboctave_error_handler)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
678 ("EIG: matrix contains Inf or NaN values");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
679 return -1;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
680 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
681
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
682 octave_idx_type n = a.rows ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
683 octave_idx_type nb = b.rows ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
684
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
685 if (n != a.cols () || nb != b.cols())
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
686 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
687 (*current_liboctave_error_handler) ("EIG requires square matrix");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
688 return -1;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
689 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
690
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
691 if (n != nb)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
692 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
693 (*current_liboctave_error_handler) ("EIG requires same size matrices");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
694 return -1;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
695 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
696
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
697 octave_idx_type info = 0;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
698
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
699 ComplexMatrix tmp = b;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
700 Complex*tmp_data = tmp.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
701
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
702 F77_XFCN (zpotrf, ZPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
703 n, tmp_data, n,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
704 info
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
705 F77_CHAR_ARG_LEN (1)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
706 F77_CHAR_ARG_LEN (1)));
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
707
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
708 if (a.is_hermitian () && b.is_hermitian () && info == 0)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
709 return hermitian_init (a, calc_ev);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
710
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
711 ComplexMatrix atmp = a;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
712 Complex *atmp_data = atmp.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
713
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
714 ComplexMatrix btmp = b;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
715 Complex *btmp_data = btmp.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
716
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
717 ComplexColumnVector alpha (n);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
718 Complex *palpha = alpha.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
719
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
720 ComplexColumnVector beta (n);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
721 Complex *pbeta = beta.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
722
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
723 octave_idx_type nvr = calc_ev ? n : 0;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
724 ComplexMatrix vtmp (nvr, nvr);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
725 Complex *pv = vtmp.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
726
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
727 octave_idx_type lwork = -1;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
728 Complex dummy_work;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
729
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
730 octave_idx_type lrwork = 8*n;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
731 Array<double> rwork (lrwork);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
732 double *prwork = rwork.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
733
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
734 Complex *dummy = 0;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
735 octave_idx_type idummy = 1;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
736
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
737 F77_XFCN (zggev, ZGGEV, (F77_CONST_CHAR_ARG2 ("N", 1),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
738 F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
739 n, atmp_data, n, btmp_data, n,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
740 palpha, pbeta, dummy, idummy,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
741 pv, n, &dummy_work, lwork, prwork, info
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
742 F77_CHAR_ARG_LEN (1)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
743 F77_CHAR_ARG_LEN (1)));
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
744
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
745 if (info == 0)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
746 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
747 lwork = static_cast<octave_idx_type> (dummy_work.real ());
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
748 Array<Complex> work (lwork);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
749 Complex *pwork = work.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
750
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
751 F77_XFCN (zggev, ZGGEV, (F77_CONST_CHAR_ARG2 ("N", 1),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
752 F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
753 n, atmp_data, n, btmp_data, n,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
754 palpha, pbeta, dummy, idummy,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
755 pv, n, pwork, lwork, prwork, info
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
756 F77_CHAR_ARG_LEN (1)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
757 F77_CHAR_ARG_LEN (1)));
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
758
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
759 if (info < 0)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
760 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
761 (*current_liboctave_error_handler) ("unrecoverable error in zggev");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
762 return info;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
763 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
764
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
765 if (info > 0)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
766 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
767 (*current_liboctave_error_handler) ("zggev failed to converge");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
768 return info;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
769 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
770
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
771 lambda.resize (n);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
772
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
773 for (octave_idx_type j = 0; j < n; j++)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
774 lambda.elem (j) = alpha.elem (j) / beta.elem(j);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
775
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
776 v = vtmp;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
777 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
778 else
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
779 (*current_liboctave_error_handler) ("zggev workspace query failed");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
780
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
781 return info;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
782 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
783
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
784 octave_idx_type
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
785 EIG::hermitian_init (const ComplexMatrix& a, const ComplexMatrix& b, bool calc_ev)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
786 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
787 octave_idx_type n = a.rows ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
788 octave_idx_type nb = b.rows ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
789
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
790 if (n != a.cols () || nb != b.cols ())
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
791 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
792 (*current_liboctave_error_handler) ("EIG requires square matrix");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
793 return -1;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
794 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
795
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
796 if (n != nb)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
797 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
798 (*current_liboctave_error_handler) ("EIG requires same size matrices");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
799 return -1;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
800 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
801
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
802 octave_idx_type info = 0;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
803
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
804 ComplexMatrix atmp = a;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
805 Complex *atmp_data = atmp.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
806
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
807 ComplexMatrix btmp = b;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
808 Complex *btmp_data = btmp.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
809
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
810 ColumnVector wr (n);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
811 double *pwr = wr.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
812
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
813 octave_idx_type lwork = -1;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
814 Complex dummy_work;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
815
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
816 octave_idx_type lrwork = 3*n;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
817 Array<double> rwork (lrwork);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
818 double *prwork = rwork.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
819
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
820 F77_XFCN (zhegv, ZHEGV, (1, F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
821 F77_CONST_CHAR_ARG2 ("U", 1),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
822 n, atmp_data, n,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
823 btmp_data, n,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
824 pwr, &dummy_work, lwork,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
825 prwork, info
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
826 F77_CHAR_ARG_LEN (1)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
827 F77_CHAR_ARG_LEN (1)));
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
828
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
829 if (info == 0)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
830 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
831 lwork = static_cast<octave_idx_type> (dummy_work.real ());
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
832 Array<Complex> work (lwork);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
833 Complex *pwork = work.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
834
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
835 F77_XFCN (zhegv, ZHEGV, (1, F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
836 F77_CONST_CHAR_ARG2 ("U", 1),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
837 n, atmp_data, n,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
838 btmp_data, n,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
839 pwr, pwork, lwork, prwork, info
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
840 F77_CHAR_ARG_LEN (1)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
841 F77_CHAR_ARG_LEN (1)));
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
842
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
843 if (info < 0)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
844 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
845 (*current_liboctave_error_handler) ("unrecoverable error in zhegv");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
846 return info;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
847 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
848
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
849 if (info > 0)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
850 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
851 (*current_liboctave_error_handler) ("zhegv failed to converge");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
852 return info;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
853 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
854
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
855 lambda = ComplexColumnVector (wr);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
856 v = calc_ev ? ComplexMatrix (atmp) : ComplexMatrix ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
857 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
858 else
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
859 (*current_liboctave_error_handler) ("zhegv workspace query failed");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
860
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
861 return info;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
862 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7482
diff changeset
863
462
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
jwe
parents:
diff changeset
864 /*
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
jwe
parents:
diff changeset
865 ;;; Local Variables: ***
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
jwe
parents:
diff changeset
866 ;;; mode: C++ ***
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
jwe
parents:
diff changeset
867 ;;; End: ***
07fabd96ac6a [project @ 1994-06-06 00:58:18 by jwe]
jwe
parents:
diff changeset
868 */