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annotate liboctave/fEIG.cc @ 8710:739141cde75a ss-3-1-52

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fix typo in Array-f.cc
author Jaroslav Hajek <highegg@gmail.com>
date Mon, 09 Feb 2009 21:51:31 +0100
parents 18c4ded8612a
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,
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4 2005, 2006, 2007 John W. Eaton
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5
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6 This file is part of Octave.
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7
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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
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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
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22 */
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23
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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
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28 #include "fEIG.h"
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29 #include "fColVector.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 (sgeev, SGEEV) (F77_CONST_CHAR_ARG_DECL,
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37 F77_CONST_CHAR_ARG_DECL,
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38 const octave_idx_type&, float*, const octave_idx_type&, float*,
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39 float*, float*, const octave_idx_type&, float*,
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40 const octave_idx_type&, float*, 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 (cgeev, CGEEV) (F77_CONST_CHAR_ARG_DECL,
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46 F77_CONST_CHAR_ARG_DECL,
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47 const octave_idx_type&, FloatComplex*, const octave_idx_type&, FloatComplex*,
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48 FloatComplex*, const octave_idx_type&, FloatComplex*, const octave_idx_type&,
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49 FloatComplex*, const octave_idx_type&, float*, 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 (ssyev, SSYEV) (F77_CONST_CHAR_ARG_DECL,
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55 F77_CONST_CHAR_ARG_DECL,
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56 const octave_idx_type&, float*, const octave_idx_type&, float*,
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57 float*, 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 (cheev, CHEEV) (F77_CONST_CHAR_ARG_DECL,
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63 F77_CONST_CHAR_ARG_DECL,
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64 const octave_idx_type&, FloatComplex*, const octave_idx_type&, float*,
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65 FloatComplex*, const octave_idx_type&, float*, 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 (spotrf, SPOTRF) (F77_CONST_CHAR_ARG_DECL,
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71 const octave_idx_type&,
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72 float*, 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 (cpotrf, CPOTRF) (F77_CONST_CHAR_ARG_DECL,
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79 const octave_idx_type&,
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80 FloatComplex*, 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 (sggev, SGGEV) (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 float*, const octave_idx_type&,
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90 float*, const octave_idx_type&,
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91 float*, float*, float*,
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92 float*, const octave_idx_type&, float*, const octave_idx_type&,
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93 float*, 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 (ssygv, SSYGV) (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 float*, const octave_idx_type&,
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102 float*, const octave_idx_type&,
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103 float*, float*, 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 (cggev, CGGEV) (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 FloatComplex*, const octave_idx_type&,
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112 FloatComplex*, const octave_idx_type&,
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113 FloatComplex*, FloatComplex*,
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114 FloatComplex*, const octave_idx_type&, FloatComplex*, const octave_idx_type&,
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115 FloatComplex*, const octave_idx_type&, float*, 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 (chegv, CHEGV) (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 FloatComplex*, const octave_idx_type&,
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125 FloatComplex*, const octave_idx_type&,
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126 float*, FloatComplex*, const octave_idx_type&, float*,
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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 FloatEIG::init (const FloatMatrix& 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 ();
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146
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147 if (n != a.cols ())
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148 {
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149 (*current_liboctave_error_handler) ("EIG requires square matrix");
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150 return -1;
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151 }
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152
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153 octave_idx_type info = 0;
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154
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parents:
diff changeset
155 FloatMatrix atmp = a;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
156 float *tmp_data = atmp.fortran_vec ();
82be108cc558 First attempt at single precision tyeps
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parents:
diff changeset
157
82be108cc558 First attempt at single precision tyeps
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parents:
diff changeset
158 Array<float> wr (n);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
159 float *pwr = wr.fortran_vec ();
82be108cc558 First attempt at single precision tyeps
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parents:
diff changeset
160
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
161 Array<float> wi (n);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
162 float *pwi = wi.fortran_vec ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
163
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
164 volatile octave_idx_type nvr = calc_ev ? n : 0;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
165 FloatMatrix vr (nvr, nvr);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
166 float *pvr = vr.fortran_vec ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
167
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
168 octave_idx_type lwork = -1;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
169 float dummy_work;
82be108cc558 First attempt at single precision tyeps
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parents:
diff changeset
170
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
171 float *dummy = 0;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
172 octave_idx_type idummy = 1;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
173
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
174 F77_XFCN (sgeev, SGEEV, (F77_CONST_CHAR_ARG2 ("N", 1),
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
175 F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
176 n, tmp_data, n, pwr, pwi, dummy,
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
177 idummy, pvr, n, &dummy_work, lwork, info
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
178 F77_CHAR_ARG_LEN (1)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
179 F77_CHAR_ARG_LEN (1)));
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
180
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
181 if (info == 0)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
182 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
183 lwork = static_cast<octave_idx_type> (dummy_work);
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David Bateman <dbateman@free.fr>
parents:
diff changeset
184 Array<float> work (lwork);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
185 float *pwork = work.fortran_vec ();
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David Bateman <dbateman@free.fr>
parents:
diff changeset
186
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parents:
diff changeset
187 F77_XFCN (sgeev, SGEEV, (F77_CONST_CHAR_ARG2 ("N", 1),
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David Bateman <dbateman@free.fr>
parents:
diff changeset
188 F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
189 n, tmp_data, n, pwr, pwi, dummy,
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David Bateman <dbateman@free.fr>
parents:
diff changeset
190 idummy, pvr, n, pwork, lwork, info
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
191 F77_CHAR_ARG_LEN (1)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
192 F77_CHAR_ARG_LEN (1)));
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David Bateman <dbateman@free.fr>
parents:
diff changeset
193
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David Bateman <dbateman@free.fr>
parents:
diff changeset
194 if (info < 0)
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David Bateman <dbateman@free.fr>
parents:
diff changeset
195 {
82be108cc558 First attempt at single precision tyeps
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parents:
diff changeset
196 (*current_liboctave_error_handler) ("unrecoverable error in sgeev");
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parents:
diff changeset
197 return info;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
198 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
199
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David Bateman <dbateman@free.fr>
parents:
diff changeset
200 if (info > 0)
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David Bateman <dbateman@free.fr>
parents:
diff changeset
201 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
202 (*current_liboctave_error_handler) ("sgeev failed to converge");
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
203 return info;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
204 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
205
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David Bateman <dbateman@free.fr>
parents:
diff changeset
206 lambda.resize (n);
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David Bateman <dbateman@free.fr>
parents:
diff changeset
207 v.resize (nvr, nvr);
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David Bateman <dbateman@free.fr>
parents:
diff changeset
208
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David Bateman <dbateman@free.fr>
parents:
diff changeset
209 for (octave_idx_type j = 0; j < n; j++)
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David Bateman <dbateman@free.fr>
parents:
diff changeset
210 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
211 if (wi.elem (j) == 0.0)
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David Bateman <dbateman@free.fr>
parents:
diff changeset
212 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
213 lambda.elem (j) = FloatComplex (wr.elem (j));
82be108cc558 First attempt at single precision tyeps
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parents:
diff changeset
214 for (octave_idx_type i = 0; i < nvr; i++)
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David Bateman <dbateman@free.fr>
parents:
diff changeset
215 v.elem (i, j) = vr.elem (i, j);
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parents:
diff changeset
216 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
217 else
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David Bateman <dbateman@free.fr>
parents:
diff changeset
218 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
219 if (j+1 >= n)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
220 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
221 (*current_liboctave_error_handler) ("EIG: internal error");
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
222 return -1;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
223 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
224
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David Bateman <dbateman@free.fr>
parents:
diff changeset
225 lambda.elem(j) = FloatComplex (wr.elem(j), wi.elem(j));
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parents:
diff changeset
226 lambda.elem(j+1) = FloatComplex (wr.elem(j+1), wi.elem(j+1));
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David Bateman <dbateman@free.fr>
parents:
diff changeset
227
82be108cc558 First attempt at single precision tyeps
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parents:
diff changeset
228 for (octave_idx_type i = 0; i < nvr; i++)
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David Bateman <dbateman@free.fr>
parents:
diff changeset
229 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
230 float real_part = vr.elem (i, j);
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David Bateman <dbateman@free.fr>
parents:
diff changeset
231 float imag_part = vr.elem (i, j+1);
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David Bateman <dbateman@free.fr>
parents:
diff changeset
232 v.elem (i, j) = FloatComplex (real_part, imag_part);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
233 v.elem (i, j+1) = FloatComplex (real_part, -imag_part);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
234 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
235 j++;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
236 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
237 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
238 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
239 else
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
240 (*current_liboctave_error_handler) ("sgeev workspace query failed");
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
241
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
242 return info;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
243 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
244
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
245 octave_idx_type
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
246 FloatEIG::symmetric_init (const FloatMatrix& a, bool calc_ev)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
247 {
82be108cc558 First attempt at single precision tyeps
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parents:
diff changeset
248 octave_idx_type n = a.rows ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
249
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
250 if (n != a.cols ())
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
251 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
252 (*current_liboctave_error_handler) ("EIG requires square matrix");
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
253 return -1;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
254 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
255
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
256 octave_idx_type info = 0;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
257
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
258 FloatMatrix atmp = a;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
259 float *tmp_data = atmp.fortran_vec ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
260
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
261 FloatColumnVector wr (n);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
262 float *pwr = wr.fortran_vec ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
263
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
264 octave_idx_type lwork = -1;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
265 float dummy_work;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
266
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
267 F77_XFCN (ssyev, SSYEV, (F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
268 F77_CONST_CHAR_ARG2 ("U", 1),
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
269 n, tmp_data, n, pwr, &dummy_work, lwork, info
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
270 F77_CHAR_ARG_LEN (1)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
271 F77_CHAR_ARG_LEN (1)));
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
272
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
273 if (info == 0)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
274 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
275 lwork = static_cast<octave_idx_type> (dummy_work);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
276 Array<float> work (lwork);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
277 float *pwork = work.fortran_vec ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
278
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
279 F77_XFCN (ssyev, SSYEV, (F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
280 F77_CONST_CHAR_ARG2 ("U", 1),
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
281 n, tmp_data, n, pwr, pwork, lwork, info
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
282 F77_CHAR_ARG_LEN (1)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
283 F77_CHAR_ARG_LEN (1)));
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
284
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
285 if (info < 0)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
286 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
287 (*current_liboctave_error_handler) ("unrecoverable error in ssyev");
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
288 return info;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
289 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
290
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
291 if (info > 0)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
292 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
293 (*current_liboctave_error_handler) ("ssyev failed to converge");
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
294 return info;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
295 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
296
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
297 lambda = FloatComplexColumnVector (wr);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
298 v = calc_ev ? FloatComplexMatrix (atmp) : FloatComplexMatrix ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
299 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
300 else
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
301 (*current_liboctave_error_handler) ("ssyev workspace query failed");
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
302
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
303 return info;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
304 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
305
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
306 octave_idx_type
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
307 FloatEIG::init (const FloatComplexMatrix& a, bool calc_ev)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
308 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
309 if (a.any_element_is_inf_or_nan ())
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
310 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
311 (*current_liboctave_error_handler)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
312 ("EIG: matrix contains Inf or NaN values");
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
313 return -1;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
314 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
315
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
316 if (a.is_hermitian ())
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
317 return hermitian_init (a, calc_ev);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
318
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
319 octave_idx_type n = a.rows ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
320
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
321 if (n != a.cols ())
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
322 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
323 (*current_liboctave_error_handler) ("EIG requires square matrix");
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
324 return -1;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
325 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
326
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
327 octave_idx_type info = 0;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
328
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
329 FloatComplexMatrix atmp = a;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
330 FloatComplex *tmp_data = atmp.fortran_vec ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
331
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
332 FloatComplexColumnVector w (n);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
333 FloatComplex *pw = w.fortran_vec ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
334
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
335 octave_idx_type nvr = calc_ev ? n : 0;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
336 FloatComplexMatrix vtmp (nvr, nvr);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
337 FloatComplex *pv = vtmp.fortran_vec ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
338
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
339 octave_idx_type lwork = -1;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
340 FloatComplex dummy_work;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
341
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
342 octave_idx_type lrwork = 2*n;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
343 Array<float> rwork (lrwork);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
344 float *prwork = rwork.fortran_vec ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
345
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
346 FloatComplex *dummy = 0;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
347 octave_idx_type idummy = 1;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
348
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
349 F77_XFCN (cgeev, CGEEV, (F77_CONST_CHAR_ARG2 ("N", 1),
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
350 F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
351 n, tmp_data, n, pw, dummy, idummy,
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
352 pv, n, &dummy_work, lwork, prwork, info
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
353 F77_CHAR_ARG_LEN (1)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
354 F77_CHAR_ARG_LEN (1)));
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
355
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
356 if (info == 0)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
357 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
358 lwork = static_cast<octave_idx_type> (dummy_work.real ());
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
359 Array<FloatComplex> work (lwork);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
360 FloatComplex *pwork = work.fortran_vec ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
361
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
362 F77_XFCN (cgeev, CGEEV, (F77_CONST_CHAR_ARG2 ("N", 1),
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
363 F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
364 n, tmp_data, n, pw, dummy, idummy,
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
365 pv, n, pwork, lwork, prwork, info
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
366 F77_CHAR_ARG_LEN (1)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
367 F77_CHAR_ARG_LEN (1)));
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
368
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
369 if (info < 0)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
370 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
371 (*current_liboctave_error_handler) ("unrecoverable error in cgeev");
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
372 return info;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
373 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
374
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
375 if (info > 0)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
376 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
377 (*current_liboctave_error_handler) ("cgeev failed to converge");
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
378 return info;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
379 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
380
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
381 lambda = w;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
382 v = vtmp;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
383 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
384 else
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
385 (*current_liboctave_error_handler) ("cgeev workspace query failed");
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
386
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
387 return info;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
388 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
389
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
390 octave_idx_type
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
391 FloatEIG::hermitian_init (const FloatComplexMatrix& a, bool calc_ev)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
392 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
393 octave_idx_type n = a.rows ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
394
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
395 if (n != a.cols ())
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
396 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
397 (*current_liboctave_error_handler) ("EIG requires square matrix");
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
398 return -1;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
399 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
400
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
401 octave_idx_type info = 0;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
402
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
403 FloatComplexMatrix atmp = a;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
404 FloatComplex *tmp_data = atmp.fortran_vec ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
405
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
406 FloatColumnVector wr (n);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
407 float *pwr = wr.fortran_vec ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
408
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
409 octave_idx_type lwork = -1;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
410 FloatComplex dummy_work;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
411
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
412 octave_idx_type lrwork = 3*n;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
413 Array<float> rwork (lrwork);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
414 float *prwork = rwork.fortran_vec ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
415
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
416 F77_XFCN (cheev, CHEEV, (F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
417 F77_CONST_CHAR_ARG2 ("U", 1),
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
418 n, tmp_data, n, pwr, &dummy_work, lwork,
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
419 prwork, info
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
420 F77_CHAR_ARG_LEN (1)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
421 F77_CHAR_ARG_LEN (1)));
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
422
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
423 if (info == 0)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
424 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
425 lwork = static_cast<octave_idx_type> (dummy_work.real ());
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
426 Array<FloatComplex> work (lwork);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
427 FloatComplex *pwork = work.fortran_vec ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
428
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
429 F77_XFCN (cheev, CHEEV, (F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
430 F77_CONST_CHAR_ARG2 ("U", 1),
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
431 n, tmp_data, n, pwr, pwork, lwork, prwork, info
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
432 F77_CHAR_ARG_LEN (1)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
433 F77_CHAR_ARG_LEN (1)));
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
434
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
435 if (info < 0)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
436 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
437 (*current_liboctave_error_handler) ("unrecoverable error in cheev");
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
438 return info;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
439 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
440
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
441 if (info > 0)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
442 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
443 (*current_liboctave_error_handler) ("cheev failed to converge");
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
444 return info;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
445 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
446
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
447 lambda = FloatComplexColumnVector (wr);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
448 v = calc_ev ? FloatComplexMatrix (atmp) : FloatComplexMatrix ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
449 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
450 else
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
451 (*current_liboctave_error_handler) ("cheev workspace query failed");
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
452
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
453 return info;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
454 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
455
8339
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
456 octave_idx_type
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
457 FloatEIG::init (const FloatMatrix& a, const FloatMatrix& b, bool calc_ev)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
458 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
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: 7789
diff changeset
460 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
461 (*current_liboctave_error_handler)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
462 ("EIG: matrix contains Inf or NaN values");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
463 return -1;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
464 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
465
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
466 octave_idx_type n = a.rows ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
467 octave_idx_type nb = b.rows ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
468
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
469 if (n != a.cols () || nb != b.cols ())
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
470 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
471 (*current_liboctave_error_handler) ("EIG requires square matrix");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
472 return -1;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
473 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
474
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
475 if (n != nb)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
476 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
477 (*current_liboctave_error_handler) ("EIG requires same size matrices");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
478 return -1;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
479 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
480
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
481 octave_idx_type info = 0;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
482
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
483 FloatMatrix tmp = b;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
484 float *tmp_data = tmp.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
485
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
486 F77_XFCN (spotrf, SPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
487 n, tmp_data, n,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
488 info
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
489 F77_CHAR_ARG_LEN (1)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
490 F77_CHAR_ARG_LEN (1)));
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
491
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
492 if (a.is_symmetric () && b.is_symmetric () && info == 0)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
493 return symmetric_init (a, b, calc_ev);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
494
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
495 FloatMatrix atmp = a;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
496 float *atmp_data = atmp.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
497
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
498 FloatMatrix btmp = b;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
499 float *btmp_data = btmp.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
500
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
501 Array<float> ar (n);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
502 float *par = ar.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
503
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
504 Array<float> ai (n);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
505 float *pai = ai.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
506
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
507 Array<float> beta (n);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
508 float *pbeta = beta.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
509
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
510 volatile octave_idx_type nvr = calc_ev ? n : 0;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
511 FloatMatrix vr (nvr, nvr);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
512 float *pvr = vr.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
513
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
514 octave_idx_type lwork = -1;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
515 float dummy_work;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
516
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
517 float *dummy = 0;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
518 octave_idx_type idummy = 1;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
519
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
520 F77_XFCN (sggev, SGGEV, (F77_CONST_CHAR_ARG2 ("N", 1),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
521 F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
522 n, atmp_data, n, btmp_data, n,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
523 par, pai, pbeta,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
524 dummy, idummy, pvr, n,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
525 &dummy_work, lwork, info
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
526 F77_CHAR_ARG_LEN (1)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
527 F77_CHAR_ARG_LEN (1)));
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
528
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
529 if (info == 0)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
530 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
531 lwork = static_cast<octave_idx_type> (dummy_work);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
532 Array<float> work (lwork);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
533 float *pwork = work.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
534
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
535 F77_XFCN (sggev, SGGEV, (F77_CONST_CHAR_ARG2 ("N", 1),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
536 F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
537 n, atmp_data, n, btmp_data, n,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
538 par, pai, pbeta,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
539 dummy, idummy, pvr, n,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
540 pwork, lwork, info
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
541 F77_CHAR_ARG_LEN (1)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
542 F77_CHAR_ARG_LEN (1)));
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
543
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
544 if (info < 0)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
545 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
546 (*current_liboctave_error_handler) ("unrecoverable error in sggev");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
547 return info;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
548 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
549
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
550 if (info > 0)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
551 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
552 (*current_liboctave_error_handler) ("sggev failed to converge");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
553 return info;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
554 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
555
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
556 lambda.resize (n);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
557 v.resize (nvr, nvr);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
558
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
559 for (octave_idx_type j = 0; j < n; j++)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
560 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
561 if (ai.elem (j) == 0.0)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
562 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
563 lambda.elem (j) = FloatComplex (ar.elem (j) / beta.elem (j));
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
564 for (octave_idx_type i = 0; i < nvr; i++)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
565 v.elem (i, j) = vr.elem (i, j);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
566 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
567 else
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
568 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
569 if (j+1 >= n)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
570 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
571 (*current_liboctave_error_handler) ("EIG: internal error");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
572 return -1;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
573 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
574
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
575 lambda.elem(j) = FloatComplex (ar.elem(j) / beta.elem (j),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
576 ai.elem(j) / beta.elem (j));
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
577 lambda.elem(j+1) = FloatComplex (ar.elem(j+1) / beta.elem (j+1),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
578 ai.elem(j+1) / beta.elem (j+1));
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
579
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
580 for (octave_idx_type i = 0; i < nvr; i++)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
581 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
582 float real_part = vr.elem (i, j);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
583 float imag_part = vr.elem (i, j+1);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
584 v.elem (i, j) = FloatComplex (real_part, imag_part);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
585 v.elem (i, j+1) = FloatComplex (real_part, -imag_part);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
586 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
587 j++;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
588 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
589 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
590 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
591 else
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
592 (*current_liboctave_error_handler) ("sggev workspace query failed");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
593
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
594 return info;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
595 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
596
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
597 octave_idx_type
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
598 FloatEIG::symmetric_init (const FloatMatrix& a, const FloatMatrix& b, bool calc_ev)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
599 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
600 octave_idx_type n = a.rows ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
601 octave_idx_type nb = b.rows ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
602
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
603 if (n != a.cols () || nb != b.cols ())
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
604 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
605 (*current_liboctave_error_handler) ("EIG requires square matrix");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
606 return -1;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
607 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
608
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
609 if (n != nb)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
610 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
611 (*current_liboctave_error_handler) ("EIG requires same size matrices");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
612 return -1;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
613 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
614
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
615 octave_idx_type info = 0;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
616
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
617 FloatMatrix atmp = a;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
618 float *atmp_data = atmp.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
619
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
620 FloatMatrix btmp = b;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
621 float *btmp_data = btmp.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
622
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
623 FloatColumnVector wr (n);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
624 float *pwr = wr.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
625
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
626 octave_idx_type lwork = -1;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
627 float dummy_work;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
628
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
629 F77_XFCN (ssygv, SSYGV, (1, F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
630 F77_CONST_CHAR_ARG2 ("U", 1),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
631 n, atmp_data, n,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
632 btmp_data, n,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
633 pwr, &dummy_work, lwork, info
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
634 F77_CHAR_ARG_LEN (1)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
635 F77_CHAR_ARG_LEN (1)));
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
636
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
637 if (info == 0)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
638 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
639 lwork = static_cast<octave_idx_type> (dummy_work);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
640 Array<float> work (lwork);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
641 float *pwork = work.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
642
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
643 F77_XFCN (ssygv, SSYGV, (1, F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
644 F77_CONST_CHAR_ARG2 ("U", 1),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
645 n, atmp_data, n,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
646 btmp_data, n,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
647 pwr, pwork, lwork, info
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
648 F77_CHAR_ARG_LEN (1)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
649 F77_CHAR_ARG_LEN (1)));
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
650
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
651 if (info < 0)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
652 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
653 (*current_liboctave_error_handler) ("unrecoverable error in ssygv");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
654 return info;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
655 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
656
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
657 if (info > 0)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
658 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
659 (*current_liboctave_error_handler) ("ssygv failed to converge");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
660 return info;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
661 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
662
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
663 lambda = FloatComplexColumnVector (wr);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
664 v = calc_ev ? FloatComplexMatrix (atmp) : FloatComplexMatrix ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
665 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
666 else
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
667 (*current_liboctave_error_handler) ("ssygv workspace query failed");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
668
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
669 return info;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
670 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
671
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
672 octave_idx_type
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
673 FloatEIG::init (const FloatComplexMatrix& a, const FloatComplexMatrix& b, bool calc_ev)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
674 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
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: 7789
diff changeset
676 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
677 (*current_liboctave_error_handler)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
678 ("EIG: matrix contains Inf or NaN values");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
679 return -1;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
680 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
681
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
682 octave_idx_type n = a.rows ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
683 octave_idx_type nb = b.rows ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
684
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
685 if (n != a.cols () || nb != b.cols())
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
686 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
687 (*current_liboctave_error_handler) ("EIG requires square matrix");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
688 return -1;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
689 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
690
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
691 if (n != nb)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
692 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
693 (*current_liboctave_error_handler) ("EIG requires same size matrices");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
694 return -1;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
695 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
696
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
697 octave_idx_type info = 0;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
698
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
699 FloatComplexMatrix tmp = b;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
700 FloatComplex *tmp_data = tmp.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
701
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
702 F77_XFCN (cpotrf, CPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
703 n, tmp_data, n,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
704 info
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
705 F77_CHAR_ARG_LEN (1)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
706 F77_CHAR_ARG_LEN (1)));
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
707
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
708 if (a.is_hermitian () && b.is_hermitian () && info == 0)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
709 return hermitian_init (a, calc_ev);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
710
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
711 FloatComplexMatrix atmp = a;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
712 FloatComplex *atmp_data = atmp.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
713
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
714 FloatComplexMatrix btmp = b;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
715 FloatComplex *btmp_data = btmp.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
716
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
717 FloatComplexColumnVector alpha (n);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
718 FloatComplex *palpha = alpha.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
719
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
720 FloatComplexColumnVector beta (n);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
721 FloatComplex *pbeta = beta.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
722
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
723 octave_idx_type nvr = calc_ev ? n : 0;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
724 FloatComplexMatrix vtmp (nvr, nvr);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
725 FloatComplex *pv = vtmp.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
726
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
727 octave_idx_type lwork = -1;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
728 FloatComplex dummy_work;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
729
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
730 octave_idx_type lrwork = 8*n;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
731 Array<float> rwork (lrwork);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
732 float *prwork = rwork.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
733
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
734 FloatComplex *dummy = 0;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
735 octave_idx_type idummy = 1;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
736
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
737 F77_XFCN (cggev, CGGEV, (F77_CONST_CHAR_ARG2 ("N", 1),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
738 F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
739 n, atmp_data, n, btmp_data, n,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
740 palpha, pbeta, dummy, idummy,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
741 pv, n, &dummy_work, lwork, prwork, info
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
742 F77_CHAR_ARG_LEN (1)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
743 F77_CHAR_ARG_LEN (1)));
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
744
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
745 if (info == 0)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
746 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
747 lwork = static_cast<octave_idx_type> (dummy_work.real ());
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
748 Array<FloatComplex> work (lwork);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
749 FloatComplex *pwork = work.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
750
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
751 F77_XFCN (cggev, CGGEV, (F77_CONST_CHAR_ARG2 ("N", 1),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
752 F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
753 n, atmp_data, n, btmp_data, n,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
754 palpha, pbeta, dummy, idummy,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
755 pv, n, pwork, lwork, prwork, info
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
756 F77_CHAR_ARG_LEN (1)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
757 F77_CHAR_ARG_LEN (1)));
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
758
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
759 if (info < 0)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
760 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
761 (*current_liboctave_error_handler) ("unrecoverable error in cggev");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
762 return info;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
763 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
764
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
765 if (info > 0)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
766 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
767 (*current_liboctave_error_handler) ("cggev failed to converge");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
768 return info;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
769 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
770
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
771 lambda.resize (n);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
772
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
773 for (octave_idx_type j = 0; j < n; j++)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
774 lambda.elem (j) = alpha.elem (j) / beta.elem(j);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
775
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
776 v = vtmp;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
777 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
778 else
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
779 (*current_liboctave_error_handler) ("cggev workspace query failed");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
780
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
781 return info;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
782 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
783
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
784 octave_idx_type
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
785 FloatEIG::hermitian_init (const FloatComplexMatrix& a, const FloatComplexMatrix& b, bool calc_ev)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
786 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
787 octave_idx_type n = a.rows ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
788 octave_idx_type nb = b.rows ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
789
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
790 if (n != a.cols () || nb != b.cols ())
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
791 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
792 (*current_liboctave_error_handler) ("EIG requires square matrix");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
793 return -1;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
794 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
795
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
796 if (n != nb)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
797 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
798 (*current_liboctave_error_handler) ("EIG requires same size matrices");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
799 return -1;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
800 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
801
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
802 octave_idx_type info = 0;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
803
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
804 FloatComplexMatrix atmp = a;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
805 FloatComplex *atmp_data = atmp.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
806
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
807 FloatComplexMatrix btmp = b;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
808 FloatComplex *btmp_data = btmp.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
809
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
810 FloatColumnVector wr (n);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
811 float *pwr = wr.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
812
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
813 octave_idx_type lwork = -1;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
814 FloatComplex dummy_work;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
815
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
816 octave_idx_type lrwork = 3*n;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
817 Array<float> rwork (lrwork);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
818 float *prwork = rwork.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
819
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
820 F77_XFCN (chegv, CHEGV, (1, F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
821 F77_CONST_CHAR_ARG2 ("U", 1),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
822 n, atmp_data, n,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
823 btmp_data, n,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
824 pwr, &dummy_work, lwork,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
825 prwork, info
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
826 F77_CHAR_ARG_LEN (1)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
827 F77_CHAR_ARG_LEN (1)));
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
828
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
829 if (info == 0)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
830 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
831 lwork = static_cast<octave_idx_type> (dummy_work.real ());
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
832 Array<FloatComplex> work (lwork);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
833 FloatComplex *pwork = work.fortran_vec ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
834
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
835 F77_XFCN (chegv, CHEGV, (1, F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
836 F77_CONST_CHAR_ARG2 ("U", 1),
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
837 n, atmp_data, n,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
838 btmp_data, n,
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
839 pwr, pwork, lwork, prwork, info
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
840 F77_CHAR_ARG_LEN (1)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
841 F77_CHAR_ARG_LEN (1)));
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
842
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
843 if (info < 0)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
844 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
845 (*current_liboctave_error_handler) ("unrecoverable error in zhegv");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
846 return info;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
847 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
848
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
849 if (info > 0)
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
850 {
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
851 (*current_liboctave_error_handler) ("zhegv failed to converge");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
852 return info;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
853 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
854
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
855 lambda = FloatComplexColumnVector (wr);
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
856 v = calc_ev ? FloatComplexMatrix (atmp) : FloatComplexMatrix ();
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
857 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
858 else
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
859 (*current_liboctave_error_handler) ("zhegv workspace query failed");
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
860
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
861 return info;
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
862 }
18c4ded8612a Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents: 7789
diff changeset
863
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
864 /*
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
865 ;;; Local Variables: ***
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
866 ;;; mode: C++ ***
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
867 ;;; End: ***
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
868 */