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1 /* |
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2 |
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3 Copyright (C) 1996, 1997 John W. Eaton |
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4 |
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5 This file is part of Octave. |
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6 |
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7 Octave is free software; you can redistribute it and/or modify it |
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8 under the terms of the GNU General Public License as published by the |
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9 Free Software Foundation; either version 3 of the License, or (at your |
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10 option) any later version. |
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11 |
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12 Octave is distributed in the hope that it will be useful, but WITHOUT |
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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15 for more details. |
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16 |
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17 You should have received a copy of the GNU General Public License |
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18 along with Octave; see the file COPYING. If not, see |
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19 <http://www.gnu.org/licenses/>. |
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20 |
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21 */ |
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22 |
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23 #ifdef HAVE_CONFIG_H |
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24 #include <config.h> |
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25 #endif |
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26 |
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27 #include "EIG.h" |
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28 #include "dColVector.h" |
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29 #include "f77-fcn.h" |
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30 #include "lo-error.h" |
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31 |
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32 extern "C" |
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33 { |
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34 F77_RET_T |
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35 F77_FUNC (dgeev, DGEEV) (F77_CONST_CHAR_ARG_DECL, |
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36 F77_CONST_CHAR_ARG_DECL, |
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37 const octave_idx_type&, double*, const octave_idx_type&, double*, |
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38 double*, double*, const octave_idx_type&, double*, |
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39 const octave_idx_type&, double*, const octave_idx_type&, octave_idx_type& |
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40 F77_CHAR_ARG_LEN_DECL |
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41 F77_CHAR_ARG_LEN_DECL); |
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42 |
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43 F77_RET_T |
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44 F77_FUNC (zgeev, ZGEEV) (F77_CONST_CHAR_ARG_DECL, |
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45 F77_CONST_CHAR_ARG_DECL, |
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46 const octave_idx_type&, Complex*, const octave_idx_type&, Complex*, |
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47 Complex*, const octave_idx_type&, Complex*, const octave_idx_type&, |
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48 Complex*, const octave_idx_type&, double*, octave_idx_type& |
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49 F77_CHAR_ARG_LEN_DECL |
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50 F77_CHAR_ARG_LEN_DECL); |
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51 |
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52 F77_RET_T |
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53 F77_FUNC (dsyev, DSYEV) (F77_CONST_CHAR_ARG_DECL, |
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54 F77_CONST_CHAR_ARG_DECL, |
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55 const octave_idx_type&, double*, const octave_idx_type&, double*, |
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56 double*, const octave_idx_type&, octave_idx_type& |
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57 F77_CHAR_ARG_LEN_DECL |
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58 F77_CHAR_ARG_LEN_DECL); |
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59 |
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60 F77_RET_T |
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61 F77_FUNC (zheev, ZHEEV) (F77_CONST_CHAR_ARG_DECL, |
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62 F77_CONST_CHAR_ARG_DECL, |
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63 const octave_idx_type&, Complex*, const octave_idx_type&, double*, |
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64 Complex*, const octave_idx_type&, double*, octave_idx_type& |
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65 F77_CHAR_ARG_LEN_DECL |
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66 F77_CHAR_ARG_LEN_DECL); |
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67 } |
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68 |
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69 octave_idx_type |
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70 EIG::init (const Matrix& a, bool calc_ev) |
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71 { |
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72 if (a.any_element_is_inf_or_nan ()) |
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73 { |
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74 (*current_liboctave_error_handler) |
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75 ("EIG: matrix contains Inf or NaN values"); |
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76 return -1; |
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77 } |
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78 |
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79 if (a.is_symmetric ()) |
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80 return symmetric_init (a, calc_ev); |
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81 |
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82 octave_idx_type n = a.rows (); |
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83 |
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84 if (n != a.cols ()) |
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85 { |
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86 (*current_liboctave_error_handler) ("EIG requires square matrix"); |
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87 return -1; |
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88 } |
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89 |
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90 octave_idx_type info = 0; |
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91 |
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92 Matrix atmp = a; |
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93 double *tmp_data = atmp.fortran_vec (); |
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94 |
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95 Array<double> wr (n); |
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96 double *pwr = wr.fortran_vec (); |
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97 |
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98 Array<double> wi (n); |
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99 double *pwi = wi.fortran_vec (); |
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100 |
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101 volatile octave_idx_type nvr = calc_ev ? n : 0; |
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102 Matrix vr (nvr, nvr); |
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103 double *pvr = vr.fortran_vec (); |
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104 |
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105 octave_idx_type lwork = -1; |
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106 double dummy_work; |
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107 |
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108 double *dummy = 0; |
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109 octave_idx_type idummy = 1; |
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110 |
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111 F77_XFCN (dgeev, DGEEV, (F77_CONST_CHAR_ARG2 ("N", 1), |
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112 F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
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113 n, tmp_data, n, pwr, pwi, dummy, |
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114 idummy, pvr, n, &dummy_work, lwork, info |
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115 F77_CHAR_ARG_LEN (1) |
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116 F77_CHAR_ARG_LEN (1))); |
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117 |
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118 if (! f77_exception_encountered && info == 0) |
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119 { |
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120 lwork = static_cast<octave_idx_type> (dummy_work); |
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121 Array<double> work (lwork); |
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122 double *pwork = work.fortran_vec (); |
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123 |
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124 F77_XFCN (dgeev, DGEEV, (F77_CONST_CHAR_ARG2 ("N", 1), |
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125 F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
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126 n, tmp_data, n, pwr, pwi, dummy, |
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127 idummy, pvr, n, pwork, lwork, info |
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128 F77_CHAR_ARG_LEN (1) |
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129 F77_CHAR_ARG_LEN (1))); |
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130 |
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131 if (f77_exception_encountered || info < 0) |
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132 { |
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133 (*current_liboctave_error_handler) ("unrecoverable error in dgeev"); |
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134 return info; |
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135 } |
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136 |
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137 if (info > 0) |
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138 { |
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139 (*current_liboctave_error_handler) ("dgeev failed to converge"); |
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140 return info; |
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141 } |
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142 |
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143 lambda.resize (n); |
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144 v.resize (nvr, nvr); |
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145 |
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146 for (octave_idx_type j = 0; j < n; j++) |
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147 { |
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148 if (wi.elem (j) == 0.0) |
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149 { |
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150 lambda.elem (j) = Complex (wr.elem (j)); |
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151 for (octave_idx_type i = 0; i < nvr; i++) |
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152 v.elem (i, j) = vr.elem (i, j); |
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153 } |
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154 else |
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155 { |
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156 if (j+1 >= n) |
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157 { |
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158 (*current_liboctave_error_handler) ("EIG: internal error"); |
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159 return -1; |
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160 } |
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161 |
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162 lambda.elem(j) = Complex (wr.elem(j), wi.elem(j)); |
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163 lambda.elem(j+1) = Complex (wr.elem(j+1), wi.elem(j+1)); |
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164 |
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165 for (octave_idx_type i = 0; i < nvr; i++) |
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166 { |
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167 double real_part = vr.elem (i, j); |
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168 double imag_part = vr.elem (i, j+1); |
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169 v.elem (i, j) = Complex (real_part, imag_part); |
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170 v.elem (i, j+1) = Complex (real_part, -imag_part); |
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171 } |
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172 j++; |
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173 } |
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174 } |
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175 } |
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176 else |
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177 (*current_liboctave_error_handler) ("dgeev workspace query failed"); |
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178 |
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179 return info; |
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180 } |
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181 |
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182 octave_idx_type |
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183 EIG::symmetric_init (const Matrix& a, bool calc_ev) |
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184 { |
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185 octave_idx_type n = a.rows (); |
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186 |
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187 if (n != a.cols ()) |
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188 { |
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189 (*current_liboctave_error_handler) ("EIG requires square matrix"); |
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190 return -1; |
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191 } |
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192 |
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193 octave_idx_type info = 0; |
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194 |
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195 Matrix atmp = a; |
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196 double *tmp_data = atmp.fortran_vec (); |
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197 |
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198 ColumnVector wr (n); |
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199 double *pwr = wr.fortran_vec (); |
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200 |
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201 octave_idx_type lwork = -1; |
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202 double dummy_work; |
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203 |
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204 F77_XFCN (dsyev, DSYEV, (F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
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205 F77_CONST_CHAR_ARG2 ("U", 1), |
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206 n, tmp_data, n, pwr, &dummy_work, lwork, info |
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207 F77_CHAR_ARG_LEN (1) |
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208 F77_CHAR_ARG_LEN (1))); |
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209 |
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210 if (! f77_exception_encountered && info == 0) |
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211 { |
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212 lwork = static_cast<octave_idx_type> (dummy_work); |
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213 Array<double> work (lwork); |
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214 double *pwork = work.fortran_vec (); |
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215 |
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216 F77_XFCN (dsyev, DSYEV, (F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
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217 F77_CONST_CHAR_ARG2 ("U", 1), |
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218 n, tmp_data, n, pwr, pwork, lwork, info |
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219 F77_CHAR_ARG_LEN (1) |
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220 F77_CHAR_ARG_LEN (1))); |
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221 |
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222 if (f77_exception_encountered || info < 0) |
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223 { |
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224 (*current_liboctave_error_handler) ("unrecoverable error in dsyev"); |
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225 return info; |
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226 } |
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227 |
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228 if (info > 0) |
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229 { |
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230 (*current_liboctave_error_handler) ("dsyev failed to converge"); |
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231 return info; |
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232 } |
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233 |
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234 lambda = ComplexColumnVector (wr); |
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235 v = calc_ev ? ComplexMatrix (atmp) : ComplexMatrix (); |
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236 } |
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237 else |
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238 (*current_liboctave_error_handler) ("dsyev workspace query failed"); |
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239 |
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240 return info; |
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241 } |
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242 |
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243 octave_idx_type |
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244 EIG::init (const ComplexMatrix& a, bool calc_ev) |
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245 { |
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246 if (a.any_element_is_inf_or_nan ()) |
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247 { |
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248 (*current_liboctave_error_handler) |
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249 ("EIG: matrix contains Inf or NaN values"); |
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250 return -1; |
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251 } |
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252 |
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253 if (a.is_hermitian ()) |
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254 return hermitian_init (a, calc_ev); |
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255 |
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256 octave_idx_type n = a.rows (); |
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257 |
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258 if (n != a.cols ()) |
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259 { |
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260 (*current_liboctave_error_handler) ("EIG requires square matrix"); |
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261 return -1; |
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262 } |
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263 |
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264 octave_idx_type info = 0; |
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265 |
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266 ComplexMatrix atmp = a; |
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267 Complex *tmp_data = atmp.fortran_vec (); |
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268 |
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269 ComplexColumnVector w (n); |
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270 Complex *pw = w.fortran_vec (); |
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271 |
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272 octave_idx_type nvr = calc_ev ? n : 0; |
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273 ComplexMatrix vtmp (nvr, nvr); |
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274 Complex *pv = vtmp.fortran_vec (); |
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275 |
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276 octave_idx_type lwork = -1; |
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277 Complex dummy_work; |
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278 |
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279 octave_idx_type lrwork = 2*n; |
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280 Array<double> rwork (lrwork); |
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281 double *prwork = rwork.fortran_vec (); |
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282 |
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283 Complex *dummy = 0; |
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284 octave_idx_type idummy = 1; |
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285 |
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286 F77_XFCN (zgeev, ZGEEV, (F77_CONST_CHAR_ARG2 ("N", 1), |
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287 F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
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288 n, tmp_data, n, pw, dummy, idummy, |
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289 pv, n, &dummy_work, lwork, prwork, info |
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290 F77_CHAR_ARG_LEN (1) |
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291 F77_CHAR_ARG_LEN (1))); |
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292 |
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293 if (! f77_exception_encountered && info == 0) |
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294 { |
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295 lwork = static_cast<octave_idx_type> (dummy_work.real ()); |
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296 Array<Complex> work (lwork); |
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297 Complex *pwork = work.fortran_vec (); |
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298 |
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299 F77_XFCN (zgeev, ZGEEV, (F77_CONST_CHAR_ARG2 ("N", 1), |
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300 F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
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301 n, tmp_data, n, pw, dummy, idummy, |
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302 pv, n, pwork, lwork, prwork, info |
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303 F77_CHAR_ARG_LEN (1) |
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304 F77_CHAR_ARG_LEN (1))); |
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305 |
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306 if (f77_exception_encountered || info < 0) |
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307 { |
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308 (*current_liboctave_error_handler) ("unrecoverable error in zgeev"); |
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309 return info; |
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310 } |
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311 |
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312 if (info > 0) |
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313 { |
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314 (*current_liboctave_error_handler) ("zgeev failed to converge"); |
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315 return info; |
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316 } |
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317 |
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318 lambda = w; |
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319 v = vtmp; |
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320 } |
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321 else |
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322 (*current_liboctave_error_handler) ("zgeev workspace query failed"); |
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323 |
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324 return info; |
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325 } |
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326 |
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327 octave_idx_type |
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328 EIG::hermitian_init (const ComplexMatrix& a, bool calc_ev) |
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329 { |
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330 octave_idx_type n = a.rows (); |
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331 |
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332 if (n != a.cols ()) |
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333 { |
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334 (*current_liboctave_error_handler) ("EIG requires square matrix"); |
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335 return -1; |
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336 } |
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337 |
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338 octave_idx_type info = 0; |
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339 |
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340 ComplexMatrix atmp = a; |
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341 Complex *tmp_data = atmp.fortran_vec (); |
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342 |
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343 ColumnVector wr (n); |
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344 double *pwr = wr.fortran_vec (); |
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345 |
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346 octave_idx_type lwork = -1; |
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347 Complex dummy_work; |
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348 |
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349 octave_idx_type lrwork = 3*n; |
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350 Array<double> rwork (lrwork); |
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351 double *prwork = rwork.fortran_vec (); |
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352 |
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353 F77_XFCN (zheev, ZHEEV, (F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
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354 F77_CONST_CHAR_ARG2 ("U", 1), |
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355 n, tmp_data, n, pwr, &dummy_work, lwork, |
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356 prwork, info |
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357 F77_CHAR_ARG_LEN (1) |
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358 F77_CHAR_ARG_LEN (1))); |
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359 |
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360 if (! f77_exception_encountered && info == 0) |
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361 { |
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362 lwork = static_cast<octave_idx_type> (dummy_work.real ()); |
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363 Array<Complex> work (lwork); |
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364 Complex *pwork = work.fortran_vec (); |
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365 |
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366 F77_XFCN (zheev, ZHEEV, (F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
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367 F77_CONST_CHAR_ARG2 ("U", 1), |
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368 n, tmp_data, n, pwr, pwork, lwork, prwork, info |
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369 F77_CHAR_ARG_LEN (1) |
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370 F77_CHAR_ARG_LEN (1))); |
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371 |
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372 if (f77_exception_encountered || info < 0) |
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373 { |
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374 (*current_liboctave_error_handler) ("unrecoverable error in zheev"); |
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375 return info; |
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376 } |
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377 |
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378 if (info > 0) |
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379 { |
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380 (*current_liboctave_error_handler) ("zheev failed to converge"); |
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381 return info; |
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382 } |
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383 |
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3585
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384 lambda = ComplexColumnVector (wr); |
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385 v = calc_ev ? ComplexMatrix (atmp) : ComplexMatrix (); |
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386 } |
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4800
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387 else |
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388 (*current_liboctave_error_handler) ("zheev workspace query failed"); |
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462
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389 |
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390 return info; |
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391 } |
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392 |
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393 /* |
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394 ;;; Local Variables: *** |
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395 ;;; mode: C++ *** |
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396 ;;; End: *** |
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397 */ |
