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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 "EIG.h" |
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29 #include "dColVector.h" |
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30 #include "f77-fcn.h" |
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462
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31 #include "lo-error.h" |
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32 |
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33 extern "C" |
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34 { |
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35 F77_RET_T |
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36 F77_FUNC (dgeev, DGEEV) (F77_CONST_CHAR_ARG_DECL, |
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37 F77_CONST_CHAR_ARG_DECL, |
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38 const octave_idx_type&, double*, const octave_idx_type&, double*, |
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39 double*, double*, const octave_idx_type&, double*, |
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40 const octave_idx_type&, double*, const octave_idx_type&, octave_idx_type& |
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41 F77_CHAR_ARG_LEN_DECL |
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42 F77_CHAR_ARG_LEN_DECL); |
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43 |
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44 F77_RET_T |
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45 F77_FUNC (zgeev, ZGEEV) (F77_CONST_CHAR_ARG_DECL, |
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46 F77_CONST_CHAR_ARG_DECL, |
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47 const octave_idx_type&, Complex*, const octave_idx_type&, Complex*, |
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48 Complex*, const octave_idx_type&, Complex*, const octave_idx_type&, |
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49 Complex*, const octave_idx_type&, double*, octave_idx_type& |
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50 F77_CHAR_ARG_LEN_DECL |
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51 F77_CHAR_ARG_LEN_DECL); |
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52 |
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53 F77_RET_T |
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54 F77_FUNC (dsyev, DSYEV) (F77_CONST_CHAR_ARG_DECL, |
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55 F77_CONST_CHAR_ARG_DECL, |
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56 const octave_idx_type&, double*, const octave_idx_type&, double*, |
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57 double*, const octave_idx_type&, octave_idx_type& |
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58 F77_CHAR_ARG_LEN_DECL |
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59 F77_CHAR_ARG_LEN_DECL); |
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60 |
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61 F77_RET_T |
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62 F77_FUNC (zheev, ZHEEV) (F77_CONST_CHAR_ARG_DECL, |
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63 F77_CONST_CHAR_ARG_DECL, |
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64 const octave_idx_type&, Complex*, const octave_idx_type&, double*, |
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65 Complex*, const octave_idx_type&, double*, octave_idx_type& |
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66 F77_CHAR_ARG_LEN_DECL |
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67 F77_CHAR_ARG_LEN_DECL); |
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462
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68 } |
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69 |
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70 octave_idx_type |
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71 EIG::init (const Matrix& a, bool calc_ev) |
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72 { |
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73 if (a.any_element_is_inf_or_nan ()) |
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74 { |
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75 (*current_liboctave_error_handler) |
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76 ("EIG: matrix contains Inf or NaN values"); |
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77 return -1; |
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78 } |
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79 |
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80 if (a.is_symmetric ()) |
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81 return symmetric_init (a, calc_ev); |
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82 |
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83 octave_idx_type n = a.rows (); |
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84 |
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85 if (n != a.cols ()) |
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86 { |
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87 (*current_liboctave_error_handler) ("EIG requires square matrix"); |
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88 return -1; |
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89 } |
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90 |
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91 octave_idx_type info = 0; |
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92 |
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93 Matrix atmp = a; |
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94 double *tmp_data = atmp.fortran_vec (); |
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95 |
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96 Array<double> wr (n); |
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97 double *pwr = wr.fortran_vec (); |
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98 |
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99 Array<double> wi (n); |
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100 double *pwi = wi.fortran_vec (); |
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101 |
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102 volatile octave_idx_type nvr = calc_ev ? n : 0; |
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103 Matrix vr (nvr, nvr); |
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104 double *pvr = vr.fortran_vec (); |
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105 |
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106 octave_idx_type lwork = -1; |
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107 double dummy_work; |
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108 |
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109 double *dummy = 0; |
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110 octave_idx_type idummy = 1; |
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111 |
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112 F77_XFCN (dgeev, DGEEV, (F77_CONST_CHAR_ARG2 ("N", 1), |
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113 F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
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114 n, tmp_data, n, pwr, pwi, dummy, |
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115 idummy, pvr, n, &dummy_work, lwork, info |
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116 F77_CHAR_ARG_LEN (1) |
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117 F77_CHAR_ARG_LEN (1))); |
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118 |
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119 if (! f77_exception_encountered && info == 0) |
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120 { |
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121 lwork = static_cast<octave_idx_type> (dummy_work); |
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122 Array<double> work (lwork); |
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123 double *pwork = work.fortran_vec (); |
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124 |
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125 F77_XFCN (dgeev, DGEEV, (F77_CONST_CHAR_ARG2 ("N", 1), |
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126 F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
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127 n, tmp_data, n, pwr, pwi, dummy, |
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128 idummy, pvr, n, pwork, lwork, info |
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129 F77_CHAR_ARG_LEN (1) |
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130 F77_CHAR_ARG_LEN (1))); |
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131 |
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132 if (f77_exception_encountered || info < 0) |
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133 { |
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134 (*current_liboctave_error_handler) ("unrecoverable error in dgeev"); |
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135 return info; |
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136 } |
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137 |
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138 if (info > 0) |
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139 { |
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140 (*current_liboctave_error_handler) ("dgeev failed to converge"); |
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141 return info; |
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142 } |
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143 |
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144 lambda.resize (n); |
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145 v.resize (nvr, nvr); |
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146 |
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147 for (octave_idx_type j = 0; j < n; j++) |
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148 { |
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149 if (wi.elem (j) == 0.0) |
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150 { |
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151 lambda.elem (j) = Complex (wr.elem (j)); |
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152 for (octave_idx_type i = 0; i < nvr; i++) |
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153 v.elem (i, j) = vr.elem (i, j); |
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154 } |
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155 else |
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156 { |
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157 if (j+1 >= n) |
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158 { |
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159 (*current_liboctave_error_handler) ("EIG: internal error"); |
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160 return -1; |
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161 } |
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162 |
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163 lambda.elem(j) = Complex (wr.elem(j), wi.elem(j)); |
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164 lambda.elem(j+1) = Complex (wr.elem(j+1), wi.elem(j+1)); |
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165 |
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166 for (octave_idx_type i = 0; i < nvr; i++) |
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167 { |
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168 double real_part = vr.elem (i, j); |
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169 double imag_part = vr.elem (i, j+1); |
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170 v.elem (i, j) = Complex (real_part, imag_part); |
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171 v.elem (i, j+1) = Complex (real_part, -imag_part); |
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172 } |
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173 j++; |
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174 } |
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175 } |
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176 } |
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177 else |
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178 (*current_liboctave_error_handler) ("dgeev workspace query failed"); |
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179 |
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180 return info; |
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181 } |
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182 |
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183 octave_idx_type |
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184 EIG::symmetric_init (const Matrix& a, bool calc_ev) |
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185 { |
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186 octave_idx_type n = a.rows (); |
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187 |
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188 if (n != a.cols ()) |
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189 { |
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190 (*current_liboctave_error_handler) ("EIG requires square matrix"); |
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191 return -1; |
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192 } |
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193 |
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194 octave_idx_type info = 0; |
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195 |
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196 Matrix atmp = a; |
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197 double *tmp_data = atmp.fortran_vec (); |
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198 |
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199 ColumnVector wr (n); |
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200 double *pwr = wr.fortran_vec (); |
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201 |
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202 octave_idx_type lwork = -1; |
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203 double dummy_work; |
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204 |
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205 F77_XFCN (dsyev, DSYEV, (F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
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206 F77_CONST_CHAR_ARG2 ("U", 1), |
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207 n, tmp_data, n, pwr, &dummy_work, lwork, info |
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208 F77_CHAR_ARG_LEN (1) |
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209 F77_CHAR_ARG_LEN (1))); |
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210 |
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211 if (! f77_exception_encountered && info == 0) |
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212 { |
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213 lwork = static_cast<octave_idx_type> (dummy_work); |
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214 Array<double> work (lwork); |
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215 double *pwork = work.fortran_vec (); |
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216 |
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217 F77_XFCN (dsyev, DSYEV, (F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
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218 F77_CONST_CHAR_ARG2 ("U", 1), |
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219 n, tmp_data, n, pwr, pwork, lwork, info |
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220 F77_CHAR_ARG_LEN (1) |
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221 F77_CHAR_ARG_LEN (1))); |
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222 |
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223 if (f77_exception_encountered || info < 0) |
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224 { |
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225 (*current_liboctave_error_handler) ("unrecoverable error in dsyev"); |
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226 return info; |
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227 } |
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228 |
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229 if (info > 0) |
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230 { |
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231 (*current_liboctave_error_handler) ("dsyev failed to converge"); |
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232 return info; |
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233 } |
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234 |
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235 lambda = ComplexColumnVector (wr); |
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236 v = calc_ev ? ComplexMatrix (atmp) : ComplexMatrix (); |
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237 } |
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238 else |
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239 (*current_liboctave_error_handler) ("dsyev workspace query failed"); |
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240 |
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241 return info; |
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242 } |
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243 |
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244 octave_idx_type |
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245 EIG::init (const ComplexMatrix& a, bool calc_ev) |
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246 { |
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247 if (a.any_element_is_inf_or_nan ()) |
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248 { |
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249 (*current_liboctave_error_handler) |
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250 ("EIG: matrix contains Inf or NaN values"); |
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251 return -1; |
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252 } |
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253 |
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254 if (a.is_hermitian ()) |
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255 return hermitian_init (a, calc_ev); |
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256 |
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257 octave_idx_type n = a.rows (); |
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258 |
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259 if (n != a.cols ()) |
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260 { |
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261 (*current_liboctave_error_handler) ("EIG requires square matrix"); |
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262 return -1; |
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263 } |
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264 |
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265 octave_idx_type info = 0; |
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266 |
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267 ComplexMatrix atmp = a; |
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268 Complex *tmp_data = atmp.fortran_vec (); |
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269 |
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270 ComplexColumnVector w (n); |
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271 Complex *pw = w.fortran_vec (); |
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272 |
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273 octave_idx_type nvr = calc_ev ? n : 0; |
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274 ComplexMatrix vtmp (nvr, nvr); |
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275 Complex *pv = vtmp.fortran_vec (); |
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276 |
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277 octave_idx_type lwork = -1; |
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278 Complex dummy_work; |
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279 |
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280 octave_idx_type lrwork = 2*n; |
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281 Array<double> rwork (lrwork); |
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282 double *prwork = rwork.fortran_vec (); |
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283 |
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284 Complex *dummy = 0; |
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285 octave_idx_type idummy = 1; |
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286 |
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287 F77_XFCN (zgeev, ZGEEV, (F77_CONST_CHAR_ARG2 ("N", 1), |
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288 F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
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289 n, tmp_data, n, pw, dummy, idummy, |
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290 pv, n, &dummy_work, lwork, prwork, info |
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291 F77_CHAR_ARG_LEN (1) |
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292 F77_CHAR_ARG_LEN (1))); |
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293 |
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294 if (! f77_exception_encountered && info == 0) |
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295 { |
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296 lwork = static_cast<octave_idx_type> (dummy_work.real ()); |
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297 Array<Complex> work (lwork); |
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298 Complex *pwork = work.fortran_vec (); |
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299 |
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300 F77_XFCN (zgeev, ZGEEV, (F77_CONST_CHAR_ARG2 ("N", 1), |
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301 F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
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302 n, tmp_data, n, pw, dummy, idummy, |
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303 pv, n, pwork, lwork, prwork, info |
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304 F77_CHAR_ARG_LEN (1) |
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305 F77_CHAR_ARG_LEN (1))); |
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306 |
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307 if (f77_exception_encountered || info < 0) |
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308 { |
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309 (*current_liboctave_error_handler) ("unrecoverable error in zgeev"); |
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310 return info; |
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311 } |
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312 |
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313 if (info > 0) |
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314 { |
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315 (*current_liboctave_error_handler) ("zgeev failed to converge"); |
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316 return info; |
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317 } |
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318 |
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319 lambda = w; |
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320 v = vtmp; |
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321 } |
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322 else |
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323 (*current_liboctave_error_handler) ("zgeev workspace query failed"); |
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324 |
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325 return info; |
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326 } |
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327 |
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328 octave_idx_type |
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329 EIG::hermitian_init (const ComplexMatrix& a, bool calc_ev) |
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330 { |
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331 octave_idx_type n = a.rows (); |
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332 |
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333 if (n != a.cols ()) |
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334 { |
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335 (*current_liboctave_error_handler) ("EIG requires square matrix"); |
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336 return -1; |
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337 } |
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338 |
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339 octave_idx_type info = 0; |
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340 |
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341 ComplexMatrix atmp = a; |
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342 Complex *tmp_data = atmp.fortran_vec (); |
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343 |
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344 ColumnVector wr (n); |
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345 double *pwr = wr.fortran_vec (); |
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346 |
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347 octave_idx_type lwork = -1; |
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348 Complex dummy_work; |
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349 |
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350 octave_idx_type lrwork = 3*n; |
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351 Array<double> rwork (lrwork); |
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352 double *prwork = rwork.fortran_vec (); |
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353 |
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354 F77_XFCN (zheev, ZHEEV, (F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
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355 F77_CONST_CHAR_ARG2 ("U", 1), |
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356 n, tmp_data, n, pwr, &dummy_work, lwork, |
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357 prwork, info |
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358 F77_CHAR_ARG_LEN (1) |
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359 F77_CHAR_ARG_LEN (1))); |
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360 |
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361 if (! f77_exception_encountered && info == 0) |
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362 { |
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363 lwork = static_cast<octave_idx_type> (dummy_work.real ()); |
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364 Array<Complex> work (lwork); |
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365 Complex *pwork = work.fortran_vec (); |
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366 |
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367 F77_XFCN (zheev, ZHEEV, (F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
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368 F77_CONST_CHAR_ARG2 ("U", 1), |
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369 n, tmp_data, n, pwr, pwork, lwork, prwork, info |
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370 F77_CHAR_ARG_LEN (1) |
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371 F77_CHAR_ARG_LEN (1))); |
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372 |
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373 if (f77_exception_encountered || info < 0) |
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374 { |
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375 (*current_liboctave_error_handler) ("unrecoverable error in zheev"); |
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376 return info; |
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377 } |
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378 |
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379 if (info > 0) |
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380 { |
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381 (*current_liboctave_error_handler) ("zheev failed to converge"); |
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382 return info; |
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383 } |
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384 |
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3585
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385 lambda = ComplexColumnVector (wr); |
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386 v = calc_ev ? ComplexMatrix (atmp) : ComplexMatrix (); |
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387 } |
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4800
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388 else |
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389 (*current_liboctave_error_handler) ("zheev workspace query failed"); |
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462
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390 |
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391 return info; |
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392 } |
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393 |
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394 /* |
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395 ;;; Local Variables: *** |
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396 ;;; mode: C++ *** |
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397 ;;; End: *** |
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398 */ |
