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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 2, or (at your option) any |
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10 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, write to the Free |
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19 Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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20 |
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21 */ |
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22 |
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23 #if defined (__GNUG__) && defined (USE_PRAGMA_INTERFACE_IMPLEMENTATION) |
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24 #pragma implementation |
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25 #endif |
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26 |
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27 #ifdef HAVE_CONFIG_H |
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28 #include <config.h> |
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29 #endif |
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30 |
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31 #include "EIG.h" |
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32 #include "dColVector.h" |
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33 #include "f77-fcn.h" |
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34 #include "lo-error.h" |
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35 |
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36 extern "C" |
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37 { |
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38 F77_RET_T |
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39 F77_FUNC (dgeev, DGEEV) (F77_CONST_CHAR_ARG_DECL, |
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40 F77_CONST_CHAR_ARG_DECL, |
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41 const int&, double*, const int&, double*, |
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42 double*, double*, const int&, double*, |
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43 const int&, double*, const int&, int& |
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44 F77_CHAR_ARG_LEN_DECL |
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45 F77_CHAR_ARG_LEN_DECL); |
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46 |
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47 F77_RET_T |
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48 F77_FUNC (zgeev, ZGEEV) (F77_CONST_CHAR_ARG_DECL, |
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49 F77_CONST_CHAR_ARG_DECL, |
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50 const int&, Complex*, const int&, Complex*, |
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51 Complex*, const int&, Complex*, const int&, |
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52 Complex*, const int&, double*, int& |
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53 F77_CHAR_ARG_LEN_DECL |
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54 F77_CHAR_ARG_LEN_DECL); |
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55 |
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56 F77_RET_T |
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57 F77_FUNC (dsyev, DSYEV) (F77_CONST_CHAR_ARG_DECL, |
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58 F77_CONST_CHAR_ARG_DECL, |
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59 const int&, double*, const int&, double*, |
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60 double*, const int&, int& |
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61 F77_CHAR_ARG_LEN_DECL |
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62 F77_CHAR_ARG_LEN_DECL); |
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63 |
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64 F77_RET_T |
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65 F77_FUNC (zheev, ZHEEV) (F77_CONST_CHAR_ARG_DECL, |
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66 F77_CONST_CHAR_ARG_DECL, |
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67 const int&, Complex*, const int&, double*, |
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68 Complex*, const int&, double*, int& |
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69 F77_CHAR_ARG_LEN_DECL |
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70 F77_CHAR_ARG_LEN_DECL); |
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71 } |
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72 |
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73 int |
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74 EIG::init (const Matrix& a, bool calc_ev) |
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75 { |
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76 if (a.is_symmetric ()) |
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77 return symmetric_init (a, calc_ev); |
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78 |
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79 int n = a.rows (); |
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80 |
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81 if (n != a.cols ()) |
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82 { |
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83 (*current_liboctave_error_handler) ("EIG requires square matrix"); |
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84 return -1; |
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85 } |
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86 |
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87 int info = 0; |
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88 |
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89 Matrix atmp = a; |
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90 double *tmp_data = atmp.fortran_vec (); |
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91 |
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92 Array<double> wr (n); |
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93 double *pwr = wr.fortran_vec (); |
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94 |
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95 Array<double> wi (n); |
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96 double *pwi = wi.fortran_vec (); |
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97 |
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98 int nvr = calc_ev ? n : 0; |
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99 Matrix vr (nvr, nvr); |
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100 double *pvr = vr.fortran_vec (); |
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101 |
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102 // XXX FIXME XXX -- it might be possible to choose a better value of |
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103 // lwork that would result in more efficient computations. |
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104 |
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105 int lwork = 8*n; |
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106 Array<double> work (lwork); |
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107 double *pwork = work.fortran_vec (); |
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108 |
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109 double *dummy = 0; |
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110 int 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, pwork, 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 (*current_liboctave_error_handler) ("unrecoverable error in dgeev"); |
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121 else |
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122 { |
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123 if (info > 0) |
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124 (*current_liboctave_error_handler) ("dgeev failed to converge"); |
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125 else |
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126 { |
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127 lambda.resize (n); |
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128 v.resize (nvr, nvr); |
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129 |
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130 for (int j = 0; j < n; j++) |
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131 { |
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132 if (wi.elem (j) == 0.0) |
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133 { |
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134 lambda.elem (j) = Complex (wr.elem (j)); |
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135 for (int i = 0; i < nvr; i++) |
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136 v.elem (i, j) = vr.elem (i, j); |
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137 } |
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138 else |
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139 { |
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140 if (j+1 >= n) |
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141 { |
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142 (*current_liboctave_error_handler) |
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143 ("EIG: internal error"); |
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144 return -1; |
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145 } |
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146 |
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147 lambda.elem(j) = Complex (wr.elem(j), wi.elem(j)); |
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148 lambda.elem(j+1) = Complex (wr.elem(j+1), wi.elem(j+1)); |
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149 |
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150 for (int i = 0; i < nvr; i++) |
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151 { |
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152 double real_part = vr.elem (i, j); |
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153 double imag_part = vr.elem (i, j+1); |
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154 v.elem (i, j) = Complex (real_part, imag_part); |
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155 v.elem (i, j+1) = Complex (real_part, -imag_part); |
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156 } |
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157 j++; |
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158 } |
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159 } |
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160 } |
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161 } |
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162 |
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163 return info; |
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164 } |
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165 |
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166 int |
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167 EIG::symmetric_init (const Matrix& a, bool calc_ev) |
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168 { |
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169 int n = a.rows (); |
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170 |
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171 if (n != a.cols ()) |
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172 { |
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173 (*current_liboctave_error_handler) ("EIG requires square matrix"); |
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174 return -1; |
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175 } |
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176 |
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177 int info = 0; |
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178 |
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179 Matrix atmp = a; |
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180 double *tmp_data = atmp.fortran_vec (); |
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181 |
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182 ColumnVector wr (n); |
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183 double *pwr = wr.fortran_vec (); |
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184 |
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185 // XXX FIXME XXX -- it might be possible to choose a better value of |
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186 // lwork that would result in more efficient computations. |
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187 |
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188 int lwork = 8*n; |
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189 Array<double> work (lwork); |
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190 double *pwork = work.fortran_vec (); |
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191 |
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192 F77_XFCN (dsyev, DSYEV, (F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
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193 F77_CONST_CHAR_ARG2 ("U", 1), |
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194 n, tmp_data, n, pwr, pwork, lwork, info |
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195 F77_CHAR_ARG_LEN (1) |
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196 F77_CHAR_ARG_LEN (1))); |
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197 |
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198 if (f77_exception_encountered || info < 0) |
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199 (*current_liboctave_error_handler) ("unrecoverable error in dsyev"); |
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200 else if (info > 0) |
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201 (*current_liboctave_error_handler) ("dsyev failed to converge"); |
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202 else |
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203 { |
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204 lambda = ComplexColumnVector (wr); |
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205 v = calc_ev ? ComplexMatrix (atmp) : ComplexMatrix (); |
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206 } |
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207 |
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208 return info; |
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209 } |
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210 |
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211 int |
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212 EIG::init (const ComplexMatrix& a, bool calc_ev) |
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213 { |
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214 if (a.is_hermitian ()) |
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215 return hermitian_init (a, calc_ev); |
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216 |
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217 int n = a.rows (); |
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218 |
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219 if (n != a.cols ()) |
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220 { |
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221 (*current_liboctave_error_handler) ("EIG requires square matrix"); |
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222 return -1; |
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223 } |
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224 |
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225 int info = 0; |
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226 |
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227 ComplexMatrix atmp = a; |
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228 Complex *tmp_data = atmp.fortran_vec (); |
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229 |
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230 ComplexColumnVector w (n); |
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231 Complex *pw = w.fortran_vec (); |
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232 |
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233 int nvr = calc_ev ? n : 0; |
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234 ComplexMatrix vtmp (nvr, nvr); |
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235 Complex *pv = vtmp.fortran_vec (); |
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236 |
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237 // XXX FIXME XXX -- it might be possible to choose a better value of |
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238 // lwork that would result in more efficient computations. |
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239 |
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240 int lwork = 8*n; |
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241 Array<Complex> work (lwork); |
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242 Complex *pwork = work.fortran_vec (); |
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243 |
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244 int lrwork = 2*n; |
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245 Array<double> rwork (lrwork); |
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246 double *prwork = rwork.fortran_vec (); |
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247 |
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248 Complex *dummy = 0; |
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249 int idummy = 1; |
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250 |
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251 F77_XFCN (zgeev, ZGEEV, (F77_CONST_CHAR_ARG2 ("N", 1), |
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252 F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
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253 n, tmp_data, n, pw, dummy, idummy, |
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254 pv, n, pwork, lwork, prwork, info |
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255 F77_CHAR_ARG_LEN (1) |
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256 F77_CHAR_ARG_LEN (1))); |
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257 |
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258 if (f77_exception_encountered || info < 0) |
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259 (*current_liboctave_error_handler) ("unrecoverable error in zgeev"); |
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260 else if (info > 0) |
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261 (*current_liboctave_error_handler) ("zgeev failed to converge"); |
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262 else |
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263 { |
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264 lambda = w; |
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265 v = vtmp; |
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266 } |
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267 |
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268 return info; |
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269 } |
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270 |
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271 int |
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272 EIG::hermitian_init (const ComplexMatrix& a, bool calc_ev) |
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273 { |
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274 int n = a.rows (); |
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275 |
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276 if (n != a.cols ()) |
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277 { |
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278 (*current_liboctave_error_handler) ("EIG requires square matrix"); |
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279 return -1; |
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280 } |
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281 |
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282 int info = 0; |
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283 |
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284 ComplexMatrix atmp = a; |
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285 Complex *tmp_data = atmp.fortran_vec (); |
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286 |
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287 ColumnVector wr (n); |
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288 double *pwr = wr.fortran_vec (); |
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289 |
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290 // XXX FIXME XXX -- it might be possible to choose a better value of |
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291 // lwork that would result in more efficient computations. |
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292 |
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293 int lwork = 8*n; |
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294 Array<Complex> work (lwork); |
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295 Complex *pwork = work.fortran_vec (); |
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296 |
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297 int lrwork = 3*n; |
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298 Array<double> rwork (lrwork); |
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299 double *prwork = rwork.fortran_vec (); |
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300 |
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301 F77_XFCN (zheev, ZHEEV, (F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
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302 F77_CONST_CHAR_ARG2 ("U", 1), |
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303 n, tmp_data, n, pwr, 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 (*current_liboctave_error_handler) ("unrecoverable error in zheev"); |
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309 else if (info > 0) |
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310 (*current_liboctave_error_handler) ("zheev failed to converge"); |
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311 else |
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312 { |
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313 lambda = ComplexColumnVector (wr); |
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314 v = calc_ev ? ComplexMatrix (atmp) : ComplexMatrix (); |
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315 } |
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316 |
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317 return info; |
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318 } |
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319 |
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320 /* |
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321 ;;; Local Variables: *** |
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322 ;;; mode: C++ *** |
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323 ;;; End: *** |
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324 */ |
