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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, Inc., 51 Franklin Street, Fifth Floor, Boston, MA |
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20 02110-1301, USA. |
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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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31 #include "lo-error.h" |
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32 |
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33 extern "C" |
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34 { |
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35 F77_RET_T |
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36 F77_FUNC (dgeev, DGEEV) (F77_CONST_CHAR_ARG_DECL, |
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37 F77_CONST_CHAR_ARG_DECL, |
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38 const octave_idx_type&, double*, const octave_idx_type&, double*, |
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39 double*, double*, const octave_idx_type&, double*, |
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40 const octave_idx_type&, double*, const octave_idx_type&, octave_idx_type& |
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41 F77_CHAR_ARG_LEN_DECL |
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42 F77_CHAR_ARG_LEN_DECL); |
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43 |
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44 F77_RET_T |
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45 F77_FUNC (zgeev, ZGEEV) (F77_CONST_CHAR_ARG_DECL, |
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46 F77_CONST_CHAR_ARG_DECL, |
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47 const octave_idx_type&, Complex*, const octave_idx_type&, Complex*, |
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48 Complex*, const octave_idx_type&, Complex*, const octave_idx_type&, |
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49 Complex*, const octave_idx_type&, double*, octave_idx_type& |
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50 F77_CHAR_ARG_LEN_DECL |
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51 F77_CHAR_ARG_LEN_DECL); |
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52 |
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53 F77_RET_T |
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54 F77_FUNC (dsyev, DSYEV) (F77_CONST_CHAR_ARG_DECL, |
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55 F77_CONST_CHAR_ARG_DECL, |
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56 const octave_idx_type&, double*, const octave_idx_type&, double*, |
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57 double*, const octave_idx_type&, octave_idx_type& |
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58 F77_CHAR_ARG_LEN_DECL |
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59 F77_CHAR_ARG_LEN_DECL); |
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60 |
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61 F77_RET_T |
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62 F77_FUNC (zheev, ZHEEV) (F77_CONST_CHAR_ARG_DECL, |
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63 F77_CONST_CHAR_ARG_DECL, |
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64 const octave_idx_type&, Complex*, const octave_idx_type&, double*, |
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65 Complex*, const octave_idx_type&, double*, octave_idx_type& |
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66 F77_CHAR_ARG_LEN_DECL |
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67 F77_CHAR_ARG_LEN_DECL); |
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68 } |
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69 |
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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.is_symmetric ()) |
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74 return symmetric_init (a, calc_ev); |
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75 |
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76 octave_idx_type n = a.rows (); |
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77 |
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78 if (n != a.cols ()) |
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79 { |
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80 (*current_liboctave_error_handler) ("EIG requires square matrix"); |
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81 return -1; |
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82 } |
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83 |
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84 octave_idx_type info = 0; |
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85 |
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86 Matrix atmp = a; |
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87 double *tmp_data = atmp.fortran_vec (); |
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88 |
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89 Array<double> wr (n); |
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90 double *pwr = wr.fortran_vec (); |
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91 |
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92 Array<double> wi (n); |
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93 double *pwi = wi.fortran_vec (); |
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94 |
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95 volatile octave_idx_type nvr = calc_ev ? n : 0; |
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96 Matrix vr (nvr, nvr); |
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97 double *pvr = vr.fortran_vec (); |
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98 |
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99 octave_idx_type lwork = -1; |
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100 double dummy_work; |
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101 |
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102 double *dummy = 0; |
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103 octave_idx_type idummy = 1; |
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104 |
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105 F77_XFCN (dgeev, DGEEV, (F77_CONST_CHAR_ARG2 ("N", 1), |
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106 F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
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107 n, tmp_data, n, pwr, pwi, dummy, |
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108 idummy, pvr, n, &dummy_work, lwork, info |
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109 F77_CHAR_ARG_LEN (1) |
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110 F77_CHAR_ARG_LEN (1))); |
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111 |
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112 if (! f77_exception_encountered && info == 0) |
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113 { |
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114 lwork = static_cast<octave_idx_type> (dummy_work); |
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115 Array<double> work (lwork); |
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116 double *pwork = work.fortran_vec (); |
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117 |
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118 F77_XFCN (dgeev, DGEEV, (F77_CONST_CHAR_ARG2 ("N", 1), |
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119 F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
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120 n, tmp_data, n, pwr, pwi, dummy, |
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121 idummy, pvr, n, pwork, lwork, info |
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122 F77_CHAR_ARG_LEN (1) |
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123 F77_CHAR_ARG_LEN (1))); |
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124 |
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125 if (f77_exception_encountered || info < 0) |
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126 { |
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127 (*current_liboctave_error_handler) ("unrecoverable error in dgeev"); |
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128 return info; |
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129 } |
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130 |
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131 if (info > 0) |
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132 { |
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133 (*current_liboctave_error_handler) ("dgeev failed to converge"); |
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134 return info; |
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135 } |
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136 |
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137 lambda.resize (n); |
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138 v.resize (nvr, nvr); |
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139 |
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140 for (octave_idx_type j = 0; j < n; j++) |
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141 { |
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142 if (wi.elem (j) == 0.0) |
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143 { |
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144 lambda.elem (j) = Complex (wr.elem (j)); |
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145 for (octave_idx_type i = 0; i < nvr; i++) |
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146 v.elem (i, j) = vr.elem (i, j); |
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147 } |
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148 else |
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149 { |
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150 if (j+1 >= n) |
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151 { |
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152 (*current_liboctave_error_handler) ("EIG: internal error"); |
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153 return -1; |
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154 } |
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155 |
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156 lambda.elem(j) = Complex (wr.elem(j), wi.elem(j)); |
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157 lambda.elem(j+1) = Complex (wr.elem(j+1), wi.elem(j+1)); |
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158 |
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159 for (octave_idx_type i = 0; i < nvr; i++) |
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160 { |
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161 double real_part = vr.elem (i, j); |
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162 double imag_part = vr.elem (i, j+1); |
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163 v.elem (i, j) = Complex (real_part, imag_part); |
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164 v.elem (i, j+1) = Complex (real_part, -imag_part); |
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165 } |
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166 j++; |
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167 } |
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168 } |
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169 } |
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170 else |
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171 (*current_liboctave_error_handler) ("dgeev workspace query failed"); |
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172 |
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173 return info; |
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174 } |
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175 |
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176 octave_idx_type |
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177 EIG::symmetric_init (const Matrix& a, bool calc_ev) |
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178 { |
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179 octave_idx_type n = a.rows (); |
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180 |
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181 if (n != a.cols ()) |
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182 { |
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183 (*current_liboctave_error_handler) ("EIG requires square matrix"); |
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184 return -1; |
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185 } |
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186 |
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187 octave_idx_type info = 0; |
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188 |
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189 Matrix atmp = a; |
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190 double *tmp_data = atmp.fortran_vec (); |
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191 |
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192 ColumnVector wr (n); |
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193 double *pwr = wr.fortran_vec (); |
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194 |
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195 octave_idx_type lwork = -1; |
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196 double dummy_work; |
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197 |
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198 F77_XFCN (dsyev, DSYEV, (F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
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199 F77_CONST_CHAR_ARG2 ("U", 1), |
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200 n, tmp_data, n, pwr, &dummy_work, lwork, info |
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201 F77_CHAR_ARG_LEN (1) |
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202 F77_CHAR_ARG_LEN (1))); |
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203 |
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204 if (! f77_exception_encountered && info == 0) |
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205 { |
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206 lwork = static_cast<octave_idx_type> (dummy_work); |
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207 Array<double> work (lwork); |
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208 double *pwork = work.fortran_vec (); |
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209 |
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210 F77_XFCN (dsyev, DSYEV, (F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
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211 F77_CONST_CHAR_ARG2 ("U", 1), |
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212 n, tmp_data, n, pwr, pwork, lwork, info |
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213 F77_CHAR_ARG_LEN (1) |
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214 F77_CHAR_ARG_LEN (1))); |
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215 |
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216 if (f77_exception_encountered || info < 0) |
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217 { |
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218 (*current_liboctave_error_handler) ("unrecoverable error in dsyev"); |
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219 return info; |
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220 } |
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221 |
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222 if (info > 0) |
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223 { |
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224 (*current_liboctave_error_handler) ("dsyev failed to converge"); |
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225 return info; |
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226 } |
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227 |
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228 lambda = ComplexColumnVector (wr); |
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229 v = calc_ev ? ComplexMatrix (atmp) : ComplexMatrix (); |
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230 } |
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231 else |
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232 (*current_liboctave_error_handler) ("dsyev workspace query failed"); |
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233 |
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234 return info; |
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235 } |
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236 |
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237 octave_idx_type |
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238 EIG::init (const ComplexMatrix& a, bool calc_ev) |
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239 { |
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240 if (a.is_hermitian ()) |
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241 return hermitian_init (a, calc_ev); |
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242 |
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243 octave_idx_type n = a.rows (); |
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244 |
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245 if (n != a.cols ()) |
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246 { |
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247 (*current_liboctave_error_handler) ("EIG requires square matrix"); |
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248 return -1; |
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249 } |
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250 |
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251 octave_idx_type info = 0; |
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252 |
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253 ComplexMatrix atmp = a; |
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254 Complex *tmp_data = atmp.fortran_vec (); |
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255 |
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256 ComplexColumnVector w (n); |
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257 Complex *pw = w.fortran_vec (); |
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258 |
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259 octave_idx_type nvr = calc_ev ? n : 0; |
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260 ComplexMatrix vtmp (nvr, nvr); |
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261 Complex *pv = vtmp.fortran_vec (); |
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262 |
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263 octave_idx_type lwork = -1; |
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264 Complex dummy_work; |
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265 |
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266 octave_idx_type lrwork = 2*n; |
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267 Array<double> rwork (lrwork); |
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268 double *prwork = rwork.fortran_vec (); |
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269 |
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270 Complex *dummy = 0; |
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271 octave_idx_type idummy = 1; |
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272 |
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273 F77_XFCN (zgeev, ZGEEV, (F77_CONST_CHAR_ARG2 ("N", 1), |
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274 F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
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275 n, tmp_data, n, pw, dummy, idummy, |
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276 pv, n, &dummy_work, lwork, prwork, info |
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277 F77_CHAR_ARG_LEN (1) |
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278 F77_CHAR_ARG_LEN (1))); |
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279 |
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280 if (! f77_exception_encountered && info == 0) |
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281 { |
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282 lwork = static_cast<octave_idx_type> (dummy_work.real ()); |
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283 Array<Complex> work (lwork); |
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284 Complex *pwork = work.fortran_vec (); |
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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, pwork, 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 (*current_liboctave_error_handler) ("unrecoverable error in zgeev"); |
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296 return info; |
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297 } |
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298 |
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299 if (info > 0) |
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300 { |
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301 (*current_liboctave_error_handler) ("zgeev failed to converge"); |
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302 return info; |
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303 } |
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304 |
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305 lambda = w; |
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306 v = vtmp; |
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307 } |
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308 else |
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309 (*current_liboctave_error_handler) ("zgeev workspace query failed"); |
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310 |
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311 return info; |
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312 } |
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313 |
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314 octave_idx_type |
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315 EIG::hermitian_init (const ComplexMatrix& a, bool calc_ev) |
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316 { |
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317 octave_idx_type n = a.rows (); |
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318 |
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319 if (n != a.cols ()) |
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320 { |
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321 (*current_liboctave_error_handler) ("EIG requires square matrix"); |
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322 return -1; |
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323 } |
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324 |
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325 octave_idx_type info = 0; |
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326 |
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327 ComplexMatrix atmp = a; |
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328 Complex *tmp_data = atmp.fortran_vec (); |
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329 |
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330 ColumnVector wr (n); |
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331 double *pwr = wr.fortran_vec (); |
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332 |
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333 octave_idx_type lwork = -1; |
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334 Complex dummy_work; |
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335 |
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336 octave_idx_type lrwork = 3*n; |
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337 Array<double> rwork (lrwork); |
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338 double *prwork = rwork.fortran_vec (); |
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339 |
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340 F77_XFCN (zheev, ZHEEV, (F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), |
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341 F77_CONST_CHAR_ARG2 ("U", 1), |
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342 n, tmp_data, n, pwr, &dummy_work, lwork, |
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343 prwork, info |
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344 F77_CHAR_ARG_LEN (1) |
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345 F77_CHAR_ARG_LEN (1))); |
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346 |
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347 if (! f77_exception_encountered && info == 0) |
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348 { |
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349 lwork = static_cast<octave_idx_type> (dummy_work.real ()); |
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350 Array<Complex> work (lwork); |
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351 Complex *pwork = work.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, pwork, lwork, prwork, info |
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356 F77_CHAR_ARG_LEN (1) |
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357 F77_CHAR_ARG_LEN (1))); |
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358 |
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359 if (f77_exception_encountered || info < 0) |
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360 { |
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361 (*current_liboctave_error_handler) ("unrecoverable error in zheev"); |
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362 return info; |
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363 } |
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364 |
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365 if (info > 0) |
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366 { |
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367 (*current_liboctave_error_handler) ("zheev failed to converge"); |
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368 return info; |
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369 } |
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370 |
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371 lambda = ComplexColumnVector (wr); |
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372 v = calc_ev ? ComplexMatrix (atmp) : ComplexMatrix (); |
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373 } |
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374 else |
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375 (*current_liboctave_error_handler) ("zheev workspace query failed"); |
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462
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376 |
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377 return info; |
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378 } |
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379 |
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380 /* |
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381 ;;; Local Variables: *** |
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382 ;;; mode: C++ *** |
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383 ;;; End: *** |
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384 */ |
