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