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annotate liboctave/floatSCHUR.cc @ 10607:f7501986e42d

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make schur more Matlab compatible
author Jaroslav Hajek <highegg@gmail.com>
date Thu, 06 May 2010 09:49:36 +0200
parents 12884915a8e4
children 23d2378512a0
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1 /*
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2
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3 Copyright (C) 1994, 1995, 1996, 1997, 1999, 2000, 2002, 2003, 2004,
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4 2005, 2007, 2008 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 <iostream>
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29
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30 #include "floatSCHUR.h"
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31 #include "f77-fcn.h"
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32 #include "lo-error.h"
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33
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34 extern "C"
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35 {
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36 F77_RET_T
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37 F77_FUNC (sgeesx, SGEESX) (F77_CONST_CHAR_ARG_DECL,
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38 F77_CONST_CHAR_ARG_DECL,
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39 FloatSCHUR::select_function,
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40 F77_CONST_CHAR_ARG_DECL,
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41 const octave_idx_type&, float*, const octave_idx_type&, octave_idx_type&,
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42 float*, float*, float*, const octave_idx_type&,
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43 float&, float&, float*, const octave_idx_type&,
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44 octave_idx_type*, const octave_idx_type&, octave_idx_type*, octave_idx_type&
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45 F77_CHAR_ARG_LEN_DECL
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46 F77_CHAR_ARG_LEN_DECL
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47 F77_CHAR_ARG_LEN_DECL);
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48 }
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49
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50 static octave_idx_type
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51 select_ana (const float& a, const float&)
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52 {
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53 return (a < 0.0);
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54 }
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55
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56 static octave_idx_type
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57 select_dig (const float& a, const float& b)
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58 {
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59 return (hypot (a, b) < 1.0);
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60 }
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61
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62 octave_idx_type
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63 FloatSCHUR::init (const FloatMatrix& a, const std::string& ord, bool calc_unitary)
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64 {
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65 octave_idx_type a_nr = a.rows ();
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66 octave_idx_type a_nc = a.cols ();
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67
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68 if (a_nr != a_nc)
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69 {
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70 (*current_liboctave_error_handler) ("FloatSCHUR requires square matrix");
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71 return -1;
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72 }
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73 else if (a_nr == 0)
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74 {
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75 schur_mat.clear ();
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76 unitary_mat.clear ();
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77 return 0;
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78 }
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79
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80 // Workspace requirements may need to be fixed if any of the
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81 // following change.
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82
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83 char jobvs;
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84 char sense = 'N';
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85 char sort = 'N';
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86
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87 if (calc_unitary)
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88 jobvs = 'V';
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89 else
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90 jobvs = 'N';
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91
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92 char ord_char = ord.empty () ? 'U' : ord[0];
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93
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94 if (ord_char == 'A' || ord_char == 'D' || ord_char == 'a' || ord_char == 'd')
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95 sort = 'S';
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96
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97 if (ord_char == 'A' || ord_char == 'a')
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98 selector = select_ana;
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99 else if (ord_char == 'D' || ord_char == 'd')
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100 selector = select_dig;
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101 else
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102 selector = 0;
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103
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104 octave_idx_type n = a_nc;
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105 octave_idx_type lwork = 8 * n;
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106 octave_idx_type liwork = 1;
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107 octave_idx_type info;
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108 octave_idx_type sdim;
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109 float rconde;
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110 float rcondv;
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111
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112 schur_mat = a;
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113
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114 if (calc_unitary)
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115 unitary_mat.clear (n, n);
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116
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117 float *s = schur_mat.fortran_vec ();
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118 float *q = unitary_mat.fortran_vec ();
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119
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120 Array<float> wr (n, 1);
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121 float *pwr = wr.fortran_vec ();
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122
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123 Array<float> wi (n, 1);
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124 float *pwi = wi.fortran_vec ();
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125
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126 Array<float> work (lwork, 1);
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127 float *pwork = work.fortran_vec ();
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128
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129 // BWORK is not referenced for the non-ordered Schur routine.
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130 Array<octave_idx_type> bwork ((ord_char == 'N' || ord_char == 'n') ? 0 : n, 1);
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131 octave_idx_type *pbwork = bwork.fortran_vec ();
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132
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133 Array<octave_idx_type> iwork (liwork, 1);
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134 octave_idx_type *piwork = iwork.fortran_vec ();
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135
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136 F77_XFCN (sgeesx, SGEESX, (F77_CONST_CHAR_ARG2 (&jobvs, 1),
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137 F77_CONST_CHAR_ARG2 (&sort, 1),
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138 selector,
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139 F77_CONST_CHAR_ARG2 (&sense, 1),
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140 n, s, n, sdim, pwr, pwi, q, n, rconde, rcondv,
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141 pwork, lwork, piwork, liwork, pbwork, info
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142 F77_CHAR_ARG_LEN (1)
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143 F77_CHAR_ARG_LEN (1)
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144 F77_CHAR_ARG_LEN (1)));
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145
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146 return info;
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147 }
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148
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149 std::ostream&
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150 operator << (std::ostream& os, const FloatSCHUR& a)
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151 {
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152 os << a.schur_matrix () << "\n";
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153 os << a.unitary_matrix () << "\n";
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154
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155 return os;
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156 }