view liboctave/numeric/EIG.cc @ 17769:49a5a4be04a1

maint: Use GNU style coding conventions for code in liboctave/ * liboctave/array/Array-C.cc, liboctave/array/Array-b.cc, liboctave/array/Array-ch.cc, liboctave/array/Array-d.cc, liboctave/array/Array-f.cc, liboctave/array/Array-fC.cc, liboctave/array/Array-util.cc, liboctave/array/Array-util.h, liboctave/array/Array.cc, liboctave/array/Array.h, liboctave/array/Array3.h, liboctave/array/CColVector.cc, liboctave/array/CColVector.h, liboctave/array/CDiagMatrix.cc, liboctave/array/CDiagMatrix.h, liboctave/array/CMatrix.cc, liboctave/array/CMatrix.h, liboctave/array/CNDArray.cc, liboctave/array/CNDArray.h, liboctave/array/CRowVector.cc, liboctave/array/CRowVector.h, liboctave/array/CSparse.cc, liboctave/array/CSparse.h, liboctave/array/DiagArray2.h, liboctave/array/MArray.cc, liboctave/array/MArray.h, liboctave/array/MDiagArray2.cc, liboctave/array/MDiagArray2.h, liboctave/array/MSparse.cc, liboctave/array/MSparse.h, liboctave/array/MatrixType.cc, liboctave/array/MatrixType.h, liboctave/array/PermMatrix.h, liboctave/array/Range.cc, liboctave/array/Range.h, liboctave/array/Sparse.cc, liboctave/array/Sparse.h, liboctave/array/boolMatrix.cc, liboctave/array/boolMatrix.h, liboctave/array/boolNDArray.cc, liboctave/array/boolNDArray.h, liboctave/array/boolSparse.cc, liboctave/array/boolSparse.h, liboctave/array/chMatrix.cc, liboctave/array/chMatrix.h, liboctave/array/chNDArray.cc, liboctave/array/chNDArray.h, liboctave/array/dColVector.h, liboctave/array/dDiagMatrix.cc, liboctave/array/dDiagMatrix.h, liboctave/array/dMatrix.cc, liboctave/array/dMatrix.h, liboctave/array/dNDArray.cc, liboctave/array/dNDArray.h, liboctave/array/dRowVector.h, liboctave/array/dSparse.cc, liboctave/array/dSparse.h, liboctave/array/dim-vector.cc, liboctave/array/dim-vector.h, liboctave/array/fCColVector.cc, liboctave/array/fCColVector.h, liboctave/array/fCDiagMatrix.cc, liboctave/array/fCDiagMatrix.h, liboctave/array/fCMatrix.cc, liboctave/array/fCMatrix.h, liboctave/array/fCNDArray.cc, liboctave/array/fCNDArray.h, liboctave/array/fCRowVector.cc, liboctave/array/fCRowVector.h, liboctave/array/fColVector.h, liboctave/array/fDiagMatrix.cc, liboctave/array/fDiagMatrix.h, liboctave/array/fMatrix.cc, liboctave/array/fMatrix.h, liboctave/array/fNDArray.cc, liboctave/array/fNDArray.h, liboctave/array/fRowVector.h, liboctave/array/idx-vector.cc, liboctave/array/idx-vector.h, liboctave/array/intNDArray.cc, liboctave/array/intNDArray.h, liboctave/cruft/misc/blaswrap.c, liboctave/cruft/misc/quit.cc, liboctave/numeric/CmplxCHOL.cc, liboctave/numeric/CmplxCHOL.h, liboctave/numeric/CmplxGEPBAL.cc, liboctave/numeric/CmplxGEPBAL.h, liboctave/numeric/CmplxHESS.h, liboctave/numeric/CmplxLU.cc, liboctave/numeric/CmplxLU.h, liboctave/numeric/CmplxQR.cc, liboctave/numeric/CmplxQRP.cc, liboctave/numeric/CmplxQRP.h, liboctave/numeric/CmplxSCHUR.h, liboctave/numeric/CmplxSVD.cc, liboctave/numeric/CmplxSVD.h, liboctave/numeric/CollocWt.h, liboctave/numeric/DAE.h, liboctave/numeric/DAEFunc.h, liboctave/numeric/DAERT.h, liboctave/numeric/DAERTFunc.h, liboctave/numeric/DASPK.cc, liboctave/numeric/DASRT.cc, liboctave/numeric/DASRT.h, liboctave/numeric/DASSL.cc, liboctave/numeric/DET.h, liboctave/numeric/EIG.cc, liboctave/numeric/EIG.h, liboctave/numeric/LSODE.cc, liboctave/numeric/ODE.h, liboctave/numeric/ODEFunc.h, liboctave/numeric/ODES.h, liboctave/numeric/ODESFunc.h, liboctave/numeric/Quad.cc, liboctave/numeric/Quad.h, liboctave/numeric/SparseCmplxCHOL.h, liboctave/numeric/SparseCmplxLU.cc, liboctave/numeric/SparseCmplxLU.h, liboctave/numeric/SparseCmplxQR.cc, liboctave/numeric/SparseCmplxQR.h, liboctave/numeric/SparseQR.cc, liboctave/numeric/SparseQR.h, liboctave/numeric/SparsedbleCHOL.h, liboctave/numeric/SparsedbleLU.cc, liboctave/numeric/SparsedbleLU.h, liboctave/numeric/base-aepbal.h, liboctave/numeric/base-dae.h, liboctave/numeric/base-de.h, liboctave/numeric/base-lu.cc, liboctave/numeric/base-lu.h, liboctave/numeric/base-min.h, liboctave/numeric/base-qr.h, liboctave/numeric/bsxfun.h, liboctave/numeric/dbleCHOL.cc, liboctave/numeric/dbleCHOL.h, liboctave/numeric/dbleGEPBAL.h, liboctave/numeric/dbleHESS.h, liboctave/numeric/dbleLU.cc, liboctave/numeric/dbleLU.h, liboctave/numeric/dbleQR.cc, liboctave/numeric/dbleQRP.cc, liboctave/numeric/dbleQRP.h, liboctave/numeric/dbleSCHUR.cc, liboctave/numeric/dbleSCHUR.h, liboctave/numeric/dbleSVD.cc, liboctave/numeric/dbleSVD.h, liboctave/numeric/eigs-base.cc, liboctave/numeric/fCmplxAEPBAL.cc, liboctave/numeric/fCmplxAEPBAL.h, liboctave/numeric/fCmplxCHOL.cc, liboctave/numeric/fCmplxCHOL.h, liboctave/numeric/fCmplxGEPBAL.cc, liboctave/numeric/fCmplxGEPBAL.h, liboctave/numeric/fCmplxHESS.h, liboctave/numeric/fCmplxLU.cc, liboctave/numeric/fCmplxLU.h, liboctave/numeric/fCmplxQR.cc, liboctave/numeric/fCmplxQR.h, liboctave/numeric/fCmplxQRP.cc, liboctave/numeric/fCmplxQRP.h, liboctave/numeric/fCmplxSCHUR.cc, liboctave/numeric/fCmplxSCHUR.h, liboctave/numeric/fCmplxSVD.h, liboctave/numeric/fEIG.cc, liboctave/numeric/fEIG.h, liboctave/numeric/floatCHOL.cc, liboctave/numeric/floatCHOL.h, liboctave/numeric/floatGEPBAL.cc, liboctave/numeric/floatGEPBAL.h, liboctave/numeric/floatHESS.h, liboctave/numeric/floatLU.cc, liboctave/numeric/floatLU.h, liboctave/numeric/floatQR.cc, liboctave/numeric/floatQRP.cc, liboctave/numeric/floatQRP.h, liboctave/numeric/floatSCHUR.cc, liboctave/numeric/floatSCHUR.h, liboctave/numeric/floatSVD.cc, liboctave/numeric/floatSVD.h, liboctave/numeric/lo-mappers.cc, liboctave/numeric/lo-mappers.h, liboctave/numeric/lo-specfun.cc, liboctave/numeric/lo-specfun.h, liboctave/numeric/oct-convn.cc, liboctave/numeric/oct-fftw.cc, liboctave/numeric/oct-fftw.h, liboctave/numeric/oct-norm.cc, liboctave/numeric/oct-rand.cc, liboctave/numeric/oct-rand.h, liboctave/numeric/randgamma.c, liboctave/numeric/randgamma.h, liboctave/numeric/randmtzig.c, liboctave/numeric/randpoisson.c, liboctave/numeric/randpoisson.h, liboctave/numeric/sparse-base-chol.h, liboctave/numeric/sparse-base-lu.h, liboctave/numeric/sparse-dmsolve.cc, liboctave/operators/Sparse-diag-op-defs.h, liboctave/operators/Sparse-op-defs.h, liboctave/operators/mx-inlines.cc, liboctave/system/dir-ops.h, liboctave/system/file-ops.cc, liboctave/system/file-stat.cc, liboctave/system/file-stat.h, liboctave/system/lo-sysdep.cc, liboctave/system/lo-sysdep.h, liboctave/system/mach-info.cc, liboctave/system/mach-info.h, liboctave/system/oct-env.cc, liboctave/system/oct-group.cc, liboctave/system/oct-syscalls.cc, liboctave/system/oct-syscalls.h, liboctave/system/oct-time.h, liboctave/system/tempname.c, liboctave/util/action-container.h, liboctave/util/base-list.h, liboctave/util/cmd-edit.cc, liboctave/util/cmd-edit.h, liboctave/util/cmd-hist.cc, liboctave/util/cmd-hist.h, liboctave/util/data-conv.cc, liboctave/util/data-conv.h, liboctave/util/kpse.cc, liboctave/util/lo-array-gripes.cc, liboctave/util/lo-cieee.c, liboctave/util/lo-regexp.cc, liboctave/util/lo-utils.cc, liboctave/util/oct-alloc.cc, liboctave/util/oct-base64.cc, liboctave/util/oct-binmap.h, liboctave/util/oct-cmplx.h, liboctave/util/oct-glob.cc, liboctave/util/oct-inttypes.cc, liboctave/util/oct-inttypes.h, liboctave/util/oct-locbuf.cc, liboctave/util/oct-locbuf.h, liboctave/util/oct-mem.h, liboctave/util/oct-mutex.cc, liboctave/util/oct-refcount.h, liboctave/util/oct-shlib.cc, liboctave/util/oct-shlib.h, liboctave/util/oct-sort.cc, liboctave/util/oct-sort.h, liboctave/util/pathsearch.cc, liboctave/util/pathsearch.h, liboctave/util/sparse-util.cc, liboctave/util/str-vec.cc, liboctave/util/str-vec.h, liboctave/util/unwind-prot.h, liboctave/util/url-transfer.cc, liboctave/util/url-transfer.h: Use GNU style coding conventions.
author Rik <rik@octave.org>
date Sat, 26 Oct 2013 18:57:05 -0700
parents d63878346099
children 4197fc428c7d
line wrap: on
line source

/*

Copyright (C) 1994-2013 John W. Eaton

This file is part of Octave.

Octave is free software; you can redistribute it and/or modify it
under the terms of the GNU General Public License as published by the
Free Software Foundation; either version 3 of the License, or (at your
option) any later version.

Octave is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License
for more details.

You should have received a copy of the GNU General Public License
along with Octave; see the file COPYING.  If not, see
<http://www.gnu.org/licenses/>.

*/

#ifdef HAVE_CONFIG_H
#include <config.h>
#endif

#include "EIG.h"
#include "dColVector.h"
#include "f77-fcn.h"
#include "lo-error.h"

extern "C"
{
  F77_RET_T
  F77_FUNC (dgeev, DGEEV) (F77_CONST_CHAR_ARG_DECL,
                           F77_CONST_CHAR_ARG_DECL,
                           const octave_idx_type&, double*,
                           const octave_idx_type&, double*, double*,
                           double*, const octave_idx_type&, double*,
                           const octave_idx_type&, double*,
                           const octave_idx_type&, octave_idx_type&
                           F77_CHAR_ARG_LEN_DECL
                           F77_CHAR_ARG_LEN_DECL);

  F77_RET_T
  F77_FUNC (zgeev, ZGEEV) (F77_CONST_CHAR_ARG_DECL,
                           F77_CONST_CHAR_ARG_DECL,
                           const octave_idx_type&, Complex*,
                           const octave_idx_type&, Complex*,
                           Complex*, const octave_idx_type&, Complex*,
                           const octave_idx_type&, Complex*,
                           const octave_idx_type&, double*, octave_idx_type&
                           F77_CHAR_ARG_LEN_DECL
                           F77_CHAR_ARG_LEN_DECL);

  F77_RET_T
  F77_FUNC (dsyev, DSYEV) (F77_CONST_CHAR_ARG_DECL,
                           F77_CONST_CHAR_ARG_DECL,
                           const octave_idx_type&, double*,
                           const octave_idx_type&, double*, double*,
                           const octave_idx_type&, octave_idx_type&
                           F77_CHAR_ARG_LEN_DECL
                           F77_CHAR_ARG_LEN_DECL);

  F77_RET_T
  F77_FUNC (zheev, ZHEEV) (F77_CONST_CHAR_ARG_DECL,
                           F77_CONST_CHAR_ARG_DECL,
                           const octave_idx_type&, Complex*,
                           const octave_idx_type&, double*,
                           Complex*, const octave_idx_type&, double*,
                           octave_idx_type&
                           F77_CHAR_ARG_LEN_DECL
                           F77_CHAR_ARG_LEN_DECL);

  F77_RET_T
  F77_FUNC (dpotrf, DPOTRF) (F77_CONST_CHAR_ARG_DECL,
                             const octave_idx_type&, double*,
                             const octave_idx_type&, octave_idx_type&
                             F77_CHAR_ARG_LEN_DECL
                             F77_CHAR_ARG_LEN_DECL);

  F77_RET_T
  F77_FUNC (zpotrf, ZPOTRF) (F77_CONST_CHAR_ARG_DECL,
                             const octave_idx_type&,
                             Complex*, const octave_idx_type&,
                             octave_idx_type&
                             F77_CHAR_ARG_LEN_DECL
                             F77_CHAR_ARG_LEN_DECL);

  F77_RET_T
  F77_FUNC (dggev, DGGEV) (F77_CONST_CHAR_ARG_DECL,
                           F77_CONST_CHAR_ARG_DECL,
                           const octave_idx_type&,
                           double*, const octave_idx_type&,
                           double*, const octave_idx_type&,
                           double*, double*, double *, double*,
                           const octave_idx_type&, double*,
                           const octave_idx_type&, double*,
                           const octave_idx_type&, octave_idx_type&
                           F77_CHAR_ARG_LEN_DECL
                           F77_CHAR_ARG_LEN_DECL);

  F77_RET_T
  F77_FUNC (dsygv, DSYGV) (const octave_idx_type&,
                           F77_CONST_CHAR_ARG_DECL,
                           F77_CONST_CHAR_ARG_DECL,
                           const octave_idx_type&, double*,
                           const octave_idx_type&, double*,
                           const octave_idx_type&, double*, double*,
                           const octave_idx_type&, octave_idx_type&
                           F77_CHAR_ARG_LEN_DECL
                           F77_CHAR_ARG_LEN_DECL);

  F77_RET_T
  F77_FUNC (zggev, ZGGEV) (F77_CONST_CHAR_ARG_DECL,
                           F77_CONST_CHAR_ARG_DECL,
                           const octave_idx_type&,
                           Complex*, const octave_idx_type&,
                           Complex*, const octave_idx_type&,
                           Complex*, Complex*, Complex*,
                           const octave_idx_type&, Complex*,
                           const octave_idx_type&, Complex*,
                           const octave_idx_type&, double*, octave_idx_type&
                           F77_CHAR_ARG_LEN_DECL
                           F77_CHAR_ARG_LEN_DECL);

  F77_RET_T
  F77_FUNC (zhegv, ZHEGV) (const octave_idx_type&,
                           F77_CONST_CHAR_ARG_DECL,
                           F77_CONST_CHAR_ARG_DECL,
                           const octave_idx_type&, Complex*,
                           const octave_idx_type&, Complex*,
                           const octave_idx_type&, double*, Complex*,
                           const octave_idx_type&, double*, octave_idx_type&
                           F77_CHAR_ARG_LEN_DECL
                           F77_CHAR_ARG_LEN_DECL);
}

octave_idx_type
EIG::init (const Matrix& a, bool calc_ev)
{
  if (a.any_element_is_inf_or_nan ())
    {
      (*current_liboctave_error_handler)
        ("EIG: matrix contains Inf or NaN values");
      return -1;
    }

  if (a.is_symmetric ())
    return symmetric_init (a, calc_ev);

  octave_idx_type n = a.rows ();

  if (n != a.cols ())
    {
      (*current_liboctave_error_handler) ("EIG requires square matrix");
      return -1;
    }

  octave_idx_type info = 0;

  Matrix atmp = a;
  double *tmp_data = atmp.fortran_vec ();

  Array<double> wr (dim_vector (n, 1));
  double *pwr = wr.fortran_vec ();

  Array<double> wi (dim_vector (n, 1));
  double *pwi = wi.fortran_vec ();

  octave_idx_type tnvr = calc_ev ? n : 0;
  Matrix vr (tnvr, tnvr);
  double *pvr = vr.fortran_vec ();

  octave_idx_type lwork = -1;
  double dummy_work;

  double *dummy = 0;
  octave_idx_type idummy = 1;

  F77_XFCN (dgeev, DGEEV, (F77_CONST_CHAR_ARG2 ("N", 1),
                           F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
                           n, tmp_data, n, pwr, pwi, dummy,
                           idummy, pvr, n, &dummy_work, lwork, info
                           F77_CHAR_ARG_LEN (1)
                           F77_CHAR_ARG_LEN (1)));

  if (info == 0)
    {
      lwork = static_cast<octave_idx_type> (dummy_work);
      Array<double> work (dim_vector (lwork, 1));
      double *pwork = work.fortran_vec ();

      F77_XFCN (dgeev, DGEEV, (F77_CONST_CHAR_ARG2 ("N", 1),
                               F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
                               n, tmp_data, n, pwr, pwi, dummy,
                               idummy, pvr, n, pwork, lwork, info
                               F77_CHAR_ARG_LEN (1)
                               F77_CHAR_ARG_LEN (1)));

      if (info < 0)
        {
          (*current_liboctave_error_handler) ("unrecoverable error in dgeev");
          return info;
        }

      if (info > 0)
        {
          (*current_liboctave_error_handler) ("dgeev failed to converge");
          return info;
        }

      lambda.resize (n);
      octave_idx_type nvr = calc_ev ? n : 0;
      v.resize (nvr, nvr);

      for (octave_idx_type j = 0; j < n; j++)
        {
          if (wi.elem (j) == 0.0)
            {
              lambda.elem (j) = Complex (wr.elem (j));
              for (octave_idx_type i = 0; i < nvr; i++)
                v.elem (i, j) = vr.elem (i, j);
            }
          else
            {
              if (j+1 >= n)
                {
                  (*current_liboctave_error_handler) ("EIG: internal error");
                  return -1;
                }

              lambda.elem (j) = Complex (wr.elem (j), wi.elem (j));
              lambda.elem (j+1) = Complex (wr.elem (j+1), wi.elem (j+1));

              for (octave_idx_type i = 0; i < nvr; i++)
                {
                  double real_part = vr.elem (i, j);
                  double imag_part = vr.elem (i, j+1);
                  v.elem (i, j) = Complex (real_part, imag_part);
                  v.elem (i, j+1) = Complex (real_part, -imag_part);
                }
              j++;
            }
        }
    }
  else
    (*current_liboctave_error_handler) ("dgeev workspace query failed");

  return info;
}

octave_idx_type
EIG::symmetric_init (const Matrix& a, bool calc_ev)
{
  octave_idx_type n = a.rows ();

  if (n != a.cols ())
    {
      (*current_liboctave_error_handler) ("EIG requires square matrix");
      return -1;
    }

  octave_idx_type info = 0;

  Matrix atmp = a;
  double *tmp_data = atmp.fortran_vec ();

  ColumnVector wr (n);
  double *pwr = wr.fortran_vec ();

  octave_idx_type lwork = -1;
  double dummy_work;

  F77_XFCN (dsyev, DSYEV, (F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
                           F77_CONST_CHAR_ARG2 ("U", 1),
                           n, tmp_data, n, pwr, &dummy_work, lwork, info
                           F77_CHAR_ARG_LEN (1)
                           F77_CHAR_ARG_LEN (1)));

  if (info == 0)
    {
      lwork = static_cast<octave_idx_type> (dummy_work);
      Array<double> work (dim_vector (lwork, 1));
      double *pwork = work.fortran_vec ();

      F77_XFCN (dsyev, DSYEV, (F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
                               F77_CONST_CHAR_ARG2 ("U", 1),
                               n, tmp_data, n, pwr, pwork, lwork, info
                               F77_CHAR_ARG_LEN (1)
                               F77_CHAR_ARG_LEN (1)));

      if (info < 0)
        {
          (*current_liboctave_error_handler) ("unrecoverable error in dsyev");
          return info;
        }

      if (info > 0)
        {
          (*current_liboctave_error_handler) ("dsyev failed to converge");
          return info;
        }

      lambda = ComplexColumnVector (wr);
      v = calc_ev ? ComplexMatrix (atmp) : ComplexMatrix ();
    }
  else
    (*current_liboctave_error_handler) ("dsyev workspace query failed");

  return info;
}

octave_idx_type
EIG::init (const ComplexMatrix& a, bool calc_ev)
{
  if (a.any_element_is_inf_or_nan ())
    {
      (*current_liboctave_error_handler)
        ("EIG: matrix contains Inf or NaN values");
      return -1;
    }

  if (a.is_hermitian ())
    return hermitian_init (a, calc_ev);

  octave_idx_type n = a.rows ();

  if (n != a.cols ())
    {
      (*current_liboctave_error_handler) ("EIG requires square matrix");
      return -1;
    }

  octave_idx_type info = 0;

  ComplexMatrix atmp = a;
  Complex *tmp_data = atmp.fortran_vec ();

  ComplexColumnVector w (n);
  Complex *pw = w.fortran_vec ();

  octave_idx_type nvr = calc_ev ? n : 0;
  ComplexMatrix vtmp (nvr, nvr);
  Complex *pv = vtmp.fortran_vec ();

  octave_idx_type lwork = -1;
  Complex dummy_work;

  octave_idx_type lrwork = 2*n;
  Array<double> rwork (dim_vector (lrwork, 1));
  double *prwork = rwork.fortran_vec ();

  Complex *dummy = 0;
  octave_idx_type idummy = 1;

  F77_XFCN (zgeev, ZGEEV, (F77_CONST_CHAR_ARG2 ("N", 1),
                           F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
                           n, tmp_data, n, pw, dummy, idummy,
                           pv, n, &dummy_work, lwork, prwork, info
                           F77_CHAR_ARG_LEN (1)
                           F77_CHAR_ARG_LEN (1)));

  if (info == 0)
    {
      lwork = static_cast<octave_idx_type> (dummy_work.real ());
      Array<Complex> work (dim_vector (lwork, 1));
      Complex *pwork = work.fortran_vec ();

      F77_XFCN (zgeev, ZGEEV, (F77_CONST_CHAR_ARG2 ("N", 1),
                               F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
                               n, tmp_data, n, pw, dummy, idummy,
                               pv, n, pwork, lwork, prwork, info
                               F77_CHAR_ARG_LEN (1)
                               F77_CHAR_ARG_LEN (1)));

      if (info < 0)
        {
          (*current_liboctave_error_handler) ("unrecoverable error in zgeev");
          return info;
        }

      if (info > 0)
        {
          (*current_liboctave_error_handler) ("zgeev failed to converge");
          return info;
        }

      lambda = w;
      v = vtmp;
    }
  else
    (*current_liboctave_error_handler) ("zgeev workspace query failed");

  return info;
}

octave_idx_type
EIG::hermitian_init (const ComplexMatrix& a, bool calc_ev)
{
  octave_idx_type n = a.rows ();

  if (n != a.cols ())
    {
      (*current_liboctave_error_handler) ("EIG requires square matrix");
      return -1;
    }

  octave_idx_type info = 0;

  ComplexMatrix atmp = a;
  Complex *tmp_data = atmp.fortran_vec ();

  ColumnVector wr (n);
  double *pwr = wr.fortran_vec ();

  octave_idx_type lwork = -1;
  Complex dummy_work;

  octave_idx_type lrwork = 3*n;
  Array<double> rwork (dim_vector (lrwork, 1));
  double *prwork = rwork.fortran_vec ();

  F77_XFCN (zheev, ZHEEV, (F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
                           F77_CONST_CHAR_ARG2 ("U", 1),
                           n, tmp_data, n, pwr, &dummy_work, lwork,
                           prwork, info
                           F77_CHAR_ARG_LEN (1)
                           F77_CHAR_ARG_LEN (1)));

  if (info == 0)
    {
      lwork = static_cast<octave_idx_type> (dummy_work.real ());
      Array<Complex> work (dim_vector (lwork, 1));
      Complex *pwork = work.fortran_vec ();

      F77_XFCN (zheev, ZHEEV, (F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
                               F77_CONST_CHAR_ARG2 ("U", 1),
                               n, tmp_data, n, pwr, pwork, lwork, prwork, info
                               F77_CHAR_ARG_LEN (1)
                               F77_CHAR_ARG_LEN (1)));

      if (info < 0)
        {
          (*current_liboctave_error_handler) ("unrecoverable error in zheev");
          return info;
        }

      if (info > 0)
        {
          (*current_liboctave_error_handler) ("zheev failed to converge");
          return info;
        }

      lambda = ComplexColumnVector (wr);
      v = calc_ev ? ComplexMatrix (atmp) : ComplexMatrix ();
    }
  else
    (*current_liboctave_error_handler) ("zheev workspace query failed");

  return info;
}

octave_idx_type
EIG::init (const Matrix& a, const Matrix& b, bool calc_ev)
{
  if (a.any_element_is_inf_or_nan () || b.any_element_is_inf_or_nan ())
    {
      (*current_liboctave_error_handler)
        ("EIG: matrix contains Inf or NaN values");
      return -1;
    }

  octave_idx_type n = a.rows ();
  octave_idx_type nb = b.rows ();

  if (n != a.cols () || nb != b.cols ())
    {
      (*current_liboctave_error_handler) ("EIG requires square matrix");
      return -1;
    }

  if (n != nb)
    {
      (*current_liboctave_error_handler) ("EIG requires same size matrices");
      return -1;
    }

  octave_idx_type info = 0;

  Matrix tmp = b;
  double *tmp_data = tmp.fortran_vec ();

  F77_XFCN (dpotrf, DPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1),
                             n, tmp_data, n,
                             info
                             F77_CHAR_ARG_LEN (1)
                             F77_CHAR_ARG_LEN (1)));

  if (a.is_symmetric () && b.is_symmetric () && info == 0)
    return symmetric_init (a, b, calc_ev);

  Matrix atmp = a;
  double *atmp_data = atmp.fortran_vec ();

  Matrix btmp = b;
  double *btmp_data = btmp.fortran_vec ();

  Array<double> ar (dim_vector (n, 1));
  double *par = ar.fortran_vec ();

  Array<double> ai (dim_vector (n, 1));
  double *pai = ai.fortran_vec ();

  Array<double> beta (dim_vector (n, 1));
  double *pbeta = beta.fortran_vec ();

  octave_idx_type tnvr = calc_ev ? n : 0;
  Matrix vr (tnvr, tnvr);
  double *pvr = vr.fortran_vec ();

  octave_idx_type lwork = -1;
  double dummy_work;

  double *dummy = 0;
  octave_idx_type idummy = 1;

  F77_XFCN (dggev, DGGEV, (F77_CONST_CHAR_ARG2 ("N", 1),
                           F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
                           n, atmp_data, n, btmp_data, n,
                           par, pai, pbeta,
                           dummy, idummy, pvr, n,
                           &dummy_work, lwork, info
                           F77_CHAR_ARG_LEN (1)
                           F77_CHAR_ARG_LEN (1)));

  if (info == 0)
    {
      lwork = static_cast<octave_idx_type> (dummy_work);
      Array<double> work (dim_vector (lwork, 1));
      double *pwork = work.fortran_vec ();

      F77_XFCN (dggev, DGGEV, (F77_CONST_CHAR_ARG2 ("N", 1),
                               F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
                               n, atmp_data, n, btmp_data, n,
                               par, pai, pbeta,
                               dummy, idummy, pvr, n,
                               pwork, lwork, info
                               F77_CHAR_ARG_LEN (1)
                               F77_CHAR_ARG_LEN (1)));

      if (info < 0)
        {
          (*current_liboctave_error_handler) ("unrecoverable error in dggev");
          return info;
        }

      if (info > 0)
        {
          (*current_liboctave_error_handler) ("dggev failed to converge");
          return info;
        }

      lambda.resize (n);
      octave_idx_type nvr = calc_ev ? n : 0;
      v.resize (nvr, nvr);

      for (octave_idx_type j = 0; j < n; j++)
        {
          if (ai.elem (j) == 0.0)
            {
              lambda.elem (j) = Complex (ar.elem (j) / beta.elem (j));
              for (octave_idx_type i = 0; i < nvr; i++)
                v.elem (i, j) = vr.elem (i, j);
            }
          else
            {
              if (j+1 >= n)
                {
                  (*current_liboctave_error_handler) ("EIG: internal error");
                  return -1;
                }

              lambda.elem (j) = Complex (ar.elem (j) / beta.elem (j),
                                         ai.elem (j) / beta.elem (j));
              lambda.elem (j+1) = Complex (ar.elem (j+1) / beta.elem (j+1),
                                           ai.elem (j+1) / beta.elem (j+1));

              for (octave_idx_type i = 0; i < nvr; i++)
                {
                  double real_part = vr.elem (i, j);
                  double imag_part = vr.elem (i, j+1);
                  v.elem (i, j) = Complex (real_part, imag_part);
                  v.elem (i, j+1) = Complex (real_part, -imag_part);
                }
              j++;
            }
        }
    }
  else
    (*current_liboctave_error_handler) ("dggev workspace query failed");

  return info;
}

octave_idx_type
EIG::symmetric_init (const Matrix& a, const Matrix& b, bool calc_ev)
{
  octave_idx_type n = a.rows ();
  octave_idx_type nb = b.rows ();

  if (n != a.cols () || nb != b.cols ())
    {
      (*current_liboctave_error_handler) ("EIG requires square matrix");
      return -1;
    }

  if (n != nb)
    {
      (*current_liboctave_error_handler) ("EIG requires same size matrices");
      return -1;
    }

  octave_idx_type info = 0;

  Matrix atmp = a;
  double *atmp_data = atmp.fortran_vec ();

  Matrix btmp = b;
  double *btmp_data = btmp.fortran_vec ();

  ColumnVector wr (n);
  double *pwr = wr.fortran_vec ();

  octave_idx_type lwork = -1;
  double dummy_work;

  F77_XFCN (dsygv, DSYGV, (1, F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
                           F77_CONST_CHAR_ARG2 ("U", 1),
                           n, atmp_data, n,
                           btmp_data, n,
                           pwr, &dummy_work, lwork, info
                           F77_CHAR_ARG_LEN (1)
                           F77_CHAR_ARG_LEN (1)));

  if (info == 0)
    {
      lwork = static_cast<octave_idx_type> (dummy_work);
      Array<double> work (dim_vector (lwork, 1));
      double *pwork = work.fortran_vec ();

      F77_XFCN (dsygv, DSYGV, (1, F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
                               F77_CONST_CHAR_ARG2 ("U", 1),
                               n, atmp_data, n,
                               btmp_data, n,
                               pwr, pwork, lwork, info
                               F77_CHAR_ARG_LEN (1)
                               F77_CHAR_ARG_LEN (1)));

      if (info < 0)
        {
          (*current_liboctave_error_handler) ("unrecoverable error in dsygv");
          return info;
        }

      if (info > 0)
        {
          (*current_liboctave_error_handler) ("dsygv failed to converge");
          return info;
        }

      lambda = ComplexColumnVector (wr);
      v = calc_ev ? ComplexMatrix (atmp) : ComplexMatrix ();
    }
  else
    (*current_liboctave_error_handler) ("dsygv workspace query failed");

  return info;
}

octave_idx_type
EIG::init (const ComplexMatrix& a, const ComplexMatrix& b, bool calc_ev)
{
  if (a.any_element_is_inf_or_nan () || b.any_element_is_inf_or_nan ())
    {
      (*current_liboctave_error_handler)
        ("EIG: matrix contains Inf or NaN values");
      return -1;
    }

  octave_idx_type n = a.rows ();
  octave_idx_type nb = b.rows ();

  if (n != a.cols () || nb != b.cols ())
    {
      (*current_liboctave_error_handler) ("EIG requires square matrix");
      return -1;
    }

  if (n != nb)
    {
      (*current_liboctave_error_handler) ("EIG requires same size matrices");
      return -1;
    }

  octave_idx_type info = 0;

  ComplexMatrix tmp = b;
  Complex*tmp_data = tmp.fortran_vec ();

  F77_XFCN (zpotrf, ZPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1),
                             n, tmp_data, n,
                             info
                             F77_CHAR_ARG_LEN (1)
                             F77_CHAR_ARG_LEN (1)));

  if (a.is_hermitian () && b.is_hermitian () && info == 0)
    return hermitian_init (a, calc_ev);

  ComplexMatrix atmp = a;
  Complex *atmp_data = atmp.fortran_vec ();

  ComplexMatrix btmp = b;
  Complex *btmp_data = btmp.fortran_vec ();

  ComplexColumnVector alpha (n);
  Complex *palpha = alpha.fortran_vec ();

  ComplexColumnVector beta (n);
  Complex *pbeta = beta.fortran_vec ();

  octave_idx_type nvr = calc_ev ? n : 0;
  ComplexMatrix vtmp (nvr, nvr);
  Complex *pv = vtmp.fortran_vec ();

  octave_idx_type lwork = -1;
  Complex dummy_work;

  octave_idx_type lrwork = 8*n;
  Array<double> rwork (dim_vector (lrwork, 1));
  double *prwork = rwork.fortran_vec ();

  Complex *dummy = 0;
  octave_idx_type idummy = 1;

  F77_XFCN (zggev, ZGGEV, (F77_CONST_CHAR_ARG2 ("N", 1),
                           F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
                           n, atmp_data, n, btmp_data, n,
                           palpha, pbeta, dummy, idummy,
                           pv, n, &dummy_work, lwork, prwork, info
                           F77_CHAR_ARG_LEN (1)
                           F77_CHAR_ARG_LEN (1)));

  if (info == 0)
    {
      lwork = static_cast<octave_idx_type> (dummy_work.real ());
      Array<Complex> work (dim_vector (lwork, 1));
      Complex *pwork = work.fortran_vec ();

      F77_XFCN (zggev, ZGGEV, (F77_CONST_CHAR_ARG2 ("N", 1),
                               F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
                               n, atmp_data, n, btmp_data, n,
                               palpha, pbeta, dummy, idummy,
                               pv, n, pwork, lwork, prwork, info
                               F77_CHAR_ARG_LEN (1)
                               F77_CHAR_ARG_LEN (1)));

      if (info < 0)
        {
          (*current_liboctave_error_handler) ("unrecoverable error in zggev");
          return info;
        }

      if (info > 0)
        {
          (*current_liboctave_error_handler) ("zggev failed to converge");
          return info;
        }

      lambda.resize (n);

      for (octave_idx_type j = 0; j < n; j++)
        lambda.elem (j) = alpha.elem (j) / beta.elem (j);

      v = vtmp;
    }
  else
    (*current_liboctave_error_handler) ("zggev workspace query failed");

  return info;
}

octave_idx_type
EIG::hermitian_init (const ComplexMatrix& a, const ComplexMatrix& b,
                     bool calc_ev)
{
  octave_idx_type n = a.rows ();
  octave_idx_type nb = b.rows ();

  if (n != a.cols () || nb != b.cols ())
    {
      (*current_liboctave_error_handler) ("EIG requires square matrix");
      return -1;
    }

  if (n != nb)
    {
      (*current_liboctave_error_handler) ("EIG requires same size matrices");
      return -1;
    }

  octave_idx_type info = 0;

  ComplexMatrix atmp = a;
  Complex *atmp_data = atmp.fortran_vec ();

  ComplexMatrix btmp = b;
  Complex *btmp_data = btmp.fortran_vec ();

  ColumnVector wr (n);
  double *pwr = wr.fortran_vec ();

  octave_idx_type lwork = -1;
  Complex dummy_work;

  octave_idx_type lrwork = 3*n;
  Array<double> rwork (dim_vector (lrwork, 1));
  double *prwork = rwork.fortran_vec ();

  F77_XFCN (zhegv, ZHEGV, (1, F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
                           F77_CONST_CHAR_ARG2 ("U", 1),
                           n, atmp_data, n,
                           btmp_data, n,
                           pwr, &dummy_work, lwork,
                           prwork, info
                           F77_CHAR_ARG_LEN (1)
                           F77_CHAR_ARG_LEN (1)));

  if (info == 0)
    {
      lwork = static_cast<octave_idx_type> (dummy_work.real ());
      Array<Complex> work (dim_vector (lwork, 1));
      Complex *pwork = work.fortran_vec ();

      F77_XFCN (zhegv, ZHEGV, (1, F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1),
                               F77_CONST_CHAR_ARG2 ("U", 1),
                               n, atmp_data, n,
                               btmp_data, n,
                               pwr, pwork, lwork, prwork, info
                               F77_CHAR_ARG_LEN (1)
                               F77_CHAR_ARG_LEN (1)));

      if (info < 0)
        {
          (*current_liboctave_error_handler) ("unrecoverable error in zhegv");
          return info;
        }

      if (info > 0)
        {
          (*current_liboctave_error_handler) ("zhegv failed to converge");
          return info;
        }

      lambda = ComplexColumnVector (wr);
      v = calc_ev ? ComplexMatrix (atmp) : ComplexMatrix ();
    }
  else
    (*current_liboctave_error_handler) ("zhegv workspace query failed");

  return info;
}