Mercurial > octave-nkf
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; }