view src/DLD-FUNCTIONS/eig.cc @ 8828:8463d1a2e544

Doc fixes. * 2]$$. => 2].$$ * @var{extrapval} => @var{extrapval}. * call helloworld.oct => called @file{helloworld.oct} * @itemize => @table @code * shows. => shows: * save => @code{save} * @ref{Breakpoints} => @pxref{Breakpoints} * add @noindent following example * which is computed => and compute it * clarify wording * remove comma * good => well * set => number * by writing => with the command * has the option of directly calling => can call * [-like-] {+of the right size,+} * solvers => routines * handle => test for * add introductory section * add following * {+the+} [0..bitmax] => [0,bitmax] * of the => with * number => value * add usual * Besides when doing comparisons, logical => Logical {+also+} * array comparison => array, comparisons * param => parameter * works very similar => is similar * strings, => strings * most simple => simplest * easier => more easily * like => as * called => called, * clarify wording * you should simply type => use * clarify wording * means => way * equally => also * [-way much-] {+way+} * add with mean value parameter given by the first argument, @var{l} * add Functions described as @dfn{mapping functions} apply the given operation to each element when given a matrix argument. * in this brief introduction => here * It is worth noticing => Note * add following * means => ways
author Brian Gough <bjg@network-theory.co.uk>
date Fri, 20 Feb 2009 11:17:01 -0500
parents 18c4ded8612a
children eb63fbe60fab
line wrap: on
line source

/*

Copyright (C) 1996, 1997, 1999, 2000, 2003, 2004, 2005, 2006, 2007
              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 "fEIG.h"

#include "defun-dld.h"
#include "error.h"
#include "gripes.h"
#include "oct-obj.h"
#include "utils.h"

DEFUN_DLD (eig, args, nargout,
  "-*- texinfo -*-\n\
@deftypefn {Loadable Function} {@var{lambda} =} eig (@var{a})\n\
@deftypefnx {Loadable Function} {@var{lambda} =} eig (@var{a}, @var{b})\n\
@deftypefnx {Loadable Function} {[@var{v}, @var{lambda}] =} eig (@var{a})\n\
@deftypefnx {Loadable Function} {[@var{v}, @var{lambda}] =} eig (@var{a}, @var{b})\n\
The eigenvalues (and eigenvectors) of a matrix are computed in a several\n\
step process which begins with a Hessenberg decomposition, followed by a\n\
Schur decomposition, from which the eigenvalues are apparent.  The\n\
eigenvectors, when desired, are computed by further manipulations of the\n\
Schur decomposition.\n\
\n\
The eigenvalues returned by @code{eig} are not ordered.\n\
@end deftypefn")
{
  octave_value_list retval;

  int nargin = args.length ();

  if (nargin > 2 || nargin == 0 || nargout > 2)
    {
      print_usage ();
      return retval;
    }

  octave_value arg_a, arg_b;

  octave_idx_type nr_a = 0, nr_b = 0;
  octave_idx_type nc_a = 0, nc_b = 0;

  arg_a = args(0);
  nr_a = arg_a.rows ();
  nc_a = arg_a.columns ();

  int arg_is_empty = empty_arg ("eig", nr_a, nc_a);
  if (arg_is_empty < 0)
    return retval;
  else if (arg_is_empty > 0)
    return octave_value_list (2, Matrix ());

  if (!(arg_a.is_single_type () || arg_a.is_double_type ()))
    {
      gripe_wrong_type_arg ("eig", arg_a);
      return retval;
    }

  if (nargin == 2)
    {
      arg_b = args(1);
      nr_b = arg_b.rows ();
      nc_b = arg_b.columns ();

      arg_is_empty = empty_arg ("eig", nr_b, nc_b);
      if (arg_is_empty < 0)
        return retval;
      else if (arg_is_empty > 0)
        return octave_value_list (2, Matrix ());

      if (!(arg_b.is_single_type() || arg_b.is_double_type ()))
	{
	  gripe_wrong_type_arg ("eig", arg_b);
	  return retval;
	}
    }

  if (nr_a != nc_a)
    {
      gripe_square_matrix_required ("eig");
      return retval;
    }

  if (nargin == 2 && nr_b != nc_b)
    {
      gripe_square_matrix_required ("eig");
      return retval;
    }

  Matrix tmp_a, tmp_b;
  ComplexMatrix ctmp_a, ctmp_b;
  FloatMatrix ftmp_a, ftmp_b;
  FloatComplexMatrix fctmp_a, fctmp_b;

  if (arg_a.is_single_type ())
    {
      FloatEIG result;

      if (nargin == 1)
	{
	  if (arg_a.is_real_type ())
	    {
	      ftmp_a = arg_a.float_matrix_value ();

	      if (error_state)
	        return retval;
	      else
	        result = FloatEIG (ftmp_a, nargout > 1);
	    }
	  else
	    {
	      fctmp_a = arg_a.float_complex_matrix_value ();

	      if (error_state)
	        return retval;
	      else
	        result = FloatEIG (fctmp_a, nargout > 1);
	    }
	}
      else if (nargin == 2)
	{
	  if (arg_a.is_real_type () && arg_b.is_real_type ())
	    {
	      ftmp_a = arg_a.float_matrix_value ();
	      ftmp_b = arg_b.float_matrix_value ();

	      if (error_state)
	        return retval;
	      else
	        result = FloatEIG (ftmp_a, ftmp_b, nargout > 1);
	    }
	  else
	    {
	      fctmp_a = arg_a.float_complex_matrix_value ();
	      fctmp_b = arg_b.float_complex_matrix_value ();

	      if (error_state)
	        return retval;
	      else
	        result = FloatEIG (fctmp_a, fctmp_b, nargout > 1);
	    }
	}

      if (! error_state)
	{
	  if (nargout == 0 || nargout == 1)
	    {
	      retval(0) = result.eigenvalues ();
	    }
	  else
	    {
	      // Blame it on Matlab.

	      FloatComplexDiagMatrix d (result.eigenvalues ());

	      retval(1) = d;
	      retval(0) = result.eigenvectors ();
	    }
	}
    }
  else
    {
      EIG result;

      if (nargin == 1)
	{
	  if (arg_a.is_real_type ())
	    {
	      tmp_a = arg_a.matrix_value ();

	      if (error_state)
	        return retval;
	      else
	        result = EIG (tmp_a, nargout > 1);
	    }
	  else
	    {
	      ctmp_a = arg_a.complex_matrix_value ();

	      if (error_state)
	        return retval;
	      else
	        result = EIG (ctmp_a, nargout > 1);
	    }
	}
      else if (nargin == 2)
	{
	  if (arg_a.is_real_type () && arg_b.is_real_type ())
	    {
	      tmp_a = arg_a.matrix_value ();
	      tmp_b = arg_b.matrix_value ();

	      if (error_state)
	        return retval;
	      else
	        result = EIG (tmp_a, tmp_b, nargout > 1);
	    }
	  else 
	    {
	      ctmp_a = arg_a.complex_matrix_value ();
	      ctmp_b = arg_b.complex_matrix_value ();

	      if (error_state)
	        return retval;
	      else
	        result = EIG (ctmp_a, ctmp_b, nargout > 1);
	    }
	}

      if (! error_state)
	{
	  if (nargout == 0 || nargout == 1)
	    {
	      retval(0) = result.eigenvalues ();
	    }
	  else
	    {
	      // Blame it on Matlab.

	      ComplexDiagMatrix d (result.eigenvalues ());

	      retval(1) = d;
	      retval(0) = result.eigenvectors ();
	    }
	}
    }

  return retval;
}

/*

%!assert(eig ([1, 2; 2, 1]), [-1; 3], sqrt (eps));

%!test
%! [v, d] = eig ([1, 2; 2, 1]);
%! x = 1 / sqrt (2);
%! assert(d, [-1, 0; 0, 3], sqrt (eps));
%! assert(v, [-x, x; x, x], sqrt (eps));

%!assert(eig (single ([1, 2; 2, 1])), single([-1; 3]), sqrt (eps('single')));

%!test
%! [v, d] = eig (single([1, 2; 2, 1]));
%! x = single(1 / sqrt (2));
%! assert(d, single([-1, 0; 0, 3]), sqrt (eps('single')));
%! assert(v, [-x, x; x, x], sqrt (eps('single')));

%!test
%! A = [1, 2; -1, 1]; B = [3, 3; 1, 2];
%! [v, d] = eig (A, B);
%! assert(A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps));
%! assert(A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps));

%!test
%! A = single([1, 2; -1, 1]); B = single([3, 3; 1, 2]);
%! [v, d] = eig (A, B);
%! assert(A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps('single')));
%! assert(A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps('single')));

%!test
%! A = [1, 2; 2, 1]; B = [3, -2; -2, 3];
%! [v, d] = eig (A, B);
%! assert(A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps));
%! assert(A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps));

%!test
%! A = single([1, 2; 2, 1]); B = single([3, -2; -2, 3]);
%! [v, d] = eig (A, B);
%! assert(A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps('single')));
%! assert(A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps('single')));

%!test
%! A = [1+3i, 2+i; 2-i, 1+3i]; B = [5+9i, 2+i; 2-i, 5+9i];
%! [v, d] = eig (A, B);
%! assert(A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps));
%! assert(A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps));

%!test
%! A = single([1+3i, 2+i; 2-i, 1+3i]); B = single([5+9i, 2+i; 2-i, 5+9i]);
%! [v, d] = eig (A, B);
%! assert(A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps('single')));
%! assert(A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps('single')));

%!test
%! A = [1+3i, 2+3i; 3-8i, 8+3i]; B = [8+i, 3+i; 4-9i, 3+i];
%! [v, d] = eig (A, B);
%! assert(A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps));
%! assert(A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps));

%!test
%! A = single([1+3i, 2+3i; 3-8i, 8+3i]); B = single([8+i, 3+i; 4-9i, 3+i]);
%! [v, d] = eig (A, B);
%! assert(A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps('single')));
%! assert(A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps('single')));

%!test
%! A = [1, 2; 3, 8]; B = [8, 3; 4, 3];
%! [v, d] = eig (A, B);
%! assert(A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps));
%! assert(A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps));

%!error <Invalid call to eig.*> eig ();
%!error <Invalid call to eig.*> eig ([1, 2; 3, 4], [4, 3; 2, 1], 1);
%!error eig ([1, 2; 3, 4], 2);
%!error eig ([1, 2; 3, 4; 5, 6]);
%!error eig ("abcd");
%!error eig ([1 2 ; 2 3], "abcd");
%!error eig (false, [1 2 ; 2 3]);

 */

/*
;;; Local Variables: ***
;;; mode: C++ ***
;;; End: ***
*/