view src/DLD-FUNCTIONS/balance.cc @ 4776:adf8d68d7143 ss-2-1-54

[project @ 2004-02-16 20:32:20 by jwe]
author jwe
date Mon, 16 Feb 2004 20:32:20 +0000
parents c0121a3b9cbe
children 23b37da9fd5b
line wrap: on
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/*

Copyright (C) 1996, 1997 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 2, 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, write to the Free
Software Foundation, 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.

*/

// Author: A. S. Hodel <scotte@eng.auburn.edu>

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

#include <string>

#include "CmplxAEPBAL.h"
#include "CmplxAEPBAL.h"
#include "dbleAEPBAL.h"
#include "dbleAEPBAL.h"
#include "quit.h"

#include "defun-dld.h"
#include "error.h"
#include "f77-fcn.h"
#include "gripes.h"
#include "oct-obj.h"
#include "utils.h"

extern "C"
{
  F77_RET_T
  F77_FUNC (dggbal, DGGBAL) (F77_CONST_CHAR_ARG_DECL, const int& N,
			     double* A, const int& LDA, double* B,
			     const int& LDB, int& ILO, int& IHI,
			     double* LSCALE, double* RSCALE,
			     double* WORK, int& INFO
			     F77_CHAR_ARG_LEN_DECL);

  F77_RET_T
  F77_FUNC (dggbak, DGGBAK) (F77_CONST_CHAR_ARG_DECL,
			     F77_CONST_CHAR_ARG_DECL,
			     const int& N, const int& ILO,
			     const int& IHI, const double* LSCALE,
			     const double* RSCALE, int& M, double* V,
			     const int& LDV, int& INFO
			     F77_CHAR_ARG_LEN_DECL
			     F77_CHAR_ARG_LEN_DECL);

  F77_RET_T
  F77_FUNC (zggbal, ZGGBAL) (F77_CONST_CHAR_ARG_DECL, const int& N,
			     Complex* A, const int& LDA, Complex* B,
			     const int& LDB, int& ILO, int& IHI,
			     double* LSCALE, double* RSCALE,
			     double* WORK, int& INFO
			     F77_CHAR_ARG_LEN_DECL);
}

DEFUN_DLD (balance, args, nargout,
  "-*- texinfo -*-\n\
@deftypefn {Loadable Function} {@var{aa} =} balance (@var{a}, @var{opt})\n\
@deftypefnx {Loadable Function} {[@var{dd}, @var{aa}] =} balance (@var{a}, @var{opt})\n\
@deftypefnx {Loadable Function} {[@var{cc}, @var{dd}, @var{aa}, @var{bb}] =} balance (@var{a}, @var{b}, @var{opt})\n\
\n\
@code{[dd, aa] = balance (a)} returns @code{aa = dd \\ a * dd}.\n\
@code{aa} is a matrix whose row and column norms are roughly equal in\n\
magnitude, and @code{dd} = @code{p * d}, where @code{p} is a permutation\n\
matrix and @code{d} is a diagonal matrix of powers of two.  This allows\n\
the equilibration to be computed without roundoff.  Results of\n\
eigenvalue calculation are typically improved by balancing first.\n\
\n\
@code{[cc, dd, aa, bb] = balance (a, b)} returns @code{aa = cc*a*dd} and\n\
@code{bb = cc*b*dd)}, where @code{aa} and @code{bb} have non-zero\n\
elements of approximately the same magnitude and @code{cc} and @code{dd}\n\
are permuted diagonal matrices as in @code{dd} for the algebraic\n\
eigenvalue problem.\n\
\n\
The eigenvalue balancing option @code{opt} is selected as follows:\n\
\n\
@table @asis\n\
@item @code{\"N\"}, @code{\"n\"}\n\
No balancing; arguments copied, transformation(s) set to identity.\n\
\n\
@item @code{\"P\"}, @code{\"p\"}\n\
Permute argument(s) to isolate eigenvalues where possible.\n\
\n\
@item @code{\"S\"}, @code{\"s\"}\n\
Scale to improve accuracy of computed eigenvalues.\n\
\n\
@item @code{\"B\"}, @code{\"b\"}\n\
Permute and scale, in that order. Rows/columns of a (and b)\n\
that are isolated by permutation are not scaled.  This is the default\n\
behavior.\n\
@end table\n\
\n\
Algebraic eigenvalue balancing uses standard @sc{Lapack} routines.\n\
\n\
Generalized eigenvalue problem balancing uses Ward's algorithm\n\
(SIAM Journal on Scientific and Statistical Computing, 1981).\n\
@end deftypefn")
{
  octave_value_list retval;

  int nargin = args.length ();

  if (nargin < 1 || nargin > 3 || nargout < 0 || nargout > 4)
    {
      print_usage ("balance");
      return retval;
    }

  // determine if it's AEP or GEP
  int AEPcase = nargin == 1 ? 1 : args(1).is_string ();
  std::string bal_job;

  // problem dimension
  int nn = args(0).rows ();

  int arg_is_empty = empty_arg ("balance", nn, args(0).columns());

  if (arg_is_empty < 0)
    return retval;

  if (arg_is_empty > 0)
    return octave_value_list (2, Matrix ());

  if (nn != args(0).columns())
    {
      gripe_square_matrix_required ("balance");
      return retval;
    }

  // Extract argument 1 parameter for both AEP and GEP.
  Matrix aa;
  ComplexMatrix caa;

  if (args(0).is_complex_type ())
    caa = args(0).complex_matrix_value ();
  else
    aa = args(0).matrix_value ();

  if (error_state)
    return retval;

  // Treat AEP/GEP cases.
  if (AEPcase)
    {  
      // Algebraic eigenvalue problem.

      if (nargin == 1)
	bal_job = "B";
      else if (args(1).is_string ())
	bal_job = args(1).string_value ();
      else
	{
	  error ("balance: AEP argument 2 must be a string");
	  return retval;
	}

      // balance the AEP
      if (args(0).is_complex_type ())
	{
	  ComplexAEPBALANCE result (caa, bal_job);

	  if (nargout == 0 || nargout == 1)
	    retval(0) = result.balanced_matrix ();
	  else
	    {
	      retval(1) = result.balanced_matrix ();
	      retval(0) = result.balancing_matrix ();
	    }
	}
      else
	{
	  AEPBALANCE result (aa, bal_job);

	  if (nargout == 0 || nargout == 1)
	    retval(0) = result.balanced_matrix ();
	  else
	    {
	      retval(1) = result.balanced_matrix ();
	      retval(0) = result.balancing_matrix ();
	    }
	}
    }
  else
    {
      // Generalized eigenvalue problem.
      if (nargin == 2)
	bal_job = "B";
      else if (args(2).is_string ())
	bal_job = args(2).string_value ();
      else
	{
	  error ("balance: GEP argument 3 must be a string");
	  return retval;
	}

      if ((nn != args(1).columns ()) || (nn != args(1).rows ()))
	{
	  gripe_nonconformant ();
	  return retval;
	}

      Matrix bb;
      ComplexMatrix cbb;

      if (args(1).is_complex_type ())
	cbb = args(1).complex_matrix_value ();
      else
	bb = args(1).matrix_value ();

      if (error_state)
	return retval;

      // Both matrices loaded, now let's check what kind of arithmetic:
      // first, declare variables used in both the real and complex case

      int ilo, ihi, info;
      RowVector lscale(nn), rscale(nn), work(6*nn);
      char job = bal_job[0];

      static int complex_case
	= (args(0).is_complex_type () || args(1).is_complex_type ());

      // now balance
      if (complex_case)
	{
	  if (args(0).is_real_type ())
	    caa = ComplexMatrix (aa);

	  if (args(1).is_real_type ())
	    cbb = ComplexMatrix (bb);
  
	  F77_XFCN (zggbal, ZGGBAL,
		    (F77_CONST_CHAR_ARG2 (&job, 1),
		     nn, caa.fortran_vec (), nn, cbb.fortran_vec (),
		     nn, ilo, ihi, lscale.fortran_vec (),
		     rscale.fortran_vec (), work.fortran_vec (), info
		     F77_CHAR_ARG_LEN (1)));

	  if (f77_exception_encountered)
	    {
	      error ("unrecoverable error in balance GEP");
	      return retval;
	    }
	}
      else
	{
	  // real matrices case

	  F77_XFCN (dggbal, DGGBAL,
		    (F77_CONST_CHAR_ARG2 (&job, 1),
		     nn, aa.fortran_vec (), nn, bb.fortran_vec (),
		     nn, ilo, ihi, lscale.fortran_vec (),
		     rscale.fortran_vec (), work.fortran_vec (), info
		     F77_CHAR_ARG_LEN  (1)));
      
	  if (f77_exception_encountered)
	    {
	      error ("unrecoverable error in balance GEP");
	      return retval;
	    }
	}
      
      // Since we just want the balancing matrices, we can use dggbal
      // for both the real and complex cases.

      Matrix Pl(nn,nn), Pr(nn,nn);

      for (int ii = 0; ii < nn; ii++)
	for (int jj = 0; jj < nn; jj++)
	  {
	    OCTAVE_QUIT;

	    Pl(ii,jj) = Pr(ii,jj) = (ii == jj ? 1.0 : 0.0);
	  }
  
      // left first
      F77_XFCN (dggbak, DGGBAK,
		(F77_CONST_CHAR_ARG2 (&job, 1),
		 F77_CONST_CHAR_ARG2 ("L", 1),
		 nn, ilo, ihi, lscale.data (), rscale.data (),
		 nn, Pl.fortran_vec (), nn, info
		 F77_CHAR_ARG_LEN (1)
		 F77_CHAR_ARG_LEN (1)));
      
      if (f77_exception_encountered)
	{
	  error ("unrecoverable error in balance GEP(L)");
	  return retval;
	}
      
      // then right
      F77_XFCN (dggbak, DGGBAK,
		(F77_CONST_CHAR_ARG2 (&job, 1),
		 F77_CONST_CHAR_ARG2 ("R", 1),
		 nn, ilo, ihi, lscale.data (), rscale.data (),
		 nn, Pr.fortran_vec (), nn, info
		 F77_CHAR_ARG_LEN (1)
		 F77_CHAR_ARG_LEN (1)));

      if (f77_exception_encountered)
	{
	  error ("unrecoverable error in balance GEP(R)");
	  return retval;
	}

      switch (nargout)
	{
	case 0:
	case 1:
	  warning ("balance: used GEP, should have two output arguments");
	  if (complex_case)
	    retval(0) = caa;
	  else
	    retval(0) = aa;
	  break;

	case 2:
	  if (complex_case)
	    {
	      retval(1) = cbb;
	      retval(0) = caa;
	    }
	  else
	    {
	      retval(1) = bb;
	      retval(0) = aa;
	    }
	  break;

	case 4:
	  if (complex_case)
	    {
	      retval(3) = cbb;
	      retval(2) = caa;
	    }
	  else
	    {
	      retval(3) = bb;
	      retval(2) = aa;
	    }
	  retval(1) = Pr;
	  retval(0) = Pl.transpose ();  // so that aa_bal = cc*aa*dd, etc.
	  break;

	default:
	  error ("balance: invalid number of output arguments");
	  break;
	}
    }

  return retval;
}

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