Mercurial > octave
annotate libinterp/corefcn/balance.cc @ 21110:3d0d84305600
Use err_square_matrix_required more widely.
* errwarn.h (err_square_matrix_required): Change prototype to take a second
argument which is the name of the variable that is not square.
* errwarn.cc (err_square_matrix_required): Take second argument NAME and
print "NAME must be a square matrix".
* balance.cc (Fbalance): Update calling form of err_square_matrix_required.
* det.cc (Fdet): Update calling form of err_square_matrix_required.
Update pattern in BIST tests to match new output.
* eig.cc (Feig): Update calling form of err_square_matrix_required.
Update pattern in BIST tests to match new output.
* hess.cc (Fhess): Update calling form of err_square_matrix_required.
Update pattern in BIST tests to match new output.
* inv.cc (Finv): Update calling form of err_square_matrix_required.
Update pattern in BIST tests to match new output.
* qz.cc (Fqz): Update calling form of err_square_matrix_required.
* schur.cc (Fschur): Update calling form of err_square_matrix_required.
Update pattern in BIST tests to match new output.
* sqrtm.cc (Fsqrtm): Update calling form of err_square_matrix_required.
* sylvester.cc (Fsylvester): Update calling form of err_square_matrix_required.
Update pattern in BIST tests to match new output.
* amd.cc (Famd): Switch from error to err_square_matrix_required.
Update pattern in BIST tests to match new output.
* ccolamd.cc (Fcsymamd): Switch from error to err_square_matrix_required.
* chol.cc (Fcholdelete, Fcholshift): Switch from error to
err_square_matrix_required.
* colamd.cc (Fsymamd): Switch from error to err_square_matrix_required.
* symbfact.cc (Fsymfact): Switch from error to err_square_matrix_required.
* symrcm.cc (Fsymrcm): Update calling form of err_square_matrix_required.
author | Rik <rik@octave.org> |
---|---|
date | Tue, 19 Jan 2016 14:09:56 -0800 |
parents | e39e05d90788 |
children | fcac5dbbf9ed |
rev | line source |
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2928 | 1 /* |
2 | |
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3 Copyright (C) 1996-2015 John W. Eaton |
11523 | 4 Copyright (C) 2008-2009 Jaroslav Hajek |
2928 | 5 |
6 This file is part of Octave. | |
7 | |
8 Octave is free software; you can redistribute it and/or modify it | |
9 under the terms of the GNU General Public License as published by the | |
7016 | 10 Free Software Foundation; either version 3 of the License, or (at your |
11 option) any later version. | |
2928 | 12 |
13 Octave is distributed in the hope that it will be useful, but WITHOUT | |
14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
16 for more details. | |
17 | |
18 You should have received a copy of the GNU General Public License | |
7016 | 19 along with Octave; see the file COPYING. If not, see |
20 <http://www.gnu.org/licenses/>. | |
2928 | 21 |
22 */ | |
23 | |
3911 | 24 // Author: A. S. Hodel <scotte@eng.auburn.edu> |
2928 | 25 |
26 #ifdef HAVE_CONFIG_H | |
27 #include <config.h> | |
28 #endif | |
29 | |
30 #include <string> | |
31 | |
32 #include "CmplxAEPBAL.h" | |
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33 #include "fCmplxAEPBAL.h" |
2928 | 34 #include "dbleAEPBAL.h" |
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35 #include "floatAEPBAL.h" |
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36 #include "CmplxGEPBAL.h" |
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37 #include "fCmplxGEPBAL.h" |
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38 #include "dbleGEPBAL.h" |
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39 #include "floatGEPBAL.h" |
4153 | 40 #include "quit.h" |
2928 | 41 |
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42 #include "defun.h" |
2928 | 43 #include "error.h" |
3181 | 44 #include "f77-fcn.h" |
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45 #include "errwarn.h" |
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46 #include "ovl.h" |
2928 | 47 #include "utils.h" |
48 | |
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49 DEFUN (balance, args, nargout, |
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50 "-*- texinfo -*-\n\ |
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51 @deftypefn {} {@var{AA} =} balance (@var{A})\n\ |
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52 @deftypefnx {} {@var{AA} =} balance (@var{A}, @var{opt})\n\ |
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53 @deftypefnx {} {[@var{DD}, @var{AA}] =} balance (@var{A}, @var{opt})\n\ |
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54 @deftypefnx {} {[@var{D}, @var{P}, @var{AA}] =} balance (@var{A}, @var{opt})\n\ |
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55 @deftypefnx {} {[@var{CC}, @var{DD}, @var{AA}, @var{BB}] =} balance (@var{A}, @var{B}, @var{opt})\n\ |
2928 | 56 \n\ |
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57 Balance the matrix @var{A} to reduce numerical errors in future\n\ |
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58 calculations.\n\ |
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59 \n\ |
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60 Compute @code{@var{AA} = @var{DD} \\ @var{A} * @var{DD}} in which @var{AA}\n\ |
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61 is a matrix whose row and column norms are roughly equal in magnitude, and\n\ |
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62 @code{@var{DD} = @var{P} * @var{D}}, in which @var{P} is a permutation\n\ |
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63 matrix and @var{D} is a diagonal matrix of powers of two. This allows the\n\ |
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64 equilibration to be computed without round-off. Results of eigenvalue\n\ |
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65 calculation are typically improved by balancing first.\n\ |
2928 | 66 \n\ |
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67 If two output values are requested, @code{balance} returns\n\ |
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68 the diagonal @var{D} and the permutation @var{P} separately as vectors.\n\ |
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69 In this case, @code{@var{DD} = eye(n)(:,@var{P}) * diag (@var{D})}, where\n\ |
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70 @math{n} is the matrix size.\n\ |
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71 \n\ |
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72 If four output values are requested, compute @code{@var{AA} =\n\ |
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73 @var{CC}*@var{A}*@var{DD}} and @code{@var{BB} = @var{CC}*@var{B}*@var{DD}},\n\ |
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74 in which @var{AA} and @var{BB} have nonzero elements of approximately the\n\ |
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75 same magnitude and @var{CC} and @var{DD} are permuted diagonal matrices as\n\ |
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76 in @var{DD} for the algebraic eigenvalue problem.\n\ |
3372 | 77 \n\ |
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78 The eigenvalue balancing option @var{opt} may be one of:\n\ |
2928 | 79 \n\ |
3372 | 80 @table @asis\n\ |
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81 @item @qcode{\"noperm\"}, @qcode{\"S\"}\n\ |
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82 Scale only; do not permute.\n\ |
3372 | 83 \n\ |
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84 @item @qcode{\"noscal\"}, @qcode{\"P\"}\n\ |
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85 Permute only; do not scale.\n\ |
3372 | 86 @end table\n\ |
2928 | 87 \n\ |
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88 Algebraic eigenvalue balancing uses standard @sc{lapack} routines.\n\ |
3372 | 89 \n\ |
90 Generalized eigenvalue problem balancing uses Ward's algorithm\n\ | |
91 (SIAM Journal on Scientific and Statistical Computing, 1981).\n\ | |
92 @end deftypefn") | |
2928 | 93 { |
94 int nargin = args.length (); | |
95 | |
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96 if (nargin < 1 || nargin > 3 || nargout < 0) |
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97 print_usage (); |
2928 | 98 |
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99 octave_value_list retval; |
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100 |
3181 | 101 // determine if it's AEP or GEP |
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102 bool AEPcase = nargin == 1 || args(1).is_string (); |
2928 | 103 |
3181 | 104 // problem dimension |
5275 | 105 octave_idx_type nn = args(0).rows (); |
2928 | 106 |
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107 if (nn != args(0).columns ()) |
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108 err_square_matrix_required ("balance", "A"); |
2928 | 109 |
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110 bool isfloat = args(0).is_single_type () |
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111 || (! AEPcase && args(1).is_single_type ()); |
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112 |
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113 bool complex_case = args(0).is_complex_type () |
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114 || (! AEPcase && args(1).is_complex_type ()); |
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115 |
2928 | 116 // Extract argument 1 parameter for both AEP and GEP. |
117 Matrix aa; | |
118 ComplexMatrix caa; | |
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119 FloatMatrix faa; |
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120 FloatComplexMatrix fcaa; |
3185 | 121 |
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122 if (isfloat) |
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123 { |
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124 if (complex_case) |
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125 fcaa = args(0).float_complex_matrix_value (); |
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126 else |
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127 faa = args(0).float_matrix_value (); |
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128 } |
3185 | 129 else |
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130 { |
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131 if (complex_case) |
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132 caa = args(0).complex_matrix_value (); |
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133 else |
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134 aa = args(0).matrix_value (); |
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135 } |
3185 | 136 |
2928 | 137 // Treat AEP/GEP cases. |
3185 | 138 if (AEPcase) |
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139 { |
3185 | 140 // Algebraic eigenvalue problem. |
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141 bool noperm = false; |
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142 bool noscal = false; |
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143 if (nargin > 1) |
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144 { |
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145 std::string a1s = args(1).string_value (); |
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146 noperm = a1s == "noperm" || a1s == "S"; |
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147 noscal = a1s == "noscal" || a1s == "P"; |
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148 } |
3185 | 149 |
150 // balance the AEP | |
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151 if (isfloat) |
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152 { |
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153 if (complex_case) |
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154 { |
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155 FloatComplexAEPBALANCE result (fcaa, noperm, noscal); |
2928 | 156 |
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157 if (nargout == 0 || nargout == 1) |
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158 retval = ovl (result.balanced_matrix ()); |
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159 else if (nargout == 2) |
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160 retval = ovl (result.balancing_matrix (), |
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161 result.balanced_matrix ()); |
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162 else |
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163 retval = ovl (result.scaling_vector (), |
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164 result.permuting_vector (), |
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165 result.balanced_matrix ()); |
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166 } |
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167 else |
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168 { |
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169 FloatAEPBALANCE result (faa, noperm, noscal); |
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170 |
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171 if (nargout == 0 || nargout == 1) |
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172 retval = ovl (result.balanced_matrix ()); |
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173 else if (nargout == 2) |
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174 retval = ovl (result.balancing_matrix (), |
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175 result.balanced_matrix ()); |
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176 else |
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177 retval = ovl (result.scaling_vector (), |
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178 result.permuting_vector (), |
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179 result.balanced_matrix ()); |
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180 } |
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181 } |
3181 | 182 else |
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183 { |
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184 if (complex_case) |
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185 { |
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186 ComplexAEPBALANCE result (caa, noperm, noscal); |
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188 if (nargout == 0 || nargout == 1) |
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189 retval = ovl (result.balanced_matrix ()); |
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190 else if (nargout == 2) |
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191 retval = ovl (result.balancing_matrix (), |
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192 result.balanced_matrix ()); |
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193 else |
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194 retval = ovl (result.scaling_vector (), |
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195 result.permuting_vector (), |
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196 result.balanced_matrix ()); |
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197 } |
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198 else |
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199 { |
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200 AEPBALANCE result (aa, noperm, noscal); |
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201 |
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202 if (nargout == 0 || nargout == 1) |
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203 retval = ovl (result.balanced_matrix ()); |
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204 else if (nargout == 2) |
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205 retval = ovl (result.balancing_matrix (), |
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206 result.balanced_matrix ()); |
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207 else |
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208 retval = ovl (result.scaling_vector (), |
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209 result.permuting_vector (), |
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210 result.balanced_matrix ()); |
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211 } |
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212 } |
3181 | 213 } |
214 else | |
215 { | |
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216 std::string bal_job; |
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217 if (nargout == 1) |
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218 warning ("balance: used GEP, should have two output arguments"); |
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219 |
3185 | 220 // Generalized eigenvalue problem. |
221 if (nargin == 2) | |
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222 bal_job = "B"; |
3185 | 223 else |
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224 bal_job = args(2).xstring_value ("balance: OPT argument must be a string"); |
3185 | 225 |
226 if ((nn != args(1).columns ()) || (nn != args(1).rows ())) | |
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227 err_nonconformant (); |
3185 | 228 |
229 Matrix bb; | |
230 ComplexMatrix cbb; | |
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231 FloatMatrix fbb; |
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232 FloatComplexMatrix fcbb; |
3185 | 233 |
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234 if (isfloat) |
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235 { |
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236 if (complex_case) |
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237 fcbb = args(1).float_complex_matrix_value (); |
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238 else |
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239 fbb = args(1).float_matrix_value (); |
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240 } |
3185 | 241 else |
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242 { |
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243 if (complex_case) |
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244 cbb = args(1).complex_matrix_value (); |
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245 else |
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246 bb = args(1).matrix_value (); |
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247 } |
4153 | 248 |
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249 // balance the GEP |
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250 if (isfloat) |
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251 { |
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252 if (complex_case) |
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253 { |
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254 FloatComplexGEPBALANCE result (fcaa, fcbb, bal_job); |
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255 |
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256 switch (nargout) |
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257 { |
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258 case 4: |
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259 retval(3) = result.balanced_matrix2 (); |
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260 // fall through |
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261 case 3: |
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262 retval(2) = result.balanced_matrix (); |
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263 retval(1) = result.balancing_matrix2 (); |
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264 retval(0) = result.balancing_matrix (); |
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265 break; |
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266 case 2: |
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267 retval(1) = result.balancing_matrix2 (); |
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268 // fall through |
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269 case 1: |
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270 retval(0) = result.balancing_matrix (); |
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271 break; |
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272 default: |
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273 error ("balance: invalid number of output arguments"); |
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274 break; |
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275 } |
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276 } |
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277 else |
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278 { |
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279 FloatGEPBALANCE result (faa, fbb, bal_job); |
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280 |
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281 switch (nargout) |
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282 { |
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283 case 4: |
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284 retval(3) = result.balanced_matrix2 (); |
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285 // fall through |
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286 case 3: |
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287 retval(2) = result.balanced_matrix (); |
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288 retval(1) = result.balancing_matrix2 (); |
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289 retval(0) = result.balancing_matrix (); |
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290 break; |
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291 case 2: |
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292 retval(1) = result.balancing_matrix2 (); |
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293 // fall through |
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294 case 1: |
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295 retval(0) = result.balancing_matrix (); |
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296 break; |
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297 default: |
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298 error ("balance: invalid number of output arguments"); |
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299 break; |
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300 } |
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301 } |
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302 } |
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303 else |
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304 { |
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305 if (complex_case) |
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306 { |
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307 ComplexGEPBALANCE result (caa, cbb, bal_job); |
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308 |
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309 switch (nargout) |
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310 { |
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311 case 4: |
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312 retval(3) = result.balanced_matrix2 (); |
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313 // fall through |
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314 case 3: |
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315 retval(2) = result.balanced_matrix (); |
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316 retval(1) = result.balancing_matrix2 (); |
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317 retval(0) = result.balancing_matrix (); |
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318 break; |
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319 case 2: |
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320 retval(1) = result.balancing_matrix2 (); |
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321 // fall through |
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322 case 1: |
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323 retval(0) = result.balancing_matrix (); |
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324 break; |
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325 default: |
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326 error ("balance: invalid number of output arguments"); |
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327 break; |
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328 } |
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329 } |
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330 else |
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331 { |
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332 GEPBALANCE result (aa, bb, bal_job); |
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333 |
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334 switch (nargout) |
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335 { |
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336 case 4: |
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337 retval(3) = result.balanced_matrix2 (); |
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338 // fall through |
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339 case 3: |
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340 retval(2) = result.balanced_matrix (); |
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341 retval(1) = result.balancing_matrix2 (); |
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342 retval(0) = result.balancing_matrix (); |
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343 break; |
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344 case 2: |
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345 retval(1) = result.balancing_matrix2 (); |
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346 // fall through |
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347 case 1: |
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348 retval(0) = result.balancing_matrix (); |
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349 break; |
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350 default: |
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351 error ("balance: invalid number of output arguments"); |
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352 break; |
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353 } |
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354 } |
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355 } |
2928 | 356 } |
3185 | 357 |
2928 | 358 return retval; |
359 } |