Mercurial > octave
annotate libinterp/corefcn/ordschur.cc @ 19747:56157a7505ed
Add new ordschur function.
* libinterp/corefcn/ordschur.cc: New file.
* libinterp/corefcn/module.mk: Include it in the list of source files.
* scripts/help/__unimplemented__.m: Remove ordschur from the list of unimplemented functions.
* doc/interpreter/linalg.txi: Add it to the interpreter manual.
* NEWS: Mention it.
* libinterp/corefcn/schur.cc (schur): Reference it from the documentation of the schur function.
Thanks to Carnë Draug for improving the original patch, and to Mike Miller for reviewing it and suggesting improvements.
author | Sébastien Villemot <sebastien@debian.org> |
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date | Sat, 07 Feb 2015 21:51:20 +0100 |
parents | |
children | ca7599ae464d |
rev | line source |
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19747
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1 /* |
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2 |
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3 Copyright (C) 2015 Sébastien Villemot <sebastien@debian.org> |
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4 |
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5 This file is part of Octave. |
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6 |
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7 Octave is free software; you can redistribute it and/or modify it |
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8 under the terms of the GNU General Public License as published by the |
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9 Free Software Foundation; either version 3 of the License, or (at your |
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10 option) any later version. |
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11 |
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12 Octave is distributed in the hope that it will be useful, but WITHOUT |
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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15 for more details. |
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16 |
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17 You should have received a copy of the GNU General Public License |
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18 along with Octave; see the file COPYING. If not, see |
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19 <http://www.gnu.org/licenses/>. |
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20 |
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21 */ |
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22 |
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23 #ifdef HAVE_CONFIG_H |
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24 #include <config.h> |
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25 #endif |
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26 |
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27 #include "defun.h" |
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28 #include "error.h" |
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29 #include "oct-obj.h" |
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30 #include "f77-fcn.h" |
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31 |
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32 extern "C" |
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33 { |
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34 F77_RET_T |
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35 F77_FUNC (dtrsen, DTRSEN) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, |
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36 const octave_idx_type*, const octave_idx_type&, |
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37 double*, const octave_idx_type&, double*, const octave_idx_type&, |
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38 double*, double*, octave_idx_type&, double&, double&, double*, |
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39 const octave_idx_type&, octave_idx_type*, |
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40 const octave_idx_type&, octave_idx_type&); |
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41 |
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42 F77_RET_T |
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43 F77_FUNC (ztrsen, ZTRSEN) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, |
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44 const octave_idx_type*, const octave_idx_type&, |
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45 Complex*, const octave_idx_type&, Complex*, const octave_idx_type&, |
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46 Complex*, octave_idx_type&, double&, double&, Complex*, |
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47 const octave_idx_type&, octave_idx_type &); |
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48 |
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49 F77_RET_T |
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50 F77_FUNC (strsen, STRSEN) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, |
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51 const octave_idx_type*, const octave_idx_type&, |
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52 float*, const octave_idx_type&, float*, const octave_idx_type&, |
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53 float*, float*, octave_idx_type&, float&, float&, float*, |
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54 const octave_idx_type&, octave_idx_type*, |
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55 const octave_idx_type&, octave_idx_type&); |
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56 |
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57 F77_RET_T |
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58 F77_FUNC (ctrsen, CTRSEN) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, |
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59 const octave_idx_type*, const octave_idx_type&, |
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60 FloatComplex*, const octave_idx_type&, FloatComplex*, const octave_idx_type&, |
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61 FloatComplex*, octave_idx_type&, float&, float&, FloatComplex*, |
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62 const octave_idx_type&, octave_idx_type &); |
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63 } |
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64 |
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65 DEFUN (ordschur, args, , |
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66 "-*- texinfo -*-\n\ |
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67 @deftypefn {Loadable Function} {[@var{UR}, @var{SR}] =} ordschur (@var{U}, @var{S}, @var{select})\n\ |
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68 Reorders the real Schur factorization (@var{U},@var{S}) obtained with the\n\ |
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69 @code{schur} function, so that selected eigenvalues appear in the upper left\n\ |
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70 diagonal blocks of the quasi triangular Schur matrix.\n\ |
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71 The logical vector @var{select} specifies the selected eigenvalues as they\n\ |
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72 appear along @var{S}'s diagonal.\n\ |
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73 \n\ |
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74 For example, given the matrix @code{@var{A} = [1, 2; 3, 4]}, and its Schur\n\ |
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75 decomposition\n\ |
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76 \n\ |
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77 @example\n\ |
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78 [@var{U}, @var{S}] = schur (@var{A})\n\ |
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79 @end example\n\ |
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80 \n\ |
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81 which returns\n\ |
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82 \n\ |
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83 @example\n\ |
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84 @group\n\ |
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85 @var{U} =\n\ |
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86 \n\ |
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87 -0.82456 -0.56577\n\ |
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88 0.56577 -0.82456\n\ |
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89 \n\ |
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90 @var{S} =\n\ |
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91 \n\ |
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92 -0.37228 -1.00000\n\ |
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93 0.00000 5.37228\n\ |
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94 \n\ |
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95 @end group\n\ |
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96 @end example\n\ |
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97 \n\ |
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98 It is possible to reorder the decomposition so that the positive eigenvalue is\n\ |
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99 in the upper left corner, by doing:\n\ |
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100 \n\ |
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101 @example\n\ |
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102 [@var{U}, @var{S}] = ordschur (@var{U}, @var{S}, [0,1])\n\ |
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103 @end example\n\ |
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104 \n\ |
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105 @seealso{schur}\n\ |
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106 @end deftypefn") |
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107 { |
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108 const octave_idx_type nargin = args.length (); |
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109 octave_value_list retval; |
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110 |
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111 if (nargin != 3) |
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112 { |
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113 print_usage (); |
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114 return retval; |
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115 } |
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116 |
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117 const Array<octave_idx_type> sel = args(2).octave_idx_type_vector_value (); |
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118 if (error_state) |
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119 { |
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120 error ("ordschur: SELECT must be an array of integers"); |
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121 return retval; |
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122 } |
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123 const octave_idx_type n = sel.numel (); |
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124 |
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125 const dim_vector dimU = args(0).dims (); |
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126 const dim_vector dimS = args(1).dims (); |
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127 if (n != dimU(0)) |
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128 { |
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129 error ("ordschur: SELECT must have same length as the sides of U and S"); |
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130 return retval; |
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131 } |
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132 else if (n != dimU(0) || n != dimS(0) || n != dimU(1) || n != dimS(1)) |
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133 { |
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134 error ("ordschur: U and S must be square and of equal sizes"); |
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135 return retval; |
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136 } |
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137 |
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138 const bool double_type = args(0).is_double_type () |
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139 || args(1).is_double_type (); |
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140 const bool complex_type = args(0).is_complex_type () |
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141 || args(1).is_complex_type (); |
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142 |
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143 #define PREPARE_ARGS(TYPE, TYPE_M, TYPE_COND) \ |
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144 TYPE ## Matrix U = args(0).TYPE_M ## _value (); \ |
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145 TYPE ## Matrix S = args(1).TYPE_M ## _value (); \ |
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146 if (error_state) \ |
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147 { \ |
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148 error ("ordschur: U and S must be real or complex floating point matrices"); \ |
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149 return retval; \ |
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150 } \ |
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151 TYPE ## Matrix w (dim_vector (n, 1)); \ |
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152 TYPE ## Matrix work (dim_vector (n, 1)); \ |
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153 octave_idx_type m; \ |
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154 octave_idx_type info; \ |
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155 TYPE_COND cond1, cond2; |
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156 |
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157 #define PREPARE_OUTPUT()\ |
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158 if (info != 0) \ |
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159 { \ |
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160 error ("ordschur: trsen failed"); \ |
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161 return retval; \ |
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162 } \ |
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163 retval(0) = U; \ |
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164 retval(1) = S; \ |
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165 |
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166 if (double_type) |
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167 { |
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168 if (complex_type) |
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169 { |
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170 PREPARE_ARGS (Complex, complex_matrix, double) |
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171 |
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172 F77_XFCN (ztrsen, ztrsen, |
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173 (F77_CONST_CHAR_ARG ("N"), F77_CONST_CHAR_ARG ("V"), |
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174 sel.data (), n, S.fortran_vec (), n, U.fortran_vec (), n, |
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175 w.fortran_vec (), m, cond1, cond2, work.fortran_vec (), n, |
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176 info)); |
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177 PREPARE_OUTPUT() |
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178 } |
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179 else |
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180 { |
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181 PREPARE_ARGS (, matrix, double) |
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182 Matrix wi (dim_vector (n, 1)); |
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183 Array<octave_idx_type> iwork (dim_vector (n, 1)); |
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184 |
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185 F77_XFCN (dtrsen, dtrsen, |
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186 (F77_CONST_CHAR_ARG ("N"), F77_CONST_CHAR_ARG ("V"), |
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187 sel.data (), n, S.fortran_vec (), n, U.fortran_vec (), n, |
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188 w.fortran_vec (), wi.fortran_vec (), m, cond1, cond2, |
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189 work.fortran_vec (), n, iwork.fortran_vec (), n, info)); |
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190 PREPARE_OUTPUT () |
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191 } |
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192 } |
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193 else |
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194 { |
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195 if (complex_type) |
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196 { |
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197 PREPARE_ARGS (FloatComplex, float_complex_matrix, float) |
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198 |
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199 F77_XFCN (ctrsen, ctrsen, |
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200 (F77_CONST_CHAR_ARG ("N"), F77_CONST_CHAR_ARG ("V"), |
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201 sel.data (), n, S.fortran_vec (), n, U.fortran_vec (), n, |
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202 w.fortran_vec (), m, cond1, cond2, work.fortran_vec (), n, |
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203 info)); |
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204 PREPARE_OUTPUT () |
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205 } |
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206 else |
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diff
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207 { |
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208 PREPARE_ARGS (Float, float_matrix, float) |
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209 FloatMatrix wi (dim_vector (n, 1)); |
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210 Array<octave_idx_type> iwork (dim_vector (n, 1)); |
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diff
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211 |
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212 F77_XFCN (strsen, strsen, |
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213 (F77_CONST_CHAR_ARG ("N"), F77_CONST_CHAR_ARG ("V"), |
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|
214 sel.data (), n, S.fortran_vec (), n, U.fortran_vec (), n, |
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|
215 w.fortran_vec (), wi.fortran_vec (), m, cond1, cond2, |
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|
216 work.fortran_vec (), n, iwork.fortran_vec (), n, info)); |
56157a7505ed
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diff
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|
217 PREPARE_OUTPUT () |
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diff
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|
218 } |
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diff
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|
219 } |
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|
220 |
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221 #undef PREPARE_ARGS |
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222 #undef PREPARE_OUTPUT |
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|
223 |
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224 return retval; |
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|
225 } |
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|
226 |
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diff
changeset
|
227 /* |
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diff
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|
228 |
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229 %!test |
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230 %! A = [1, 2, 3, -2; 4, 5, 6, -5 ; 7, 8, 9, -5; 10, 11, 12, 4 ]; |
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231 %! [U, T] = schur (A); |
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232 %! [US, TS] = ordschur (U, T, [ 0, 0, 1, 1 ]); |
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233 %! assert (US*TS*US', A, sqrt (eps)) |
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|
234 %! assert (diag (T)(3:4), diag (TS)(1:2), sqrt (eps)) |
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|
235 |
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diff
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|
236 %!test |
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237 %! A = [1, 2, 3, -2; 4, 5, 6, -5 ; 7, 8, 9, -5; 10, 11, 12, 4 ]; |
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238 %! [U, T] = schur (A); |
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|
239 %! [US, TS] = ordschur (single (U), single (T), [ 0, 0, 1, 1 ]); |
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|
240 %! assert (US*TS*US', A, sqrt (eps ("single"))) |
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241 %! assert (diag (T)(3:4), diag (TS)(1:2), sqrt (eps ("single"))) |
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diff
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|
242 |
56157a7505ed
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diff
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|
243 %!test |
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|
244 %! A = [1, 2, 3, -2; 4, 5, 6, -5 ; 7, 8, 9, -5; 10, 11, 12, 4+3i ]; |
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245 %! [U, T] = schur (A); |
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|
246 %! [US, TS] = ordschur (U, T, [ 0, 0, 1, 1 ]); |
56157a7505ed
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|
247 %! assert (US*TS*US', A, sqrt (eps)) |
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|
248 %! assert (diag (T)(3:4), diag (TS)(1:2), sqrt (eps)) |
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|
249 |
56157a7505ed
Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
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250 %!test |
56157a7505ed
Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
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251 %! A = [1, 2, 3, -2; 4, 5, 6, -5 ; 7, 8, 9, -5; 10, 11, 12, 4+3i ]; |
56157a7505ed
Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
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252 %! [U, T] = schur (A); |
56157a7505ed
Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
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253 %! [US, TS] = ordschur (single (U), single (T), [ 0, 0, 1, 1 ]); |
56157a7505ed
Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
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254 %! assert (US*TS*US', A, sqrt (eps ("single"))) |
56157a7505ed
Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
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255 %! assert (diag (T)(3:4), diag (TS)(1:2), sqrt (eps ("single"))) |
56157a7505ed
Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
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256 |
56157a7505ed
Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
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257 */ |