Mercurial > octave
annotate src/DLD-FUNCTIONS/eigs.cc @ 8417:654bcfb937bf
Add the eigs and svds functions
author | David Bateman <dbateman@free.fr> |
---|---|
date | Tue, 23 Dec 2008 08:28:23 +0100 |
parents | |
children | 9038f311c1a8 |
rev | line source |
---|---|
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1 /* |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
2 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
3 Copyright (C) 2005 David Bateman |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
4 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
5 This file is part of Octave. |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
6 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
7 Octave is free software; you can redistribute it and/or modify it |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
8 under the terms of the GNU General Public License as published by the |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
9 Free Software Foundation; either version 3 of the License, or (at your |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
10 option) any later version. |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
11 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
12 Octave is distributed in the hope that it will be useful, but WITHOUT |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
15 for more details. |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
16 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
17 You should have received a copy of the GNU General Public License |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
18 along with Octave; see the file COPYING. If not, see |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
19 <http://www.gnu.org/licenses/>. |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
20 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
21 */ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
22 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
23 #ifdef HAVE_CONFIG_H |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
24 #include <config.h> |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
25 #endif |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
26 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
27 #include "ov.h" |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
28 #include "defun-dld.h" |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
29 #include "error.h" |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
30 #include "gripes.h" |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
31 #include "quit.h" |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
32 #include "variables.h" |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
33 #include "ov-re-sparse.h" |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
34 #include "ov-cx-sparse.h" |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
35 #include "oct-map.h" |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
36 #include "pager.h" |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
37 #include "unwind-prot.h" |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
38 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
39 #include "eigs-base.cc" |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
40 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
41 // Global pointer for user defined function. |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
42 static octave_function *eigs_fcn = 0; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
43 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
44 // Have we warned about imaginary values returned from user function? |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
45 static bool warned_imaginary = false; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
46 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
47 // Is this a recursive call? |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
48 static int call_depth = 0; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
49 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
50 ColumnVector |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
51 eigs_func (const ColumnVector &x, int &eigs_error) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
52 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
53 ColumnVector retval; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
54 octave_value_list args; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
55 args(0) = x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
56 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
57 if (eigs_fcn) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
58 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
59 octave_value_list tmp = eigs_fcn->do_multi_index_op (1, args); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
60 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
61 if (error_state) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
62 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
63 eigs_error = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
64 gripe_user_supplied_eval ("eigs"); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
65 return retval; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
66 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
67 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
68 if (tmp.length () && tmp(0).is_defined ()) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
69 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
70 if (! warned_imaginary && tmp(0).is_complex_type ()) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
71 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
72 warning ("eigs: ignoring imaginary part returned from user-supplied function"); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
73 warned_imaginary = true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
74 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
75 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
76 retval = ColumnVector (tmp(0).vector_value ()); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
77 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
78 if (error_state) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
79 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
80 eigs_error = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
81 gripe_user_supplied_eval ("eigs"); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
82 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
83 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
84 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
85 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
86 eigs_error = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
87 gripe_user_supplied_eval ("eigs"); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
88 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
89 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
90 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
91 return retval; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
92 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
93 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
94 ComplexColumnVector |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
95 eigs_complex_func (const ComplexColumnVector &x, int &eigs_error) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
96 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
97 ComplexColumnVector retval; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
98 octave_value_list args; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
99 args(0) = x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
100 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
101 if (eigs_fcn) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
102 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
103 octave_value_list tmp = eigs_fcn->do_multi_index_op (1, args); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
104 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
105 if (error_state) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
106 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
107 eigs_error = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
108 gripe_user_supplied_eval ("eigs"); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
109 return retval; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
110 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
111 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
112 if (tmp.length () && tmp(0).is_defined ()) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
113 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
114 retval = ComplexColumnVector (tmp(0).complex_vector_value ()); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
115 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
116 if (error_state) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
117 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
118 eigs_error = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
119 gripe_user_supplied_eval ("eigs"); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
120 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
121 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
122 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
123 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
124 eigs_error = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
125 gripe_user_supplied_eval ("eigs"); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
126 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
127 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
128 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
129 return retval; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
130 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
131 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
132 DEFUN_DLD (eigs, args, nargout, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
133 "-*- texinfo -*-\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
134 @deftypefn {Loadable Function} {@var{d}} = eigs (@var{a})\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
135 @deftypefnx {Loadable Function} {@var{d}} = eigs (@var{a}, @var{k})\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
136 @deftypefnx {Loadable Function} {@var{d}} = eigs (@var{a}, @var{k}, @var{sigma})\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
137 @deftypefnx {Loadable Function} {@var{d}} = eigs (@var{a}, @var{k}, @var{sigma},@var{opts})\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
138 @deftypefnx {Loadable Function} {@var{d}} = eigs (@var{a}, @var{b})\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
139 @deftypefnx {Loadable Function} {@var{d}} = eigs (@var{a}, @var{b}, @var{k})\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
140 @deftypefnx {Loadable Function} {@var{d}} = eigs (@var{a}, @var{b}, @var{k}, @var{sigma})\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
141 @deftypefnx {Loadable Function} {@var{d}} = eigs (@var{a}, @var{b}, @var{k}, @var{sigma}, @var{opts})\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
142 @deftypefnx {Loadable Function} {@var{d}} = eigs (@var{af}, @var{n})\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
143 @deftypefnx {Loadable Function} {@var{d}} = eigs (@var{af}, @var{n}, @var{b})\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
144 @deftypefnx {Loadable Function} {@var{d}} = eigs (@var{af}, @var{n}, @var{k})\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
145 @deftypefnx {Loadable Function} {@var{d}} = eigs (@var{af}, @var{n}, @var{b}, @var{k})\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
146 @deftypefnx {Loadable Function} {@var{d}} = eigs (@var{af}, @var{n}, @var{k}, @var{sigma})\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
147 @deftypefnx {Loadable Function} {@var{d}} = eigs (@var{af}, @var{n}, @var{b}, @var{k}, @var{sigma})\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
148 @deftypefnx {Loadable Function} {@var{d}} = eigs (@var{af}, @var{n}, @var{k}, @var{sigma}, @var{opts})\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
149 @deftypefnx {Loadable Function} {@var{d}} = eigs (@var{af}, @var{n}, @var{b}, @var{k}, @var{sigma}, @var{opts})\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
150 @deftypefnx {Loadable Function} {[@var{v}, @var{d}]} = eigs (@var{a}, @dots{})\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
151 @deftypefnx {Loadable Function} {[@var{v}, @var{d}]} = eigs (@var{af}, @var{n}, @dots{})\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
152 @deftypefnx {Loadable Function} {[@var{v}, @var{d}, @var{flag}]} = eigs (@var{a}, @dots{})\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
153 @deftypefnx {Loadable Function} {[@var{v}, @var{d}, @var{flag}]} = eigs (@var{af}, @var{n}, @dots{})\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
154 Calculate a limited number of eigenvalues and eigenvectors of @var{a},\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
155 based on a selection criteria. The number eigenvalues and eigenvectors to\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
156 calculate is given by @var{k} whose default value is 6.\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
157 \n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
158 By default @code{eigs} solve the equation\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
159 @iftex\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
160 @tex\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
161 $A \\nu = \\lambda \\nu$\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
162 @end tex\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
163 @end iftex\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
164 @ifinfo\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
165 @code{A * v = lambda * v}\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
166 @end ifinfo\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
167 , where\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
168 @iftex\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
169 @tex\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
170 $\\lambda$ is a scalar representing one of the eigenvalues, and $\\nu$\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
171 @end tex\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
172 @end iftex\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
173 @ifinfo\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
174 @code{lambda} is a scalar representing one of the eigenvalues, and @code{v}\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
175 @end ifinfo\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
176 is the corresponding eigenvector. If given the positive definite matrix\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
177 @var{B} then @code{eigs} solves the general eigenvalue equation\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
178 @iftex\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
179 @tex\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
180 $A \\nu = \\lambda B \\nu$\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
181 @end tex\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
182 @end iftex\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
183 @ifinfo\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
184 @code{A * v = lambda * B * v}\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
185 @end ifinfo\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
186 .\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
187 \n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
188 The argument @var{sigma} determines which eigenvalues are returned.\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
189 @var{sigma} can be either a scalar or a string. When @var{sigma} is a scalar,\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
190 the @var{k} eigenvalues closest to @var{sigma} are returned. If @var{sigma}\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
191 is a string, it must have one of the values\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
192 \n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
193 @table @asis\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
194 @item 'lm'\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
195 Largest magnitude (default).\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
196 \n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
197 @item 'sm'\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
198 Smallest magnitude.\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
199 \n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
200 @item 'la'\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
201 Largest Algebraic (valid only for real symmetric problems).\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
202 \n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
203 @item 'sa'\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
204 Smallest Algebraic (valid only for real symmetric problems).\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
205 \n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
206 @item 'be'\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
207 Both ends, with one more from the high-end if @var{k} is odd (valid only for\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
208 real symmetric problems).\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
209 \n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
210 @item 'lr'\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
211 Largest real part (valid only for complex or unsymmetric problems).\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
212 \n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
213 @item 'sr'\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
214 Smallest real part (valid only for complex or unsymmetric problems).\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
215 \n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
216 @item 'li'\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
217 Largest imaginary part (valid only for complex or unsymmetric problems).\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
218 \n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
219 @item 'si'\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
220 Smallest imaginary part (valid only for complex or unsymmetric problems).\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
221 @end table\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
222 \n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
223 If @var{opts} is given, it is a structure defining some of the options that\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
224 @code{eigs} should use. The fields of the structure @var{opts} are\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
225 \n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
226 @table @code\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
227 @item issym\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
228 If @var{af} is given, then flags whether the function @var{af} defines a\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
229 symmetric problem. It is ignored if @var{a} is given. The default is false.\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
230 \n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
231 @item isreal\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
232 If @var{af} is given, then flags whether the function @var{af} defines a\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
233 real problem. It is ignored if @var{a} is given. The default is true.\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
234 \n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
235 @item tol\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
236 Defines the required convergence tolerance, given as @code{tol * norm (A)}.\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
237 The default is @code{eps}.\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
238 \n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
239 @item maxit\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
240 The maximum number of iterations. The default is 300.\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
241 \n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
242 @item p\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
243 The number of Lanzcos basis vectors to use. More vectors will result in\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
244 faster convergence, but a larger amount of memory. The optimal value of 'p'\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
245 is problem dependent and should be in the range @var{k} to @var{n}. The\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
246 default value is @code{2 * @var{k}}.\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
247 \n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
248 @item v0\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
249 The starting vector for the computation. The default is to have @sc{Arpack}\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
250 randomly generate a starting vector.\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
251 \n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
252 @item disp\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
253 The level of diagnostic printout. If @code{disp} is 0 then there is no\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
254 printout. The default value is 1.\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
255 \n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
256 @item cholB\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
257 Flag if @code{chol (@var{b})} is passed rather than @var{b}. The default is\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
258 false.\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
259 \n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
260 @item permB\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
261 The permutation vector of the Cholesky factorization of @var{b} if\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
262 @code{cholB} is true. That is @code{chol ( @var{b} (permB, permB))}. The\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
263 default is @code{1:@var{n}}.\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
264 \n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
265 @end table\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
266 \n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
267 It is also possible to represent @var{a} by a function denoted @var{af}.\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
268 @var{af} must be followed by a scalar argument @var{n} defining the length\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
269 of the vector argument accepted by @var{af}. @var{af} can be passed either\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
270 as an inline function, function handle or as a string. In the case where\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
271 @var{af} is passed as a string, the name of the string defines the function\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
272 to use.\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
273 \n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
274 @var{af} is a function of the form @code{function y = af (x), y = @dots{};\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
275 endfunction}, where the required return value of @var{af} is determined by\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
276 the value of @var{sigma}, and are\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
277 \n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
278 @table @code\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
279 @item A * x\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
280 If @var{sigma} is not given or is a string other than 'sm'.\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
281 \n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
282 @item A \\ x\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
283 If @var{sigma} is 'sm'.\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
284 \n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
285 @item (A - sigma * I) \\ x\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
286 for standard eigenvalue problem, where @code{I} is the identity matrix of\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
287 the same size as @code{A}. If @var{sigma} is zero, this reduces the\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
288 @code{A \\ x}.\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
289 \n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
290 @item (A - sigma * B) \\ x\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
291 for the general eigenvalue problem.\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
292 @end table\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
293 \n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
294 The return arguments of @code{eigs} depends on the number of return\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
295 arguments. With a single return argument, a vector @var{d} of length @var{k}\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
296 is returned, represent the @var{k} eigenvalues that have been found. With two\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
297 return arguments, @var{v} is a @var{n}-by-@var{k} matrix whose columns are\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
298 the @var{k} eigenvectors corresponding to the returned eigenvalues. The\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
299 eigenvalues themselves are then returned in @var{d} in the form of a\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
300 @var{n}-by-@var{k} matrix, where the elements on the diagonal are the\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
301 eigenvalues.\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
302 \n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
303 Given a third return argument @var{flag}, @code{eigs} also returns the status\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
304 of the convergence. If @var{flag} is 0, then all eigenvalues have converged,\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
305 otherwise not.\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
306 \n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
307 This function is based on the @sc{Arpack} package, written by R Lehoucq,\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
308 K Maschhoff, D Sorensen and C Yang. For more information see\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
309 @url{http://www.caam.rice.edu/software/ARPACK/}.\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
310 \n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
311 @end deftypefn\n\ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
312 @seealso{eig, svds}") |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
313 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
314 octave_value_list retval; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
315 #ifdef HAVE_ARPACK |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
316 int nargin = args.length (); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
317 std::string fcn_name; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
318 octave_idx_type n = 0; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
319 octave_idx_type k = 6; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
320 Complex sigma = 0.; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
321 double sigmar, sigmai; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
322 bool have_sigma = false; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
323 std::string typ = "LM"; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
324 Matrix amm, bmm, bmt; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
325 ComplexMatrix acm, bcm, bct; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
326 SparseMatrix asmm, bsmm, bsmt; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
327 SparseComplexMatrix ascm, bscm, bsct; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
328 int b_arg = 0; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
329 bool have_b = false; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
330 bool have_a_fun = false; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
331 bool a_is_complex = false; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
332 bool b_is_complex = false; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
333 bool symmetric = false; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
334 bool cholB = false; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
335 bool a_is_sparse = false; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
336 ColumnVector permB; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
337 int arg_offset = 0; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
338 double tol = DBL_EPSILON; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
339 int maxit = 300; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
340 int disp = 0; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
341 octave_idx_type p = -1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
342 ColumnVector resid; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
343 ComplexColumnVector cresid; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
344 octave_idx_type info = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
345 char bmat = 'I'; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
346 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
347 warned_imaginary = false; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
348 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
349 unwind_protect::begin_frame ("Feigs"); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
350 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
351 unwind_protect_int (call_depth); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
352 call_depth++; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
353 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
354 if (call_depth > 1) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
355 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
356 error ("eigs: invalid recursive call"); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
357 if (fcn_name.length()) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
358 clear_function (fcn_name); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
359 unwind_protect::run_frame ("Feigs"); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
360 return retval; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
361 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
362 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
363 if (nargin == 0) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
364 print_usage (); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
365 else if (args(0).is_function_handle () || args(0).is_inline_function () || |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
366 args(0).is_string ()) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
367 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
368 if (args(0).is_string ()) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
369 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
370 std::string name = args(0).string_value (); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
371 std::string fname = "function y = "; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
372 fcn_name = unique_symbol_name ("__eigs_fcn_"); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
373 fname.append (fcn_name); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
374 fname.append ("(x) y = "); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
375 eigs_fcn = extract_function (args(0), "eigs", fcn_name, fname, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
376 "; endfunction"); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
377 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
378 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
379 eigs_fcn = args(0).function_value (); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
380 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
381 if (!eigs_fcn) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
382 error ("eigs: unknown function"); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
383 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
384 if (nargin < 2) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
385 error ("eigs: incorrect number of arguments"); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
386 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
387 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
388 n = args(1).nint_value (); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
389 arg_offset = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
390 have_a_fun = true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
391 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
392 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
393 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
394 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
395 if (args(0).is_complex_type ()) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
396 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
397 if (args(0).is_sparse_type ()) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
398 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
399 ascm = (args(0).sparse_complex_matrix_value()); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
400 a_is_sparse = true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
401 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
402 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
403 acm = (args(0).complex_matrix_value()); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
404 a_is_complex = true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
405 symmetric = false; // ARAPACK doesn't special case complex symmetric |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
406 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
407 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
408 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
409 if (args(0).is_sparse_type ()) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
410 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
411 asmm = (args(0).sparse_matrix_value()); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
412 a_is_sparse = true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
413 symmetric = asmm.is_symmetric(); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
414 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
415 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
416 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
417 amm = (args(0).matrix_value()); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
418 symmetric = amm.is_symmetric(); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
419 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
420 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
421 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
422 // Note hold off reading B till later to avoid issues of double |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
423 // copies of the matrix if B is full/real while A is complex.. |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
424 if (!error_state && nargin > 1 && |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
425 !(args(1).is_real_scalar ())) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
426 if (args(1).is_complex_type ()) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
427 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
428 b_arg = 1+arg_offset; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
429 have_b = true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
430 bmat = 'G'; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
431 b_is_complex = true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
432 arg_offset++; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
433 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
434 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
435 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
436 b_arg = 1+arg_offset; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
437 have_b = true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
438 bmat = 'G'; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
439 arg_offset++; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
440 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
441 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
442 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
443 if (!error_state && nargin > (1+arg_offset)) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
444 k = args(1+arg_offset).nint_value (); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
445 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
446 if (!error_state && nargin > (2+arg_offset)) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
447 if (args(2+arg_offset).is_real_scalar () || |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
448 args(2+arg_offset).is_complex_scalar ()) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
449 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
450 sigma = args(2+arg_offset).complex_value (); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
451 have_sigma = true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
452 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
453 else if (args(2+arg_offset).is_string ()) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
454 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
455 typ = args(2+arg_offset).string_value (); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
456 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
457 // Use STL function to convert to upper case |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
458 transform (typ.begin (), typ.end (), typ.begin (), toupper); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
459 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
460 sigma = 0.; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
461 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
462 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
463 error ("eigs: sigma must be a scalar or a string"); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
464 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
465 sigmar = std::real (sigma); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
466 sigmai = std::imag (sigma); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
467 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
468 if (!error_state && nargin > (3+arg_offset)) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
469 if (args(3+arg_offset).is_map ()) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
470 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
471 Octave_map map = args(3+arg_offset).map_value (); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
472 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
473 // issym is ignored if A is not a function |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
474 if (map.contains ("issym")) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
475 if (have_a_fun) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
476 symmetric = map.contents ("issym")(0).double_value () != 0.; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
477 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
478 // isreal is ignored if A is not a function |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
479 if (map.contains ("isreal")) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
480 if (have_a_fun) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
481 a_is_complex = ! (map.contents ("isreal")(0).double_value () != 0.); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
482 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
483 if (map.contains ("tol")) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
484 tol = map.contents ("tol")(0).double_value (); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
485 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
486 if (map.contains ("maxit")) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
487 maxit = map.contents ("maxit")(0).nint_value (); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
488 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
489 if (map.contains ("p")) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
490 p = map.contents ("p")(0).nint_value (); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
491 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
492 if (map.contains ("v0")) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
493 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
494 if (a_is_complex || b_is_complex) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
495 cresid = ComplexColumnVector |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
496 (map.contents ("v0")(0).complex_vector_value()); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
497 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
498 resid = ColumnVector (map.contents ("v0")(0).vector_value()); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
499 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
500 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
501 if (map.contains ("disp")) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
502 disp = map.contents ("disp")(0).nint_value (); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
503 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
504 if (map.contains ("cholB")) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
505 cholB = map.contents ("cholB")(0).double_value () != 0.; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
506 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
507 if (map.contains ("permB")) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
508 permB = ColumnVector (map.contents ("permB")(0).vector_value ()) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
509 - 1.0; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
510 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
511 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
512 error ("eigs: options argument must be a structure"); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
513 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
514 if (nargin > (4+arg_offset)) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
515 error ("eigs: incorrect number of arguments"); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
516 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
517 if (have_b) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
518 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
519 if (a_is_complex || b_is_complex) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
520 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
521 if (a_is_sparse) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
522 bscm = args(b_arg).sparse_complex_matrix_value (); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
523 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
524 bcm = args(b_arg).complex_matrix_value (); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
525 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
526 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
527 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
528 if (a_is_sparse) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
529 bsmm = args(b_arg).sparse_matrix_value (); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
530 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
531 bmm = args(b_arg).matrix_value (); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
532 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
533 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
534 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
535 // Mode 1 for SM mode seems unstable for some reason. |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
536 // Use Mode 3 instead, with sigma = 0. |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
537 if (!error_state && !have_sigma && typ == "SM") |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
538 have_sigma = true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
539 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
540 if (!error_state) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
541 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
542 octave_idx_type nconv; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
543 if (a_is_complex || b_is_complex) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
544 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
545 ComplexMatrix eig_vec; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
546 ComplexColumnVector eig_val; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
547 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
548 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
549 if (have_a_fun) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
550 nconv = EigsComplexNonSymmetricFunc |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
551 (eigs_complex_func, n, typ, sigma, k, p, info, eig_vec, eig_val, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
552 cresid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
553 else if (have_sigma) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
554 if (a_is_sparse) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
555 nconv = EigsComplexNonSymmetricMatrixShift |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
556 (ascm, sigma, k, p, info, eig_vec, eig_val, bscm, permB, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
557 cresid, octave_stdout, tol, (nargout > 1), cholB, disp, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
558 maxit); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
559 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
560 nconv = EigsComplexNonSymmetricMatrixShift |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
561 (acm, sigma, k, p, info, eig_vec, eig_val, bcm, permB, cresid, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
562 octave_stdout, tol, (nargout > 1), cholB, disp, maxit); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
563 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
564 if (a_is_sparse) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
565 nconv = EigsComplexNonSymmetricMatrix |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
566 (ascm, typ, k, p, info, eig_vec, eig_val, bscm, permB, cresid, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
567 octave_stdout, tol, (nargout > 1), cholB, disp, maxit); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
568 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
569 nconv = EigsComplexNonSymmetricMatrix |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
570 (acm, typ, k, p, info, eig_vec, eig_val, bcm, permB, cresid, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
571 octave_stdout, tol, (nargout > 1), cholB, disp, maxit); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
572 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
573 if (nargout < 2) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
574 retval (0) = eig_val; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
575 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
576 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
577 retval(2) = double (info); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
578 retval(1) = ComplexDiagMatrix (eig_val); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
579 retval(0) = eig_vec; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
580 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
581 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
582 else if (sigmai != 0.) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
583 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
584 // Promote real problem to a complex one. |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
585 ComplexMatrix eig_vec; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
586 ComplexColumnVector eig_val; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
587 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
588 if (have_a_fun) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
589 nconv = EigsComplexNonSymmetricFunc |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
590 (eigs_complex_func, n, typ, sigma, k, p, info, eig_vec, eig_val, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
591 cresid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
592 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
593 if (a_is_sparse) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
594 nconv = EigsComplexNonSymmetricMatrixShift |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
595 (SparseComplexMatrix (asmm), sigma, k, p, info, eig_vec, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
596 eig_val, SparseComplexMatrix (bsmm), permB, cresid, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
597 octave_stdout, tol, (nargout > 1), cholB, disp, maxit); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
598 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
599 nconv = EigsComplexNonSymmetricMatrixShift |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
600 (ComplexMatrix (amm), sigma, k, p, info, eig_vec, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
601 eig_val, ComplexMatrix (bmm), permB, cresid, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
602 octave_stdout, tol, (nargout > 1), cholB, disp, maxit); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
603 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
604 if (nargout < 2) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
605 retval (0) = eig_val; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
606 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
607 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
608 retval(2) = double (info); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
609 retval(1) = ComplexDiagMatrix (eig_val); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
610 retval(0) = eig_vec; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
611 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
612 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
613 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
614 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
615 if (symmetric) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
616 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
617 Matrix eig_vec; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
618 ColumnVector eig_val; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
619 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
620 if (have_a_fun) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
621 nconv = EigsRealSymmetricFunc |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
622 (eigs_func, n, typ, sigmar, k, p, info, eig_vec, eig_val, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
623 resid, octave_stdout, tol, (nargout > 1), cholB, disp, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
624 maxit); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
625 else if (have_sigma) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
626 if (a_is_sparse) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
627 nconv = EigsRealSymmetricMatrixShift |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
628 (asmm, sigmar, k, p, info, eig_vec, eig_val, bsmm, permB, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
629 resid, octave_stdout, tol, (nargout > 1), cholB, disp, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
630 maxit); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
631 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
632 nconv = EigsRealSymmetricMatrixShift |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
633 (amm, sigmar, k, p, info, eig_vec, eig_val, bmm, permB, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
634 resid, octave_stdout, tol, (nargout > 1), cholB, disp, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
635 maxit); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
636 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
637 if (a_is_sparse) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
638 nconv = EigsRealSymmetricMatrix |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
639 (asmm, typ, k, p, info, eig_vec, eig_val, bsmm, permB, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
640 resid, octave_stdout, tol, (nargout > 1), cholB, disp, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
641 maxit); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
642 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
643 nconv = EigsRealSymmetricMatrix |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
644 (amm, typ, k, p, info, eig_vec, eig_val, bmm, permB, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
645 resid, octave_stdout, tol, (nargout > 1), cholB, disp, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
646 maxit); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
647 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
648 if (nargout < 2) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
649 retval (0) = eig_val; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
650 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
651 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
652 retval(2) = double (info); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
653 retval(1) = DiagMatrix (eig_val); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
654 retval(0) = eig_vec; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
655 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
656 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
657 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
658 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
659 ComplexMatrix eig_vec; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
660 ComplexColumnVector eig_val; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
661 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
662 if (have_a_fun) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
663 nconv = EigsRealNonSymmetricFunc |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
664 (eigs_func, n, typ, sigmar, k, p, info, eig_vec, eig_val, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
665 resid, octave_stdout, tol, (nargout > 1), cholB, disp, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
666 maxit); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
667 else if (have_sigma) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
668 if (a_is_sparse) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
669 nconv = EigsRealNonSymmetricMatrixShift |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
670 (asmm, sigmar, k, p, info, eig_vec, eig_val, bsmm, permB, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
671 resid, octave_stdout, tol, (nargout > 1), cholB, disp, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
672 maxit); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
673 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
674 nconv = EigsRealNonSymmetricMatrixShift |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
675 (amm, sigmar, k, p, info, eig_vec, eig_val, bmm, permB, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
676 resid, octave_stdout, tol, (nargout > 1), cholB, disp, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
677 maxit); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
678 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
679 if (a_is_sparse) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
680 nconv = EigsRealNonSymmetricMatrix |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
681 (asmm, typ, k, p, info, eig_vec, eig_val, bsmm, permB, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
682 resid, octave_stdout, tol, (nargout > 1), cholB, disp, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
683 maxit); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
684 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
685 nconv = EigsRealNonSymmetricMatrix |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
686 (amm, typ, k, p, info, eig_vec, eig_val, bmm, permB, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
687 resid, octave_stdout, tol, (nargout > 1), cholB, disp, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
688 maxit); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
689 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
690 if (nargout < 2) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
691 retval (0) = eig_val; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
692 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
693 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
694 retval(2) = double (info); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
695 retval(1) = ComplexDiagMatrix (eig_val); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
696 retval(0) = eig_vec; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
697 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
698 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
699 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
700 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
701 if (nconv <= 0) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
702 warning ("eigs: None of the %d requested eigenvalues converged", k); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
703 else if (nconv < k) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
704 warning ("eigs: Only %d of the %d requested eigenvalues converged", |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
705 nconv, k); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
706 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
707 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
708 if (! fcn_name.empty ()) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
709 clear_function (fcn_name); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
710 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
711 unwind_protect::run_frame ("Feigs"); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
712 #else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
713 error ("eigs: not available in this version of Octave"); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
714 #endif |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
715 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
716 return retval; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
717 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
718 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
719 /* #### SPARSE MATRIX VERSIONS #### */ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
720 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
721 /* |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
722 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
723 %% Real positive definite tests, n must be even |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
724 %!shared n, k, A, d0, d2 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
725 %! n = 20; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
726 %! k = 4; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
727 %! A = sparse([3:n,1:n,1:(n-2)],[1:(n-2),1:n,3:n],[ones(1,n-2),4*ones(1,n),ones(1,n-2)]); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
728 %! d0 = eig (A); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
729 %! d2 = sort(d0); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
730 %! [dum, idx] = sort( abs(d0)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
731 %! d0 = d0(idx); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
732 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
733 %! d1 = eigs (A, k); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
734 %! assert (d1, d0(end:-1:(end-k+1)), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
735 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
736 %! d1 = eigs (A,k+1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
737 %! assert (d1, d0(end:-1:(end-k)),1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
738 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
739 %! d1 = eigs (A, k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
740 %! assert (d1, d0(end:-1:(end-k+1)), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
741 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
742 %! d1 = eigs (A, k, 'sm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
743 %! assert (d1, d0(k:-1:1), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
744 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
745 %! d1 = eigs (A, k, 'la'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
746 %! assert (d1, d2(end:-1:(end-k+1)), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
747 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
748 %! d1 = eigs (A, k, 'sa'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
749 %! assert (d1, d2(1:k), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
750 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
751 %! d1 = eigs (A, k, 'be'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
752 %! assert (d1, d2([1:floor(k/2), (end - ceil(k/2) + 1):end]), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
753 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
754 %! d1 = eigs (A, k+1, 'be'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
755 %! assert (d1, d2([1:floor((k+1)/2), (end - ceil((k+1)/2) + 1):end]), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
756 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
757 %! d1 = eigs (A, k, 4.1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
758 %! [dum,idx0] = sort (abs(d0 - 4.1)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
759 %! [dum,idx1] = sort (abs(d1 - 4.1)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
760 %! assert (d1(idx1), d0(idx0(1:k)), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
761 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
762 %! d1 = eigs(A, speye(n), k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
763 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
764 %!assert (eigs(A,k,4.1), eigs(A,speye(n),k,4.1), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
765 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
766 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
767 %! d1 = eigs(A, speye(n), k, 'lm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
768 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
769 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
770 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
771 %! q = [2:n,1]; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
772 %! opts.permB=q; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
773 %! d1 = eigs(A, speye(n)(q,q), k, 'lm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
774 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
775 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
776 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
777 %! d1 = eigs(A, speye(n), k, 4.1, opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
778 %! assert (abs(d1), eigs(A,k,4.1), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
779 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
780 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
781 %! q = [2:n,1]; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
782 %! opts.permB=q; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
783 %! d1 = eigs(A, speye(n)(q,q), k, 4.1, opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
784 %! assert (abs(d1), eigs(A,k,4.1), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
785 %!assert (eigs(A,k,4.1), eigs(A,speye(n),k,4.1), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
786 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
787 %! fn = @(x) A * x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
788 %! opts.issym = 1; opts.isreal = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
789 %! d1 = eigs (fn, n, k, 'lm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
790 %! assert (d1, d0(end:-1:(end-k+1)), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
791 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
792 %! fn = @(x) A \ x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
793 %! opts.issym = 1; opts.isreal = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
794 %! d1 = eigs (fn, n, k, 'sm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
795 %! assert (d1, d0(k:-1:1), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
796 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
797 %! fn = @(x) (A - 4.1 * eye(n)) \ x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
798 %! opts.issym = 1; opts.isreal = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
799 %! d1 = eigs (fn, n, k, 4.1, opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
800 %! assert (d1, eigs(A,k,4.1), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
801 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
802 %! [v1,d1] = eigs(A, k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
803 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
804 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
805 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
806 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
807 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
808 %! [v1,d1] = eigs(A, k, 'sm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
809 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
810 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
811 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
812 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
813 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
814 %! [v1,d1] = eigs(A, k, 'la'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
815 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
816 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
817 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
818 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
819 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
820 %! [v1,d1] = eigs(A, k, 'sa'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
821 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
822 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
823 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
824 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
825 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
826 %! [v1,d1] = eigs(A, k, 'be'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
827 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
828 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
829 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
830 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
831 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
832 */ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
833 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
834 /* |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
835 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
836 %% Real unsymmetric tests |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
837 %!shared n, k, A, d0 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
838 %! n = 20; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
839 %! k = 4; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
840 %! A = sparse([3:n,1:n,1:(n-2)],[1:(n-2),1:n,3:n],[ones(1,n-2),1:n,-ones(1,n-2)]); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
841 %! d0 = eig (A); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
842 %! [dum, idx] = sort(abs(d0)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
843 %! d0 = d0(idx); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
844 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
845 %! d1 = eigs (A, k); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
846 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
847 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
848 %! d1 = eigs (A,k+1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
849 %! assert (abs(d1), abs(d0(end:-1:(end-k))),1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
850 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
851 %! d1 = eigs (A, k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
852 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
853 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
854 %! d1 = eigs (A, k, 'sm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
855 %! assert (abs(d1), abs(d0(1:k)), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
856 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
857 %! d1 = eigs (A, k, 'lr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
858 %! [dum, idx] = sort (real(d0)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
859 %! d2 = d0(idx); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
860 %! assert (real(d1), real(d2(end:-1:(end-k+1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
861 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
862 %! d1 = eigs (A, k, 'sr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
863 %! [dum, idx] = sort (real(abs(d0))); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
864 %! d2 = d0(idx); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
865 %! assert (real(d1), real(d2(1:k)), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
866 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
867 %! d1 = eigs (A, k, 'li'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
868 %! [dum, idx] = sort (imag(abs(d0))); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
869 %! d2 = d0(idx); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
870 %! assert (sort(imag(d1)), sort(imag(d2(end:-1:(end-k+1)))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
871 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
872 %! d1 = eigs (A, k, 'si'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
873 %! [dum, idx] = sort (imag(abs(d0))); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
874 %! d2 = d0(idx); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
875 %! assert (sort(imag(d1)), sort(imag(d2(1:k))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
876 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
877 %! d1 = eigs (A, k, 4.1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
878 %! [dum,idx0] = sort (abs(d0 - 4.1)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
879 %! [dum,idx1] = sort (abs(d1 - 4.1)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
880 %! assert (abs(d1(idx1)), abs(d0(idx0(1:k))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
881 %! assert (sort(imag(d1(idx1))), sort(imag(d0(idx0(1:k)))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
882 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
883 %! d1 = eigs(A, speye(n), k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
884 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
885 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
886 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
887 %! d1 = eigs(A, speye(n), k, 'lm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
888 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
889 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
890 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
891 %! q = [2:n,1]; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
892 %! opts.permB=q; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
893 %! d1 = eigs(A, speye(n)(q,q), k, 'lm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
894 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
895 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
896 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
897 %! d1 = eigs(A, speye(n), k, 4.1, opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
898 %! assert (abs(d1), eigs(A,k,4.1), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
899 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
900 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
901 %! q = [2:n,1]; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
902 %! opts.permB=q; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
903 %! d1 = eigs(A, speye(n)(q,q), k, 4.1, opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
904 %! assert (abs(d1), eigs(A,k,4.1), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
905 %!assert (abs(eigs(A,k,4.1)), abs(eigs(A,speye(n),k,4.1)), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
906 %!assert (sort(imag(eigs(A,k,4.1))), sort(imag(eigs(A,speye(n),k,4.1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
907 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
908 %! fn = @(x) A * x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
909 %! opts.issym = 0; opts.isreal = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
910 %! d1 = eigs (fn, n, k, 'lm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
911 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
912 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
913 %! fn = @(x) A \ x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
914 %! opts.issym = 0; opts.isreal = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
915 %! d1 = eigs (fn, n, k, 'sm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
916 %! assert (abs(d1), d0(1:k), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
917 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
918 %! fn = @(x) (A - 4.1 * eye(n)) \ x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
919 %! opts.issym = 0; opts.isreal = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
920 %! d1 = eigs (fn, n, k, 4.1, opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
921 %! assert (abs(d1), eigs(A,k,4.1), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
922 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
923 %! [v1,d1] = eigs(A, k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
924 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
925 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
926 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
927 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
928 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
929 %! [v1,d1] = eigs(A, k, 'sm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
930 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
931 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
932 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
933 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
934 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
935 %! [v1,d1] = eigs(A, k, 'lr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
936 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
937 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
938 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
939 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
940 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
941 %! [v1,d1] = eigs(A, k, 'sr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
942 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
943 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
944 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
945 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
946 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
947 %! [v1,d1] = eigs(A, k, 'li'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
948 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
949 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
950 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
951 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
952 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
953 %! [v1,d1] = eigs(A, k, 'si'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
954 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
955 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
956 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
957 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
958 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
959 */ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
960 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
961 /* |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
962 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
963 %% Complex hermitian tests |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
964 %!shared n, k, A, d0 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
965 %! n = 20; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
966 %! k = 4; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
967 %! A = sparse([3:n,1:n,1:(n-2)],[1:(n-2),1:n,3:n],[1i*ones(1,n-2),4*ones(1,n),-1i*ones(1,n-2)]); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
968 %! d0 = eig (A); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
969 %! [dum, idx] = sort(abs(d0)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
970 %! d0 = d0(idx); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
971 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
972 %! d1 = eigs (A, k); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
973 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
974 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
975 %! d1 = eigs (A,k+1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
976 %! assert (abs(d1), abs(d0(end:-1:(end-k))),1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
977 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
978 %! d1 = eigs (A, k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
979 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
980 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
981 %! d1 = eigs (A, k, 'sm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
982 %! assert (abs(d1), abs(d0(1:k)), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
983 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
984 %! d1 = eigs (A, k, 'lr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
985 %! [dum, idx] = sort (real(abs(d0))); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
986 %! d2 = d0(idx); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
987 %! assert (real(d1), real(d2(end:-1:(end-k+1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
988 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
989 %! d1 = eigs (A, k, 'sr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
990 %! [dum, idx] = sort (real(abs(d0))); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
991 %! d2 = d0(idx); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
992 %! assert (real(d1), real(d2(1:k)), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
993 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
994 %! d1 = eigs (A, k, 'li'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
995 %! [dum, idx] = sort (imag(abs(d0))); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
996 %! d2 = d0(idx); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
997 %! assert (sort(imag(d1)), sort(imag(d2(end:-1:(end-k+1)))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
998 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
999 %! d1 = eigs (A, k, 'si'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1000 %! [dum, idx] = sort (imag(abs(d0))); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1001 %! d2 = d0(idx); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1002 %! assert (sort(imag(d1)), sort(imag(d2(1:k))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1003 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1004 %! d1 = eigs (A, k, 4.1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1005 %! [dum,idx0] = sort (abs(d0 - 4.1)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1006 %! [dum,idx1] = sort (abs(d1 - 4.1)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1007 %! assert (abs(d1(idx1)), abs(d0(idx0(1:k))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1008 %! assert (sort(imag(d1(idx1))), sort(imag(d0(idx0(1:k)))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1009 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1010 %! d1 = eigs(A, speye(n), k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1011 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1012 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1013 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1014 %! d1 = eigs(A, speye(n), k, 'lm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1015 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1016 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1017 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1018 %! q = [2:n,1]; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1019 %! opts.permB=q; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1020 %! d1 = eigs(A, speye(n)(q,q), k, 'lm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1021 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1022 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1023 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1024 %! d1 = eigs(A, speye(n), k, 4.1, opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1025 %! assert (abs(abs(d1)), abs(eigs(A,k,4.1)), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1026 %! assert (sort(imag(abs(d1))), sort(imag(eigs(A,k,4.1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1027 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1028 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1029 %! q = [2:n,1]; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1030 %! opts.permB=q; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1031 %! d1 = eigs(A, speye(n)(q,q), k, 4.1, opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1032 %! assert (abs(abs(d1)), abs(eigs(A,k,4.1)), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1033 %! assert (sort(imag(abs(d1))), sort(imag(eigs(A,k,4.1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1034 %!assert (abs(eigs(A,k,4.1)), abs(eigs(A,speye(n),k,4.1)), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1035 %!assert (sort(imag(eigs(A,k,4.1))), sort(imag(eigs(A,speye(n),k,4.1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1036 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1037 %! fn = @(x) A * x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1038 %! opts.issym = 0; opts.isreal = 0; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1039 %! d1 = eigs (fn, n, k, 'lm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1040 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1041 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1042 %! fn = @(x) A \ x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1043 %! opts.issym = 0; opts.isreal = 0; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1044 %! d1 = eigs (fn, n, k, 'sm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1045 %! assert (abs(d1), d0(1:k), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1046 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1047 %! fn = @(x) (A - 4.1 * eye(n)) \ x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1048 %! opts.issym = 0; opts.isreal = 0; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1049 %! d1 = eigs (fn, n, k, 4.1, opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1050 %! assert (abs(d1), eigs(A,k,4.1), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1051 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1052 %! [v1,d1] = eigs(A, k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1053 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1054 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1055 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1056 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1057 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1058 %! [v1,d1] = eigs(A, k, 'sm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1059 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1060 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1061 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1062 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1063 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1064 %! [v1,d1] = eigs(A, k, 'lr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1065 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1066 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1067 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1068 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1069 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1070 %! [v1,d1] = eigs(A, k, 'sr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1071 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1072 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1073 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1074 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1075 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1076 %! [v1,d1] = eigs(A, k, 'li'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1077 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1078 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1079 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1080 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1081 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1082 %! [v1,d1] = eigs(A, k, 'si'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1083 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1084 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1085 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1086 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1087 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1088 */ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1089 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1090 /* #### FULL MATRIX VERSIONS #### */ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1091 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1092 /* |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1093 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1094 %% Real positive definite tests, n must be even |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1095 %!shared n, k, A, d0, d2 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1096 %! n = 20; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1097 %! k = 4; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1098 %! A = full(sparse([3:n,1:n,1:(n-2)],[1:(n-2),1:n,3:n],[ones(1,n-2),4*ones(1,n),ones(1,n-2)])); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1099 %! d0 = eig (A); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1100 %! d2 = sort(d0); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1101 %! [dum, idx] = sort( abs(d0)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1102 %! d0 = d0(idx); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1103 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1104 %! d1 = eigs (A, k); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1105 %! assert (d1, d0(end:-1:(end-k+1)), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1106 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1107 %! d1 = eigs (A,k+1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1108 %! assert (d1, d0(end:-1:(end-k)),1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1109 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1110 %! d1 = eigs (A, k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1111 %! assert (d1, d0(end:-1:(end-k+1)), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1112 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1113 %! d1 = eigs (A, k, 'sm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1114 %! assert (d1, d0(k:-1:1), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1115 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1116 %! d1 = eigs (A, k, 'la'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1117 %! assert (d1, d2(end:-1:(end-k+1)), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1118 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1119 %! d1 = eigs (A, k, 'sa'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1120 %! assert (d1, d2(1:k), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1121 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1122 %! d1 = eigs (A, k, 'be'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1123 %! assert (d1, d2([1:floor(k/2), (end - ceil(k/2) + 1):end]), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1124 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1125 %! d1 = eigs (A, k+1, 'be'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1126 %! assert (d1, d2([1:floor((k+1)/2), (end - ceil((k+1)/2) + 1):end]), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1127 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1128 %! d1 = eigs (A, k, 4.1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1129 %! [dum,idx0] = sort (abs(d0 - 4.1)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1130 %! [dum,idx1] = sort (abs(d1 - 4.1)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1131 %! assert (d1(idx1), d0(idx0(1:k)), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1132 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1133 %! d1 = eigs(A, eye(n), k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1134 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1135 %!assert (eigs(A,k,4.1), eigs(A,eye(n),k,4.1), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1136 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1137 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1138 %! d1 = eigs(A, eye(n), k, 'lm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1139 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1140 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1141 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1142 %! q = [2:n,1]; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1143 %! opts.permB=q; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1144 %! d1 = eigs(A, eye(n)(q,q), k, 'lm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1145 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1146 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1147 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1148 %! d1 = eigs(A, eye(n), k, 4.1, opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1149 %! assert (abs(d1), eigs(A,k,4.1), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1150 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1151 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1152 %! q = [2:n,1]; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1153 %! opts.permB=q; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1154 %! d1 = eigs(A, eye(n)(q,q), k, 4.1, opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1155 %! assert (abs(d1), eigs(A,k,4.1), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1156 %!assert (eigs(A,k,4.1), eigs(A,eye(n),k,4.1), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1157 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1158 %! fn = @(x) A * x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1159 %! opts.issym = 1; opts.isreal = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1160 %! d1 = eigs (fn, n, k, 'lm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1161 %! assert (d1, d0(end:-1:(end-k+1)), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1162 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1163 %! fn = @(x) A \ x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1164 %! opts.issym = 1; opts.isreal = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1165 %! d1 = eigs (fn, n, k, 'sm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1166 %! assert (d1, d0(k:-1:1), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1167 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1168 %! fn = @(x) (A - 4.1 * eye(n)) \ x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1169 %! opts.issym = 1; opts.isreal = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1170 %! d1 = eigs (fn, n, k, 4.1, opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1171 %! assert (d1, eigs(A,k,4.1), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1172 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1173 %! [v1,d1] = eigs(A, k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1174 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1175 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1176 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1177 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1178 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1179 %! [v1,d1] = eigs(A, k, 'sm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1180 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1181 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1182 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1183 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1184 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1185 %! [v1,d1] = eigs(A, k, 'la'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1186 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1187 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1188 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1189 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1190 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1191 %! [v1,d1] = eigs(A, k, 'sa'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1192 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1193 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1194 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1195 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1196 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1197 %! [v1,d1] = eigs(A, k, 'be'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1198 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1199 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1200 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1201 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1202 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1203 */ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1204 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1205 /* |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1206 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1207 %% Real unsymmetric tests |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1208 %!shared n, k, A, d0 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1209 %! n = 20; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1210 %! k = 4; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1211 %! A = full(sparse([3:n,1:n,1:(n-2)],[1:(n-2),1:n,3:n],[ones(1,n-2),1:n,-ones(1,n-2)])); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1212 %! d0 = eig (A); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1213 %! [dum, idx] = sort(abs(d0)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1214 %! d0 = d0(idx); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1215 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1216 %! d1 = eigs (A, k); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1217 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1218 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1219 %! d1 = eigs (A,k+1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1220 %! assert (abs(d1), abs(d0(end:-1:(end-k))),1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1221 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1222 %! d1 = eigs (A, k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1223 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1224 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1225 %! d1 = eigs (A, k, 'sm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1226 %! assert (abs(d1), abs(d0(1:k)), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1227 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1228 %! d1 = eigs (A, k, 'lr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1229 %! [dum, idx] = sort (real(d0)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1230 %! d2 = d0(idx); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1231 %! assert (real(d1), real(d2(end:-1:(end-k+1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1232 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1233 %! d1 = eigs (A, k, 'sr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1234 %! [dum, idx] = sort (real(abs(d0))); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1235 %! d2 = d0(idx); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1236 %! assert (real(d1), real(d2(1:k)), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1237 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1238 %! d1 = eigs (A, k, 'li'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1239 %! [dum, idx] = sort (imag(abs(d0))); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1240 %! d2 = d0(idx); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1241 %! assert (sort(imag(d1)), sort(imag(d2(end:-1:(end-k+1)))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1242 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1243 %! d1 = eigs (A, k, 'si'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1244 %! [dum, idx] = sort (imag(abs(d0))); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1245 %! d2 = d0(idx); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1246 %! assert (sort(imag(d1)), sort(imag(d2(1:k))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1247 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1248 %! d1 = eigs (A, k, 4.1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1249 %! [dum,idx0] = sort (abs(d0 - 4.1)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1250 %! [dum,idx1] = sort (abs(d1 - 4.1)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1251 %! assert (abs(d1(idx1)), abs(d0(idx0(1:k))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1252 %! assert (sort(imag(d1(idx1))), sort(imag(d0(idx0(1:k)))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1253 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1254 %! d1 = eigs(A, eye(n), k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1255 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1256 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1257 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1258 %! d1 = eigs(A, eye(n), k, 'lm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1259 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1260 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1261 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1262 %! q = [2:n,1]; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1263 %! opts.permB=q; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1264 %! d1 = eigs(A, eye(n)(q,q), k, 'lm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1265 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1266 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1267 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1268 %! d1 = eigs(A, eye(n), k, 4.1, opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1269 %! assert (abs(d1), eigs(A,k,4.1), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1270 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1271 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1272 %! q = [2:n,1]; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1273 %! opts.permB=q; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1274 %! d1 = eigs(A, eye(n)(q,q), k, 4.1, opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1275 %! assert (abs(d1), eigs(A,k,4.1), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1276 %!assert (abs(eigs(A,k,4.1)), abs(eigs(A,eye(n),k,4.1)), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1277 %!assert (sort(imag(eigs(A,k,4.1))), sort(imag(eigs(A,eye(n),k,4.1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1278 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1279 %! fn = @(x) A * x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1280 %! opts.issym = 0; opts.isreal = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1281 %! d1 = eigs (fn, n, k, 'lm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1282 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1283 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1284 %! fn = @(x) A \ x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1285 %! opts.issym = 0; opts.isreal = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1286 %! d1 = eigs (fn, n, k, 'sm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1287 %! assert (abs(d1), d0(1:k), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1288 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1289 %! fn = @(x) (A - 4.1 * eye(n)) \ x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1290 %! opts.issym = 0; opts.isreal = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1291 %! d1 = eigs (fn, n, k, 4.1, opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1292 %! assert (abs(d1), eigs(A,k,4.1), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1293 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1294 %! [v1,d1] = eigs(A, k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1295 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1296 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1297 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1298 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1299 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1300 %! [v1,d1] = eigs(A, k, 'sm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1301 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1302 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1303 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1304 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1305 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1306 %! [v1,d1] = eigs(A, k, 'lr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1307 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1308 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1309 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1310 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1311 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1312 %! [v1,d1] = eigs(A, k, 'sr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1313 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1314 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1315 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1316 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1317 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1318 %! [v1,d1] = eigs(A, k, 'li'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1319 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1320 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1321 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1322 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1323 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1324 %! [v1,d1] = eigs(A, k, 'si'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1325 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1326 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1327 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1328 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1329 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1330 */ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1331 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1332 /* |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1333 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1334 %% Complex hermitian tests |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1335 %!shared n, k, A, d0 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1336 %! n = 20; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1337 %! k = 4; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1338 %! A = full(sparse([3:n,1:n,1:(n-2)],[1:(n-2),1:n,3:n],[1i*ones(1,n-2),4*ones(1,n),-1i*ones(1,n-2)])); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1339 %! d0 = eig (A); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1340 %! [dum, idx] = sort(abs(d0)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1341 %! d0 = d0(idx); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1342 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1343 %! d1 = eigs (A, k); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1344 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1345 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1346 %! d1 = eigs (A,k+1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1347 %! assert (abs(d1), abs(d0(end:-1:(end-k))),1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1348 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1349 %! d1 = eigs (A, k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1350 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1351 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1352 %! d1 = eigs (A, k, 'sm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1353 %! assert (abs(d1), abs(d0(1:k)), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1354 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1355 %! d1 = eigs (A, k, 'lr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1356 %! [dum, idx] = sort (real(abs(d0))); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1357 %! d2 = d0(idx); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1358 %! assert (real(d1), real(d2(end:-1:(end-k+1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1359 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1360 %! d1 = eigs (A, k, 'sr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1361 %! [dum, idx] = sort (real(abs(d0))); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1362 %! d2 = d0(idx); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1363 %! assert (real(d1), real(d2(1:k)), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1364 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1365 %! d1 = eigs (A, k, 'li'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1366 %! [dum, idx] = sort (imag(abs(d0))); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1367 %! d2 = d0(idx); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1368 %! assert (sort(imag(d1)), sort(imag(d2(end:-1:(end-k+1)))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1369 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1370 %! d1 = eigs (A, k, 'si'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1371 %! [dum, idx] = sort (imag(abs(d0))); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1372 %! d2 = d0(idx); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1373 %! assert (sort(imag(d1)), sort(imag(d2(1:k))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1374 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1375 %! d1 = eigs (A, k, 4.1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1376 %! [dum,idx0] = sort (abs(d0 - 4.1)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1377 %! [dum,idx1] = sort (abs(d1 - 4.1)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1378 %! assert (abs(d1(idx1)), abs(d0(idx0(1:k))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1379 %! assert (sort(imag(d1(idx1))), sort(imag(d0(idx0(1:k)))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1380 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1381 %! d1 = eigs(A, eye(n), k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1382 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1383 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1384 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1385 %! d1 = eigs(A, eye(n), k, 'lm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1386 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1387 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1388 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1389 %! q = [2:n,1]; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1390 %! opts.permB=q; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1391 %! d1 = eigs(A, eye(n)(q,q), k, 'lm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1392 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1393 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1394 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1395 %! d1 = eigs(A, eye(n), k, 4.1, opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1396 %! assert (abs(abs(d1)), abs(eigs(A,k,4.1)), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1397 %! assert (sort(imag(abs(d1))), sort(imag(eigs(A,k,4.1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1398 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1399 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1400 %! q = [2:n,1]; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1401 %! opts.permB=q; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1402 %! d1 = eigs(A, eye(n)(q,q), k, 4.1, opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1403 %! assert (abs(abs(d1)), abs(eigs(A,k,4.1)), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1404 %! assert (sort(imag(abs(d1))), sort(imag(eigs(A,k,4.1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1405 %!assert (abs(eigs(A,k,4.1)), abs(eigs(A,eye(n),k,4.1)), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1406 %!assert (sort(imag(eigs(A,k,4.1))), sort(imag(eigs(A,eye(n),k,4.1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1407 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1408 %! fn = @(x) A * x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1409 %! opts.issym = 0; opts.isreal = 0; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1410 %! d1 = eigs (fn, n, k, 'lm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1411 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1412 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1413 %! fn = @(x) A \ x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1414 %! opts.issym = 0; opts.isreal = 0; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1415 %! d1 = eigs (fn, n, k, 'sm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1416 %! assert (abs(d1), d0(1:k), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1417 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1418 %! fn = @(x) (A - 4.1 * eye(n)) \ x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1419 %! opts.issym = 0; opts.isreal = 0; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1420 %! d1 = eigs (fn, n, k, 4.1, opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1421 %! assert (abs(d1), eigs(A,k,4.1), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1422 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1423 %! [v1,d1] = eigs(A, k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1424 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1425 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1426 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1427 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1428 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1429 %! [v1,d1] = eigs(A, k, 'sm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1430 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1431 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1432 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1433 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1434 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1435 %! [v1,d1] = eigs(A, k, 'lr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1436 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1437 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1438 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1439 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1440 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1441 %! [v1,d1] = eigs(A, k, 'sr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1442 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1443 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1444 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1445 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1446 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1447 %! [v1,d1] = eigs(A, k, 'li'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1448 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1449 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1450 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1451 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1452 %!test |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1453 %! [v1,d1] = eigs(A, k, 'si'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1454 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1455 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1456 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1457 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1458 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1459 */ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1460 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1461 /* |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1462 ;;; Local Variables: *** |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1463 ;;; mode: C++ *** |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1464 ;;; End: *** |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1465 */ |