Mercurial > octave
annotate liboctave/numeric/schur.cc @ 22317:6ca3acf5fad8
move some new numeric classes to namespace octave::math
* aepbalance.cc, aepbalance.h, chol.cc, chol.h, gepbalance.cc,
gepbalance.h, hess.cc, hess.h, lu.cc, lu.h, qr.cc, qr.h, qrp.cc,
qrp.h, schur.cc, schur.h, sparse-chol.cc, sparse-chol.h,
sparse-dmsolve.cc,sparse-lu.cc, sparse-lu.h, sparse-qr.cc,
sparse-qr.h, svd.cc, svd.h: Move classes to namespace octave::math.
* __luinc__.cc, __qp__.cc, balance.cc, hess.cc, lu.cc, qz.cc,
schur.cc, sqrtm.cc, svd.cc, chol.cc, dmperm.cc, qr.cc, lex.h,
CMatrix.cc, CSparse.cc, dMatrix.cc, dSparse.cc, fCMatrix.cc,
fMatrix.cc, eigs-base.cc, oct-norm.cc: Update for new namespaces.
author | John W. Eaton <jwe@octave.org> |
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date | Tue, 16 Aug 2016 15:48:22 -0400 |
parents | 407c66ae1e20 |
children | 93b3cdd36854 |
rev | line source |
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457 | 1 /* |
2 | |
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3 Copyright (C) 1994-2015 John W. Eaton |
457 | 4 |
5 This file is part of Octave. | |
6 | |
7 Octave is free software; you can redistribute it and/or modify it | |
8 under the terms of the GNU General Public License as published by the | |
7016 | 9 Free Software Foundation; either version 3 of the License, or (at your |
10 option) any later version. | |
457 | 11 |
12 Octave is distributed in the hope that it will be useful, but WITHOUT | |
13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
15 for more details. | |
16 | |
17 You should have received a copy of the GNU General Public License | |
7016 | 18 along with Octave; see the file COPYING. If not, see |
19 <http://www.gnu.org/licenses/>. | |
457 | 20 |
21 */ | |
22 | |
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23 #if defined (HAVE_CONFIG_H) |
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24 # include "config.h" |
457 | 25 #endif |
26 | |
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27 #include "CMatrix.h" |
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28 #include "dMatrix.h" |
1847 | 29 #include "f77-fcn.h" |
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30 #include "fCMatrix.h" |
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31 #include "fMatrix.h" |
457 | 32 #include "lo-error.h" |
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33 #include "schur.h" |
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34 |
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35 typedef octave_idx_type (*double_selector) (const double&, const double&); |
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36 typedef octave_idx_type (*float_selector) (const float&, const float&); |
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37 typedef octave_idx_type (*complex_selector) (const Complex&); |
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38 typedef octave_idx_type (*float_complex_selector) (const FloatComplex&); |
457 | 39 |
40 extern "C" | |
41 { | |
4552 | 42 F77_RET_T |
43 F77_FUNC (dgeesx, DGEESX) (F77_CONST_CHAR_ARG_DECL, | |
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44 F77_CONST_CHAR_ARG_DECL, |
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45 double_selector, |
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46 F77_CONST_CHAR_ARG_DECL, |
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47 const F77_INT&, F77_DBLE*, |
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48 const F77_INT&, F77_INT&, |
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49 F77_DBLE*, F77_DBLE*, F77_DBLE*, const F77_INT&, |
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50 F77_DBLE&, F77_DBLE&, F77_DBLE*, const F77_INT&, |
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51 F77_INT*, const F77_INT&, |
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52 F77_INT*, F77_INT& |
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53 F77_CHAR_ARG_LEN_DECL |
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54 F77_CHAR_ARG_LEN_DECL |
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55 F77_CHAR_ARG_LEN_DECL); |
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56 |
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57 F77_RET_T |
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58 F77_FUNC (sgeesx, SGEESX) (F77_CONST_CHAR_ARG_DECL, |
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59 F77_CONST_CHAR_ARG_DECL, |
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60 float_selector, |
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61 F77_CONST_CHAR_ARG_DECL, |
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62 const F77_INT&, F77_REAL*, |
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63 const F77_INT&, F77_INT&, |
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64 F77_REAL*, F77_REAL*, F77_REAL*, const F77_INT&, |
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65 F77_REAL&, F77_REAL&, F77_REAL*, const F77_INT&, |
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66 F77_INT*, const F77_INT&, |
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67 F77_INT*, F77_INT& |
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68 F77_CHAR_ARG_LEN_DECL |
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69 F77_CHAR_ARG_LEN_DECL |
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70 F77_CHAR_ARG_LEN_DECL); |
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71 |
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72 F77_RET_T |
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73 F77_FUNC (zgeesx, ZGEESX) (F77_CONST_CHAR_ARG_DECL, |
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74 F77_CONST_CHAR_ARG_DECL, |
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75 complex_selector, |
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76 F77_CONST_CHAR_ARG_DECL, |
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77 const F77_INT&, F77_DBLE_CMPLX*, |
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78 const F77_INT&, F77_INT&, |
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79 F77_DBLE_CMPLX*, F77_DBLE_CMPLX*, const F77_INT&, |
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80 F77_DBLE&, F77_DBLE&, F77_DBLE_CMPLX*, |
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81 const F77_INT&, F77_DBLE*, |
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82 F77_INT*, F77_INT& |
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83 F77_CHAR_ARG_LEN_DECL |
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84 F77_CHAR_ARG_LEN_DECL |
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85 F77_CHAR_ARG_LEN_DECL); |
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86 |
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87 F77_RET_T |
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88 F77_FUNC (zrsf2csf, ZRSF2CSF) (const F77_INT&, F77_DBLE_CMPLX *, |
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89 F77_DBLE_CMPLX *, F77_DBLE *, F77_DBLE *); |
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90 F77_RET_T |
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91 F77_FUNC (cgeesx, CGEESX) (F77_CONST_CHAR_ARG_DECL, |
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92 F77_CONST_CHAR_ARG_DECL, |
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93 float_complex_selector, |
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94 F77_CONST_CHAR_ARG_DECL, |
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95 const F77_INT&, F77_CMPLX*, |
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96 const F77_INT&, F77_INT&, |
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97 F77_CMPLX*, F77_CMPLX*, |
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98 const F77_INT&, F77_REAL&, F77_REAL&, |
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99 F77_CMPLX*, const F77_INT&, |
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100 F77_REAL*, F77_INT*, F77_INT& |
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101 F77_CHAR_ARG_LEN_DECL |
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102 F77_CHAR_ARG_LEN_DECL |
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103 F77_CHAR_ARG_LEN_DECL); |
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104 |
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105 F77_RET_T |
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106 F77_FUNC (crsf2csf, CRSF2CSF) (const F77_INT&, F77_CMPLX *, |
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107 F77_CMPLX *, F77_REAL *, F77_REAL *); |
457 | 108 } |
109 | |
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110 namespace octave |
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111 { |
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112 namespace math |
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113 { |
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114 |
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115 // For real types. |
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116 |
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117 template <typename T> |
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119 select_ana (const T& a, const T&) |
457 | 120 { |
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121 return (a < 0.0); |
457 | 122 } |
123 | |
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124 template <typename T> |
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126 select_dig (const T& a, const T& b) |
457 | 127 { |
1251 | 128 return (hypot (a, b) < 1.0); |
457 | 129 } |
130 | |
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131 // For complex types. |
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132 |
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133 template <typename T> |
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134 static octave_idx_type |
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135 select_ana (const T& a) |
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136 { |
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137 return a.real () < 0.0; |
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138 } |
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139 |
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140 template <typename T> |
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141 static octave_idx_type |
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142 select_dig (const T& a) |
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143 { |
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144 return (abs (a) < 1.0); |
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145 } |
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146 |
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147 template <> |
5275 | 148 octave_idx_type |
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149 schur<Matrix>::init (const Matrix& a, const std::string& ord, bool calc_unitary) |
457 | 150 { |
5275 | 151 octave_idx_type a_nr = a.rows (); |
152 octave_idx_type a_nc = a.cols (); | |
1929 | 153 |
457 | 154 if (a_nr != a_nc) |
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155 (*current_liboctave_error_handler) ("schur: requires square matrix"); |
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156 |
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157 if (a_nr == 0) |
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158 { |
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159 schur_mat.clear (); |
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160 unitary_mat.clear (); |
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161 return 0; |
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162 } |
457 | 163 |
3334 | 164 // Workspace requirements may need to be fixed if any of the |
165 // following change. | |
166 | |
5008 | 167 char jobvs; |
1930 | 168 char sense = 'N'; |
169 char sort = 'N'; | |
457 | 170 |
5008 | 171 if (calc_unitary) |
172 jobvs = 'V'; | |
173 else | |
174 jobvs = 'N'; | |
175 | |
1756 | 176 char ord_char = ord.empty () ? 'U' : ord[0]; |
177 | |
178 if (ord_char == 'A' || ord_char == 'D' || ord_char == 'a' || ord_char == 'd') | |
1930 | 179 sort = 'S'; |
457 | 180 |
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181 volatile double_selector selector = 0; |
1929 | 182 if (ord_char == 'A' || ord_char == 'a') |
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183 selector = select_ana<double>; |
1929 | 184 else if (ord_char == 'D' || ord_char == 'd') |
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185 selector = select_dig<double>; |
457 | 186 |
5275 | 187 octave_idx_type n = a_nc; |
188 octave_idx_type lwork = 8 * n; | |
189 octave_idx_type liwork = 1; | |
190 octave_idx_type info; | |
191 octave_idx_type sdim; | |
457 | 192 double rconde; |
193 double rcondv; | |
194 | |
1929 | 195 schur_mat = a; |
5008 | 196 |
197 if (calc_unitary) | |
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198 unitary_mat.clear (n, n); |
1929 | 199 |
200 double *s = schur_mat.fortran_vec (); | |
201 double *q = unitary_mat.fortran_vec (); | |
457 | 202 |
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203 Array<double> wr (dim_vector (n, 1)); |
1929 | 204 double *pwr = wr.fortran_vec (); |
205 | |
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206 Array<double> wi (dim_vector (n, 1)); |
1929 | 207 double *pwi = wi.fortran_vec (); |
208 | |
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209 Array<double> work (dim_vector (lwork, 1)); |
1929 | 210 double *pwork = work.fortran_vec (); |
457 | 211 |
3334 | 212 // BWORK is not referenced for the non-ordered Schur routine. |
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213 octave_idx_type ntmp = (ord_char == 'N' || ord_char == 'n') ? 0 : n; |
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214 Array<octave_idx_type> bwork (dim_vector (ntmp, 1)); |
5275 | 215 octave_idx_type *pbwork = bwork.fortran_vec (); |
1929 | 216 |
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217 Array<octave_idx_type> iwork (dim_vector (liwork, 1)); |
5275 | 218 octave_idx_type *piwork = iwork.fortran_vec (); |
1929 | 219 |
4552 | 220 F77_XFCN (dgeesx, DGEESX, (F77_CONST_CHAR_ARG2 (&jobvs, 1), |
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221 F77_CONST_CHAR_ARG2 (&sort, 1), |
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222 selector, |
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223 F77_CONST_CHAR_ARG2 (&sense, 1), |
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224 n, s, n, sdim, pwr, pwi, q, n, rconde, rcondv, |
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225 pwork, lwork, piwork, liwork, pbwork, info |
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226 F77_CHAR_ARG_LEN (1) |
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227 F77_CHAR_ARG_LEN (1) |
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228 F77_CHAR_ARG_LEN (1))); |
457 | 229 |
230 return info; | |
231 } | |
232 | |
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233 template <> |
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234 octave_idx_type |
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235 schur<FloatMatrix>::init (const FloatMatrix& a, const std::string& ord, |
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236 bool calc_unitary) |
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237 { |
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238 octave_idx_type a_nr = a.rows (); |
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239 octave_idx_type a_nc = a.cols (); |
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240 |
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241 if (a_nr != a_nc) |
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242 (*current_liboctave_error_handler) ("SCHUR requires square matrix"); |
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243 |
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244 if (a_nr == 0) |
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245 { |
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246 schur_mat.clear (); |
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247 unitary_mat.clear (); |
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248 return 0; |
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249 } |
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250 |
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251 // Workspace requirements may need to be fixed if any of the |
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252 // following change. |
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253 |
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254 char jobvs; |
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255 char sense = 'N'; |
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256 char sort = 'N'; |
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257 |
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258 if (calc_unitary) |
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259 jobvs = 'V'; |
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260 else |
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261 jobvs = 'N'; |
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262 |
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263 char ord_char = ord.empty () ? 'U' : ord[0]; |
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264 |
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265 if (ord_char == 'A' || ord_char == 'D' || ord_char == 'a' || ord_char == 'd') |
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266 sort = 'S'; |
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267 |
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268 volatile float_selector selector = 0; |
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269 if (ord_char == 'A' || ord_char == 'a') |
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270 selector = select_ana<float>; |
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271 else if (ord_char == 'D' || ord_char == 'd') |
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272 selector = select_dig<float>; |
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273 |
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274 octave_idx_type n = a_nc; |
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275 octave_idx_type lwork = 8 * n; |
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276 octave_idx_type liwork = 1; |
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277 octave_idx_type info; |
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278 octave_idx_type sdim; |
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279 float rconde; |
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280 float rcondv; |
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281 |
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282 schur_mat = a; |
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283 |
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284 if (calc_unitary) |
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285 unitary_mat.clear (n, n); |
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286 |
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287 float *s = schur_mat.fortran_vec (); |
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288 float *q = unitary_mat.fortran_vec (); |
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289 |
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290 Array<float> wr (dim_vector (n, 1)); |
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291 float *pwr = wr.fortran_vec (); |
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292 |
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293 Array<float> wi (dim_vector (n, 1)); |
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294 float *pwi = wi.fortran_vec (); |
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295 |
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296 Array<float> work (dim_vector (lwork, 1)); |
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297 float *pwork = work.fortran_vec (); |
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298 |
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299 // BWORK is not referenced for the non-ordered Schur routine. |
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300 octave_idx_type ntmp = (ord_char == 'N' || ord_char == 'n') ? 0 : n; |
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301 Array<octave_idx_type> bwork (dim_vector (ntmp, 1)); |
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302 octave_idx_type *pbwork = bwork.fortran_vec (); |
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303 |
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304 Array<octave_idx_type> iwork (dim_vector (liwork, 1)); |
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305 octave_idx_type *piwork = iwork.fortran_vec (); |
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306 |
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307 F77_XFCN (sgeesx, SGEESX, (F77_CONST_CHAR_ARG2 (&jobvs, 1), |
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308 F77_CONST_CHAR_ARG2 (&sort, 1), |
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309 selector, |
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310 F77_CONST_CHAR_ARG2 (&sense, 1), |
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311 n, s, n, sdim, pwr, pwi, q, n, rconde, rcondv, |
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312 pwork, lwork, piwork, liwork, pbwork, info |
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313 F77_CHAR_ARG_LEN (1) |
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314 F77_CHAR_ARG_LEN (1) |
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315 F77_CHAR_ARG_LEN (1))); |
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316 |
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317 return info; |
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318 } |
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319 |
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320 template <> |
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321 octave_idx_type |
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322 schur<ComplexMatrix>::init (const ComplexMatrix& a, const std::string& ord, |
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323 bool calc_unitary) |
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324 { |
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325 octave_idx_type a_nr = a.rows (); |
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326 octave_idx_type a_nc = a.cols (); |
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327 |
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328 if (a_nr != a_nc) |
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329 (*current_liboctave_error_handler) ("SCHUR requires square matrix"); |
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330 |
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331 if (a_nr == 0) |
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332 { |
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333 schur_mat.clear (); |
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334 unitary_mat.clear (); |
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335 return 0; |
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336 } |
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337 |
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338 // Workspace requirements may need to be fixed if any of the |
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339 // following change. |
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340 |
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341 char jobvs; |
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342 char sense = 'N'; |
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343 char sort = 'N'; |
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344 |
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345 if (calc_unitary) |
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346 jobvs = 'V'; |
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347 else |
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348 jobvs = 'N'; |
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349 |
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350 char ord_char = ord.empty () ? 'U' : ord[0]; |
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351 |
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352 if (ord_char == 'A' || ord_char == 'D' || ord_char == 'a' || ord_char == 'd') |
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353 sort = 'S'; |
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354 |
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355 volatile complex_selector selector = 0; |
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356 if (ord_char == 'A' || ord_char == 'a') |
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357 selector = select_ana<Complex>; |
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358 else if (ord_char == 'D' || ord_char == 'd') |
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359 selector = select_dig<Complex>; |
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360 |
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361 octave_idx_type n = a_nc; |
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362 octave_idx_type lwork = 8 * n; |
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363 octave_idx_type info; |
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364 octave_idx_type sdim; |
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365 double rconde; |
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366 double rcondv; |
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367 |
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368 schur_mat = a; |
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369 if (calc_unitary) |
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370 unitary_mat.clear (n, n); |
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371 |
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372 Complex *s = schur_mat.fortran_vec (); |
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373 Complex *q = unitary_mat.fortran_vec (); |
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374 |
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375 Array<double> rwork (dim_vector (n, 1)); |
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376 double *prwork = rwork.fortran_vec (); |
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377 |
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378 Array<Complex> w (dim_vector (n, 1)); |
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379 Complex *pw = w.fortran_vec (); |
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380 |
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381 Array<Complex> work (dim_vector (lwork, 1)); |
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382 Complex *pwork = work.fortran_vec (); |
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383 |
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384 // BWORK is not referenced for non-ordered Schur. |
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385 octave_idx_type ntmp = (ord_char == 'N' || ord_char == 'n') ? 0 : n; |
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386 Array<octave_idx_type> bwork (dim_vector (ntmp, 1)); |
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387 octave_idx_type *pbwork = bwork.fortran_vec (); |
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388 |
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389 F77_XFCN (zgeesx, ZGEESX, (F77_CONST_CHAR_ARG2 (&jobvs, 1), |
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390 F77_CONST_CHAR_ARG2 (&sort, 1), |
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391 selector, |
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392 F77_CONST_CHAR_ARG2 (&sense, 1), |
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393 n, F77_DBLE_CMPLX_ARG (s), n, sdim, F77_DBLE_CMPLX_ARG (pw), F77_DBLE_CMPLX_ARG (q), n, rconde, rcondv, |
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394 F77_DBLE_CMPLX_ARG (pwork), lwork, prwork, pbwork, info |
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395 F77_CHAR_ARG_LEN (1) |
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396 F77_CHAR_ARG_LEN (1) |
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397 F77_CHAR_ARG_LEN (1))); |
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398 |
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399 return info; |
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400 } |
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401 |
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402 template <> |
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403 schur<ComplexMatrix> |
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404 rsf2csf<ComplexMatrix, Matrix> (const Matrix& s_arg, const Matrix& u_arg) |
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405 { |
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406 ComplexMatrix s (s_arg); |
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407 ComplexMatrix u (u_arg); |
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408 |
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409 octave_idx_type n = s.rows (); |
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410 |
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411 if (s.columns () != n || u.rows () != n || u.columns () != n) |
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412 (*current_liboctave_error_handler) |
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413 ("rsf2csf: inconsistent matrix dimensions"); |
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414 |
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415 if (n > 0) |
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416 { |
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417 OCTAVE_LOCAL_BUFFER (double, c, n-1); |
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418 OCTAVE_LOCAL_BUFFER (double, sx, n-1); |
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419 |
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420 F77_XFCN (zrsf2csf, ZRSF2CSF, (n, F77_DBLE_CMPLX_ARG (s.fortran_vec ()), |
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421 F77_DBLE_CMPLX_ARG (u.fortran_vec ()), c, sx)); |
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422 } |
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423 |
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424 return schur<ComplexMatrix> (s, u); |
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425 } |
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426 |
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427 template <> |
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428 octave_idx_type |
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429 schur<FloatComplexMatrix>::init (const FloatComplexMatrix& a, |
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430 const std::string& ord, bool calc_unitary) |
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431 { |
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432 octave_idx_type a_nr = a.rows (); |
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433 octave_idx_type a_nc = a.cols (); |
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434 |
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435 if (a_nr != a_nc) |
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436 (*current_liboctave_error_handler) ("SCHUR requires square matrix"); |
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437 |
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438 if (a_nr == 0) |
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439 { |
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440 schur_mat.clear (); |
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441 unitary_mat.clear (); |
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442 return 0; |
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443 } |
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444 |
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445 // Workspace requirements may need to be fixed if any of the |
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446 // following change. |
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447 |
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448 char jobvs; |
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449 char sense = 'N'; |
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450 char sort = 'N'; |
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451 |
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452 if (calc_unitary) |
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453 jobvs = 'V'; |
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454 else |
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455 jobvs = 'N'; |
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456 |
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457 char ord_char = ord.empty () ? 'U' : ord[0]; |
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458 |
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459 if (ord_char == 'A' || ord_char == 'D' || ord_char == 'a' || ord_char == 'd') |
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460 sort = 'S'; |
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461 |
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462 volatile float_complex_selector selector = 0; |
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463 if (ord_char == 'A' || ord_char == 'a') |
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464 selector = select_ana<FloatComplex>; |
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465 else if (ord_char == 'D' || ord_char == 'd') |
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466 selector = select_dig<FloatComplex>; |
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467 |
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468 octave_idx_type n = a_nc; |
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469 octave_idx_type lwork = 8 * n; |
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470 octave_idx_type info; |
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471 octave_idx_type sdim; |
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472 float rconde; |
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473 float rcondv; |
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474 |
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475 schur_mat = a; |
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476 if (calc_unitary) |
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477 unitary_mat.clear (n, n); |
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478 |
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479 FloatComplex *s = schur_mat.fortran_vec (); |
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480 FloatComplex *q = unitary_mat.fortran_vec (); |
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481 |
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482 Array<float> rwork (dim_vector (n, 1)); |
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483 float *prwork = rwork.fortran_vec (); |
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484 |
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485 Array<FloatComplex> w (dim_vector (n, 1)); |
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486 FloatComplex *pw = w.fortran_vec (); |
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487 |
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488 Array<FloatComplex> work (dim_vector (lwork, 1)); |
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489 FloatComplex *pwork = work.fortran_vec (); |
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490 |
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491 // BWORK is not referenced for non-ordered Schur. |
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492 octave_idx_type ntmp = (ord_char == 'N' || ord_char == 'n') ? 0 : n; |
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493 Array<octave_idx_type> bwork (dim_vector (ntmp, 1)); |
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494 octave_idx_type *pbwork = bwork.fortran_vec (); |
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495 |
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496 F77_XFCN (cgeesx, CGEESX, (F77_CONST_CHAR_ARG2 (&jobvs, 1), |
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497 F77_CONST_CHAR_ARG2 (&sort, 1), |
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498 selector, |
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499 F77_CONST_CHAR_ARG2 (&sense, 1), |
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500 n, F77_CMPLX_ARG (s), n, sdim, F77_CMPLX_ARG (pw), F77_CMPLX_ARG (q), n, rconde, rcondv, |
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501 F77_CMPLX_ARG (pwork), lwork, prwork, pbwork, info |
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502 F77_CHAR_ARG_LEN (1) |
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503 F77_CHAR_ARG_LEN (1) |
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504 F77_CHAR_ARG_LEN (1))); |
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505 |
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506 return info; |
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507 } |
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508 |
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509 template <> |
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510 schur<FloatComplexMatrix> |
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511 rsf2csf<FloatComplexMatrix, FloatMatrix> (const FloatMatrix& s_arg, const FloatMatrix& u_arg) |
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512 { |
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513 FloatComplexMatrix s (s_arg); |
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514 FloatComplexMatrix u (u_arg); |
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515 |
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516 octave_idx_type n = s.rows (); |
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517 |
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518 if (s.columns () != n || u.rows () != n || u.columns () != n) |
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519 (*current_liboctave_error_handler) |
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520 ("rsf2csf: inconsistent matrix dimensions"); |
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521 |
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522 if (n > 0) |
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523 { |
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524 OCTAVE_LOCAL_BUFFER (float, c, n-1); |
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525 OCTAVE_LOCAL_BUFFER (float, sx, n-1); |
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526 |
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527 F77_XFCN (crsf2csf, CRSF2CSF, (n, F77_CMPLX_ARG (s.fortran_vec ()), |
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528 F77_CMPLX_ARG (u.fortran_vec ()), c, sx)); |
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529 } |
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530 |
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531 return schur<FloatComplexMatrix> (s, u); |
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532 } |
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533 |
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534 // Instantiations we need. |
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535 |
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536 template class schur<ComplexMatrix>; |
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537 |
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538 template class schur<FloatComplexMatrix>; |
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539 |
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540 template class schur<FloatMatrix>; |
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541 |
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542 template class schur<Matrix>; |
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543 |
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544 } |
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545 } |