annotate src/DLD-FUNCTIONS/eig.cc @ 14138:72c96de7a403 stable

maint: update copyright notices for 2012
author John W. Eaton <jwe@octave.org>
date Mon, 02 Jan 2012 14:25:41 -0500
parents 5fa482628bf6
children 60e5cf354d80
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1 /*
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2
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3 Copyright (C) 1996-2012 John W. Eaton
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4
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5 This file is part of Octave.
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6
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7 Octave is free software; you can redistribute it and/or modify it
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8 under the terms of the GNU General Public License as published by the
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9 Free Software Foundation; either version 3 of the License, or (at your
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10 option) any later version.
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11
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12 Octave is distributed in the hope that it will be useful, but WITHOUT
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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15 for more details.
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16
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17 You should have received a copy of the GNU General Public License
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18 along with Octave; see the file COPYING. If not, see
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19 <http://www.gnu.org/licenses/>.
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20
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21 */
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22
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23 #ifdef HAVE_CONFIG_H
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24 #include <config.h>
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25 #endif
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26
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27 #include "EIG.h"
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28 #include "fEIG.h"
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29
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30 #include "defun-dld.h"
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31 #include "error.h"
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32 #include "gripes.h"
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33 #include "oct-obj.h"
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34 #include "utils.h"
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35
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36 DEFUN_DLD (eig, args, nargout,
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37 "-*- texinfo -*-\n\
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38 @deftypefn {Loadable Function} {@var{lambda} =} eig (@var{A})\n\
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39 @deftypefnx {Loadable Function} {@var{lambda} =} eig (@var{A}, @var{B})\n\
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40 @deftypefnx {Loadable Function} {[@var{V}, @var{lambda}] =} eig (@var{A})\n\
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41 @deftypefnx {Loadable Function} {[@var{V}, @var{lambda}] =} eig (@var{A}, @var{B})\n\
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42 Compute the eigenvalues and eigenvectors of a matrix.\n\
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43 \n\
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44 Eigenvalues are computed in a several step process which begins with a\n\
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45 Hessenberg decomposition, followed by a Schur@tie{}decomposition, from which\n\
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46 the eigenvalues are apparent. The eigenvectors, when desired, are computed\n\
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47 by further manipulations of the Schur@tie{}decomposition.\n\
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48 \n\
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49 The eigenvalues returned by @code{eig} are not ordered.\n\
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50 @seealso{eigs, svd}\n\
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51 @end deftypefn")
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52 {
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53 octave_value_list retval;
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54
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55 int nargin = args.length ();
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56
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57 if (nargin > 2 || nargin == 0 || nargout > 2)
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58 {
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59 print_usage ();
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60 return retval;
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61 }
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62
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63 octave_value arg_a, arg_b;
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64
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65 octave_idx_type nr_a = 0, nr_b = 0;
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66 octave_idx_type nc_a = 0, nc_b = 0;
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67
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68 arg_a = args(0);
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69 nr_a = arg_a.rows ();
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70 nc_a = arg_a.columns ();
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71
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72 int arg_is_empty = empty_arg ("eig", nr_a, nc_a);
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73 if (arg_is_empty < 0)
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74 return retval;
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75 else if (arg_is_empty > 0)
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76 return octave_value_list (2, Matrix ());
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77
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78 if (!(arg_a.is_single_type () || arg_a.is_double_type ()))
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79 {
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80 gripe_wrong_type_arg ("eig", arg_a);
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81 return retval;
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82 }
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83
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84 if (nargin == 2)
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85 {
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86 arg_b = args(1);
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87 nr_b = arg_b.rows ();
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88 nc_b = arg_b.columns ();
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89
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90 arg_is_empty = empty_arg ("eig", nr_b, nc_b);
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91 if (arg_is_empty < 0)
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92 return retval;
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93 else if (arg_is_empty > 0)
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94 return octave_value_list (2, Matrix ());
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95
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96 if (!(arg_b.is_single_type() || arg_b.is_double_type ()))
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97 {
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98 gripe_wrong_type_arg ("eig", arg_b);
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99 return retval;
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100 }
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101 }
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102
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103 if (nr_a != nc_a)
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104 {
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105 gripe_square_matrix_required ("eig");
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106 return retval;
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107 }
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108
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109 if (nargin == 2 && nr_b != nc_b)
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110 {
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111 gripe_square_matrix_required ("eig");
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112 return retval;
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113 }
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114
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115 Matrix tmp_a, tmp_b;
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116 ComplexMatrix ctmp_a, ctmp_b;
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117 FloatMatrix ftmp_a, ftmp_b;
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118 FloatComplexMatrix fctmp_a, fctmp_b;
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119
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120 if (arg_a.is_single_type ())
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121 {
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122 FloatEIG result;
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124 if (nargin == 1)
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125 {
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126 if (arg_a.is_real_type ())
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127 {
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128 ftmp_a = arg_a.float_matrix_value ();
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129
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130 if (error_state)
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131 return retval;
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132 else
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133 result = FloatEIG (ftmp_a, nargout > 1);
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134 }
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135 else
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136 {
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137 fctmp_a = arg_a.float_complex_matrix_value ();
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138
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139 if (error_state)
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140 return retval;
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141 else
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142 result = FloatEIG (fctmp_a, nargout > 1);
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143 }
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144 }
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145 else if (nargin == 2)
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146 {
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147 if (arg_a.is_real_type () && arg_b.is_real_type ())
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148 {
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diff changeset
149 ftmp_a = arg_a.float_matrix_value ();
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150 ftmp_b = arg_b.float_matrix_value ();
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151
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diff changeset
152 if (error_state)
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153 return retval;
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diff changeset
154 else
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diff changeset
155 result = FloatEIG (ftmp_a, ftmp_b, nargout > 1);
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156 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
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diff changeset
157 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
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diff changeset
158 {
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diff changeset
159 fctmp_a = arg_a.float_complex_matrix_value ();
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160 fctmp_b = arg_b.float_complex_matrix_value ();
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161
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162 if (error_state)
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163 return retval;
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164 else
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165 result = FloatEIG (fctmp_a, fctmp_b, nargout > 1);
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166 }
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167 }
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168
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169 if (! error_state)
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170 {
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171 if (nargout == 0 || nargout == 1)
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172 {
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173 retval(0) = result.eigenvalues ();
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diff changeset
174 }
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175 else
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176 {
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177 // Blame it on Matlab.
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178
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179 FloatComplexDiagMatrix d (result.eigenvalues ());
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180
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181 retval(1) = d;
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182 retval(0) = result.eigenvectors ();
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183 }
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184 }
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185 }
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186 else
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187 {
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188 EIG result;
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189
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190 if (nargin == 1)
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191 {
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192 if (arg_a.is_real_type ())
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193 {
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194 tmp_a = arg_a.matrix_value ();
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195
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196 if (error_state)
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197 return retval;
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198 else
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199 result = EIG (tmp_a, nargout > 1);
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200 }
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201 else
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diff changeset
202 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
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203 ctmp_a = arg_a.complex_matrix_value ();
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204
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205 if (error_state)
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206 return retval;
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207 else
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208 result = EIG (ctmp_a, nargout > 1);
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209 }
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210 }
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211 else if (nargin == 2)
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212 {
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213 if (arg_a.is_real_type () && arg_b.is_real_type ())
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214 {
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215 tmp_a = arg_a.matrix_value ();
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216 tmp_b = arg_b.matrix_value ();
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217
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diff changeset
218 if (error_state)
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diff changeset
219 return retval;
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diff changeset
220 else
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diff changeset
221 result = EIG (tmp_a, tmp_b, nargout > 1);
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222 }
11586
12df7854fa7c strip trailing whitespace from source files
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223 else
10154
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224 {
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225 ctmp_a = arg_a.complex_matrix_value ();
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226 ctmp_b = arg_b.complex_matrix_value ();
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227
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228 if (error_state)
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diff changeset
229 return retval;
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diff changeset
230 else
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diff changeset
231 result = EIG (ctmp_a, ctmp_b, nargout > 1);
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232 }
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233 }
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234
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235 if (! error_state)
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236 {
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diff changeset
237 if (nargout == 0 || nargout == 1)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
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diff changeset
238 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
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diff changeset
239 retval(0) = result.eigenvalues ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
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diff changeset
240 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
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parents: 9307
diff changeset
241 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
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diff changeset
242 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
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diff changeset
243 // Blame it on Matlab.
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244
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245 ComplexDiagMatrix d (result.eigenvalues ());
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246
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247 retval(1) = d;
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diff changeset
248 retval(0) = result.eigenvectors ();
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diff changeset
249 }
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diff changeset
250 }
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251 }
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parents:
diff changeset
252
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
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diff changeset
253 return retval;
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
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parents:
diff changeset
254 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
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255
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
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diff changeset
256 /*
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257
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258 %!assert(eig ([1, 2; 2, 1]), [-1; 3], sqrt (eps));
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259
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260 %!test
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261 %! [v, d] = eig ([1, 2; 2, 1]);
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262 %! x = 1 / sqrt (2);
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263 %! assert(d, [-1, 0; 0, 3], sqrt (eps));
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264 %! assert(v, [-x, x; x, x], sqrt (eps));
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265
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266 %!assert(eig (single ([1, 2; 2, 1])), single([-1; 3]), sqrt (eps('single')));
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267
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268 %!test
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269 %! [v, d] = eig (single([1, 2; 2, 1]));
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270 %! x = single(1 / sqrt (2));
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271 %! assert(d, single([-1, 0; 0, 3]), sqrt (eps('single')));
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272 %! assert(v, [-x, x; x, x], sqrt (eps('single')));
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273
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274 %!test
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275 %! A = [1, 2; -1, 1]; B = [3, 3; 1, 2];
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276 %! [v, d] = eig (A, B);
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277 %! assert(A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps));
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278 %! assert(A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps));
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279
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280 %!test
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281 %! A = single([1, 2; -1, 1]); B = single([3, 3; 1, 2]);
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282 %! [v, d] = eig (A, B);
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283 %! assert(A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps('single')));
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284 %! assert(A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps('single')));
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285
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286 %!test
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287 %! A = [1, 2; 2, 1]; B = [3, -2; -2, 3];
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288 %! [v, d] = eig (A, B);
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289 %! assert(A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps));
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290 %! assert(A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps));
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291
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292 %!test
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293 %! A = single([1, 2; 2, 1]); B = single([3, -2; -2, 3]);
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294 %! [v, d] = eig (A, B);
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295 %! assert(A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps('single')));
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296 %! assert(A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps('single')));
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297
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298 %!test
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Jarkko Kaleva <d3roga@gmail.com>
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299 %! A = [1+3i, 2+i; 2-i, 1+3i]; B = [5+9i, 2+i; 2-i, 5+9i];
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300 %! [v, d] = eig (A, B);
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301 %! assert(A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps));
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302 %! assert(A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps));
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303
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304 %!test
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Jarkko Kaleva <d3roga@gmail.com>
parents: 7814
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305 %! A = single([1+3i, 2+i; 2-i, 1+3i]); B = single([5+9i, 2+i; 2-i, 5+9i]);
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306 %! [v, d] = eig (A, B);
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parents: 7814
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307 %! assert(A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps('single')));
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parents: 7814
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308 %! assert(A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps('single')));
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309
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310 %!test
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Jarkko Kaleva <d3roga@gmail.com>
parents: 7814
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311 %! A = [1+3i, 2+3i; 3-8i, 8+3i]; B = [8+i, 3+i; 4-9i, 3+i];
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312 %! [v, d] = eig (A, B);
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313 %! assert(A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps));
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parents: 7814
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314 %! assert(A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps));
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315
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316 %!test
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Jarkko Kaleva <d3roga@gmail.com>
parents: 7814
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317 %! A = single([1+3i, 2+3i; 3-8i, 8+3i]); B = single([8+i, 3+i; 4-9i, 3+i]);
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318 %! [v, d] = eig (A, B);
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parents: 7814
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319 %! assert(A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps('single')));
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parents: 7814
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320 %! assert(A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps('single')));
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parents: 7814
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321
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322 %!test
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Jarkko Kaleva <d3roga@gmail.com>
parents: 7814
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323 %! A = [1, 2; 3, 8]; B = [8, 3; 4, 3];
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324 %! [v, d] = eig (A, B);
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325 %! assert(A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps));
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326 %! assert(A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps));
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327
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Rik <octave@nomad.inbox5.com>
parents: 12584
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328 %!error <Invalid call to eig> eig ();
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Rik <octave@nomad.inbox5.com>
parents: 12584
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329 %!error <Invalid call to eig> eig ([1, 2; 3, 4], [4, 3; 2, 1], 1);
8339
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330 %!error eig ([1, 2; 3, 4], 2);
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
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331 %!error eig ([1, 2; 3, 4; 5, 6]);
8339
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332 %!error eig ("abcd");
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parents: 7814
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333 %!error eig ([1 2 ; 2 3], "abcd");
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parents: 7814
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334 %!error eig (false, [1 2 ; 2 3]);
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David Bateman <dbateman@free.fr>
parents: 7789
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335
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
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336 */