annotate liboctave/numeric/schur.cc @ 22329:7f3c7a8bd131

maint: Indent namespaces in liboctave/numeric files.
author John W. Eaton <jwe@octave.org>
date Wed, 17 Aug 2016 10:55:38 -0400
parents bac0d6f07a3e
children 4caa7b28d183
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1 /*
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2
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3 Copyright (C) 1994-2016 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 #if defined (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 "CMatrix.h"
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28 #include "dMatrix.h"
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29 #include "fCMatrix.h"
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30 #include "fMatrix.h"
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31 #include "lo-error.h"
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32 #include "lo-lapack-proto.h"
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33 #include "schur.h"
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34
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35 namespace octave
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36 {
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37 namespace math
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38 {
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39 // For real types.
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40
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41 template <typename T>
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42 static octave_idx_type
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43 select_ana (const T& a, const T&)
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44 {
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45 return (a < 0.0);
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46 }
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47
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48 template <typename T>
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49 static octave_idx_type
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50 select_dig (const T& a, const T& b)
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51 {
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52 return (hypot (a, b) < 1.0);
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53 }
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54
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55 // For complex types.
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56
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57 template <typename T>
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58 static octave_idx_type
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59 select_ana (const T& a)
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60 {
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61 return a.real () < 0.0;
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62 }
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64 template <typename T>
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65 static octave_idx_type
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66 select_dig (const T& a)
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67 {
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68 return (abs (a) < 1.0);
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69 }
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71 template <>
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72 octave_idx_type
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73 schur<Matrix>::init (const Matrix& a, const std::string& ord, bool calc_unitary)
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74 {
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75 octave_idx_type a_nr = a.rows ();
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76 octave_idx_type a_nc = a.cols ();
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77
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78 if (a_nr != a_nc)
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79 (*current_liboctave_error_handler) ("schur: requires square matrix");
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81 if (a_nr == 0)
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82 {
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83 schur_mat.clear ();
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84 unitary_mat.clear ();
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85 return 0;
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86 }
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87
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88 // Workspace requirements may need to be fixed if any of the
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89 // following change.
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90
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91 char jobvs;
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92 char sense = 'N';
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93 char sort = 'N';
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94
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95 if (calc_unitary)
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96 jobvs = 'V';
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97 else
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98 jobvs = 'N';
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99
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100 char ord_char = ord.empty () ? 'U' : ord[0];
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101
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102 if (ord_char == 'A' || ord_char == 'D' || ord_char == 'a' || ord_char == 'd')
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103 sort = 'S';
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104
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105 volatile double_selector selector = 0;
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106 if (ord_char == 'A' || ord_char == 'a')
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107 selector = select_ana<double>;
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108 else if (ord_char == 'D' || ord_char == 'd')
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109 selector = select_dig<double>;
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110
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111 octave_idx_type n = a_nc;
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112 octave_idx_type lwork = 8 * n;
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113 octave_idx_type liwork = 1;
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114 octave_idx_type info;
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115 octave_idx_type sdim;
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116 double rconde;
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117 double rcondv;
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118
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119 schur_mat = a;
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120
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121 if (calc_unitary)
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122 unitary_mat.clear (n, n);
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123
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124 double *s = schur_mat.fortran_vec ();
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125 double *q = unitary_mat.fortran_vec ();
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126
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127 Array<double> wr (dim_vector (n, 1));
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128 double *pwr = wr.fortran_vec ();
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129
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130 Array<double> wi (dim_vector (n, 1));
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131 double *pwi = wi.fortran_vec ();
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132
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133 Array<double> work (dim_vector (lwork, 1));
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134 double *pwork = work.fortran_vec ();
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135
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136 // BWORK is not referenced for the non-ordered Schur routine.
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137 octave_idx_type ntmp = (ord_char == 'N' || ord_char == 'n') ? 0 : n;
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138 Array<octave_idx_type> bwork (dim_vector (ntmp, 1));
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139 octave_idx_type *pbwork = bwork.fortran_vec ();
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140
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141 Array<octave_idx_type> iwork (dim_vector (liwork, 1));
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142 octave_idx_type *piwork = iwork.fortran_vec ();
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143
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144 F77_XFCN (dgeesx, DGEESX, (F77_CONST_CHAR_ARG2 (&jobvs, 1),
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145 F77_CONST_CHAR_ARG2 (&sort, 1),
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diff changeset
146 selector,
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147 F77_CONST_CHAR_ARG2 (&sense, 1),
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148 n, s, n, sdim, pwr, pwi, q, n, rconde, rcondv,
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149 pwork, lwork, piwork, liwork, pbwork, info
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150 F77_CHAR_ARG_LEN (1)
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151 F77_CHAR_ARG_LEN (1)
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152 F77_CHAR_ARG_LEN (1)));
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153
22329
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154 return info;
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155 }
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156
22329
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157 template <>
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158 octave_idx_type
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diff changeset
159 schur<FloatMatrix>::init (const FloatMatrix& a, const std::string& ord,
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160 bool calc_unitary)
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161 {
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162 octave_idx_type a_nr = a.rows ();
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163 octave_idx_type a_nc = a.cols ();
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164
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165 if (a_nr != a_nc)
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166 (*current_liboctave_error_handler) ("SCHUR requires square matrix");
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167
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168 if (a_nr == 0)
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169 {
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170 schur_mat.clear ();
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171 unitary_mat.clear ();
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172 return 0;
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173 }
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174
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175 // Workspace requirements may need to be fixed if any of the
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176 // following change.
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177
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178 char jobvs;
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179 char sense = 'N';
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180 char sort = 'N';
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181
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182 if (calc_unitary)
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183 jobvs = 'V';
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184 else
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185 jobvs = 'N';
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186
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187 char ord_char = ord.empty () ? 'U' : ord[0];
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188
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189 if (ord_char == 'A' || ord_char == 'D' || ord_char == 'a' || ord_char == 'd')
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190 sort = 'S';
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191
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192 volatile float_selector selector = 0;
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193 if (ord_char == 'A' || ord_char == 'a')
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194 selector = select_ana<float>;
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195 else if (ord_char == 'D' || ord_char == 'd')
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196 selector = select_dig<float>;
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197
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198 octave_idx_type n = a_nc;
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199 octave_idx_type lwork = 8 * n;
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200 octave_idx_type liwork = 1;
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201 octave_idx_type info;
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202 octave_idx_type sdim;
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203 float rconde;
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204 float rcondv;
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205
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206 schur_mat = a;
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207
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208 if (calc_unitary)
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209 unitary_mat.clear (n, n);
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210
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211 float *s = schur_mat.fortran_vec ();
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diff changeset
212 float *q = unitary_mat.fortran_vec ();
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diff changeset
213
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diff changeset
214 Array<float> wr (dim_vector (n, 1));
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diff changeset
215 float *pwr = wr.fortran_vec ();
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diff changeset
216
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diff changeset
217 Array<float> wi (dim_vector (n, 1));
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diff changeset
218 float *pwi = wi.fortran_vec ();
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219
22329
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220 Array<float> work (dim_vector (lwork, 1));
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diff changeset
221 float *pwork = work.fortran_vec ();
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diff changeset
222
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diff changeset
223 // BWORK is not referenced for the non-ordered Schur routine.
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diff changeset
224 octave_idx_type ntmp = (ord_char == 'N' || ord_char == 'n') ? 0 : n;
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diff changeset
225 Array<octave_idx_type> bwork (dim_vector (ntmp, 1));
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diff changeset
226 octave_idx_type *pbwork = bwork.fortran_vec ();
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diff changeset
227
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diff changeset
228 Array<octave_idx_type> iwork (dim_vector (liwork, 1));
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229 octave_idx_type *piwork = iwork.fortran_vec ();
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230
22329
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231 F77_XFCN (sgeesx, SGEESX, (F77_CONST_CHAR_ARG2 (&jobvs, 1),
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diff changeset
232 F77_CONST_CHAR_ARG2 (&sort, 1),
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diff changeset
233 selector,
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diff changeset
234 F77_CONST_CHAR_ARG2 (&sense, 1),
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diff changeset
235 n, s, n, sdim, pwr, pwi, q, n, rconde, rcondv,
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diff changeset
236 pwork, lwork, piwork, liwork, pbwork, info
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diff changeset
237 F77_CHAR_ARG_LEN (1)
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diff changeset
238 F77_CHAR_ARG_LEN (1)
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diff changeset
239 F77_CHAR_ARG_LEN (1)));
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diff changeset
240
22329
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diff changeset
241 return info;
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242 }
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diff changeset
243
22329
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diff changeset
244 template <>
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diff changeset
245 octave_idx_type
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diff changeset
246 schur<ComplexMatrix>::init (const ComplexMatrix& a, const std::string& ord,
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diff changeset
247 bool calc_unitary)
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diff changeset
248 {
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diff changeset
249 octave_idx_type a_nr = a.rows ();
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diff changeset
250 octave_idx_type a_nc = a.cols ();
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251
22329
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252 if (a_nr != a_nc)
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diff changeset
253 (*current_liboctave_error_handler) ("SCHUR requires square matrix");
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254
22329
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diff changeset
255 if (a_nr == 0)
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diff changeset
256 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
257 schur_mat.clear ();
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diff changeset
258 unitary_mat.clear ();
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diff changeset
259 return 0;
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diff changeset
260 }
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261
22329
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262 // Workspace requirements may need to be fixed if any of the
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diff changeset
263 // following change.
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parents: 21202
diff changeset
264
22329
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diff changeset
265 char jobvs;
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diff changeset
266 char sense = 'N';
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diff changeset
267 char sort = 'N';
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268
22329
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diff changeset
269 if (calc_unitary)
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diff changeset
270 jobvs = 'V';
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diff changeset
271 else
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diff changeset
272 jobvs = 'N';
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diff changeset
273
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
274 char ord_char = ord.empty () ? 'U' : ord[0];
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275
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
276 if (ord_char == 'A' || ord_char == 'D' || ord_char == 'a' || ord_char == 'd')
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diff changeset
277 sort = 'S';
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278
22329
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diff changeset
279 volatile complex_selector selector = 0;
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parents: 22323
diff changeset
280 if (ord_char == 'A' || ord_char == 'a')
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diff changeset
281 selector = select_ana<Complex>;
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diff changeset
282 else if (ord_char == 'D' || ord_char == 'd')
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diff changeset
283 selector = select_dig<Complex>;
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284
22329
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diff changeset
285 octave_idx_type n = a_nc;
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diff changeset
286 octave_idx_type lwork = 8 * n;
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diff changeset
287 octave_idx_type info;
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diff changeset
288 octave_idx_type sdim;
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diff changeset
289 double rconde;
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290 double rcondv;
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291
22329
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diff changeset
292 schur_mat = a;
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293 if (calc_unitary)
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diff changeset
294 unitary_mat.clear (n, n);
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295
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diff changeset
296 Complex *s = schur_mat.fortran_vec ();
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diff changeset
297 Complex *q = unitary_mat.fortran_vec ();
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298
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diff changeset
299 Array<double> rwork (dim_vector (n, 1));
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300 double *prwork = rwork.fortran_vec ();
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301
22329
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diff changeset
302 Array<Complex> w (dim_vector (n, 1));
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diff changeset
303 Complex *pw = w.fortran_vec ();
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diff changeset
304
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diff changeset
305 Array<Complex> work (dim_vector (lwork, 1));
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diff changeset
306 Complex *pwork = work.fortran_vec ();
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diff changeset
307
22329
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diff changeset
308 // BWORK is not referenced for non-ordered Schur.
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
309 octave_idx_type ntmp = (ord_char == 'N' || ord_char == 'n') ? 0 : n;
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diff changeset
310 Array<octave_idx_type> bwork (dim_vector (ntmp, 1));
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diff changeset
311 octave_idx_type *pbwork = bwork.fortran_vec ();
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diff changeset
312
22329
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diff changeset
313 F77_XFCN (zgeesx, ZGEESX, (F77_CONST_CHAR_ARG2 (&jobvs, 1),
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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parents: 22323
diff changeset
314 F77_CONST_CHAR_ARG2 (&sort, 1),
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
315 selector,
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
316 F77_CONST_CHAR_ARG2 (&sense, 1),
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
317 n, F77_DBLE_CMPLX_ARG (s), n, sdim, F77_DBLE_CMPLX_ARG (pw), F77_DBLE_CMPLX_ARG (q), n, rconde, rcondv,
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
318 F77_DBLE_CMPLX_ARG (pwork), lwork, prwork, pbwork, info
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
319 F77_CHAR_ARG_LEN (1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
320 F77_CHAR_ARG_LEN (1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
321 F77_CHAR_ARG_LEN (1)));
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diff changeset
322
22329
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parents: 22323
diff changeset
323 return info;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
324 }
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325
22329
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diff changeset
326 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
327 schur<ComplexMatrix>
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diff changeset
328 rsf2csf<ComplexMatrix, Matrix> (const Matrix& s_arg, const Matrix& u_arg)
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diff changeset
329 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
330 ComplexMatrix s (s_arg);
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diff changeset
331 ComplexMatrix u (u_arg);
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diff changeset
332
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
333 octave_idx_type n = s.rows ();
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diff changeset
334
22329
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diff changeset
335 if (s.columns () != n || u.rows () != n || u.columns () != n)
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diff changeset
336 (*current_liboctave_error_handler)
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diff changeset
337 ("rsf2csf: inconsistent matrix dimensions");
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diff changeset
338
22329
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diff changeset
339 if (n > 0)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
340 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
341 OCTAVE_LOCAL_BUFFER (double, c, n-1);
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diff changeset
342 OCTAVE_LOCAL_BUFFER (double, sx, n-1);
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343
22329
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diff changeset
344 F77_XFCN (zrsf2csf, ZRSF2CSF, (n, F77_DBLE_CMPLX_ARG (s.fortran_vec ()),
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diff changeset
345 F77_DBLE_CMPLX_ARG (u.fortran_vec ()), c, sx));
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diff changeset
346 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
347
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diff changeset
348 return schur<ComplexMatrix> (s, u);
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diff changeset
349 }
e69eaee28737 make better use of templates for Schur decomposition
John W. Eaton <jwe@octave.org>
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diff changeset
350
22329
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diff changeset
351 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
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diff changeset
352 octave_idx_type
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
353 schur<FloatComplexMatrix>::init (const FloatComplexMatrix& a,
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
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diff changeset
354 const std::string& ord, bool calc_unitary)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
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diff changeset
355 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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parents: 22323
diff changeset
356 octave_idx_type a_nr = a.rows ();
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diff changeset
357 octave_idx_type a_nc = a.cols ();
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diff changeset
358
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
359 if (a_nr != a_nc)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
360 (*current_liboctave_error_handler) ("SCHUR requires square matrix");
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diff changeset
361
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
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diff changeset
362 if (a_nr == 0)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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parents: 22323
diff changeset
363 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
364 schur_mat.clear ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
365 unitary_mat.clear ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
366 return 0;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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parents: 22323
diff changeset
367 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
368
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
369 // Workspace requirements may need to be fixed if any of the
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
370 // following change.
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diff changeset
371
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
372 char jobvs;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
373 char sense = 'N';
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
374 char sort = 'N';
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diff changeset
375
22329
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parents: 22323
diff changeset
376 if (calc_unitary)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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parents: 22323
diff changeset
377 jobvs = 'V';
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
378 else
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
379 jobvs = 'N';
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parents: 21202
diff changeset
380
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
381 char ord_char = ord.empty () ? 'U' : ord[0];
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parents: 21202
diff changeset
382
22329
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diff changeset
383 if (ord_char == 'A' || ord_char == 'D' || ord_char == 'a' || ord_char == 'd')
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
384 sort = 'S';
21266
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parents: 21202
diff changeset
385
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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parents: 22323
diff changeset
386 volatile float_complex_selector selector = 0;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
387 if (ord_char == 'A' || ord_char == 'a')
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
388 selector = select_ana<FloatComplex>;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
389 else if (ord_char == 'D' || ord_char == 'd')
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
390 selector = select_dig<FloatComplex>;
21266
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parents: 21202
diff changeset
391
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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parents: 22323
diff changeset
392 octave_idx_type n = a_nc;
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393 octave_idx_type lwork = 8 * n;
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394 octave_idx_type info;
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395 octave_idx_type sdim;
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396 float rconde;
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397 float rcondv;
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398
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399 schur_mat = a;
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400 if (calc_unitary)
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401 unitary_mat.clear (n, n);
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402
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403 FloatComplex *s = schur_mat.fortran_vec ();
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404 FloatComplex *q = unitary_mat.fortran_vec ();
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405
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406 Array<float> rwork (dim_vector (n, 1));
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407 float *prwork = rwork.fortran_vec ();
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408
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409 Array<FloatComplex> w (dim_vector (n, 1));
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410 FloatComplex *pw = w.fortran_vec ();
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411
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412 Array<FloatComplex> work (dim_vector (lwork, 1));
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413 FloatComplex *pwork = work.fortran_vec ();
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414
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415 // BWORK is not referenced for non-ordered Schur.
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416 octave_idx_type ntmp = (ord_char == 'N' || ord_char == 'n') ? 0 : n;
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417 Array<octave_idx_type> bwork (dim_vector (ntmp, 1));
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418 octave_idx_type *pbwork = bwork.fortran_vec ();
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419
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420 F77_XFCN (cgeesx, CGEESX, (F77_CONST_CHAR_ARG2 (&jobvs, 1),
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421 F77_CONST_CHAR_ARG2 (&sort, 1),
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422 selector,
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423 F77_CONST_CHAR_ARG2 (&sense, 1),
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424 n, F77_CMPLX_ARG (s), n, sdim, F77_CMPLX_ARG (pw), F77_CMPLX_ARG (q), n, rconde, rcondv,
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425 F77_CMPLX_ARG (pwork), lwork, prwork, pbwork, info
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426 F77_CHAR_ARG_LEN (1)
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427 F77_CHAR_ARG_LEN (1)
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428 F77_CHAR_ARG_LEN (1)));
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429
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430 return info;
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431 }
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432
22329
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433 template <>
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434 schur<FloatComplexMatrix>
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435 rsf2csf<FloatComplexMatrix, FloatMatrix> (const FloatMatrix& s_arg, const FloatMatrix& u_arg)
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436 {
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diff changeset
437 FloatComplexMatrix s (s_arg);
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438 FloatComplexMatrix u (u_arg);
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diff changeset
439
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440 octave_idx_type n = s.rows ();
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441
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442 if (s.columns () != n || u.rows () != n || u.columns () != n)
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443 (*current_liboctave_error_handler)
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444 ("rsf2csf: inconsistent matrix dimensions");
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445
22329
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446 if (n > 0)
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447 {
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448 OCTAVE_LOCAL_BUFFER (float, c, n-1);
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449 OCTAVE_LOCAL_BUFFER (float, sx, n-1);
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450
22329
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diff changeset
451 F77_XFCN (crsf2csf, CRSF2CSF, (n, F77_CMPLX_ARG (s.fortran_vec ()),
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diff changeset
452 F77_CMPLX_ARG (u.fortran_vec ()), c, sx));
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diff changeset
453 }
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diff changeset
454
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455 return schur<FloatComplexMatrix> (s, u);
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456 }
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diff changeset
457
22329
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diff changeset
458 // Instantiations we need.
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diff changeset
459
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diff changeset
460 template class schur<ComplexMatrix>;
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diff changeset
461
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diff changeset
462 template class schur<FloatComplexMatrix>;
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diff changeset
463
22329
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diff changeset
464 template class schur<FloatMatrix>;
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diff changeset
465
22329
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diff changeset
466 template class schur<Matrix>;
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diff changeset
467 }
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468 }