Mercurial > octave

annotate libinterp/corefcn/ordschur.cc @ 20703:85e5efae848a

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eliminate more uses of error_state * ov.h, ov.cc: Provide more value extractors that handle error messages. * besselj.cc, daspk.cc, dasrt.cc, dassl.cc, file-io.cc, graphics.cc, matrix_type.cc, ordschur.cc, utils.cc, __eigs__.cc, __magick_read__.cc: Eliminate more uses of error_state.
author John W. Eaton <jwe@octave.org>
date Sat, 14 Nov 2015 12:07:38 -0500
parents 4f45eaf83908
children 571508c1ed06
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
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1 /*
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2
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3 Copyright (C) 2015 Sébastien Villemot <sebastien@debian.org>
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4
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5 This file is part of Octave.
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6
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7 Octave is free software; you can redistribute it and/or modify it
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8 under the terms of the GNU General Public License as published by the
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9 Free Software Foundation; either version 3 of the License, or (at your
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10 option) any later version.
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11
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12 Octave is distributed in the hope that it will be useful, but WITHOUT
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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15 for more details.
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16
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17 You should have received a copy of the GNU General Public License
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18 along with Octave; see the file COPYING. If not, see
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19 <http://www.gnu.org/licenses/>.
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20
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21 */
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22
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23 #ifdef HAVE_CONFIG_H
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24 #include <config.h>
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25 #endif
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26
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27 #include "defun.h"
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28 #include "error.h"
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29 #include "oct-obj.h"
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30 #include "f77-fcn.h"
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31
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32 extern "C"
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33 {
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34 F77_RET_T
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35 F77_FUNC (dtrsen, DTRSEN) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL,
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36 const octave_idx_type*, const octave_idx_type&,
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37 double*, const octave_idx_type&, double*, const octave_idx_type&,
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38 double*, double*, octave_idx_type&, double&, double&, double*,
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39 const octave_idx_type&, octave_idx_type*,
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40 const octave_idx_type&, octave_idx_type&);
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41
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42 F77_RET_T
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43 F77_FUNC (ztrsen, ZTRSEN) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL,
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44 const octave_idx_type*, const octave_idx_type&,
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45 Complex*, const octave_idx_type&, Complex*, const octave_idx_type&,
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46 Complex*, octave_idx_type&, double&, double&, Complex*,
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47 const octave_idx_type&, octave_idx_type &);
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48
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49 F77_RET_T
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50 F77_FUNC (strsen, STRSEN) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL,
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51 const octave_idx_type*, const octave_idx_type&,
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52 float*, const octave_idx_type&, float*, const octave_idx_type&,
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53 float*, float*, octave_idx_type&, float&, float&, float*,
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54 const octave_idx_type&, octave_idx_type*,
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55 const octave_idx_type&, octave_idx_type&);
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56
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57 F77_RET_T
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58 F77_FUNC (ctrsen, CTRSEN) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL,
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59 const octave_idx_type*, const octave_idx_type&,
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60 FloatComplex*, const octave_idx_type&, FloatComplex*, const octave_idx_type&,
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61 FloatComplex*, octave_idx_type&, float&, float&, FloatComplex*,
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62 const octave_idx_type&, octave_idx_type &);
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63 }
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64
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65 DEFUN (ordschur, args, ,
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66 "-*- texinfo -*-\n\
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67 @deftypefn {Loadable Function} {[@var{UR}, @var{SR}] =} ordschur (@var{U}, @var{S}, @var{select})\n\
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68 Reorders the real Schur factorization (@var{U},@var{S}) obtained with the\n\
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69 @code{schur} function, so that selected eigenvalues appear in the upper left\n\
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70 diagonal blocks of the quasi triangular Schur matrix.\n\
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71 \n\
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72 The logical vector @var{select} specifies the selected eigenvalues as they\n\
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73 appear along @var{S}'s diagonal.\n\
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74 \n\
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75 For example, given the matrix @code{@var{A} = [1, 2; 3, 4]}, and its Schur\n\
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76 decomposition\n\
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77 \n\
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78 @example\n\
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79 [@var{U}, @var{S}] = schur (@var{A})\n\
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80 @end example\n\
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81 \n\
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82 @noindent\n\
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83 which returns\n\
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84 \n\
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85 @example\n\
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86 @group\n\
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87 @var{U} =\n\
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88 \n\
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89 -0.82456 -0.56577\n\
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90 0.56577 -0.82456\n\
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91 \n\
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92 @var{S} =\n\
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93 \n\
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94 -0.37228 -1.00000\n\
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95 0.00000 5.37228\n\
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96 \n\
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97 @end group\n\
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98 @end example\n\
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99 \n\
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100 It is possible to reorder the decomposition so that the positive eigenvalue\n\
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101 is in the upper left corner, by doing:\n\
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102 \n\
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103 @example\n\
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104 [@var{U}, @var{S}] = ordschur (@var{U}, @var{S}, [0,1])\n\
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105 @end example\n\
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106 \n\
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107 @seealso{schur}\n\
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108 @end deftypefn")
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109 {
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110 const octave_idx_type nargin = args.length ();
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111 octave_value_list retval;
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112
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113 if (nargin != 3)
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114 {
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115 print_usage ();
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116 return retval;
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117 }
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118
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119 const Array<octave_idx_type> sel = args(2).octave_idx_type_vector_value ("ordschur: SELECT must be an array of integers");
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120
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121 const octave_idx_type n = sel.numel ();
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122
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123 const dim_vector dimU = args(0).dims ();
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124 const dim_vector dimS = args(1).dims ();
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125 if (n != dimU(0))
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126 {
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127 error ("ordschur: SELECT must have same length as the sides of U and S");
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128 return retval;
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129 }
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130 else if (n != dimU(0) || n != dimS(0) || n != dimU(1) || n != dimS(1))
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131 {
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132 error ("ordschur: U and S must be square and of equal sizes");
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133 return retval;
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134 }
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135
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136 const bool double_type = args(0).is_double_type ()
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137 || args(1).is_double_type ();
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138 const bool complex_type = args(0).is_complex_type ()
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139 || args(1).is_complex_type ();
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140
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Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
141 #define PREPARE_ARGS(TYPE, TYPE_M, TYPE_COND) \
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Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
142 TYPE ## Matrix U = args(0).TYPE_M ## _value (); \
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
143 TYPE ## Matrix S = args(1).TYPE_M ## _value (); \
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Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
144 if (error_state) \
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Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
145 { \
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
146 error ("ordschur: U and S must be real or complex floating point matrices"); \
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
147 return retval; \
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
148 } \
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
149 TYPE ## Matrix w (dim_vector (n, 1)); \
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
150 TYPE ## Matrix work (dim_vector (n, 1)); \
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
151 octave_idx_type m; \
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
152 octave_idx_type info; \
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Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
153 TYPE_COND cond1, cond2;
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Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
154
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
155 #define PREPARE_OUTPUT()\
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Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
156 if (info != 0) \
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Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
157 { \
56157a7505ed Add new ordschur function.
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parents:
diff changeset
158 error ("ordschur: trsen failed"); \
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
159 return retval; \
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
160 } \
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
161 retval(0) = U; \
19861
19755f4fc851 maint: Cleanup C++ code to follow Octave coding conventions.
Rik <rik@octave.org>
parents: 19795
diff changeset
162 retval(1) = S;
19747
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
163
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
164 if (double_type)
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Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
165 {
56157a7505ed Add new ordschur function.
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parents:
diff changeset
166 if (complex_type)
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
167 {
56157a7505ed Add new ordschur function.
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parents:
diff changeset
168 PREPARE_ARGS (Complex, complex_matrix, double)
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
169
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
170 F77_XFCN (ztrsen, ztrsen,
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
171 (F77_CONST_CHAR_ARG ("N"), F77_CONST_CHAR_ARG ("V"),
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
172 sel.data (), n, S.fortran_vec (), n, U.fortran_vec (), n,
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parents:
diff changeset
173 w.fortran_vec (), m, cond1, cond2, work.fortran_vec (), n,
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
174 info));
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parents:
diff changeset
175 PREPARE_OUTPUT()
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parents:
diff changeset
176 }
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parents:
diff changeset
177 else
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parents:
diff changeset
178 {
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parents:
diff changeset
179 PREPARE_ARGS (, matrix, double)
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diff changeset
180 Matrix wi (dim_vector (n, 1));
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parents:
diff changeset
181 Array<octave_idx_type> iwork (dim_vector (n, 1));
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parents:
diff changeset
182
56157a7505ed Add new ordschur function.
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parents:
diff changeset
183 F77_XFCN (dtrsen, dtrsen,
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
184 (F77_CONST_CHAR_ARG ("N"), F77_CONST_CHAR_ARG ("V"),
56157a7505ed Add new ordschur function.
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parents:
diff changeset
185 sel.data (), n, S.fortran_vec (), n, U.fortran_vec (), n,
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parents:
diff changeset
186 w.fortran_vec (), wi.fortran_vec (), m, cond1, cond2,
56157a7505ed Add new ordschur function.
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parents:
diff changeset
187 work.fortran_vec (), n, iwork.fortran_vec (), n, info));
56157a7505ed Add new ordschur function.
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parents:
diff changeset
188 PREPARE_OUTPUT ()
56157a7505ed Add new ordschur function.
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parents:
diff changeset
189 }
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parents:
diff changeset
190 }
56157a7505ed Add new ordschur function.
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parents:
diff changeset
191 else
56157a7505ed Add new ordschur function.
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parents:
diff changeset
192 {
56157a7505ed Add new ordschur function.
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parents:
diff changeset
193 if (complex_type)
56157a7505ed Add new ordschur function.
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parents:
diff changeset
194 {
56157a7505ed Add new ordschur function.
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parents:
diff changeset
195 PREPARE_ARGS (FloatComplex, float_complex_matrix, float)
56157a7505ed Add new ordschur function.
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parents:
diff changeset
196
56157a7505ed Add new ordschur function.
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parents:
diff changeset
197 F77_XFCN (ctrsen, ctrsen,
56157a7505ed Add new ordschur function.
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parents:
diff changeset
198 (F77_CONST_CHAR_ARG ("N"), F77_CONST_CHAR_ARG ("V"),
56157a7505ed Add new ordschur function.
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parents:
diff changeset
199 sel.data (), n, S.fortran_vec (), n, U.fortran_vec (), n,
56157a7505ed Add new ordschur function.
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parents:
diff changeset
200 w.fortran_vec (), m, cond1, cond2, work.fortran_vec (), n,
56157a7505ed Add new ordschur function.
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parents:
diff changeset
201 info));
56157a7505ed Add new ordschur function.
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parents:
diff changeset
202 PREPARE_OUTPUT ()
56157a7505ed Add new ordschur function.
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parents:
diff changeset
203 }
56157a7505ed Add new ordschur function.
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parents:
diff changeset
204 else
56157a7505ed Add new ordschur function.
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parents:
diff changeset
205 {
56157a7505ed Add new ordschur function.
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parents:
diff changeset
206 PREPARE_ARGS (Float, float_matrix, float)
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
207 FloatMatrix wi (dim_vector (n, 1));
56157a7505ed Add new ordschur function.
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parents:
diff changeset
208 Array<octave_idx_type> iwork (dim_vector (n, 1));
56157a7505ed Add new ordschur function.
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parents:
diff changeset
209
56157a7505ed Add new ordschur function.
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parents:
diff changeset
210 F77_XFCN (strsen, strsen,
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
211 (F77_CONST_CHAR_ARG ("N"), F77_CONST_CHAR_ARG ("V"),
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
212 sel.data (), n, S.fortran_vec (), n, U.fortran_vec (), n,
56157a7505ed Add new ordschur function.
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parents:
diff changeset
213 w.fortran_vec (), wi.fortran_vec (), m, cond1, cond2,
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
214 work.fortran_vec (), n, iwork.fortran_vec (), n, info));
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
215 PREPARE_OUTPUT ()
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
216 }
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
217 }
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
218
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
219 #undef PREPARE_ARGS
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
220 #undef PREPARE_OUTPUT
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
221
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
222 return retval;
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
223 }
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
224
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
225 /*
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
226
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
227 %!test
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
228 %! A = [1, 2, 3, -2; 4, 5, 6, -5 ; 7, 8, 9, -5; 10, 11, 12, 4 ];
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
229 %! [U, T] = schur (A);
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
230 %! [US, TS] = ordschur (U, T, [ 0, 0, 1, 1 ]);
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
231 %! assert (US*TS*US', A, sqrt (eps))
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
232 %! assert (diag (T)(3:4), diag (TS)(1:2), sqrt (eps))
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
233
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
234 %!test
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
235 %! A = [1, 2, 3, -2; 4, 5, 6, -5 ; 7, 8, 9, -5; 10, 11, 12, 4 ];
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
236 %! [U, T] = schur (A);
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
237 %! [US, TS] = ordschur (single (U), single (T), [ 0, 0, 1, 1 ]);
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
238 %! assert (US*TS*US', A, sqrt (eps ("single")))
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
239 %! assert (diag (T)(3:4), diag (TS)(1:2), sqrt (eps ("single")))
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
240
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
241 %!test
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
242 %! A = [1, 2, 3, -2; 4, 5, 6, -5 ; 7, 8, 9, -5; 10, 11, 12, 4+3i ];
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
243 %! [U, T] = schur (A);
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
244 %! [US, TS] = ordschur (U, T, [ 0, 0, 1, 1 ]);
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
245 %! assert (US*TS*US', A, sqrt (eps))
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
246 %! assert (diag (T)(3:4), diag (TS)(1:2), sqrt (eps))
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
247
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
248 %!test
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
249 %! A = [1, 2, 3, -2; 4, 5, 6, -5 ; 7, 8, 9, -5; 10, 11, 12, 4+3i ];
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
250 %! [U, T] = schur (A);
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
251 %! [US, TS] = ordschur (single (U), single (T), [ 0, 0, 1, 1 ]);
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
252 %! assert (US*TS*US', A, sqrt (eps ("single")))
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
253 %! assert (diag (T)(3:4), diag (TS)(1:2), sqrt (eps ("single")))
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
254
56157a7505ed Add new ordschur function.
Sébastien Villemot <sebastien@debian.org>
parents:
diff changeset
255 */