Mercurial > octave
annotate liboctave/numeric/schur.cc @ 22322:93b3cdd36854
move most f77 function decls to separate header files
* liboctave/numeric/lo-amos-proto.h,
liboctave/numeric/lo-arpack-proto.h,
liboctave/numeric/lo-blas-proto.h,
liboctave/numeric/lo-fftpack-proto.h,
liboctave/numeric/lo-lapack-proto.h,
liboctave/numeric/lo-qrupdate-proto.h,
liboctave/numeric/lo-ranlib-proto.h,
liboctave/numeric/lo-slatec-proto.h: New files.
* liboctave/numeric/module.mk: Update.
* __pchip_deriv__.cc, dot.cc, interpreter.cc, ordschur.cc, qz.cc,
CColVector.cc, CMatrix.cc, CNDArray.cc, CRowVector.cc, CSparse.cc,
dColVector.cc, dMatrix.cc, dNDArray.cc, dRowVector.cc, dSparse.cc,
fCColVector.cc, fCMatrix.cc, fCNDArray.cc, fCRowVector.cc,
fColVector.cc, fMatrix.cc, fNDArray.cc, fRowVector.cc, EIG.cc,
aepbalance.cc, chol.cc, eigs-base.cc, fEIG.cc, gepbalance.cc, gsvd.cc,
hess.cc, lo-specfun.cc, lu.cc, oct-rand.cc, qr.cc, qrp.cc,
randpoisson.cc, schur.cc, sparse-qr.cc, svd.cc:
Use new header files.
author | John W. Eaton <jwe@octave.org> |
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date | Wed, 17 Aug 2016 00:18:08 -0400 |
parents | 6ca3acf5fad8 |
children | bac0d6f07a3e |
rev | line source |
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457 | 1 /* |
2 | |
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3 Copyright (C) 1994-2015 John W. Eaton |
457 | 4 |
5 This file is part of Octave. | |
6 | |
7 Octave is free software; you can redistribute it and/or modify it | |
8 under the terms of the GNU General Public License as published by the | |
7016 | 9 Free Software Foundation; either version 3 of the License, or (at your |
10 option) any later version. | |
457 | 11 |
12 Octave is distributed in the hope that it will be useful, but WITHOUT | |
13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
15 for more details. | |
16 | |
17 You should have received a copy of the GNU General Public License | |
7016 | 18 along with Octave; see the file COPYING. If not, see |
19 <http://www.gnu.org/licenses/>. | |
457 | 20 |
21 */ | |
22 | |
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23 #if defined (HAVE_CONFIG_H) |
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24 # include "config.h" |
457 | 25 #endif |
26 | |
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27 #include "CMatrix.h" |
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28 #include "dMatrix.h" |
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29 #include "fCMatrix.h" |
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30 #include "fMatrix.h" |
457 | 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 |
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40 // For real types. |
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41 |
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42 template <typename T> |
5275 | 43 static octave_idx_type |
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44 select_ana (const T& a, const T&) |
457 | 45 { |
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46 return (a < 0.0); |
457 | 47 } |
48 | |
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49 template <typename T> |
5275 | 50 static octave_idx_type |
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51 select_dig (const T& a, const T& b) |
457 | 52 { |
1251 | 53 return (hypot (a, b) < 1.0); |
457 | 54 } |
55 | |
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56 // For complex types. |
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57 |
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58 template <typename T> |
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59 static octave_idx_type |
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60 select_ana (const T& a) |
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61 { |
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62 return a.real () < 0.0; |
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63 } |
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64 |
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65 template <typename T> |
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66 static octave_idx_type |
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67 select_dig (const T& a) |
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68 { |
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69 return (abs (a) < 1.0); |
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70 } |
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71 |
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72 template <> |
5275 | 73 octave_idx_type |
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74 schur<Matrix>::init (const Matrix& a, const std::string& ord, bool calc_unitary) |
457 | 75 { |
5275 | 76 octave_idx_type a_nr = a.rows (); |
77 octave_idx_type a_nc = a.cols (); | |
1929 | 78 |
457 | 79 if (a_nr != a_nc) |
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80 (*current_liboctave_error_handler) ("schur: requires square matrix"); |
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81 |
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82 if (a_nr == 0) |
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83 { |
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84 schur_mat.clear (); |
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85 unitary_mat.clear (); |
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86 return 0; |
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87 } |
457 | 88 |
3334 | 89 // Workspace requirements may need to be fixed if any of the |
90 // following change. | |
91 | |
5008 | 92 char jobvs; |
1930 | 93 char sense = 'N'; |
94 char sort = 'N'; | |
457 | 95 |
5008 | 96 if (calc_unitary) |
97 jobvs = 'V'; | |
98 else | |
99 jobvs = 'N'; | |
100 | |
1756 | 101 char ord_char = ord.empty () ? 'U' : ord[0]; |
102 | |
103 if (ord_char == 'A' || ord_char == 'D' || ord_char == 'a' || ord_char == 'd') | |
1930 | 104 sort = 'S'; |
457 | 105 |
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106 volatile double_selector selector = 0; |
1929 | 107 if (ord_char == 'A' || ord_char == 'a') |
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108 selector = select_ana<double>; |
1929 | 109 else if (ord_char == 'D' || ord_char == 'd') |
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110 selector = select_dig<double>; |
457 | 111 |
5275 | 112 octave_idx_type n = a_nc; |
113 octave_idx_type lwork = 8 * n; | |
114 octave_idx_type liwork = 1; | |
115 octave_idx_type info; | |
116 octave_idx_type sdim; | |
457 | 117 double rconde; |
118 double rcondv; | |
119 | |
1929 | 120 schur_mat = a; |
5008 | 121 |
122 if (calc_unitary) | |
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123 unitary_mat.clear (n, n); |
1929 | 124 |
125 double *s = schur_mat.fortran_vec (); | |
126 double *q = unitary_mat.fortran_vec (); | |
457 | 127 |
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128 Array<double> wr (dim_vector (n, 1)); |
1929 | 129 double *pwr = wr.fortran_vec (); |
130 | |
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131 Array<double> wi (dim_vector (n, 1)); |
1929 | 132 double *pwi = wi.fortran_vec (); |
133 | |
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134 Array<double> work (dim_vector (lwork, 1)); |
1929 | 135 double *pwork = work.fortran_vec (); |
457 | 136 |
3334 | 137 // BWORK is not referenced for the non-ordered Schur routine. |
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138 octave_idx_type ntmp = (ord_char == 'N' || ord_char == 'n') ? 0 : n; |
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139 Array<octave_idx_type> bwork (dim_vector (ntmp, 1)); |
5275 | 140 octave_idx_type *pbwork = bwork.fortran_vec (); |
1929 | 141 |
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142 Array<octave_idx_type> iwork (dim_vector (liwork, 1)); |
5275 | 143 octave_idx_type *piwork = iwork.fortran_vec (); |
1929 | 144 |
4552 | 145 F77_XFCN (dgeesx, DGEESX, (F77_CONST_CHAR_ARG2 (&jobvs, 1), |
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146 F77_CONST_CHAR_ARG2 (&sort, 1), |
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147 selector, |
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148 F77_CONST_CHAR_ARG2 (&sense, 1), |
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149 n, s, n, sdim, pwr, pwi, q, n, rconde, rcondv, |
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150 pwork, lwork, piwork, liwork, pbwork, info |
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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 F77_CHAR_ARG_LEN (1))); |
457 | 154 |
155 return info; | |
156 } | |
157 | |
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158 template <> |
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159 octave_idx_type |
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160 schur<FloatMatrix>::init (const FloatMatrix& a, const std::string& ord, |
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161 bool calc_unitary) |
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162 { |
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163 octave_idx_type a_nr = a.rows (); |
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164 octave_idx_type a_nc = a.cols (); |
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165 |
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166 if (a_nr != a_nc) |
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167 (*current_liboctave_error_handler) ("SCHUR requires square matrix"); |
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168 |
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169 if (a_nr == 0) |
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170 { |
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171 schur_mat.clear (); |
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172 unitary_mat.clear (); |
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173 return 0; |
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174 } |
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175 |
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176 // Workspace requirements may need to be fixed if any of the |
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177 // following change. |
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178 |
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179 char jobvs; |
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180 char sense = 'N'; |
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181 char sort = 'N'; |
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182 |
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183 if (calc_unitary) |
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184 jobvs = 'V'; |
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185 else |
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186 jobvs = 'N'; |
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187 |
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188 char ord_char = ord.empty () ? 'U' : ord[0]; |
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189 |
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190 if (ord_char == 'A' || ord_char == 'D' || ord_char == 'a' || ord_char == 'd') |
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191 sort = 'S'; |
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192 |
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193 volatile float_selector selector = 0; |
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194 if (ord_char == 'A' || ord_char == 'a') |
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195 selector = select_ana<float>; |
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196 else if (ord_char == 'D' || ord_char == 'd') |
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197 selector = select_dig<float>; |
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198 |
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199 octave_idx_type n = a_nc; |
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200 octave_idx_type lwork = 8 * n; |
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201 octave_idx_type liwork = 1; |
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202 octave_idx_type info; |
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203 octave_idx_type sdim; |
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204 float rconde; |
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205 float rcondv; |
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206 |
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207 schur_mat = a; |
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208 |
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209 if (calc_unitary) |
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210 unitary_mat.clear (n, n); |
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211 |
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212 float *s = schur_mat.fortran_vec (); |
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213 float *q = unitary_mat.fortran_vec (); |
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214 |
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215 Array<float> wr (dim_vector (n, 1)); |
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216 float *pwr = wr.fortran_vec (); |
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217 |
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218 Array<float> wi (dim_vector (n, 1)); |
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219 float *pwi = wi.fortran_vec (); |
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220 |
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221 Array<float> work (dim_vector (lwork, 1)); |
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222 float *pwork = work.fortran_vec (); |
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223 |
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224 // BWORK is not referenced for the non-ordered Schur routine. |
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225 octave_idx_type ntmp = (ord_char == 'N' || ord_char == 'n') ? 0 : n; |
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226 Array<octave_idx_type> bwork (dim_vector (ntmp, 1)); |
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227 octave_idx_type *pbwork = bwork.fortran_vec (); |
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228 |
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229 Array<octave_idx_type> iwork (dim_vector (liwork, 1)); |
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230 octave_idx_type *piwork = iwork.fortran_vec (); |
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231 |
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232 F77_XFCN (sgeesx, SGEESX, (F77_CONST_CHAR_ARG2 (&jobvs, 1), |
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233 F77_CONST_CHAR_ARG2 (&sort, 1), |
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234 selector, |
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235 F77_CONST_CHAR_ARG2 (&sense, 1), |
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236 n, s, n, sdim, pwr, pwi, q, n, rconde, rcondv, |
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237 pwork, lwork, piwork, liwork, pbwork, info |
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238 F77_CHAR_ARG_LEN (1) |
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239 F77_CHAR_ARG_LEN (1) |
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240 F77_CHAR_ARG_LEN (1))); |
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241 |
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242 return info; |
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243 } |
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244 |
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245 template <> |
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246 octave_idx_type |
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247 schur<ComplexMatrix>::init (const ComplexMatrix& a, const std::string& ord, |
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248 bool calc_unitary) |
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249 { |
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250 octave_idx_type a_nr = a.rows (); |
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251 octave_idx_type a_nc = a.cols (); |
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252 |
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253 if (a_nr != a_nc) |
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254 (*current_liboctave_error_handler) ("SCHUR requires square matrix"); |
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255 |
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256 if (a_nr == 0) |
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257 { |
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258 schur_mat.clear (); |
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259 unitary_mat.clear (); |
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260 return 0; |
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261 } |
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262 |
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263 // Workspace requirements may need to be fixed if any of the |
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264 // following change. |
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265 |
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266 char jobvs; |
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267 char sense = 'N'; |
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268 char sort = 'N'; |
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269 |
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270 if (calc_unitary) |
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271 jobvs = 'V'; |
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272 else |
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273 jobvs = 'N'; |
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274 |
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275 char ord_char = ord.empty () ? 'U' : ord[0]; |
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276 |
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277 if (ord_char == 'A' || ord_char == 'D' || ord_char == 'a' || ord_char == 'd') |
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278 sort = 'S'; |
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279 |
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280 volatile complex_selector selector = 0; |
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281 if (ord_char == 'A' || ord_char == 'a') |
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282 selector = select_ana<Complex>; |
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283 else if (ord_char == 'D' || ord_char == 'd') |
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284 selector = select_dig<Complex>; |
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285 |
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286 octave_idx_type n = a_nc; |
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287 octave_idx_type lwork = 8 * n; |
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288 octave_idx_type info; |
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289 octave_idx_type sdim; |
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290 double rconde; |
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291 double rcondv; |
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292 |
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293 schur_mat = a; |
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294 if (calc_unitary) |
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295 unitary_mat.clear (n, n); |
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296 |
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297 Complex *s = schur_mat.fortran_vec (); |
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298 Complex *q = unitary_mat.fortran_vec (); |
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299 |
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300 Array<double> rwork (dim_vector (n, 1)); |
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301 double *prwork = rwork.fortran_vec (); |
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302 |
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303 Array<Complex> w (dim_vector (n, 1)); |
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304 Complex *pw = w.fortran_vec (); |
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305 |
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306 Array<Complex> work (dim_vector (lwork, 1)); |
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307 Complex *pwork = work.fortran_vec (); |
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308 |
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309 // BWORK is not referenced for non-ordered Schur. |
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310 octave_idx_type ntmp = (ord_char == 'N' || ord_char == 'n') ? 0 : n; |
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311 Array<octave_idx_type> bwork (dim_vector (ntmp, 1)); |
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312 octave_idx_type *pbwork = bwork.fortran_vec (); |
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313 |
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314 F77_XFCN (zgeesx, ZGEESX, (F77_CONST_CHAR_ARG2 (&jobvs, 1), |
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315 F77_CONST_CHAR_ARG2 (&sort, 1), |
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316 selector, |
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317 F77_CONST_CHAR_ARG2 (&sense, 1), |
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318 n, F77_DBLE_CMPLX_ARG (s), n, sdim, F77_DBLE_CMPLX_ARG (pw), F77_DBLE_CMPLX_ARG (q), n, rconde, rcondv, |
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319 F77_DBLE_CMPLX_ARG (pwork), lwork, prwork, pbwork, info |
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320 F77_CHAR_ARG_LEN (1) |
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321 F77_CHAR_ARG_LEN (1) |
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322 F77_CHAR_ARG_LEN (1))); |
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323 |
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324 return info; |
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325 } |
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326 |
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327 template <> |
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328 schur<ComplexMatrix> |
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329 rsf2csf<ComplexMatrix, Matrix> (const Matrix& s_arg, const Matrix& u_arg) |
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330 { |
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331 ComplexMatrix s (s_arg); |
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332 ComplexMatrix u (u_arg); |
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333 |
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334 octave_idx_type n = s.rows (); |
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335 |
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336 if (s.columns () != n || u.rows () != n || u.columns () != n) |
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337 (*current_liboctave_error_handler) |
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338 ("rsf2csf: inconsistent matrix dimensions"); |
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339 |
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340 if (n > 0) |
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341 { |
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342 OCTAVE_LOCAL_BUFFER (double, c, n-1); |
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343 OCTAVE_LOCAL_BUFFER (double, sx, n-1); |
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344 |
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345 F77_XFCN (zrsf2csf, ZRSF2CSF, (n, F77_DBLE_CMPLX_ARG (s.fortran_vec ()), |
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346 F77_DBLE_CMPLX_ARG (u.fortran_vec ()), c, sx)); |
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347 } |
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348 |
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349 return schur<ComplexMatrix> (s, u); |
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350 } |
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351 |
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352 template <> |
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353 octave_idx_type |
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354 schur<FloatComplexMatrix>::init (const FloatComplexMatrix& a, |
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355 const std::string& ord, bool calc_unitary) |
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356 { |
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357 octave_idx_type a_nr = a.rows (); |
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358 octave_idx_type a_nc = a.cols (); |
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359 |
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360 if (a_nr != a_nc) |
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361 (*current_liboctave_error_handler) ("SCHUR requires square matrix"); |
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362 |
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363 if (a_nr == 0) |
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364 { |
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365 schur_mat.clear (); |
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366 unitary_mat.clear (); |
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367 return 0; |
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368 } |
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369 |
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370 // Workspace requirements may need to be fixed if any of the |
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371 // following change. |
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372 |
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373 char jobvs; |
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374 char sense = 'N'; |
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375 char sort = 'N'; |
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376 |
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377 if (calc_unitary) |
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378 jobvs = 'V'; |
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379 else |
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380 jobvs = 'N'; |
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381 |
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382 char ord_char = ord.empty () ? 'U' : ord[0]; |
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383 |
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384 if (ord_char == 'A' || ord_char == 'D' || ord_char == 'a' || ord_char == 'd') |
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385 sort = 'S'; |
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386 |
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387 volatile float_complex_selector selector = 0; |
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388 if (ord_char == 'A' || ord_char == 'a') |
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389 selector = select_ana<FloatComplex>; |
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390 else if (ord_char == 'D' || ord_char == 'd') |
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391 selector = select_dig<FloatComplex>; |
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392 |
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393 octave_idx_type n = a_nc; |
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394 octave_idx_type lwork = 8 * n; |
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395 octave_idx_type info; |
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396 octave_idx_type sdim; |
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397 float rconde; |
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398 float rcondv; |
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399 |
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400 schur_mat = a; |
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401 if (calc_unitary) |
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402 unitary_mat.clear (n, n); |
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403 |
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404 FloatComplex *s = schur_mat.fortran_vec (); |
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405 FloatComplex *q = unitary_mat.fortran_vec (); |
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406 |
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407 Array<float> rwork (dim_vector (n, 1)); |
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408 float *prwork = rwork.fortran_vec (); |
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409 |
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410 Array<FloatComplex> w (dim_vector (n, 1)); |
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411 FloatComplex *pw = w.fortran_vec (); |
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412 |
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413 Array<FloatComplex> work (dim_vector (lwork, 1)); |
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414 FloatComplex *pwork = work.fortran_vec (); |
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415 |
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416 // BWORK is not referenced for non-ordered Schur. |
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417 octave_idx_type ntmp = (ord_char == 'N' || ord_char == 'n') ? 0 : n; |
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418 Array<octave_idx_type> bwork (dim_vector (ntmp, 1)); |
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419 octave_idx_type *pbwork = bwork.fortran_vec (); |
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420 |
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421 F77_XFCN (cgeesx, CGEESX, (F77_CONST_CHAR_ARG2 (&jobvs, 1), |
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422 F77_CONST_CHAR_ARG2 (&sort, 1), |
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423 selector, |
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424 F77_CONST_CHAR_ARG2 (&sense, 1), |
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425 n, F77_CMPLX_ARG (s), n, sdim, F77_CMPLX_ARG (pw), F77_CMPLX_ARG (q), n, rconde, rcondv, |
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426 F77_CMPLX_ARG (pwork), lwork, prwork, pbwork, info |
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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 F77_CHAR_ARG_LEN (1))); |
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430 |
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431 return info; |
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432 } |
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433 |
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434 template <> |
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435 schur<FloatComplexMatrix> |
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436 rsf2csf<FloatComplexMatrix, FloatMatrix> (const FloatMatrix& s_arg, const FloatMatrix& u_arg) |
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437 { |
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438 FloatComplexMatrix s (s_arg); |
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439 FloatComplexMatrix u (u_arg); |
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440 |
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441 octave_idx_type n = s.rows (); |
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442 |
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443 if (s.columns () != n || u.rows () != n || u.columns () != n) |
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444 (*current_liboctave_error_handler) |
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445 ("rsf2csf: inconsistent matrix dimensions"); |
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446 |
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447 if (n > 0) |
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448 { |
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449 OCTAVE_LOCAL_BUFFER (float, c, n-1); |
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450 OCTAVE_LOCAL_BUFFER (float, sx, n-1); |
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451 |
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452 F77_XFCN (crsf2csf, CRSF2CSF, (n, F77_CMPLX_ARG (s.fortran_vec ()), |
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453 F77_CMPLX_ARG (u.fortran_vec ()), c, sx)); |
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454 } |
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455 |
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456 return schur<FloatComplexMatrix> (s, u); |
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457 } |
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458 |
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459 // Instantiations we need. |
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460 |
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461 template class schur<ComplexMatrix>; |
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462 |
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463 template class schur<FloatComplexMatrix>; |
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464 |
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465 template class schur<FloatMatrix>; |
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466 |
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467 template class schur<Matrix>; |
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468 |
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469 } |
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470 } |