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annotate src/DLD-FUNCTIONS/eigs.cc @ 10846:a4f482e66b65
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author | Rik <octave@nomad.inbox5.com> |
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date | Sun, 01 Aug 2010 20:22:17 -0700 |
parents | 89f4d7e294cc |
children | 757249bb4888 |
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1 /* |
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2 |
8920 | 3 Copyright (C) 2005, 2008, 2009 David Bateman |
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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 "ov.h" |
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28 #include "defun-dld.h" |
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29 #include "error.h" |
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30 #include "gripes.h" |
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31 #include "quit.h" |
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32 #include "variables.h" |
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33 #include "ov-re-sparse.h" |
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34 #include "ov-cx-sparse.h" |
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35 #include "oct-map.h" |
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36 #include "pager.h" |
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37 #include "unwind-prot.h" |
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38 |
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39 #include "eigs-base.cc" |
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40 |
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41 // Global pointer for user defined function. |
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42 static octave_function *eigs_fcn = 0; |
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43 |
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44 // Have we warned about imaginary values returned from user function? |
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45 static bool warned_imaginary = false; |
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46 |
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47 // Is this a recursive call? |
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48 static int call_depth = 0; |
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49 |
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50 ColumnVector |
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51 eigs_func (const ColumnVector &x, int &eigs_error) |
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52 { |
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53 ColumnVector retval; |
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54 octave_value_list args; |
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55 args(0) = x; |
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56 |
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57 if (eigs_fcn) |
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58 { |
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59 octave_value_list tmp = eigs_fcn->do_multi_index_op (1, args); |
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60 |
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61 if (error_state) |
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62 { |
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63 eigs_error = 1; |
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64 gripe_user_supplied_eval ("eigs"); |
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65 return retval; |
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66 } |
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67 |
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68 if (tmp.length () && tmp(0).is_defined ()) |
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69 { |
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70 if (! warned_imaginary && tmp(0).is_complex_type ()) |
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71 { |
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72 warning ("eigs: ignoring imaginary part returned from user-supplied function"); |
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73 warned_imaginary = true; |
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74 } |
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75 |
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76 retval = ColumnVector (tmp(0).vector_value ()); |
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77 |
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78 if (error_state) |
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79 { |
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80 eigs_error = 1; |
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81 gripe_user_supplied_eval ("eigs"); |
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82 } |
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83 } |
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84 else |
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85 { |
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86 eigs_error = 1; |
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87 gripe_user_supplied_eval ("eigs"); |
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88 } |
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89 } |
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90 |
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91 return retval; |
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92 } |
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93 |
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94 ComplexColumnVector |
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95 eigs_complex_func (const ComplexColumnVector &x, int &eigs_error) |
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96 { |
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97 ComplexColumnVector retval; |
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98 octave_value_list args; |
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99 args(0) = x; |
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100 |
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101 if (eigs_fcn) |
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102 { |
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103 octave_value_list tmp = eigs_fcn->do_multi_index_op (1, args); |
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104 |
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105 if (error_state) |
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106 { |
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107 eigs_error = 1; |
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108 gripe_user_supplied_eval ("eigs"); |
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109 return retval; |
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110 } |
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111 |
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112 if (tmp.length () && tmp(0).is_defined ()) |
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113 { |
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114 retval = ComplexColumnVector (tmp(0).complex_vector_value ()); |
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115 |
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116 if (error_state) |
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117 { |
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118 eigs_error = 1; |
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119 gripe_user_supplied_eval ("eigs"); |
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120 } |
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121 } |
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122 else |
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123 { |
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124 eigs_error = 1; |
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125 gripe_user_supplied_eval ("eigs"); |
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126 } |
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127 } |
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128 |
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129 return retval; |
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130 } |
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131 |
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132 DEFUN_DLD (eigs, args, nargout, |
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133 "-*- texinfo -*-\n\ |
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134 @deftypefn {Loadable Function} {@var{d} =} eigs (@var{a})\n\ |
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135 @deftypefnx {Loadable Function} {@var{d} =} eigs (@var{a}, @var{k})\n\ |
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136 @deftypefnx {Loadable Function} {@var{d} =} eigs (@var{a}, @var{k}, @var{sigma})\n\ |
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137 @deftypefnx {Loadable Function} {@var{d} =} eigs (@var{a}, @var{k}, @var{sigma},@var{opts})\n\ |
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138 @deftypefnx {Loadable Function} {@var{d} =} eigs (@var{a}, @var{b})\n\ |
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139 @deftypefnx {Loadable Function} {@var{d} =} eigs (@var{a}, @var{b}, @var{k})\n\ |
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140 @deftypefnx {Loadable Function} {@var{d} =} eigs (@var{a}, @var{b}, @var{k}, @var{sigma})\n\ |
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141 @deftypefnx {Loadable Function} {@var{d} =} eigs (@var{a}, @var{b}, @var{k}, @var{sigma}, @var{opts})\n\ |
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142 @deftypefnx {Loadable Function} {@var{d} =} eigs (@var{af}, @var{n})\n\ |
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143 @deftypefnx {Loadable Function} {@var{d} =} eigs (@var{af}, @var{n}, @var{b})\n\ |
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144 @deftypefnx {Loadable Function} {@var{d} =} eigs (@var{af}, @var{n}, @var{k})\n\ |
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145 @deftypefnx {Loadable Function} {@var{d} =} eigs (@var{af}, @var{n}, @var{b}, @var{k})\n\ |
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146 @deftypefnx {Loadable Function} {@var{d} =} eigs (@var{af}, @var{n}, @var{k}, @var{sigma})\n\ |
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147 @deftypefnx {Loadable Function} {@var{d} =} eigs (@var{af}, @var{n}, @var{b}, @var{k}, @var{sigma})\n\ |
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148 @deftypefnx {Loadable Function} {@var{d} =} eigs (@var{af}, @var{n}, @var{k}, @var{sigma}, @var{opts})\n\ |
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149 @deftypefnx {Loadable Function} {@var{d} =} eigs (@var{af}, @var{n}, @var{b}, @var{k}, @var{sigma}, @var{opts})\n\ |
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150 @deftypefnx {Loadable Function} {[@var{v}, @var{d}] =} eigs (@var{a}, @dots{})\n\ |
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151 @deftypefnx {Loadable Function} {[@var{v}, @var{d}] =} eigs (@var{af}, @var{n}, @dots{})\n\ |
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152 @deftypefnx {Loadable Function} {[@var{v}, @var{d}, @var{flag}] =} eigs (@var{a}, @dots{})\n\ |
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153 @deftypefnx {Loadable Function} {[@var{v}, @var{d}, @var{flag}] =} eigs (@var{af}, @var{n}, @dots{})\n\ |
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154 Calculate a limited number of eigenvalues and eigenvectors of @var{a},\n\ |
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155 based on a selection criteria. The number of eigenvalues and eigenvectors to\n\ |
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156 calculate is given by @var{k} and defaults to 6.\n\ |
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157 \n\ |
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158 By default, @code{eigs} solve the equation\n\ |
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159 @tex\n\ |
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160 $A \\nu = \\lambda \\nu$,\n\ |
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161 @end tex\n\ |
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162 @ifinfo\n\ |
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163 @code{A * v = lambda * v},\n\ |
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164 @end ifinfo\n\ |
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165 where\n\ |
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166 @tex\n\ |
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167 $\\lambda$ is a scalar representing one of the eigenvalues, and $\\nu$\n\ |
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168 @end tex\n\ |
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169 @ifinfo\n\ |
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170 @code{lambda} is a scalar representing one of the eigenvalues, and @code{v}\n\ |
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171 @end ifinfo\n\ |
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172 is the corresponding eigenvector. If given the positive definite matrix\n\ |
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173 @var{B} then @code{eigs} solves the general eigenvalue equation\n\ |
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174 @tex\n\ |
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175 $A \\nu = \\lambda B \\nu$.\n\ |
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176 @end tex\n\ |
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177 @ifinfo\n\ |
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178 @code{A * v = lambda * B * v}.\n\ |
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179 @end ifinfo\n\ |
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180 \n\ |
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181 The argument @var{sigma} determines which eigenvalues are returned.\n\ |
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182 @var{sigma} can be either a scalar or a string. When @var{sigma} is a\n\ |
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183 scalar, the @var{k} eigenvalues closest to @var{sigma} are returned. If\n\ |
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184 @var{sigma} is a string, it must have one of the following values.\n\ |
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185 \n\ |
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186 @table @asis\n\ |
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187 @item 'lm'\n\ |
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188 Largest Magnitude (default).\n\ |
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189 \n\ |
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190 @item 'sm'\n\ |
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191 Smallest Magnitude.\n\ |
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192 \n\ |
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193 @item 'la'\n\ |
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194 Largest Algebraic (valid only for real symmetric problems).\n\ |
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195 \n\ |
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196 @item 'sa'\n\ |
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197 Smallest Algebraic (valid only for real symmetric problems).\n\ |
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198 \n\ |
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199 @item 'be'\n\ |
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200 Both Ends, with one more from the high-end if @var{k} is odd (valid only for\n\ |
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201 real symmetric problems).\n\ |
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202 \n\ |
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203 @item 'lr'\n\ |
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204 Largest Real part (valid only for complex or unsymmetric problems).\n\ |
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205 \n\ |
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206 @item 'sr'\n\ |
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207 Smallest Real part (valid only for complex or unsymmetric problems).\n\ |
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208 \n\ |
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209 @item 'li'\n\ |
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210 Largest Imaginary part (valid only for complex or unsymmetric problems).\n\ |
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211 \n\ |
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212 @item 'si'\n\ |
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213 Smallest Imaginary part (valid only for complex or unsymmetric problems).\n\ |
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214 @end table\n\ |
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215 \n\ |
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216 If @var{opts} is given, it is a structure defining possible options that\n\ |
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217 @code{eigs} should use. The fields of the @var{opts} structure are:\n\ |
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218 \n\ |
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219 @table @code\n\ |
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220 @item issym\n\ |
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221 If @var{af} is given, then flags whether the function @var{af} defines a\n\ |
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222 symmetric problem. It is ignored if @var{a} is given. The default is false.\n\ |
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223 \n\ |
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224 @item isreal\n\ |
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225 If @var{af} is given, then flags whether the function @var{af} defines a\n\ |
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226 real problem. It is ignored if @var{a} is given. The default is true.\n\ |
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227 \n\ |
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228 @item tol\n\ |
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229 Defines the required convergence tolerance, calculated as\n\ |
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230 @code{tol * norm (A)}. The default is @code{eps}.\n\ |
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231 \n\ |
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232 @item maxit\n\ |
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233 The maximum number of iterations. The default is 300.\n\ |
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234 \n\ |
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235 @item p\n\ |
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236 The number of Lanzcos basis vectors to use. More vectors will result in\n\ |
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237 faster convergence, but a greater use of memory. The optimal value of\n\ |
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238 @code{p} is problem dependent and should be in the range @var{k} to @var{n}.\n\ |
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239 The default value is @code{2 * @var{k}}.\n\ |
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240 \n\ |
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241 @item v0\n\ |
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242 The starting vector for the algorithm. An initial vector close to the\n\ |
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243 final vector will speed up convergence. The default is for @sc{arpack}\n\ |
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244 to randomly generate a starting vector. If specified, @code{v0} must be\n\ |
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245 an @var{n}-by-1 vector where @code{@var{n} = rows (@var{a})}\n\ |
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246 \n\ |
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247 @item disp\n\ |
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248 The level of diagnostic printout (0|1|2). If @code{disp} is 0 then\n\ |
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249 diagnostics are disabled. The default value is 0.\n\ |
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250 \n\ |
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251 @item cholB\n\ |
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252 Flag if @code{chol (@var{b})} is passed rather than @var{b}. The default is\n\ |
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253 false.\n\ |
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254 \n\ |
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255 @item permB\n\ |
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256 The permutation vector of the Cholesky factorization of @var{b} if\n\ |
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257 @code{cholB} is true. That is @code{chol (@var{b}(permB, permB))}. The\n\ |
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258 default is @code{1:@var{n}}.\n\ |
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259 \n\ |
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260 @end table\n\ |
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261 It is also possible to represent @var{a} by a function denoted @var{af}.\n\ |
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262 @var{af} must be followed by a scalar argument @var{n} defining the length\n\ |
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263 of the vector argument accepted by @var{af}. @var{af} can be \n\ |
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264 a function handle, an inline function, or a string. When @var{af} is a\n\ |
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265 string it holds the name of the function to use.\n\ |
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266 \n\ |
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267 @var{af} is a function of the form @code{y = af (x)}\n\ |
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268 where the required return value of @var{af} is determined by\n\ |
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269 the value of @var{sigma}. The four possible forms are\n\ |
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270 \n\ |
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271 @table @code\n\ |
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272 @item A * x\n\ |
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273 if @var{sigma} is not given or is a string other than 'sm'.\n\ |
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274 \n\ |
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275 @item A \\ x\n\ |
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276 if @var{sigma} is 0 or 'sm'.\n\ |
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277 \n\ |
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278 @item (A - sigma * I) \\ x\n\ |
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279 for the standard eigenvalue problem, where @code{I} is the identity matrix of\n\ |
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280 the same size as @var{A}.\n\ |
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281 \n\ |
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282 @item (A - sigma * B) \\ x\n\ |
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283 for the general eigenvalue problem.\n\ |
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284 @end table\n\ |
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285 \n\ |
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286 The return arguments of @code{eigs} depend on the number of return arguments\n\ |
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287 requested. With a single return argument, a vector @var{d} of length @var{k}\n\ |
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288 is returned containing the @var{k} eigenvalues that have been found. With\n\ |
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289 two return arguments, @var{v} is a @var{n}-by-@var{k} matrix whose columns\n\ |
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290 are the @var{k} eigenvectors corresponding to the returned eigenvalues. The\n\ |
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291 eigenvalues themselves are returned in @var{d} in the form of a\n\ |
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292 @var{n}-by-@var{k} matrix, where the elements on the diagonal are the\n\ |
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293 eigenvalues.\n\ |
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294 \n\ |
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295 Given a third return argument @var{flag}, @code{eigs} returns the status\n\ |
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296 of the convergence. If @var{flag} is 0 then all eigenvalues have converged.\n\ |
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297 Any other value indicates a failure to converge.\n\ |
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298 \n\ |
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299 This function is based on the @sc{arpack} package, written by R. Lehoucq,\n\ |
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300 K. Maschhoff, D. Sorensen, and C. Yang. For more information see\n\ |
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301 @url{http://www.caam.rice.edu/software/ARPACK/}.\n\ |
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302 \n\ |
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303 @seealso{eig, svds}\n\ |
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304 @end deftypefn") |
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305 { |
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306 octave_value_list retval; |
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307 #ifdef HAVE_ARPACK |
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308 int nargin = args.length (); |
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309 std::string fcn_name; |
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310 octave_idx_type n = 0; |
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311 octave_idx_type k = 6; |
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312 Complex sigma = 0.; |
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313 double sigmar, sigmai; |
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314 bool have_sigma = false; |
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315 std::string typ = "LM"; |
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316 Matrix amm, bmm, bmt; |
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317 ComplexMatrix acm, bcm, bct; |
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318 SparseMatrix asmm, bsmm, bsmt; |
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319 SparseComplexMatrix ascm, bscm, bsct; |
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320 int b_arg = 0; |
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321 bool have_b = false; |
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322 bool have_a_fun = false; |
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323 bool a_is_complex = false; |
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324 bool b_is_complex = false; |
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325 bool symmetric = false; |
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326 bool cholB = false; |
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327 bool a_is_sparse = false; |
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328 ColumnVector permB; |
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329 int arg_offset = 0; |
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330 double tol = DBL_EPSILON; |
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331 int maxit = 300; |
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332 int disp = 0; |
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333 octave_idx_type p = -1; |
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334 ColumnVector resid; |
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335 ComplexColumnVector cresid; |
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336 octave_idx_type info = 1; |
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337 char bmat = 'I'; |
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338 |
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339 warned_imaginary = false; |
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340 |
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341 unwind_protect frame; |
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342 |
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343 frame.protect_var (call_depth); |
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344 call_depth++; |
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345 |
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346 if (call_depth > 1) |
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347 { |
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348 error ("eigs: invalid recursive call"); |
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349 if (fcn_name.length()) |
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350 clear_function (fcn_name); |
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351 return retval; |
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352 } |
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353 |
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354 if (nargin == 0) |
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355 print_usage (); |
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356 else if (args(0).is_function_handle () || args(0).is_inline_function () |
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357 || args(0).is_string ()) |
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358 { |
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359 if (args(0).is_string ()) |
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360 { |
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361 std::string name = args(0).string_value (); |
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362 std::string fname = "function y = "; |
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363 fcn_name = unique_symbol_name ("__eigs_fcn_"); |
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364 fname.append (fcn_name); |
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365 fname.append ("(x) y = "); |
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366 eigs_fcn = extract_function (args(0), "eigs", fcn_name, fname, |
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367 "; endfunction"); |
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368 } |
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369 else |
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370 eigs_fcn = args(0).function_value (); |
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371 |
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372 if (!eigs_fcn) |
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373 { |
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374 error ("eigs: unknown function"); |
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375 return retval; |
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376 } |
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377 |
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378 if (nargin < 2) |
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379 { |
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380 error ("eigs: incorrect number of arguments"); |
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381 return retval; |
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382 } |
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383 else |
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384 { |
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385 n = args(1).nint_value (); |
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386 arg_offset = 1; |
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387 have_a_fun = true; |
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|
388 } |
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|
389 } |
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diff
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|
390 else |
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diff
changeset
|
391 { |
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|
392 if (args(0).is_complex_type ()) |
10154
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393 { |
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394 if (args(0).is_sparse_type ()) |
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395 { |
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396 ascm = (args(0).sparse_complex_matrix_value()); |
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397 a_is_sparse = true; |
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398 } |
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|
399 else |
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400 acm = (args(0).complex_matrix_value()); |
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401 a_is_complex = true; |
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402 symmetric = false; // ARAPACK doesn't special case complex symmetric |
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403 } |
8417
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diff
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404 else |
10154
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|
405 { |
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406 if (args(0).is_sparse_type ()) |
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|
407 { |
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|
408 asmm = (args(0).sparse_matrix_value()); |
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409 a_is_sparse = true; |
40dfc0c99116
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|
410 symmetric = asmm.is_symmetric(); |
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411 } |
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|
412 else |
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diff
changeset
|
413 { |
40dfc0c99116
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|
414 amm = (args(0).matrix_value()); |
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|
415 symmetric = amm.is_symmetric(); |
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|
416 } |
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|
417 } |
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diff
changeset
|
418 |
9593
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Fix nesting error in options parsing of eigs
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9377
diff
changeset
|
419 } |
cf8403208c43
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9377
diff
changeset
|
420 |
cf8403208c43
Fix nesting error in options parsing of eigs
David Bateman <dbateman@free.fr>
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9377
diff
changeset
|
421 // Note hold off reading B till later to avoid issues of double |
cf8403208c43
Fix nesting error in options parsing of eigs
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422 // copies of the matrix if B is full/real while A is complex.. |
cf8403208c43
Fix nesting error in options parsing of eigs
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423 if (!error_state && nargin > 1 + arg_offset && |
cf8403208c43
Fix nesting error in options parsing of eigs
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9377
diff
changeset
|
424 !(args(1 + arg_offset).is_real_scalar ())) |
cf8403208c43
Fix nesting error in options parsing of eigs
David Bateman <dbateman@free.fr>
parents:
9377
diff
changeset
|
425 { |
cf8403208c43
Fix nesting error in options parsing of eigs
David Bateman <dbateman@free.fr>
parents:
9377
diff
changeset
|
426 if (args(1+arg_offset).is_complex_type ()) |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
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diff
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|
427 { |
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diff
changeset
|
428 b_arg = 1+arg_offset; |
40dfc0c99116
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|
429 have_b = true; |
40dfc0c99116
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diff
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|
430 bmat = 'G'; |
40dfc0c99116
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|
431 b_is_complex = true; |
40dfc0c99116
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|
432 arg_offset++; |
40dfc0c99116
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|
433 } |
9593
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Fix nesting error in options parsing of eigs
David Bateman <dbateman@free.fr>
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9377
diff
changeset
|
434 else |
10154
40dfc0c99116
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John W. Eaton <jwe@octave.org>
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diff
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|
435 { |
40dfc0c99116
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John W. Eaton <jwe@octave.org>
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diff
changeset
|
436 b_arg = 1+arg_offset; |
40dfc0c99116
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diff
changeset
|
437 have_b = true; |
40dfc0c99116
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diff
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|
438 bmat = 'G'; |
40dfc0c99116
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diff
changeset
|
439 arg_offset++; |
40dfc0c99116
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diff
changeset
|
440 } |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
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diff
changeset
|
441 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
442 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
443 if (!error_state && nargin > (1+arg_offset)) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
444 k = args(1+arg_offset).nint_value (); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
445 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
446 if (!error_state && nargin > (2+arg_offset)) |
8683
e4f89f4a7cf8
eigs.cc (Feigs): avoid warnings; style fixes; return after errors
John W. Eaton <jwe@octave.org>
parents:
8585
diff
changeset
|
447 { |
8845
5a6db6bd1a02
eigs.cc (Feigs): fix handling of sigma arg
John W. Eaton <jwe@octave.org>
parents:
8702
diff
changeset
|
448 if (args(2+arg_offset).is_string ()) |
10154
40dfc0c99116
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John W. Eaton <jwe@octave.org>
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10066
diff
changeset
|
449 { |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
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10066
diff
changeset
|
450 typ = args(2+arg_offset).string_value (); |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
451 |
10154
40dfc0c99116
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John W. Eaton <jwe@octave.org>
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diff
changeset
|
452 // Use STL function to convert to upper case |
40dfc0c99116
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diff
changeset
|
453 transform (typ.begin (), typ.end (), typ.begin (), toupper); |
8417
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Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
454 |
10154
40dfc0c99116
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John W. Eaton <jwe@octave.org>
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10066
diff
changeset
|
455 sigma = 0.; |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
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diff
changeset
|
456 } |
8683
e4f89f4a7cf8
eigs.cc (Feigs): avoid warnings; style fixes; return after errors
John W. Eaton <jwe@octave.org>
parents:
8585
diff
changeset
|
457 else |
10154
40dfc0c99116
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diff
changeset
|
458 { |
40dfc0c99116
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diff
changeset
|
459 sigma = args(2+arg_offset).complex_value (); |
8845
5a6db6bd1a02
eigs.cc (Feigs): fix handling of sigma arg
John W. Eaton <jwe@octave.org>
parents:
8702
diff
changeset
|
460 |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
461 if (! error_state) |
40dfc0c99116
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John W. Eaton <jwe@octave.org>
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diff
changeset
|
462 have_sigma = true; |
40dfc0c99116
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John W. Eaton <jwe@octave.org>
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diff
changeset
|
463 else |
40dfc0c99116
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John W. Eaton <jwe@octave.org>
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10066
diff
changeset
|
464 { |
40dfc0c99116
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John W. Eaton <jwe@octave.org>
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10066
diff
changeset
|
465 error ("eigs: sigma must be a scalar or a string"); |
40dfc0c99116
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John W. Eaton <jwe@octave.org>
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diff
changeset
|
466 return retval; |
40dfc0c99116
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John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
467 } |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
468 } |
8683
e4f89f4a7cf8
eigs.cc (Feigs): avoid warnings; style fixes; return after errors
John W. Eaton <jwe@octave.org>
parents:
8585
diff
changeset
|
469 } |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
470 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
471 sigmar = std::real (sigma); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
472 sigmai = std::imag (sigma); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
473 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
474 if (!error_state && nargin > (3+arg_offset)) |
8683
e4f89f4a7cf8
eigs.cc (Feigs): avoid warnings; style fixes; return after errors
John W. Eaton <jwe@octave.org>
parents:
8585
diff
changeset
|
475 { |
e4f89f4a7cf8
eigs.cc (Feigs): avoid warnings; style fixes; return after errors
John W. Eaton <jwe@octave.org>
parents:
8585
diff
changeset
|
476 if (args(3+arg_offset).is_map ()) |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
477 { |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
478 Octave_map map = args(3+arg_offset).map_value (); |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
479 |
10154
40dfc0c99116
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John W. Eaton <jwe@octave.org>
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10066
diff
changeset
|
480 // issym is ignored if A is not a function |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
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diff
changeset
|
481 if (map.contains ("issym") && have_a_fun) |
40dfc0c99116
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John W. Eaton <jwe@octave.org>
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diff
changeset
|
482 symmetric = map.contents ("issym")(0).double_value () != 0.; |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
483 |
10154
40dfc0c99116
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John W. Eaton <jwe@octave.org>
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10066
diff
changeset
|
484 // isreal is ignored if A is not a function |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
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10066
diff
changeset
|
485 if (map.contains ("isreal") && have_a_fun) |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
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diff
changeset
|
486 a_is_complex = ! (map.contents ("isreal")(0).double_value () != 0.); |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
487 |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
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10066
diff
changeset
|
488 if (map.contains ("tol")) |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
489 tol = map.contents ("tol")(0).double_value (); |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
490 |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
491 if (map.contains ("maxit")) |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
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10066
diff
changeset
|
492 maxit = map.contents ("maxit")(0).nint_value (); |
8683
e4f89f4a7cf8
eigs.cc (Feigs): avoid warnings; style fixes; return after errors
John W. Eaton <jwe@octave.org>
parents:
8585
diff
changeset
|
493 |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
494 if (map.contains ("p")) |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
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495 p = map.contents ("p")(0).nint_value (); |
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|
496 |
10154
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497 if (map.contains ("v0")) |
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|
498 { |
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John W. Eaton <jwe@octave.org>
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|
499 if (a_is_complex || b_is_complex) |
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John W. Eaton <jwe@octave.org>
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|
500 cresid = ComplexColumnVector |
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501 (map.contents ("v0")(0).complex_vector_value()); |
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John W. Eaton <jwe@octave.org>
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502 else |
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John W. Eaton <jwe@octave.org>
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503 resid = ColumnVector (map.contents ("v0")(0).vector_value()); |
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|
504 } |
8417
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|
505 |
10154
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John W. Eaton <jwe@octave.org>
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506 if (map.contains ("disp")) |
40dfc0c99116
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John W. Eaton <jwe@octave.org>
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|
507 disp = map.contents ("disp")(0).nint_value (); |
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diff
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|
508 |
10154
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John W. Eaton <jwe@octave.org>
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509 if (map.contains ("cholB")) |
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John W. Eaton <jwe@octave.org>
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|
510 cholB = map.contents ("cholB")(0).double_value () != 0.; |
8417
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David Bateman <dbateman@free.fr>
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|
511 |
10154
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John W. Eaton <jwe@octave.org>
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diff
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512 if (map.contains ("permB")) |
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parents:
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diff
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513 permB = ColumnVector (map.contents ("permB")(0).vector_value ()) |
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514 - 1.0; |
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John W. Eaton <jwe@octave.org>
parents:
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515 } |
8683
e4f89f4a7cf8
eigs.cc (Feigs): avoid warnings; style fixes; return after errors
John W. Eaton <jwe@octave.org>
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8585
diff
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516 else |
10154
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|
517 { |
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John W. Eaton <jwe@octave.org>
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diff
changeset
|
518 error ("eigs: options argument must be a structure"); |
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519 return retval; |
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John W. Eaton <jwe@octave.org>
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520 } |
8683
e4f89f4a7cf8
eigs.cc (Feigs): avoid warnings; style fixes; return after errors
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diff
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|
521 } |
8417
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David Bateman <dbateman@free.fr>
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diff
changeset
|
522 |
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Add the eigs and svds functions
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diff
changeset
|
523 if (nargin > (4+arg_offset)) |
8683
e4f89f4a7cf8
eigs.cc (Feigs): avoid warnings; style fixes; return after errors
John W. Eaton <jwe@octave.org>
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diff
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|
524 { |
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eigs.cc (Feigs): avoid warnings; style fixes; return after errors
John W. Eaton <jwe@octave.org>
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|
525 error ("eigs: incorrect number of arguments"); |
e4f89f4a7cf8
eigs.cc (Feigs): avoid warnings; style fixes; return after errors
John W. Eaton <jwe@octave.org>
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diff
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|
526 return retval; |
e4f89f4a7cf8
eigs.cc (Feigs): avoid warnings; style fixes; return after errors
John W. Eaton <jwe@octave.org>
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8585
diff
changeset
|
527 } |
8417
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diff
changeset
|
528 |
654bcfb937bf
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David Bateman <dbateman@free.fr>
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diff
changeset
|
529 if (have_b) |
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Add the eigs and svds functions
David Bateman <dbateman@free.fr>
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diff
changeset
|
530 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
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diff
changeset
|
531 if (a_is_complex || b_is_complex) |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
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diff
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|
532 { |
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John W. Eaton <jwe@octave.org>
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|
533 if (a_is_sparse) |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
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diff
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|
534 bscm = args(b_arg).sparse_complex_matrix_value (); |
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John W. Eaton <jwe@octave.org>
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10066
diff
changeset
|
535 else |
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John W. Eaton <jwe@octave.org>
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diff
changeset
|
536 bcm = args(b_arg).complex_matrix_value (); |
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John W. Eaton <jwe@octave.org>
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diff
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|
537 } |
8417
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Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
538 else |
10154
40dfc0c99116
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John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
539 { |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
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diff
changeset
|
540 if (a_is_sparse) |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
541 bsmm = args(b_arg).sparse_matrix_value (); |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
542 else |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
543 bmm = args(b_arg).matrix_value (); |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
544 } |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
545 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
546 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
547 // Mode 1 for SM mode seems unstable for some reason. |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
548 // Use Mode 3 instead, with sigma = 0. |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
549 if (!error_state && !have_sigma && typ == "SM") |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
550 have_sigma = true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
551 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
552 if (!error_state) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
553 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
554 octave_idx_type nconv; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
555 if (a_is_complex || b_is_complex) |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
556 { |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
557 ComplexMatrix eig_vec; |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
558 ComplexColumnVector eig_val; |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
559 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
560 |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
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diff
changeset
|
561 if (have_a_fun) |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
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diff
changeset
|
562 nconv = EigsComplexNonSymmetricFunc |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
563 (eigs_complex_func, n, typ, sigma, k, p, info, eig_vec, eig_val, |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
564 cresid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
565 else if (have_sigma) |
40dfc0c99116
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John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
566 { |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
567 if (a_is_sparse) |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
568 nconv = EigsComplexNonSymmetricMatrixShift |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
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diff
changeset
|
569 (ascm, sigma, k, p, info, eig_vec, eig_val, bscm, permB, |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
570 cresid, octave_stdout, tol, (nargout > 1), cholB, disp, |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
571 maxit); |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
572 else |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
573 nconv = EigsComplexNonSymmetricMatrixShift |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
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diff
changeset
|
574 (acm, sigma, k, p, info, eig_vec, eig_val, bcm, permB, cresid, |
40dfc0c99116
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John W. Eaton <jwe@octave.org>
parents:
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diff
changeset
|
575 octave_stdout, tol, (nargout > 1), cholB, disp, maxit); |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
576 } |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
577 else |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
578 { |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
579 if (a_is_sparse) |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
580 nconv = EigsComplexNonSymmetricMatrix |
40dfc0c99116
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John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
581 (ascm, typ, k, p, info, eig_vec, eig_val, bscm, permB, cresid, |
40dfc0c99116
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John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
582 octave_stdout, tol, (nargout > 1), cholB, disp, maxit); |
40dfc0c99116
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John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
583 else |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
584 nconv = EigsComplexNonSymmetricMatrix |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
585 (acm, typ, k, p, info, eig_vec, eig_val, bcm, permB, cresid, |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
586 octave_stdout, tol, (nargout > 1), cholB, disp, maxit); |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
587 } |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
588 |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
589 if (nargout < 2) |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
590 retval (0) = eig_val; |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
591 else |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
592 { |
40dfc0c99116
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John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
593 retval(2) = double (info); |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
594 retval(1) = ComplexDiagMatrix (eig_val); |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
595 retval(0) = eig_vec; |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
596 } |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
597 } |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
598 else if (sigmai != 0.) |
10154
40dfc0c99116
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John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
599 { |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
600 // Promote real problem to a complex one. |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
601 ComplexMatrix eig_vec; |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
602 ComplexColumnVector eig_val; |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
603 |
10154
40dfc0c99116
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John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
604 if (have_a_fun) |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
605 nconv = EigsComplexNonSymmetricFunc |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
606 (eigs_complex_func, n, typ, sigma, k, p, info, eig_vec, eig_val, |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
607 cresid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); |
40dfc0c99116
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John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
608 else |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
609 { |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
610 if (a_is_sparse) |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
611 nconv = EigsComplexNonSymmetricMatrixShift |
40dfc0c99116
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John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
612 (SparseComplexMatrix (asmm), sigma, k, p, info, eig_vec, |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
613 eig_val, SparseComplexMatrix (bsmm), permB, cresid, |
40dfc0c99116
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John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
614 octave_stdout, tol, (nargout > 1), cholB, disp, maxit); |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
615 else |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
616 nconv = EigsComplexNonSymmetricMatrixShift |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
617 (ComplexMatrix (amm), sigma, k, p, info, eig_vec, |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
618 eig_val, ComplexMatrix (bmm), permB, cresid, |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
619 octave_stdout, tol, (nargout > 1), cholB, disp, maxit); |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
620 } |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
621 |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
622 if (nargout < 2) |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
623 retval (0) = eig_val; |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
624 else |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
625 { |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
626 retval(2) = double (info); |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
627 retval(1) = ComplexDiagMatrix (eig_val); |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
628 retval(0) = eig_vec; |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
629 } |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
630 } |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
631 else |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
632 { |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
633 if (symmetric) |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
634 { |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
635 Matrix eig_vec; |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
636 ColumnVector eig_val; |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
637 |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
638 if (have_a_fun) |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
639 nconv = EigsRealSymmetricFunc |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
640 (eigs_func, n, typ, sigmar, k, p, info, eig_vec, eig_val, |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
641 resid, octave_stdout, tol, (nargout > 1), cholB, disp, |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
642 maxit); |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
643 else if (have_sigma) |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
644 { |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
645 if (a_is_sparse) |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
646 nconv = EigsRealSymmetricMatrixShift |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
647 (asmm, sigmar, k, p, info, eig_vec, eig_val, bsmm, permB, |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
648 resid, octave_stdout, tol, (nargout > 1), cholB, disp, |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
649 maxit); |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
650 else |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
651 nconv = EigsRealSymmetricMatrixShift |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
652 (amm, sigmar, k, p, info, eig_vec, eig_val, bmm, permB, |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
653 resid, octave_stdout, tol, (nargout > 1), cholB, disp, |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
654 maxit); |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
655 } |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
656 else |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
657 { |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
658 if (a_is_sparse) |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
659 nconv = EigsRealSymmetricMatrix |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
660 (asmm, typ, k, p, info, eig_vec, eig_val, bsmm, permB, |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
661 resid, octave_stdout, tol, (nargout > 1), cholB, disp, |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
662 maxit); |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
663 else |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
664 nconv = EigsRealSymmetricMatrix |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
665 (amm, typ, k, p, info, eig_vec, eig_val, bmm, permB, |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
666 resid, octave_stdout, tol, (nargout > 1), cholB, disp, |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
667 maxit); |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
668 } |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
669 |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
670 if (nargout < 2) |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
671 retval (0) = eig_val; |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
672 else |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
673 { |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
674 retval(2) = double (info); |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
675 retval(1) = DiagMatrix (eig_val); |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
676 retval(0) = eig_vec; |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
677 } |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
678 } |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
679 else |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
680 { |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
681 ComplexMatrix eig_vec; |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
682 ComplexColumnVector eig_val; |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
683 |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
684 if (have_a_fun) |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
685 nconv = EigsRealNonSymmetricFunc |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
686 (eigs_func, n, typ, sigmar, k, p, info, eig_vec, eig_val, |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
687 resid, octave_stdout, tol, (nargout > 1), cholB, disp, |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
688 maxit); |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
689 else if (have_sigma) |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
690 { |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
691 if (a_is_sparse) |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
692 nconv = EigsRealNonSymmetricMatrixShift |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
693 (asmm, sigmar, k, p, info, eig_vec, eig_val, bsmm, permB, |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
694 resid, octave_stdout, tol, (nargout > 1), cholB, disp, |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
695 maxit); |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
696 else |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
697 nconv = EigsRealNonSymmetricMatrixShift |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
698 (amm, sigmar, k, p, info, eig_vec, eig_val, bmm, permB, |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
699 resid, octave_stdout, tol, (nargout > 1), cholB, disp, |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
700 maxit); |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
701 } |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
702 else |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
703 { |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
704 if (a_is_sparse) |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
705 nconv = EigsRealNonSymmetricMatrix |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
706 (asmm, typ, k, p, info, eig_vec, eig_val, bsmm, permB, |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
707 resid, octave_stdout, tol, (nargout > 1), cholB, disp, |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
708 maxit); |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
709 else |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
710 nconv = EigsRealNonSymmetricMatrix |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
711 (amm, typ, k, p, info, eig_vec, eig_val, bmm, permB, |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
712 resid, octave_stdout, tol, (nargout > 1), cholB, disp, |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
713 maxit); |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
714 } |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
715 |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
716 if (nargout < 2) |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
717 retval (0) = eig_val; |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
718 else |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
719 { |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
720 retval(2) = double (info); |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
721 retval(1) = ComplexDiagMatrix (eig_val); |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
722 retval(0) = eig_vec; |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
723 } |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
724 } |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
725 } |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
726 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
727 if (nconv <= 0) |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
728 warning ("eigs: None of the %d requested eigenvalues converged", k); |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
729 else if (nconv < k) |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
730 warning ("eigs: Only %d of the %d requested eigenvalues converged", |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
731 nconv, k); |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
732 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
733 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
734 if (! fcn_name.empty ()) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
735 clear_function (fcn_name); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
736 #else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
737 error ("eigs: not available in this version of Octave"); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
738 #endif |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
739 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
740 return retval; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
741 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
742 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
743 /* #### SPARSE MATRIX VERSIONS #### */ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
744 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
745 /* |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
746 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
747 %% Real positive definite tests, n must be even |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
748 %!shared n, k, A, d0, d2 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
749 %! n = 20; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
750 %! k = 4; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
751 %! A = sparse([3:n,1:n,1:(n-2)],[1:(n-2),1:n,3:n],[ones(1,n-2),4*ones(1,n),ones(1,n-2)]); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
752 %! d0 = eig (A); |
10667
6769fbfec739
eigs.cc: Improve documentation string.
Rik <octave@nomad.inbox5.com>
parents:
10155
diff
changeset
|
753 %! d2 = sort (d0); |
6769fbfec739
eigs.cc: Improve documentation string.
Rik <octave@nomad.inbox5.com>
parents:
10155
diff
changeset
|
754 %! [~, idx] = sort (abs(d0)); |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
755 %! d0 = d0(idx); |
10777
f2a8f68d9c2b
eigs.cc: Initialize random number generator in test blocks
Rik <octave@nomad.inbox5.com>
parents:
10667
diff
changeset
|
756 %! rand("state", 42); % initialize generator to make eigs behavior reproducible |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
757 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
758 %! d1 = eigs (A, k); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
759 %! assert (d1, d0(end:-1:(end-k+1)), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
760 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
761 %! d1 = eigs (A,k+1); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
762 %! assert (d1, d0(end:-1:(end-k)),1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
763 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
764 %! d1 = eigs (A, k, 'lm'); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
765 %! assert (d1, d0(end:-1:(end-k+1)), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
766 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
767 %! d1 = eigs (A, k, 'sm'); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
768 %! assert (d1, d0(k:-1:1), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
769 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
770 %! d1 = eigs (A, k, 'la'); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
771 %! assert (d1, d2(end:-1:(end-k+1)), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
772 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
773 %! d1 = eigs (A, k, 'sa'); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
774 %! assert (d1, d2(1:k), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
775 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
776 %! d1 = eigs (A, k, 'be'); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
777 %! assert (d1, d2([1:floor(k/2), (end - ceil(k/2) + 1):end]), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
778 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
779 %! d1 = eigs (A, k+1, 'be'); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
780 %! assert (d1, d2([1:floor((k+1)/2), (end - ceil((k+1)/2) + 1):end]), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
781 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
782 %! d1 = eigs (A, k, 4.1); |
10667
6769fbfec739
eigs.cc: Improve documentation string.
Rik <octave@nomad.inbox5.com>
parents:
10155
diff
changeset
|
783 %! [~,idx0] = sort (abs(d0 - 4.1)); |
6769fbfec739
eigs.cc: Improve documentation string.
Rik <octave@nomad.inbox5.com>
parents:
10155
diff
changeset
|
784 %! [~,idx1] = sort (abs(d1 - 4.1)); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
785 %! assert (d1(idx1), d0(idx0(1:k)), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
786 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
787 %! d1 = eigs(A, speye(n), k, 'lm'); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
788 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-11); |
8585
e6497be3f3d6
Skip tests if ARPACK is missing.
Ben Abbott <bpabbott@mac.com>
parents:
8420
diff
changeset
|
789 %!testif HAVE_ARPACK |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
790 %! assert (eigs(A,k,4.1), eigs(A,speye(n),k,4.1), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
791 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
792 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
793 %! d1 = eigs(A, speye(n), k, 'lm', opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
794 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
795 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
796 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
797 %! q = [2:n,1]; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
798 %! opts.permB=q; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
799 %! d1 = eigs(A, speye(n)(q,q), k, 'lm', opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
800 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
801 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
802 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
803 %! d1 = eigs(A, speye(n), k, 4.1, opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
804 %! assert (abs(d1), eigs(A,k,4.1), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
805 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
806 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
807 %! q = [2:n,1]; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
808 %! opts.permB=q; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
809 %! d1 = eigs(A, speye(n)(q,q), k, 4.1, opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
810 %! assert (abs(d1), eigs(A,k,4.1), 1e-11); |
8585
e6497be3f3d6
Skip tests if ARPACK is missing.
Ben Abbott <bpabbott@mac.com>
parents:
8420
diff
changeset
|
811 %!testif HAVE_ARPACK |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
812 %! assert (eigs(A,k,4.1), eigs(A,speye(n),k,4.1), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
813 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
814 %! fn = @(x) A * x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
815 %! opts.issym = 1; opts.isreal = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
816 %! d1 = eigs (fn, n, k, 'lm', opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
817 %! assert (d1, d0(end:-1:(end-k+1)), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
818 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
819 %! fn = @(x) A \ x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
820 %! opts.issym = 1; opts.isreal = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
821 %! d1 = eigs (fn, n, k, 'sm', opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
822 %! assert (d1, d0(k:-1:1), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
823 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
824 %! fn = @(x) (A - 4.1 * eye(n)) \ x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
825 %! opts.issym = 1; opts.isreal = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
826 %! d1 = eigs (fn, n, k, 4.1, opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
827 %! assert (d1, eigs(A,k,4.1), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
828 %!testif HAVE_ARPACK |
9593
cf8403208c43
Fix nesting error in options parsing of eigs
David Bateman <dbateman@free.fr>
parents:
9377
diff
changeset
|
829 %! AA = speye (10); |
9597
a32f70d8d146
Minor typo in new eigs.cc test
David Bateman <dbateman@free.fr>
parents:
9593
diff
changeset
|
830 %! fn = @(x) AA * x; |
9593
cf8403208c43
Fix nesting error in options parsing of eigs
David Bateman <dbateman@free.fr>
parents:
9377
diff
changeset
|
831 %! opts.issym = 1; opts.isreal = 1; |
10777
f2a8f68d9c2b
eigs.cc: Initialize random number generator in test blocks
Rik <octave@nomad.inbox5.com>
parents:
10667
diff
changeset
|
832 %! assert (eigs (fn, 10, AA, 3, 'lm', opts), [1; 1; 1],10*eps); |
9593
cf8403208c43
Fix nesting error in options parsing of eigs
David Bateman <dbateman@free.fr>
parents:
9377
diff
changeset
|
833 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
834 %! [v1,d1] = eigs(A, k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
835 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
836 %! for i=1:k |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
837 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-11) |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
838 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
839 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
840 %! [v1,d1] = eigs(A, k, 'sm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
841 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
842 %! for i=1:k |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
843 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-11) |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
844 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
845 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
846 %! [v1,d1] = eigs(A, k, 'la'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
847 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
848 %! for i=1:k |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
849 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-11) |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
850 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
851 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
852 %! [v1,d1] = eigs(A, k, 'sa'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
853 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
854 %! for i=1:k |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
855 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-11) |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
856 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
857 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
858 %! [v1,d1] = eigs(A, k, 'be'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
859 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
860 %! for i=1:k |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
861 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-11) |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
862 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
863 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
864 */ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
865 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
866 /* |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
867 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
868 %% Real unsymmetric tests |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
869 %!shared n, k, A, d0 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
870 %! n = 20; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
871 %! k = 4; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
872 %! A = sparse([3:n,1:n,1:(n-2)],[1:(n-2),1:n,3:n],[ones(1,n-2),1:n,-ones(1,n-2)]); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
873 %! d0 = eig (A); |
10667
6769fbfec739
eigs.cc: Improve documentation string.
Rik <octave@nomad.inbox5.com>
parents:
10155
diff
changeset
|
874 %! [~, idx] = sort (abs(d0)); |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
875 %! d0 = d0(idx); |
10777
f2a8f68d9c2b
eigs.cc: Initialize random number generator in test blocks
Rik <octave@nomad.inbox5.com>
parents:
10667
diff
changeset
|
876 %! rand("state", 42); % initialize generator to make eigs behavior reproducible |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
877 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
878 %! d1 = eigs (A, k); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
879 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
880 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
881 %! d1 = eigs (A,k+1); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
882 %! assert (abs(d1), abs(d0(end:-1:(end-k))),1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
883 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
884 %! d1 = eigs (A, k, 'lm'); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
885 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
886 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
887 %! d1 = eigs (A, k, 'sm'); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
888 %! assert (abs(d1), abs(d0(1:k)), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
889 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
890 %! d1 = eigs (A, k, 'lr'); |
10667
6769fbfec739
eigs.cc: Improve documentation string.
Rik <octave@nomad.inbox5.com>
parents:
10155
diff
changeset
|
891 %! [~, idx] = sort (real(d0)); |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
892 %! d2 = d0(idx); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
893 %! assert (real(d1), real(d2(end:-1:(end-k+1))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
894 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
895 %! d1 = eigs (A, k, 'sr'); |
10667
6769fbfec739
eigs.cc: Improve documentation string.
Rik <octave@nomad.inbox5.com>
parents:
10155
diff
changeset
|
896 %! [~, idx] = sort (real(abs(d0))); |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
897 %! d2 = d0(idx); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
898 %! assert (real(d1), real(d2(1:k)), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
899 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
900 %! d1 = eigs (A, k, 'li'); |
10667
6769fbfec739
eigs.cc: Improve documentation string.
Rik <octave@nomad.inbox5.com>
parents:
10155
diff
changeset
|
901 %! [~, idx] = sort (imag(abs(d0))); |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
902 %! d2 = d0(idx); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
903 %! assert (sort(imag(d1)), sort(imag(d2(end:-1:(end-k+1)))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
904 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
905 %! d1 = eigs (A, k, 'si'); |
10667
6769fbfec739
eigs.cc: Improve documentation string.
Rik <octave@nomad.inbox5.com>
parents:
10155
diff
changeset
|
906 %! [~, idx] = sort (imag(abs(d0))); |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
907 %! d2 = d0(idx); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
908 %! assert (sort(imag(d1)), sort(imag(d2(1:k))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
909 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
910 %! d1 = eigs (A, k, 4.1); |
10667
6769fbfec739
eigs.cc: Improve documentation string.
Rik <octave@nomad.inbox5.com>
parents:
10155
diff
changeset
|
911 %! [~,idx0] = sort (abs(d0 - 4.1)); |
6769fbfec739
eigs.cc: Improve documentation string.
Rik <octave@nomad.inbox5.com>
parents:
10155
diff
changeset
|
912 %! [~,idx1] = sort (abs(d1 - 4.1)); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
913 %! assert (abs(d1(idx1)), abs(d0(idx0(1:k))), 1e-11); |
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
914 %! assert (sort(imag(d1(idx1))), sort(imag(d0(idx0(1:k)))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
915 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
916 %! d1 = eigs(A, speye(n), k, 'lm'); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
917 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
918 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
919 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
920 %! d1 = eigs(A, speye(n), k, 'lm', opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
921 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
922 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
923 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
924 %! q = [2:n,1]; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
925 %! opts.permB=q; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
926 %! d1 = eigs(A, speye(n)(q,q), k, 'lm', opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
927 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
928 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
929 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
930 %! d1 = eigs(A, speye(n), k, 4.1, opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
931 %! assert (abs(d1), eigs(A,k,4.1), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
932 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
933 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
934 %! q = [2:n,1]; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
935 %! opts.permB=q; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
936 %! d1 = eigs(A, speye(n)(q,q), k, 4.1, opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
937 %! assert (abs(d1), eigs(A,k,4.1), 1e-11); |
8585
e6497be3f3d6
Skip tests if ARPACK is missing.
Ben Abbott <bpabbott@mac.com>
parents:
8420
diff
changeset
|
938 %!testif HAVE_ARPACK |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
939 %! assert (abs(eigs(A,k,4.1)), abs(eigs(A,speye(n),k,4.1)), 1e-11); |
8585
e6497be3f3d6
Skip tests if ARPACK is missing.
Ben Abbott <bpabbott@mac.com>
parents:
8420
diff
changeset
|
940 %!testif HAVE_ARPACK |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
941 %! assert (sort(imag(eigs(A,k,4.1))), sort(imag(eigs(A,speye(n),k,4.1))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
942 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
943 %! fn = @(x) A * x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
944 %! opts.issym = 0; opts.isreal = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
945 %! d1 = eigs (fn, n, k, 'lm', opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
946 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
947 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
948 %! fn = @(x) A \ x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
949 %! opts.issym = 0; opts.isreal = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
950 %! d1 = eigs (fn, n, k, 'sm', opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
951 %! assert (abs(d1), d0(1:k), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
952 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
953 %! fn = @(x) (A - 4.1 * eye(n)) \ x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
954 %! opts.issym = 0; opts.isreal = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
955 %! d1 = eigs (fn, n, k, 4.1, opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
956 %! assert (abs(d1), eigs(A,k,4.1), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
957 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
958 %! [v1,d1] = eigs(A, k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
959 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
960 %! for i=1:k |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
961 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-11) |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
962 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
963 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
964 %! [v1,d1] = eigs(A, k, 'sm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
965 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
966 %! for i=1:k |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
967 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-11) |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
968 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
969 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
970 %! [v1,d1] = eigs(A, k, 'lr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
971 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
972 %! for i=1:k |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
973 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-11) |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
974 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
975 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
976 %! [v1,d1] = eigs(A, k, 'sr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
977 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
978 %! for i=1:k |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
979 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-11) |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
980 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
981 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
982 %! [v1,d1] = eigs(A, k, 'li'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
983 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
984 %! for i=1:k |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
985 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-11) |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
986 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
987 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
988 %! [v1,d1] = eigs(A, k, 'si'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
989 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
990 %! for i=1:k |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
991 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-11) |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
992 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
993 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
994 */ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
995 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
996 /* |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
997 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
998 %% Complex hermitian tests |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
999 %!shared n, k, A, d0 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1000 %! n = 20; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1001 %! k = 4; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1002 %! A = sparse([3:n,1:n,1:(n-2)],[1:(n-2),1:n,3:n],[1i*ones(1,n-2),4*ones(1,n),-1i*ones(1,n-2)]); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1003 %! d0 = eig (A); |
10667
6769fbfec739
eigs.cc: Improve documentation string.
Rik <octave@nomad.inbox5.com>
parents:
10155
diff
changeset
|
1004 %! [~, idx] = sort (abs(d0)); |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1005 %! d0 = d0(idx); |
10777
f2a8f68d9c2b
eigs.cc: Initialize random number generator in test blocks
Rik <octave@nomad.inbox5.com>
parents:
10667
diff
changeset
|
1006 %! rand("state", 42); % initialize generator to make eigs behavior reproducible |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1007 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1008 %! d1 = eigs (A, k); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1009 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1010 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1011 %! d1 = eigs (A,k+1); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1012 %! assert (abs(d1), abs(d0(end:-1:(end-k))),1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1013 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1014 %! d1 = eigs (A, k, 'lm'); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1015 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1016 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1017 %! d1 = eigs (A, k, 'sm'); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1018 %! assert (abs(d1), abs(d0(1:k)), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1019 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1020 %! d1 = eigs (A, k, 'lr'); |
10667
6769fbfec739
eigs.cc: Improve documentation string.
Rik <octave@nomad.inbox5.com>
parents:
10155
diff
changeset
|
1021 %! [~, idx] = sort (real(abs(d0))); |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1022 %! d2 = d0(idx); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1023 %! assert (real(d1), real(d2(end:-1:(end-k+1))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1024 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1025 %! d1 = eigs (A, k, 'sr'); |
10667
6769fbfec739
eigs.cc: Improve documentation string.
Rik <octave@nomad.inbox5.com>
parents:
10155
diff
changeset
|
1026 %! [~, idx] = sort (real(abs(d0))); |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1027 %! d2 = d0(idx); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1028 %! assert (real(d1), real(d2(1:k)), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1029 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1030 %! d1 = eigs (A, k, 'li'); |
10667
6769fbfec739
eigs.cc: Improve documentation string.
Rik <octave@nomad.inbox5.com>
parents:
10155
diff
changeset
|
1031 %! [~, idx] = sort (imag(abs(d0))); |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1032 %! d2 = d0(idx); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1033 %! assert (sort(imag(d1)), sort(imag(d2(end:-1:(end-k+1)))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1034 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1035 %! d1 = eigs (A, k, 'si'); |
10667
6769fbfec739
eigs.cc: Improve documentation string.
Rik <octave@nomad.inbox5.com>
parents:
10155
diff
changeset
|
1036 %! [~, idx] = sort (imag(abs(d0))); |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1037 %! d2 = d0(idx); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1038 %! assert (sort(imag(d1)), sort(imag(d2(1:k))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1039 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1040 %! d1 = eigs (A, k, 4.1); |
10667
6769fbfec739
eigs.cc: Improve documentation string.
Rik <octave@nomad.inbox5.com>
parents:
10155
diff
changeset
|
1041 %! [~,idx0] = sort (abs(d0 - 4.1)); |
6769fbfec739
eigs.cc: Improve documentation string.
Rik <octave@nomad.inbox5.com>
parents:
10155
diff
changeset
|
1042 %! [~,idx1] = sort (abs(d1 - 4.1)); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1043 %! assert (abs(d1(idx1)), abs(d0(idx0(1:k))), 1e-11); |
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1044 %! assert (sort(imag(d1(idx1))), sort(imag(d0(idx0(1:k)))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1045 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1046 %! d1 = eigs(A, speye(n), k, 'lm'); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1047 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1048 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1049 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1050 %! d1 = eigs(A, speye(n), k, 'lm', opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1051 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1052 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1053 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1054 %! q = [2:n,1]; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1055 %! opts.permB=q; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1056 %! d1 = eigs(A, speye(n)(q,q), k, 'lm', opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1057 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1058 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1059 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1060 %! d1 = eigs(A, speye(n), k, 4.1, opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1061 %! assert (abs(abs(d1)), abs(eigs(A,k,4.1)), 1e-11); |
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1062 %! assert (sort(imag(abs(d1))), sort(imag(eigs(A,k,4.1))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1063 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1064 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1065 %! q = [2:n,1]; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1066 %! opts.permB=q; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1067 %! d1 = eigs(A, speye(n)(q,q), k, 4.1, opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1068 %! assert (abs(abs(d1)), abs(eigs(A,k,4.1)), 1e-11); |
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1069 %! assert (sort(imag(abs(d1))), sort(imag(eigs(A,k,4.1))), 1e-11); |
8585
e6497be3f3d6
Skip tests if ARPACK is missing.
Ben Abbott <bpabbott@mac.com>
parents:
8420
diff
changeset
|
1070 %!testif HAVE_ARPACK |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1071 %! assert (abs(eigs(A,k,4.1)), abs(eigs(A,speye(n),k,4.1)), 1e-11); |
8585
e6497be3f3d6
Skip tests if ARPACK is missing.
Ben Abbott <bpabbott@mac.com>
parents:
8420
diff
changeset
|
1072 %!testif HAVE_ARPACK |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1073 %! assert (sort(imag(eigs(A,k,4.1))), sort(imag(eigs(A,speye(n),k,4.1))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1074 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1075 %! fn = @(x) A * x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1076 %! opts.issym = 0; opts.isreal = 0; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1077 %! d1 = eigs (fn, n, k, 'lm', opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1078 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1079 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1080 %! fn = @(x) A \ x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1081 %! opts.issym = 0; opts.isreal = 0; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1082 %! d1 = eigs (fn, n, k, 'sm', opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1083 %! assert (abs(d1), d0(1:k), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1084 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1085 %! fn = @(x) (A - 4.1 * eye(n)) \ x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1086 %! opts.issym = 0; opts.isreal = 0; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1087 %! d1 = eigs (fn, n, k, 4.1, opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1088 %! assert (abs(d1), eigs(A,k,4.1), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1089 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1090 %! [v1,d1] = eigs(A, k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1091 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1092 %! for i=1:k |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1093 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-11) |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1094 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1095 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1096 %! [v1,d1] = eigs(A, k, 'sm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1097 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1098 %! for i=1:k |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1099 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-11) |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1100 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1101 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1102 %! [v1,d1] = eigs(A, k, 'lr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1103 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1104 %! for i=1:k |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1105 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-11) |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1106 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1107 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1108 %! [v1,d1] = eigs(A, k, 'sr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1109 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1110 %! for i=1:k |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1111 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-11) |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1112 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1113 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1114 %! [v1,d1] = eigs(A, k, 'li'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1115 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1116 %! for i=1:k |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1117 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-11) |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1118 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1119 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1120 %! [v1,d1] = eigs(A, k, 'si'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1121 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1122 %! for i=1:k |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1123 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-11) |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1124 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1125 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1126 */ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1127 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1128 /* #### FULL MATRIX VERSIONS #### */ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1129 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1130 /* |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1131 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1132 %% Real positive definite tests, n must be even |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1133 %!shared n, k, A, d0, d2 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1134 %! n = 20; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1135 %! k = 4; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1136 %! A = full(sparse([3:n,1:n,1:(n-2)],[1:(n-2),1:n,3:n],[ones(1,n-2),4*ones(1,n),ones(1,n-2)])); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1137 %! d0 = eig (A); |
10667
6769fbfec739
eigs.cc: Improve documentation string.
Rik <octave@nomad.inbox5.com>
parents:
10155
diff
changeset
|
1138 %! d2 = sort (d0); |
6769fbfec739
eigs.cc: Improve documentation string.
Rik <octave@nomad.inbox5.com>
parents:
10155
diff
changeset
|
1139 %! [~, idx] = sort (abs(d0)); |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1140 %! d0 = d0(idx); |
10777
f2a8f68d9c2b
eigs.cc: Initialize random number generator in test blocks
Rik <octave@nomad.inbox5.com>
parents:
10667
diff
changeset
|
1141 %! rand("state", 42); % initialize generator to make eigs behavior reproducible |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1142 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1143 %! d1 = eigs (A, k); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1144 %! assert (d1, d0(end:-1:(end-k+1)), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1145 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1146 %! d1 = eigs (A,k+1); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1147 %! assert (d1, d0(end:-1:(end-k)),1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1148 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1149 %! d1 = eigs (A, k, 'lm'); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1150 %! assert (d1, d0(end:-1:(end-k+1)), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1151 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1152 %! d1 = eigs (A, k, 'sm'); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1153 %! assert (d1, d0(k:-1:1), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1154 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1155 %! d1 = eigs (A, k, 'la'); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1156 %! assert (d1, d2(end:-1:(end-k+1)), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1157 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1158 %! d1 = eigs (A, k, 'sa'); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1159 %! assert (d1, d2(1:k), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1160 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1161 %! d1 = eigs (A, k, 'be'); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1162 %! assert (d1, d2([1:floor(k/2), (end - ceil(k/2) + 1):end]), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1163 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1164 %! d1 = eigs (A, k+1, 'be'); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1165 %! assert (d1, d2([1:floor((k+1)/2), (end - ceil((k+1)/2) + 1):end]), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1166 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1167 %! d1 = eigs (A, k, 4.1); |
10667
6769fbfec739
eigs.cc: Improve documentation string.
Rik <octave@nomad.inbox5.com>
parents:
10155
diff
changeset
|
1168 %! [~,idx0] = sort (abs(d0 - 4.1)); |
6769fbfec739
eigs.cc: Improve documentation string.
Rik <octave@nomad.inbox5.com>
parents:
10155
diff
changeset
|
1169 %! [~,idx1] = sort (abs(d1 - 4.1)); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1170 %! assert (d1(idx1), d0(idx0(1:k)), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1171 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1172 %! d1 = eigs(A, eye(n), k, 'lm'); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1173 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-11); |
8585
e6497be3f3d6
Skip tests if ARPACK is missing.
Ben Abbott <bpabbott@mac.com>
parents:
8420
diff
changeset
|
1174 %!testif HAVE_ARPACK |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1175 %! assert (eigs(A,k,4.1), eigs(A,eye(n),k,4.1), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1176 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1177 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1178 %! d1 = eigs(A, eye(n), k, 'lm', opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1179 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1180 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1181 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1182 %! q = [2:n,1]; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1183 %! opts.permB=q; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1184 %! d1 = eigs(A, eye(n)(q,q), k, 'lm', opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1185 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1186 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1187 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1188 %! d1 = eigs(A, eye(n), k, 4.1, opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1189 %! assert (abs(d1), eigs(A,k,4.1), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1190 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1191 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1192 %! q = [2:n,1]; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1193 %! opts.permB=q; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1194 %! d1 = eigs(A, eye(n)(q,q), k, 4.1, opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1195 %! assert (abs(d1), eigs(A,k,4.1), 1e-11); |
8585
e6497be3f3d6
Skip tests if ARPACK is missing.
Ben Abbott <bpabbott@mac.com>
parents:
8420
diff
changeset
|
1196 %!testif HAVE_ARPACK |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1197 %! assert (eigs(A,k,4.1), eigs(A,eye(n),k,4.1), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1198 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1199 %! fn = @(x) A * x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1200 %! opts.issym = 1; opts.isreal = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1201 %! d1 = eigs (fn, n, k, 'lm', opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1202 %! assert (d1, d0(end:-1:(end-k+1)), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1203 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1204 %! fn = @(x) A \ x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1205 %! opts.issym = 1; opts.isreal = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1206 %! d1 = eigs (fn, n, k, 'sm', opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1207 %! assert (d1, d0(k:-1:1), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1208 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1209 %! fn = @(x) (A - 4.1 * eye(n)) \ x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1210 %! opts.issym = 1; opts.isreal = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1211 %! d1 = eigs (fn, n, k, 4.1, opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1212 %! assert (d1, eigs(A,k,4.1), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1213 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1214 %! [v1,d1] = eigs(A, k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1215 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1216 %! for i=1:k |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1217 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-11) |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1218 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1219 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1220 %! [v1,d1] = eigs(A, k, 'sm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1221 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1222 %! for i=1:k |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1223 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-11) |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1224 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1225 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1226 %! [v1,d1] = eigs(A, k, 'la'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1227 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1228 %! for i=1:k |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1229 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-11) |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1230 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1231 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1232 %! [v1,d1] = eigs(A, k, 'sa'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1233 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1234 %! for i=1:k |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1235 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-11) |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1236 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1237 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1238 %! [v1,d1] = eigs(A, k, 'be'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1239 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1240 %! for i=1:k |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1241 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-11) |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1242 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1243 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1244 */ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1245 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1246 /* |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1247 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1248 %% Real unsymmetric tests |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1249 %!shared n, k, A, d0 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1250 %! n = 20; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1251 %! k = 4; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1252 %! A = full(sparse([3:n,1:n,1:(n-2)],[1:(n-2),1:n,3:n],[ones(1,n-2),1:n,-ones(1,n-2)])); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1253 %! d0 = eig (A); |
10667
6769fbfec739
eigs.cc: Improve documentation string.
Rik <octave@nomad.inbox5.com>
parents:
10155
diff
changeset
|
1254 %! [~, idx] = sort (abs(d0)); |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1255 %! d0 = d0(idx); |
10777
f2a8f68d9c2b
eigs.cc: Initialize random number generator in test blocks
Rik <octave@nomad.inbox5.com>
parents:
10667
diff
changeset
|
1256 %! rand("state", 42); % initialize generator to make eigs behavior reproducible |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1257 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1258 %! d1 = eigs (A, k); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1259 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1260 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1261 %! d1 = eigs (A,k+1); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1262 %! assert (abs(d1), abs(d0(end:-1:(end-k))),1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1263 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1264 %! d1 = eigs (A, k, 'lm'); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1265 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1266 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1267 %! d1 = eigs (A, k, 'sm'); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1268 %! assert (abs(d1), abs(d0(1:k)), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1269 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1270 %! d1 = eigs (A, k, 'lr'); |
10667
6769fbfec739
eigs.cc: Improve documentation string.
Rik <octave@nomad.inbox5.com>
parents:
10155
diff
changeset
|
1271 %! [~, idx] = sort (real(d0)); |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1272 %! d2 = d0(idx); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1273 %! assert (real(d1), real(d2(end:-1:(end-k+1))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1274 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1275 %! d1 = eigs (A, k, 'sr'); |
10667
6769fbfec739
eigs.cc: Improve documentation string.
Rik <octave@nomad.inbox5.com>
parents:
10155
diff
changeset
|
1276 %! [~, idx] = sort (real(abs(d0))); |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1277 %! d2 = d0(idx); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1278 %! assert (real(d1), real(d2(1:k)), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1279 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1280 %! d1 = eigs (A, k, 'li'); |
10667
6769fbfec739
eigs.cc: Improve documentation string.
Rik <octave@nomad.inbox5.com>
parents:
10155
diff
changeset
|
1281 %! [~, idx] = sort (imag(abs(d0))); |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1282 %! d2 = d0(idx); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1283 %! assert (sort(imag(d1)), sort(imag(d2(end:-1:(end-k+1)))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1284 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1285 %! d1 = eigs (A, k, 'si'); |
10667
6769fbfec739
eigs.cc: Improve documentation string.
Rik <octave@nomad.inbox5.com>
parents:
10155
diff
changeset
|
1286 %! [~, idx] = sort (imag(abs(d0))); |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1287 %! d2 = d0(idx); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1288 %! assert (sort(imag(d1)), sort(imag(d2(1:k))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1289 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1290 %! d1 = eigs (A, k, 4.1); |
10667
6769fbfec739
eigs.cc: Improve documentation string.
Rik <octave@nomad.inbox5.com>
parents:
10155
diff
changeset
|
1291 %! [~,idx0] = sort (abs(d0 - 4.1)); |
6769fbfec739
eigs.cc: Improve documentation string.
Rik <octave@nomad.inbox5.com>
parents:
10155
diff
changeset
|
1292 %! [~,idx1] = sort (abs(d1 - 4.1)); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1293 %! assert (abs(d1(idx1)), abs(d0(idx0(1:k))), 1e-11); |
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1294 %! assert (sort(imag(d1(idx1))), sort(imag(d0(idx0(1:k)))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1295 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1296 %! d1 = eigs(A, eye(n), k, 'lm'); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1297 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1298 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1299 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1300 %! d1 = eigs(A, eye(n), k, 'lm', opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1301 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1302 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1303 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1304 %! q = [2:n,1]; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1305 %! opts.permB=q; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1306 %! d1 = eigs(A, eye(n)(q,q), k, 'lm', opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1307 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1308 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1309 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1310 %! d1 = eigs(A, eye(n), k, 4.1, opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1311 %! assert (abs(d1), eigs(A,k,4.1), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1312 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1313 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1314 %! q = [2:n,1]; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1315 %! opts.permB=q; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1316 %! d1 = eigs(A, eye(n)(q,q), k, 4.1, opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1317 %! assert (abs(d1), eigs(A,k,4.1), 1e-11); |
8585
e6497be3f3d6
Skip tests if ARPACK is missing.
Ben Abbott <bpabbott@mac.com>
parents:
8420
diff
changeset
|
1318 %!testif HAVE_ARPACK |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1319 %! assert (abs(eigs(A,k,4.1)), abs(eigs(A,eye(n),k,4.1)), 1e-11); |
8585
e6497be3f3d6
Skip tests if ARPACK is missing.
Ben Abbott <bpabbott@mac.com>
parents:
8420
diff
changeset
|
1320 %!testif HAVE_ARPACK |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1321 %! assert (sort(imag(eigs(A,k,4.1))), sort(imag(eigs(A,eye(n),k,4.1))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1322 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1323 %! fn = @(x) A * x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1324 %! opts.issym = 0; opts.isreal = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1325 %! d1 = eigs (fn, n, k, 'lm', opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1326 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1327 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1328 %! fn = @(x) A \ x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1329 %! opts.issym = 0; opts.isreal = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1330 %! d1 = eigs (fn, n, k, 'sm', opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1331 %! assert (abs(d1), d0(1:k), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1332 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1333 %! fn = @(x) (A - 4.1 * eye(n)) \ x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1334 %! opts.issym = 0; opts.isreal = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1335 %! d1 = eigs (fn, n, k, 4.1, opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1336 %! assert (abs(d1), eigs(A,k,4.1), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1337 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1338 %! [v1,d1] = eigs(A, k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1339 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1340 %! for i=1:k |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1341 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-11) |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1342 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1343 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1344 %! [v1,d1] = eigs(A, k, 'sm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1345 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1346 %! for i=1:k |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1347 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-11) |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1348 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1349 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1350 %! [v1,d1] = eigs(A, k, 'lr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1351 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1352 %! for i=1:k |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1353 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-11) |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1354 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1355 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1356 %! [v1,d1] = eigs(A, k, 'sr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1357 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1358 %! for i=1:k |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1359 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-11) |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1360 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1361 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1362 %! [v1,d1] = eigs(A, k, 'li'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1363 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1364 %! for i=1:k |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1365 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-11) |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1366 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1367 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1368 %! [v1,d1] = eigs(A, k, 'si'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1369 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1370 %! for i=1:k |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1371 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-11) |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1372 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1373 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1374 */ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1375 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1376 /* |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1377 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1378 %% Complex hermitian tests |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1379 %!shared n, k, A, d0 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1380 %! n = 20; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1381 %! k = 4; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1382 %! A = full(sparse([3:n,1:n,1:(n-2)],[1:(n-2),1:n,3:n],[1i*ones(1,n-2),4*ones(1,n),-1i*ones(1,n-2)])); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1383 %! d0 = eig (A); |
10667
6769fbfec739
eigs.cc: Improve documentation string.
Rik <octave@nomad.inbox5.com>
parents:
10155
diff
changeset
|
1384 %! [~, idx] = sort (abs(d0)); |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1385 %! d0 = d0(idx); |
10777
f2a8f68d9c2b
eigs.cc: Initialize random number generator in test blocks
Rik <octave@nomad.inbox5.com>
parents:
10667
diff
changeset
|
1386 %! rand("state", 42); % initialize generator to make eigs behavior reproducible |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1387 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1388 %! d1 = eigs (A, k); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1389 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1390 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1391 %! d1 = eigs (A,k+1); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1392 %! assert (abs(d1), abs(d0(end:-1:(end-k))),1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1393 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1394 %! d1 = eigs (A, k, 'lm'); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1395 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1396 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1397 %! d1 = eigs (A, k, 'sm'); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1398 %! assert (abs(d1), abs(d0(1:k)), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1399 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1400 %! d1 = eigs (A, k, 'lr'); |
10667
6769fbfec739
eigs.cc: Improve documentation string.
Rik <octave@nomad.inbox5.com>
parents:
10155
diff
changeset
|
1401 %! [~, idx] = sort (real(abs(d0))); |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1402 %! d2 = d0(idx); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1403 %! assert (real(d1), real(d2(end:-1:(end-k+1))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1404 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1405 %! d1 = eigs (A, k, 'sr'); |
10667
6769fbfec739
eigs.cc: Improve documentation string.
Rik <octave@nomad.inbox5.com>
parents:
10155
diff
changeset
|
1406 %! [~, idx] = sort (real(abs(d0))); |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1407 %! d2 = d0(idx); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1408 %! assert (real(d1), real(d2(1:k)), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1409 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1410 %! d1 = eigs (A, k, 'li'); |
10667
6769fbfec739
eigs.cc: Improve documentation string.
Rik <octave@nomad.inbox5.com>
parents:
10155
diff
changeset
|
1411 %! [~, idx] = sort (imag(abs(d0))); |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1412 %! d2 = d0(idx); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1413 %! assert (sort(imag(d1)), sort(imag(d2(end:-1:(end-k+1)))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1414 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1415 %! d1 = eigs (A, k, 'si'); |
10667
6769fbfec739
eigs.cc: Improve documentation string.
Rik <octave@nomad.inbox5.com>
parents:
10155
diff
changeset
|
1416 %! [~, idx] = sort (imag(abs(d0))); |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1417 %! d2 = d0(idx); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1418 %! assert (sort(imag(d1)), sort(imag(d2(1:k))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1419 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1420 %! d1 = eigs (A, k, 4.1); |
10667
6769fbfec739
eigs.cc: Improve documentation string.
Rik <octave@nomad.inbox5.com>
parents:
10155
diff
changeset
|
1421 %! [~,idx0] = sort (abs(d0 - 4.1)); |
6769fbfec739
eigs.cc: Improve documentation string.
Rik <octave@nomad.inbox5.com>
parents:
10155
diff
changeset
|
1422 %! [~,idx1] = sort (abs(d1 - 4.1)); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1423 %! assert (abs(d1(idx1)), abs(d0(idx0(1:k))), 1e-11); |
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1424 %! assert (sort(imag(d1(idx1))), sort(imag(d0(idx0(1:k)))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1425 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1426 %! d1 = eigs(A, eye(n), k, 'lm'); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1427 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1428 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1429 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1430 %! d1 = eigs(A, eye(n), k, 'lm', opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1431 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1432 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1433 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1434 %! q = [2:n,1]; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1435 %! opts.permB=q; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1436 %! d1 = eigs(A, eye(n)(q,q), k, 'lm', opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1437 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1438 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1439 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1440 %! d1 = eigs(A, eye(n), k, 4.1, opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1441 %! assert (abs(abs(d1)), abs(eigs(A,k,4.1)), 1e-11); |
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1442 %! assert (sort(imag(abs(d1))), sort(imag(eigs(A,k,4.1))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1443 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1444 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1445 %! q = [2:n,1]; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1446 %! opts.permB=q; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1447 %! d1 = eigs(A, eye(n)(q,q), k, 4.1, opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1448 %! assert (abs(abs(d1)), abs(eigs(A,k,4.1)), 1e-11); |
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1449 %! assert (sort(imag(abs(d1))), sort(imag(eigs(A,k,4.1))), 1e-11); |
8585
e6497be3f3d6
Skip tests if ARPACK is missing.
Ben Abbott <bpabbott@mac.com>
parents:
8420
diff
changeset
|
1450 %!testif HAVE_ARPACK |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1451 %! assert (abs(eigs(A,k,4.1)), abs(eigs(A,eye(n),k,4.1)), 1e-11); |
8585
e6497be3f3d6
Skip tests if ARPACK is missing.
Ben Abbott <bpabbott@mac.com>
parents:
8420
diff
changeset
|
1452 %!testif HAVE_ARPACK |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1453 %! assert (sort(imag(eigs(A,k,4.1))), sort(imag(eigs(A,eye(n),k,4.1))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1454 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1455 %! fn = @(x) A * x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1456 %! opts.issym = 0; opts.isreal = 0; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1457 %! d1 = eigs (fn, n, k, 'lm', opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1458 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1459 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1460 %! fn = @(x) A \ x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1461 %! opts.issym = 0; opts.isreal = 0; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1462 %! d1 = eigs (fn, n, k, 'sm', opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1463 %! assert (abs(d1), d0(1:k), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1464 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1465 %! fn = @(x) (A - 4.1 * eye(n)) \ x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1466 %! opts.issym = 0; opts.isreal = 0; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1467 %! d1 = eigs (fn, n, k, 4.1, opts); |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1468 %! assert (abs(d1), eigs(A,k,4.1), 1e-11); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1469 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1470 %! [v1,d1] = eigs(A, k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1471 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1472 %! for i=1:k |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1473 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-11) |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1474 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1475 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1476 %! [v1,d1] = eigs(A, k, 'sm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1477 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1478 %! for i=1:k |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1479 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-11) |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1480 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1481 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1482 %! [v1,d1] = eigs(A, k, 'lr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1483 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1484 %! for i=1:k |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1485 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-11) |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1486 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1487 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1488 %! [v1,d1] = eigs(A, k, 'sr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1489 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1490 %! for i=1:k |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1491 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-11) |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1492 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1493 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1494 %! [v1,d1] = eigs(A, k, 'li'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1495 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1496 %! for i=1:k |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1497 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-11) |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1498 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1499 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1500 %! [v1,d1] = eigs(A, k, 'si'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1501 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1502 %! for i=1:k |
8702
3c4628550318
eigs.cc: increase tolerance
John W. Eaton <jwe@octave.org>
parents:
8683
diff
changeset
|
1503 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-11) |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1504 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1505 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1506 */ |