Mercurial > octave

annotate libinterp/corefcn/ordschur.cc @ 21724:aba2e6293dd8

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use "#if ..." consistently instead of "#ifdef" and "#ifndef" * configure.ac, Doxyfile.in, make_int.cc, Backend.cc, BaseControl.cc, ButtonControl.cc, Canvas.cc, CheckBoxControl.cc, Container.cc, ContextMenu.cc, EditControl.cc, Figure.cc, FigureWindow.cc, GLCanvas.cc, KeyMap.cc, ListBoxControl.cc, Logger.cc, Menu.cc, MouseModeActionGroup.cc, Object.cc, ObjectFactory.cc, ObjectProxy.cc, Panel.cc, PopupMenuControl.cc, PushButtonControl.cc, PushTool.cc, QtHandlesUtils.cc, RadioButtonControl.cc, SliderControl.cc, TextControl.cc, TextEdit.cc, ToggleButtonControl.cc, ToggleTool.cc, ToolBar.cc, __init_qt__.cc, annotation-dialog.cc, gl-select.cc, module.mk, color-picker.cc, dialog.cc, documentation-dock-widget.cc, files-dock-widget.cc, find-files-dialog.cc, find-files-model.cc, history-dock-widget.cc, liboctgui-build-info.in.cc, file-editor-tab.cc, file-editor.cc, find-dialog.cc, marker.cc, marker.h, octave-qscintilla.cc, octave-txt-lexer.cc, main-window.cc, octave-cmd.cc, octave-dock-widget.cc, 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op-fcm-fcs.cc, op-fcm-fdm.cc, op-fcm-fm.cc, op-fcm-fs.cc, op-fcn.cc, op-fcs-fcm.cc, op-fcs-fcs.cc, op-fcs-fm.cc, op-fcs-fs.cc, op-fdm-fcdm.cc, op-fdm-fcm.cc, op-fdm-fdm.cc, op-fdm-fm.cc, op-float-conv.cc, op-fm-fcdm.cc, op-fm-fcm.cc, op-fm-fcs.cc, op-fm-fdm.cc, op-fm-fm.cc, op-fm-fs.cc, op-fs-fcm.cc, op-fs-fcs.cc, op-fs-fm.cc, op-fs-fs.cc, op-i16-i16.cc, op-i32-i32.cc, op-i64-i64.cc, op-i8-i8.cc, op-int-concat.cc, op-int-conv.cc, op-m-cdm.cc, op-m-cm.cc, op-m-cs.cc, op-m-dm.cc, op-m-m.cc, op-m-s.cc, op-m-scm.cc, op-m-sm.cc, op-pm-pm.cc, op-pm-scm.cc, op-pm-sm.cc, op-pm-template.cc, op-range.cc, op-s-cm.cc, op-s-cs.cc, op-s-m.cc, op-s-s.cc, op-s-scm.cc, op-s-sm.cc, op-sbm-b.cc, op-sbm-bm.cc, op-sbm-sbm.cc, op-scm-cm.cc, op-scm-cs.cc, op-scm-m.cc, op-scm-s.cc, op-scm-scm.cc, op-scm-sm.cc, op-sm-cm.cc, op-sm-cs.cc, op-sm-m.cc, op-sm-s.cc, op-sm-scm.cc, op-sm-sm.cc, op-str-m.cc, op-str-s.cc, op-str-str.cc, op-struct.cc, op-ui16-ui16.cc, op-ui32-ui32.cc, op-ui64-ui64.cc, op-ui8-ui8.cc, lex.ll, oct-parse.in.yy, pt-arg-list.cc, pt-array-list.cc, pt-assign.cc, pt-binop.cc, pt-bp.cc, pt-cbinop.cc, pt-cell.cc, pt-check.cc, pt-classdef.cc, pt-cmd.cc, pt-colon.cc, pt-const.cc, pt-decl.cc, pt-eval.cc, pt-except.cc, pt-exp.cc, pt-fcn-handle.cc, pt-funcall.cc, pt-id.cc, pt-idx.cc, pt-jump.cc, pt-loop.cc, pt-loop.h, pt-mat.cc, pt-misc.cc, pt-pr-code.cc, pt-select.cc, pt-stmt.cc, pt-unop.cc, pt.cc, token.cc, Array-jit.cc, Array-tc.cc, version.cc, Array-C.cc, Array-b.cc, Array-ch.cc, Array-d.cc, Array-f.cc, Array-fC.cc, Array-i.cc, Array-idx-vec.cc, Array-s.cc, Array-str.cc, Array-util.cc, Array-voidp.cc, Array.cc, CColVector.cc, CDiagMatrix.cc, CMatrix.cc, CNDArray.cc, CRowVector.cc, CSparse.cc, MArray-C.cc, MArray-d.cc, MArray-f.cc, MArray-fC.cc, MArray-i.cc, MArray-s.cc, MSparse-C.cc, MSparse-d.cc, MatrixType.cc, PermMatrix.cc, Range.cc, Sparse-C.cc, Sparse-b.cc, Sparse-d.cc, boolMatrix.cc, boolNDArray.cc, boolSparse.cc, chMatrix.cc, chNDArray.cc, dColVector.cc, dDiagMatrix.cc, dMatrix.cc, dNDArray.cc, dRowVector.cc, dSparse.cc, dim-vector.cc, dim-vector.h, fCColVector.cc, fCDiagMatrix.cc, fCMatrix.cc, fCNDArray.cc, fCRowVector.cc, fColVector.cc, fDiagMatrix.cc, fMatrix.cc, fNDArray.cc, fRowVector.cc, idx-vector.cc, int16NDArray.cc, int32NDArray.cc, int64NDArray.cc, int8NDArray.cc, uint16NDArray.cc, uint32NDArray.cc, uint64NDArray.cc, uint8NDArray.cc, Faddeeva.cc, blaswrap.c, cquit.c, f77-extern.cc, f77-fcn.c, f77-fcn.h, lo-error.c, lo-error.h, quit.cc, quit.h, liboctave-build-info.in.cc, CollocWt.cc, DASPK.cc, DASRT.cc, DASSL.cc, EIG.cc, LSODE.cc, ODES.cc, Quad.cc, aepbalance.cc, chol.cc, eigs-base.cc, fEIG.cc, gepbalance.cc, hess.cc, lo-mappers.cc, lo-specfun.cc, lu.cc, oct-convn.cc, oct-fftw.cc, oct-norm.cc, oct-rand.cc, oct-spparms.cc, qr.cc, qrp.cc, randmtzig.cc, randpoisson.cc, schur.cc, sparse-chol.cc, sparse-dmsolve.cc, sparse-lu.cc, sparse-qr.cc, svd.cc, mk-ops.awk, mx-defs.h, dir-ops.cc, file-ops.cc, file-stat.cc, lo-sysdep.cc, mach-info.cc, oct-env.cc, oct-group.cc, oct-passwd.cc, oct-syscalls.cc, oct-time.cc, oct-uname.cc, pathlen.h, syswait.h, cmd-edit.cc, cmd-hist.cc, data-conv.cc, f2c-main.c, glob-match.cc, kpse.cc, lo-array-errwarn.cc, lo-array-gripes.cc, lo-cutils.c, lo-cutils.h, lo-ieee.cc, lo-ieee.h, lo-regexp.cc, lo-utils.cc, oct-base64.cc, oct-glob.cc, oct-inttypes.cc, oct-inttypes.h, oct-locbuf.cc, oct-mutex.cc, oct-rl-edit.c, oct-rl-edit.h, oct-rl-hist.c, oct-rl-hist.h, oct-shlib.cc, oct-sort.cc, pathsearch.cc, singleton-cleanup.cc, sparse-sort.cc, sparse-util.cc, statdefs.h, str-vec.cc, unwind-prot.cc, url-transfer.cc, acinclude.m4, display-available.c, display-available.h, main-cli.cc, main-gui.cc, main.in.cc, mkoctfile.in.cc, octave-build-info.in.cc, octave-config.in.cc, shared-fcns.h: Use "#if ..." consistently instead of "#ifdef" and "#ifndef".
author John W. Eaton <jwe@octave.org>
date Tue, 17 May 2016 12:09:30 -0400
parents ecce63c99c3f
children 112b20240c87
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rev   line source
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1 /*
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2
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3 Copyright (C) 2015 Sébastien Villemot <sebastien@debian.org>
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4
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5 This file is part of Octave.
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6
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7 Octave is free software; you can redistribute it and/or modify it
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8 under the terms of the GNU General Public License as published by the
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9 Free Software Foundation; either version 3 of the License, or (at your
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10 option) any later version.
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11
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12 Octave is distributed in the hope that it will be useful, but WITHOUT
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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15 for more details.
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16
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17 You should have received a copy of the GNU General Public License
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18 along with Octave; see the file COPYING. If not, see
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19 <http://www.gnu.org/licenses/>.
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20
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21 */
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22
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23 #if defined (HAVE_CONFIG_H)
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40de9f8f23a6 Use '#include "config.h"' rather than <config.h>.
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24 # include "config.h"
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25 #endif
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26
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27 #include "defun.h"
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28 #include "error.h"
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48b2ad5ee801 maint: Rename oct-obj.[cc|h] to ovl.[cc|h] for clarity.
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29 #include "ovl.h"
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30 #include "f77-fcn.h"
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31
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32 extern "C"
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33 {
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34 F77_RET_T
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35 F77_FUNC (dtrsen, DTRSEN) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL,
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36 const octave_idx_type*, const octave_idx_type&,
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37 double*, const octave_idx_type&, double*, const octave_idx_type&,
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38 double*, double*, octave_idx_type&, double&, double&, double*,
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39 const octave_idx_type&, octave_idx_type*,
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40 const octave_idx_type&, octave_idx_type&);
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41
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42 F77_RET_T
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43 F77_FUNC (ztrsen, ZTRSEN) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL,
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44 const octave_idx_type*, const octave_idx_type&,
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45 Complex*, const octave_idx_type&, Complex*, const octave_idx_type&,
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46 Complex*, octave_idx_type&, double&, double&, Complex*,
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47 const octave_idx_type&, octave_idx_type &);
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48
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49 F77_RET_T
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50 F77_FUNC (strsen, STRSEN) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL,
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51 const octave_idx_type*, const octave_idx_type&,
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52 float*, const octave_idx_type&, float*, const octave_idx_type&,
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53 float*, float*, octave_idx_type&, float&, float&, float*,
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54 const octave_idx_type&, octave_idx_type*,
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55 const octave_idx_type&, octave_idx_type&);
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56
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57 F77_RET_T
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58 F77_FUNC (ctrsen, CTRSEN) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL,
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59 const octave_idx_type*, const octave_idx_type&,
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60 FloatComplex*, const octave_idx_type&, FloatComplex*, const octave_idx_type&,
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61 FloatComplex*, octave_idx_type&, float&, float&, FloatComplex*,
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62 const octave_idx_type&, octave_idx_type &);
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63 }
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64
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65 DEFUN (ordschur, args, ,
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66 "-*- texinfo -*-\n\
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67 @deftypefn {} {[@var{UR}, @var{SR}] =} ordschur (@var{U}, @var{S}, @var{select})\n\
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68 Reorders the real Schur factorization (@var{U},@var{S}) obtained with the\n\
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69 @code{schur} function, so that selected eigenvalues appear in the upper left\n\
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70 diagonal blocks of the quasi triangular Schur matrix.\n\
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71 \n\
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72 The logical vector @var{select} specifies the selected eigenvalues as they\n\
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73 appear along @var{S}'s diagonal.\n\
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74 \n\
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75 For example, given the matrix @code{@var{A} = [1, 2; 3, 4]}, and its Schur\n\
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76 decomposition\n\
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77 \n\
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78 @example\n\
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79 [@var{U}, @var{S}] = schur (@var{A})\n\
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80 @end example\n\
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81 \n\
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82 @noindent\n\
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83 which returns\n\
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84 \n\
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85 @example\n\
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86 @group\n\
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87 @var{U} =\n\
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88 \n\
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89 -0.82456 -0.56577\n\
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90 0.56577 -0.82456\n\
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91 \n\
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92 @var{S} =\n\
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93 \n\
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94 -0.37228 -1.00000\n\
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95 0.00000 5.37228\n\
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96 \n\
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97 @end group\n\
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98 @end example\n\
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99 \n\
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100 It is possible to reorder the decomposition so that the positive eigenvalue\n\
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101 is in the upper left corner, by doing:\n\
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102 \n\
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103 @example\n\
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104 [@var{U}, @var{S}] = ordschur (@var{U}, @var{S}, [0,1])\n\
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105 @end example\n\
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106 \n\
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107 @seealso{schur}\n\
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108 @end deftypefn")
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109 {
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110 if (args.length () != 3)
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111 print_usage ();
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112
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113 const Array<octave_idx_type> sel = args(2).octave_idx_type_vector_value ("ordschur: SELECT must be an array of integers");
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114
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115 const octave_idx_type n = sel.numel ();
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116
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117 const dim_vector dimU = args(0).dims ();
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118 const dim_vector dimS = args(1).dims ();
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119
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120 if (n != dimU(0))
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121 error ("ordschur: SELECT must have same length as the sides of U and S");
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122 else if (n != dimU(0) || n != dimS(0) || n != dimU(1) || n != dimS(1))
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123 error ("ordschur: U and S must be square and of equal sizes");
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124
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125 octave_value_list retval;
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126
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127 const bool double_type = args(0).is_double_type ()
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128 || args(1).is_double_type ();
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129 const bool complex_type = args(0).is_complex_type ()
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130 || args(1).is_complex_type ();
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131
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132 #define PREPARE_ARGS(TYPE, TYPE_M, TYPE_COND) \
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133 TYPE ## Matrix U = args(0).x ## TYPE_M ## _value ("ordschur: U and S must be real or complex floating point matrices"); \
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134 TYPE ## Matrix S = args(1).x ## TYPE_M ## _value ("ordschur: U and S must be real or complex floating point matrices"); \
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135 TYPE ## Matrix w (dim_vector (n, 1)); \
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136 TYPE ## Matrix work (dim_vector (n, 1)); \
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137 octave_idx_type m; \
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138 octave_idx_type info; \
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139 TYPE_COND cond1, cond2;
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140
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141 #define PREPARE_OUTPUT()\
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142 if (info != 0) \
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143 error ("ordschur: trsen failed"); \
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144 \
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145 retval = ovl (U, S);
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146
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147 if (double_type)
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148 {
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149 if (complex_type)
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diff changeset
150 {
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151 PREPARE_ARGS (Complex, complex_matrix, double)
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152
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153 F77_XFCN (ztrsen, ztrsen,
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154 (F77_CONST_CHAR_ARG ("N"), F77_CONST_CHAR_ARG ("V"),
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155 sel.data (), n, S.fortran_vec (), n, U.fortran_vec (), n,
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156 w.fortran_vec (), m, cond1, cond2, work.fortran_vec (), n,
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diff changeset
157 info));
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diff changeset
158
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159 PREPARE_OUTPUT()
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diff changeset
160 }
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diff changeset
161 else
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diff changeset
162 {
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163 PREPARE_ARGS (, matrix, double)
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164 Matrix wi (dim_vector (n, 1));
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165 Array<octave_idx_type> iwork (dim_vector (n, 1));
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166
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167 F77_XFCN (dtrsen, dtrsen,
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diff changeset
168 (F77_CONST_CHAR_ARG ("N"), F77_CONST_CHAR_ARG ("V"),
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169 sel.data (), n, S.fortran_vec (), n, U.fortran_vec (), n,
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170 w.fortran_vec (), wi.fortran_vec (), m, cond1, cond2,
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171 work.fortran_vec (), n, iwork.fortran_vec (), n, info));
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172
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173 PREPARE_OUTPUT ()
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174 }
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diff changeset
175 }
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diff changeset
176 else
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diff changeset
177 {
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178 if (complex_type)
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diff changeset
179 {
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180 PREPARE_ARGS (FloatComplex, float_complex_matrix, float)
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181
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182 F77_XFCN (ctrsen, ctrsen,
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183 (F77_CONST_CHAR_ARG ("N"), F77_CONST_CHAR_ARG ("V"),
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184 sel.data (), n, S.fortran_vec (), n, U.fortran_vec (), n,
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185 w.fortran_vec (), m, cond1, cond2, work.fortran_vec (), n,
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186 info));
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187
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188 PREPARE_OUTPUT ()
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189 }
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diff changeset
190 else
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diff changeset
191 {
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192 PREPARE_ARGS (Float, float_matrix, float)
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diff changeset
193 FloatMatrix wi (dim_vector (n, 1));
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194 Array<octave_idx_type> iwork (dim_vector (n, 1));
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195
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196 F77_XFCN (strsen, strsen,
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diff changeset
197 (F77_CONST_CHAR_ARG ("N"), F77_CONST_CHAR_ARG ("V"),
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198 sel.data (), n, S.fortran_vec (), n, U.fortran_vec (), n,
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199 w.fortran_vec (), wi.fortran_vec (), m, cond1, cond2,
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200 work.fortran_vec (), n, iwork.fortran_vec (), n, info));
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diff changeset
201
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202 PREPARE_OUTPUT ()
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203 }
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204 }
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diff changeset
205
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diff changeset
206 #undef PREPARE_ARGS
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diff changeset
207 #undef PREPARE_OUTPUT
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208
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209 return retval;
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210 }
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211
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212 /*
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213
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214 %!test
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215 %! A = [1, 2, 3, -2; 4, 5, 6, -5 ; 7, 8, 9, -5; 10, 11, 12, 4 ];
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216 %! [U, T] = schur (A);
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217 %! [US, TS] = ordschur (U, T, [ 0, 0, 1, 1 ]);
21580
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218 %! assert (US*TS*US', A, sqrt (eps));
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219 %! assert (diag (T)(3:4), diag (TS)(1:2), sqrt (eps));
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220
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221 %!test
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222 %! A = [1, 2, 3, -2; 4, 5, 6, -5 ; 7, 8, 9, -5; 10, 11, 12, 4 ];
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223 %! [U, T] = schur (A);
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224 %! [US, TS] = ordschur (single (U), single (T), [ 0, 0, 1, 1 ]);
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225 %! assert (US*TS*US', A, sqrt (eps ("single")));
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226 %! assert (diag (T)(3:4), diag (TS)(1:2), sqrt (eps ("single")));
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227
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228 %!test
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229 %! A = [1, 2, 3, -2; 4, 5, 6, -5 ; 7, 8, 9, -5; 10, 11, 12, 4+3i ];
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230 %! [U, T] = schur (A);
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231 %! [US, TS] = ordschur (U, T, [ 0, 0, 1, 1 ]);
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232 %! assert (US*TS*US', A, sqrt (eps));
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233 %! assert (diag (T)(3:4), diag (TS)(1:2), sqrt (eps));
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234
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235 %!test
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236 %! A = [1, 2, 3, -2; 4, 5, 6, -5 ; 7, 8, 9, -5; 10, 11, 12, 4+3i ];
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237 %! [U, T] = schur (A);
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238 %! [US, TS] = ordschur (single (U), single (T), [ 0, 0, 1, 1 ]);
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239 %! assert (US*TS*US', A, sqrt (eps ("single")));
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240 %! assert (diag (T)(3:4), diag (TS)(1:2), sqrt (eps ("single")));
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241
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242 */