Mercurial > octave
annotate libinterp/corefcn/qz.cc @ 29556:d75aa2bf4915 stable
qz.cc: return correct number of eigenvalues (bug #60357).
* qz.cc (Fqz): Change docstring to emphasize that QZ factorization is the main
output, and eigenvalues are secondary. Don't truncate number of eigenvalues
to the number returned by LAPACK. For eigenvalues that are not defined,
return Inf as the eig() function does.
(grafted from 06f4bb661d966b4ffd504a29685bb265b6350395)
author | Rik <rik@octave.org> |
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date | Fri, 23 Apr 2021 08:04:48 -0700 |
parents | 0a5b15007766 |
children | 50aa945836c3 |
rev | line source |
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1 //////////////////////////////////////////////////////////////////////// |
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2 // |
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3 // Copyright (C) 1998-2021 The Octave Project Developers |
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4 // |
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5 // See the file COPYRIGHT.md in the top-level directory of this |
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6 // distribution or <https://octave.org/copyright/>. |
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7 // |
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8 // This file is part of Octave. |
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9 // |
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10 // Octave is free software: you can redistribute it and/or modify it |
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11 // under the terms of the GNU General Public License as published by |
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12 // the Free Software Foundation, either version 3 of the License, or |
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13 // (at your option) any later version. |
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14 // |
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15 // Octave is distributed in the hope that it will be useful, but |
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16 // WITHOUT ANY WARRANTY; without even the implied warranty of |
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17 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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18 // GNU General Public License for more details. |
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19 // |
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20 // You should have received a copy of the GNU General Public License |
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21 // along with Octave; see the file COPYING. If not, see |
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22 // <https://www.gnu.org/licenses/>. |
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23 // |
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24 //////////////////////////////////////////////////////////////////////// |
3183 | 25 |
26 // Generalized eigenvalue balancing via LAPACK | |
3911 | 27 |
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28 // Originally written by A. S. Hodel <scotte@eng.auburn.edu>, but is |
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29 // substantially different with the change to use LAPACK. |
3183 | 30 |
31 #undef DEBUG | |
32 #undef DEBUG_SORT | |
33 #undef DEBUG_EIG | |
34 | |
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35 #if defined (HAVE_CONFIG_H) |
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36 # include "config.h" |
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37 #endif |
3183 | 38 |
23430 | 39 #include <cctype> |
40 #include <cmath> | |
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42 #if defined (DEBUG_EIG) |
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43 # include <iomanip> |
23430 | 44 #endif |
3183 | 45 |
4153 | 46 #include "f77-fcn.h" |
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47 #include "lo-lapack-proto.h" |
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48 #include "qr.h" |
4153 | 49 #include "quit.h" |
50 | |
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51 #include "defun.h" |
3183 | 52 #include "error.h" |
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53 #include "errwarn.h" |
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54 #include "ovl.h" |
3185 | 55 #if defined (DEBUG) || defined (DEBUG_SORT) |
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56 # include "pager.h" |
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57 # include "pr-output.h" |
3183 | 58 #endif |
59 | |
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60 // FIXME: Matlab does not produce lambda as the first output argument. |
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61 // Compatibility problem? |
3185 | 62 |
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63 DEFUN (qz, args, nargout, |
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64 doc: /* -*- texinfo -*- |
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65 @deftypefn {} {@var{lambda} =} qz (@var{A}, @var{B}) |
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66 @deftypefnx {} {[@var{AA}, @var{BB}, @var{Q}, @var{Z}, @var{V}, @var{W}, @var{lambda}] =} qz (@var{A}, @var{B}) |
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67 @deftypefnx {} {[@var{AA}, @var{BB}, @var{Z}] =} qz (@var{A}, @var{B}, @var{opt}) |
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68 @deftypefnx {} {[@var{AA}, @var{BB}, @var{Z}, @var{lambda}] =} qz (@var{A}, @var{B}, @var{opt}) |
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69 Compute the QZ@tie{}decomposition of a generalized eigenvalue problem. |
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70 |
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71 The generalized eigenvalue problem is defined as |
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72 |
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73 @tex |
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74 $$A x = \lambda B x$$ |
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75 @end tex |
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76 @ifnottex |
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77 |
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78 @math{A x = @var{lambda} B x} |
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79 |
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80 @end ifnottex |
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81 |
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82 There are three calling forms of the function: |
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83 |
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84 @enumerate |
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85 @item @code{@var{lambda} = qz (@var{A}, @var{B})} |
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86 |
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87 Compute the generalized eigenvalues |
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88 @tex |
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89 $\lambda.$ |
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90 @end tex |
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91 @ifnottex |
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92 @var{lambda}. |
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93 @end ifnottex |
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94 |
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95 @item @code{[@var{AA}, @var{BB}, @var{Q}, @var{Z}, @var{V}, @var{W}, @var{lambda}] = qz (@var{A}, @var{B})} |
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96 |
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97 Compute QZ@tie{}decomposition, generalized eigenvectors, and generalized |
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98 eigenvalues. |
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99 @tex |
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100 $$ AA = Q^T AZ, BB = Q^T BZ $$ |
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101 $$ AV = BV{ \rm diag }(\lambda) $$ |
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102 $$ W^T A = { \rm diag }(\lambda)W^T B $$ |
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103 @end tex |
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104 @ifnottex |
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105 |
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106 @example |
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107 @group |
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108 |
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109 @var{AA} = @var{Q} * @var{A} * @var{Z}, @var{BB} = @var{Q} * @var{B} * @var{Z} |
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110 @var{A} * @var{V} = @var{B} * @var{V} * diag (@var{lambda}) |
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111 @var{W}' * @var{A} = diag (@var{lambda}) * @var{W}' * @var{B} |
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112 |
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113 @end group |
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114 @end example |
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115 |
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116 @end ifnottex |
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117 with @var{Q} and @var{Z} orthogonal (unitary for complex case). |
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118 |
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119 @item @code{[@var{AA}, @var{BB}, @var{Z} @{, @var{lambda}@}] = qz (@var{A}, @var{B}, @var{opt})} |
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120 |
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121 As in form 2 above, but allows ordering of generalized eigenpairs for, e.g., |
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122 solution of discrete time algebraic @nospell{Riccati} equations. Form 3 is not |
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123 available for complex matrices, and does not compute the generalized |
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124 eigenvectors @var{V}, @var{W}, nor the orthogonal matrix @var{Q}. |
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125 |
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126 @table @var |
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127 @item opt |
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128 for ordering eigenvalues of the @nospell{GEP} pencil. The leading block of |
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129 the revised pencil contains all eigenvalues that satisfy: |
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130 |
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131 @table @asis |
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132 @item @qcode{"N"} |
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133 unordered (default) |
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134 |
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135 @item @qcode{"S"} |
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136 small: leading block has all |
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137 @tex |
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138 $|\lambda| < 1$ |
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139 @end tex |
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140 @ifnottex |
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141 |@var{lambda}| < 1 |
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142 @end ifnottex |
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143 |
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144 @item @qcode{"B"} |
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145 big: leading block has all |
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146 @tex |
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147 $|\lambda| \geq 1$ |
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148 @end tex |
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149 @ifnottex |
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150 |@var{lambda}| @geq{} 1 |
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151 @end ifnottex |
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152 |
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153 @item @qcode{"-"} |
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154 negative real part: leading block has all eigenvalues in the open left |
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155 half-plane |
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156 |
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157 @item @qcode{"+"} |
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158 non-negative real part: leading block has all eigenvalues in the closed right |
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159 half-plane |
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160 @end table |
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161 @end table |
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162 @end enumerate |
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163 |
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164 Note: @code{qz} performs permutation balancing, but not scaling |
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165 (@pxref{XREFbalance,,balance}), which may be lead to less accurate results than |
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166 @code{eig}. The order of output arguments was selected for compatibility with |
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167 @sc{matlab}. |
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168 @seealso{eig, gsvd, balance, chol, hess, lu, qr, qzhess, schur} |
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169 @end deftypefn */) |
3183 | 170 { |
23430 | 171 int nargin = args.length (); |
3183 | 172 |
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173 #if defined (DEBUG) |
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174 octave_stdout << "qz: nargin = " << nargin |
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175 << ", nargout = " << nargout << std::endl; |
3185 | 176 #endif |
3183 | 177 |
3185 | 178 if (nargin < 2 || nargin > 3 || nargout > 7) |
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179 print_usage (); |
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180 |
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181 if (nargin == 3 && (nargout < 3 || nargout > 4)) |
23430 | 182 error ("qz: invalid number of output arguments for form 3 call"); |
3183 | 183 |
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184 #if defined (DEBUG) |
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185 octave_stdout << "qz: determine ordering option" << std::endl; |
3185 | 186 #endif |
3183 | 187 |
10311 | 188 // Determine ordering option. |
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189 |
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190 char ord_job = 'N'; |
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191 double safmin = 0.0; |
3185 | 192 |
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193 if (nargin == 3) |
3185 | 194 { |
23430 | 195 std::string opt = args(2).xstring_value ("qz: OPT must be a string"); |
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196 |
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197 if (opt.empty ()) |
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198 error ("qz: OPT must be a non-empty string"); |
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199 |
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200 ord_job = std::toupper (opt[0]); |
3183 | 201 |
23430 | 202 std::string valid_opts = "NSB+-"; |
203 | |
204 if (valid_opts.find_first_of (ord_job) == std::string::npos) | |
205 error ("qz: invalid order option '%c'", ord_job); | |
3185 | 206 |
207 // overflow constant required by dlag2 | |
4552 | 208 F77_FUNC (xdlamch, XDLAMCH) (F77_CONST_CHAR_ARG2 ("S", 1), |
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209 safmin |
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210 F77_CHAR_ARG_LEN (1)); |
3183 | 211 |
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212 #if defined (DEBUG_EIG) |
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213 octave_stdout << "qz: initial value of safmin=" |
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214 << setiosflags (std::ios::scientific) |
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215 << safmin << std::endl; |
3185 | 216 #endif |
3183 | 217 |
10311 | 218 // Some machines (e.g., DEC alpha) get safmin = 0; |
219 // for these, use eps instead to avoid problems in dlag2. | |
3185 | 220 if (safmin == 0) |
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221 { |
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222 #if defined (DEBUG_EIG) |
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223 octave_stdout << "qz: DANGER WILL ROBINSON: safmin is 0!" |
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224 << std::endl; |
3185 | 225 #endif |
3183 | 226 |
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227 F77_FUNC (xdlamch, XDLAMCH) (F77_CONST_CHAR_ARG2 ("E", 1), |
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228 safmin |
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229 F77_CHAR_ARG_LEN (1)); |
3185 | 230 |
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231 #if defined (DEBUG_EIG) |
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232 octave_stdout << "qz: safmin set to " |
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233 << setiosflags (std::ios::scientific) |
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234 << safmin << std::endl; |
3185 | 235 #endif |
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236 } |
3183 | 237 } |
238 | |
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239 #if defined (DEBUG) |
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240 octave_stdout << "qz: check matrix A" << std::endl; |
3185 | 241 #endif |
242 | |
23430 | 243 // Matrix A: check dimensions. |
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244 F77_INT nn = octave::to_f77_int (args(0).rows ()); |
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245 F77_INT nc = octave::to_f77_int (args(0).columns ()); |
20892 | 246 |
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247 #if defined (DEBUG) |
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248 octave_stdout << "Matrix A dimensions: (" << nn << ',' << nc << ')' |
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249 << std::endl; |
3185 | 250 #endif |
251 | |
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252 if (args(0).isempty ()) |
3185 | 253 { |
23430 | 254 warn_empty_arg ("qz: A"); |
3185 | 255 return octave_value_list (2, Matrix ()); |
256 } | |
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257 else if (nc != nn) |
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258 err_square_matrix_required ("qz", "A"); |
3183 | 259 |
23430 | 260 // Matrix A: get value. |
3183 | 261 Matrix aa; |
262 ComplexMatrix caa; | |
3185 | 263 |
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264 if (args(0).iscomplex ()) |
3183 | 265 caa = args(0).complex_matrix_value (); |
3185 | 266 else |
3183 | 267 aa = args(0).matrix_value (); |
3185 | 268 |
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269 #if defined (DEBUG) |
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270 octave_stdout << "qz: check matrix B" << std::endl; |
3185 | 271 #endif |
3183 | 272 |
10311 | 273 // Extract argument 2 (bb, or cbb if complex). |
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274 F77_INT b_nr = octave::to_f77_int (args(1).rows ()); |
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275 F77_INT b_nc = octave::to_f77_int (args(1).columns ()); |
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276 |
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277 if (nn != b_nc || nn != b_nr) |
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278 err_nonconformant (); |
3185 | 279 |
3183 | 280 Matrix bb; |
281 ComplexMatrix cbb; | |
3185 | 282 |
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283 if (args(1).iscomplex ()) |
3183 | 284 cbb = args(1).complex_matrix_value (); |
285 else | |
286 bb = args(1).matrix_value (); | |
3185 | 287 |
23430 | 288 // Both matrices loaded, now check whether to calculate complex or real val. |
3185 | 289 |
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290 bool complex_case = (args(0).iscomplex () || args(1).iscomplex ()); |
10311 | 291 |
3185 | 292 if (nargin == 3 && complex_case) |
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293 error ("qz: cannot re-order complex qz decomposition"); |
3183 | 294 |
23430 | 295 // First, declare variables used in both the real and complex cases. |
296 // FIXME: There are a lot of excess variables declared. | |
297 // Probably a better way to handle this. | |
298 Matrix QQ (nn,nn), ZZ (nn,nn), VR (nn,nn), VL (nn,nn); | |
299 RowVector alphar (nn), alphai (nn), betar (nn); | |
300 ComplexRowVector xalpha (nn), xbeta (nn); | |
301 ComplexMatrix CQ (nn,nn), CZ (nn,nn), CVR (nn,nn), CVL (nn,nn); | |
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302 F77_INT ilo, ihi, info; |
23430 | 303 char comp_q = (nargout >= 3 ? 'V' : 'N'); |
304 char comp_z = ((nargout >= 4 || nargin == 3)? 'V' : 'N'); | |
3183 | 305 |
23430 | 306 // Initialize Q, Z to identity matrix if either is needed |
307 if (comp_q == 'V' || comp_z == 'V') | |
308 { | |
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309 double *QQptr = QQ.fortran_vec (); |
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310 double *ZZptr = ZZ.fortran_vec (); |
23430 | 311 std::fill_n (QQptr, QQ.numel (), 0.0); |
312 std::fill_n (ZZptr, ZZ.numel (), 0.0); | |
313 for (F77_INT i = 0; i < nn; i++) | |
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314 { |
23430 | 315 QQ(i,i) = 1.0; |
316 ZZ(i,i) = 1.0; | |
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317 } |
23430 | 318 } |
3183 | 319 |
10311 | 320 // Always perform permutation balancing. |
4552 | 321 const char bal_job = 'P'; |
10311 | 322 RowVector lscale (nn), rscale (nn), work (6 * nn), rwork (nn); |
3183 | 323 |
3185 | 324 if (complex_case) |
325 { | |
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326 #if defined (DEBUG) |
23430 | 327 if (comp_q == 'V') |
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328 octave_stdout << "qz: performing balancing; CQ =\n" << CQ << std::endl; |
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329 #endif |
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330 if (args(0).isreal ()) |
10311 | 331 caa = ComplexMatrix (aa); |
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332 |
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333 if (args(1).isreal ()) |
10311 | 334 cbb = ComplexMatrix (bb); |
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335 |
23430 | 336 if (comp_q == 'V') |
10311 | 337 CQ = ComplexMatrix (QQ); |
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338 |
23430 | 339 if (comp_z == 'V') |
10311 | 340 CZ = ComplexMatrix (ZZ); |
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341 |
10311 | 342 F77_XFCN (zggbal, ZGGBAL, |
343 (F77_CONST_CHAR_ARG2 (&bal_job, 1), | |
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344 nn, F77_DBLE_CMPLX_ARG (caa.fortran_vec ()), nn, |
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345 F77_DBLE_CMPLX_ARG (cbb.fortran_vec ()), |
10311 | 346 nn, ilo, ihi, lscale.fortran_vec (), |
347 rscale.fortran_vec (), work.fortran_vec (), info | |
348 F77_CHAR_ARG_LEN (1))); | |
3185 | 349 } |
3183 | 350 else |
3185 | 351 { |
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352 #if defined (DEBUG) |
23430 | 353 if (comp_q == 'V') |
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354 octave_stdout << "qz: performing balancing; QQ =\n" << QQ << std::endl; |
3185 | 355 #endif |
3183 | 356 |
3185 | 357 F77_XFCN (dggbal, DGGBAL, |
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358 (F77_CONST_CHAR_ARG2 (&bal_job, 1), |
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359 nn, aa.fortran_vec (), nn, bb.fortran_vec (), |
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360 nn, ilo, ihi, lscale.fortran_vec (), |
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361 rscale.fortran_vec (), work.fortran_vec (), info |
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362 F77_CHAR_ARG_LEN (1))); |
3185 | 363 } |
3183 | 364 |
23430 | 365 // Only permutation balance above is done. Skip scaling balance. |
366 | |
367 #if 0 | |
3183 | 368 // Since we just want the balancing matrices, we can use dggbal |
10311 | 369 // for both the real and complex cases; left first |
3185 | 370 |
23430 | 371 if (comp_q == 'V') |
3185 | 372 { |
373 F77_XFCN (dggbak, DGGBAK, | |
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374 (F77_CONST_CHAR_ARG2 (&bal_job, 1), |
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375 F77_CONST_CHAR_ARG2 ("L", 1), |
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376 nn, ilo, ihi, lscale.data (), rscale.data (), |
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377 nn, QQ.fortran_vec (), nn, info |
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378 F77_CHAR_ARG_LEN (1) |
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379 F77_CHAR_ARG_LEN (1))); |
3183 | 380 |
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381 #if defined (DEBUG) |
23430 | 382 if (comp_q == 'V') |
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383 octave_stdout << "qz: balancing done; QQ =\n" << QQ << std::endl; |
3185 | 384 #endif |
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385 } |
3183 | 386 |
387 // then right | |
23430 | 388 if (comp_z == 'V') |
3185 | 389 { |
4552 | 390 F77_XFCN (dggbak, DGGBAK, |
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391 (F77_CONST_CHAR_ARG2 (&bal_job, 1), |
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392 F77_CONST_CHAR_ARG2 ("R", 1), |
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393 nn, ilo, ihi, lscale.data (), rscale.data (), |
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394 nn, ZZ.fortran_vec (), nn, info |
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395 F77_CHAR_ARG_LEN (1) |
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396 F77_CHAR_ARG_LEN (1))); |
3183 | 397 |
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398 #if defined (DEBUG) |
23430 | 399 if (comp_z == 'V') |
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400 octave_stdout << "qz: balancing done; ZZ=\n" << ZZ << std::endl; |
3185 | 401 #endif |
10311 | 402 } |
403 #endif | |
3183 | 404 |
23430 | 405 char qz_job = (nargout < 2 ? 'E' : 'S'); |
3185 | 406 |
3183 | 407 if (complex_case) |
3185 | 408 { |
10311 | 409 // Complex case. |
410 | |
411 // The QR decomposition of cbb. | |
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412 octave::math::qr<ComplexMatrix> cbqr (cbb); |
10311 | 413 // The R matrix of QR decomposition for cbb. |
414 cbb = cbqr.R (); | |
415 // (Q*)caa for following work. | |
416 caa = (cbqr.Q ().hermitian ()) * caa; | |
417 CQ = CQ * cbqr.Q (); | |
418 | |
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419 F77_XFCN (zgghrd, ZGGHRD, |
23430 | 420 (F77_CONST_CHAR_ARG2 (&comp_q, 1), |
421 F77_CONST_CHAR_ARG2 (&comp_z, 1), | |
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422 nn, ilo, ihi, F77_DBLE_CMPLX_ARG (caa.fortran_vec ()), |
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423 nn, F77_DBLE_CMPLX_ARG (cbb.fortran_vec ()), nn, |
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424 F77_DBLE_CMPLX_ARG (CQ.fortran_vec ()), nn, |
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425 F77_DBLE_CMPLX_ARG (CZ.fortran_vec ()), nn, info |
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426 F77_CHAR_ARG_LEN (1) |
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427 F77_CHAR_ARG_LEN (1))); |
10311 | 428 |
23430 | 429 ComplexRowVector cwork (nn); |
10311 | 430 |
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431 F77_XFCN (zhgeqz, ZHGEQZ, |
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432 (F77_CONST_CHAR_ARG2 (&qz_job, 1), |
23430 | 433 F77_CONST_CHAR_ARG2 (&comp_q, 1), |
434 F77_CONST_CHAR_ARG2 (&comp_z, 1), | |
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435 nn, ilo, ihi, |
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436 F77_DBLE_CMPLX_ARG (caa.fortran_vec ()), nn, |
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437 F77_DBLE_CMPLX_ARG (cbb.fortran_vec ()), nn, |
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438 F77_DBLE_CMPLX_ARG (xalpha.fortran_vec ()), |
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439 F77_DBLE_CMPLX_ARG (xbeta.fortran_vec ()), |
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440 F77_DBLE_CMPLX_ARG (CQ.fortran_vec ()), nn, |
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441 F77_DBLE_CMPLX_ARG (CZ.fortran_vec ()), nn, |
23430 | 442 F77_DBLE_CMPLX_ARG (cwork.fortran_vec ()), nn, |
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443 rwork.fortran_vec (), info |
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444 F77_CHAR_ARG_LEN (1) |
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445 F77_CHAR_ARG_LEN (1) |
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446 F77_CHAR_ARG_LEN (1))); |
3185 | 447 |
23430 | 448 if (comp_q == 'V') |
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449 { |
10311 | 450 // Left eigenvector. |
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451 F77_XFCN (zggbak, ZGGBAK, |
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452 (F77_CONST_CHAR_ARG2 (&bal_job, 1), |
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453 F77_CONST_CHAR_ARG2 ("L", 1), |
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454 nn, ilo, ihi, lscale.data (), rscale.data (), |
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455 nn, F77_DBLE_CMPLX_ARG (CQ.fortran_vec ()), nn, info |
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456 F77_CHAR_ARG_LEN (1) |
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457 F77_CHAR_ARG_LEN (1))); |
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458 } |
3185 | 459 |
23430 | 460 if (comp_z == 'V') |
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461 { |
23430 | 462 // Right eigenvector. |
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463 F77_XFCN (zggbak, ZGGBAK, |
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464 (F77_CONST_CHAR_ARG2 (&bal_job, 1), |
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465 F77_CONST_CHAR_ARG2 ("R", 1), |
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466 nn, ilo, ihi, lscale.data (), rscale.data (), |
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467 nn, F77_DBLE_CMPLX_ARG (CZ.fortran_vec ()), nn, info |
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468 F77_CHAR_ARG_LEN (1) |
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469 F77_CHAR_ARG_LEN (1))); |
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470 } |
3185 | 471 |
472 } | |
10311 | 473 else |
3185 | 474 { |
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475 #if defined (DEBUG) |
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476 octave_stdout << "qz: performing qr decomposition of bb" << std::endl; |
3185 | 477 #endif |
3183 | 478 |
10311 | 479 // Compute the QR factorization of bb. |
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480 octave::math::qr<Matrix> bqr (bb); |
3185 | 481 |
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482 #if defined (DEBUG) |
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483 octave_stdout << "qz: qr (bb) done; now performing qz decomposition" |
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484 << std::endl; |
3185 | 485 #endif |
3183 | 486 |
3185 | 487 bb = bqr.R (); |
488 | |
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489 #if defined (DEBUG) |
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490 octave_stdout << "qz: extracted bb" << std::endl; |
3185 | 491 #endif |
3183 | 492 |
10311 | 493 aa = (bqr.Q ()).transpose () * aa; |
3185 | 494 |
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495 #if defined (DEBUG) |
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496 octave_stdout << "qz: updated aa " << std::endl; |
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497 octave_stdout << "bqr.Q () =\n" << bqr.Q () << std::endl; |
3183 | 498 |
23430 | 499 if (comp_q == 'V') |
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500 octave_stdout << "QQ =" << QQ << std::endl; |
3185 | 501 #endif |
3183 | 502 |
23430 | 503 if (comp_q == 'V') |
10311 | 504 QQ = QQ * bqr.Q (); |
3183 | 505 |
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506 #if defined (DEBUG) |
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507 octave_stdout << "qz: precursors done..." << std::endl; |
3185 | 508 #endif |
3183 | 509 |
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510 #if defined (DEBUG) |
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511 octave_stdout << "qz: comp_q = " << comp_q << ", comp_z = " << comp_z |
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512 << std::endl; |
3185 | 513 #endif |
3183 | 514 |
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515 // Reduce to generalized Hessenberg form. |
3185 | 516 F77_XFCN (dgghrd, DGGHRD, |
23430 | 517 (F77_CONST_CHAR_ARG2 (&comp_q, 1), |
518 F77_CONST_CHAR_ARG2 (&comp_z, 1), | |
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519 nn, ilo, ihi, aa.fortran_vec (), |
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520 nn, bb.fortran_vec (), nn, QQ.fortran_vec (), nn, |
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521 ZZ.fortran_vec (), nn, info |
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522 F77_CHAR_ARG_LEN (1) |
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523 F77_CHAR_ARG_LEN (1))); |
3183 | 524 |
23430 | 525 // Check if just computing generalized eigenvalues, |
526 // or if we're actually computing the decomposition. | |
3183 | 527 |
10311 | 528 // Reduce to generalized Schur form. |
3185 | 529 F77_XFCN (dhgeqz, DHGEQZ, |
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530 (F77_CONST_CHAR_ARG2 (&qz_job, 1), |
23430 | 531 F77_CONST_CHAR_ARG2 (&comp_q, 1), |
532 F77_CONST_CHAR_ARG2 (&comp_z, 1), | |
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533 nn, ilo, ihi, aa.fortran_vec (), nn, bb.fortran_vec (), |
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534 nn, alphar.fortran_vec (), alphai.fortran_vec (), |
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535 betar.fortran_vec (), QQ.fortran_vec (), nn, |
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536 ZZ.fortran_vec (), nn, work.fortran_vec (), nn, info |
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537 F77_CHAR_ARG_LEN (1) |
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538 F77_CHAR_ARG_LEN (1) |
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539 F77_CHAR_ARG_LEN (1))); |
10311 | 540 |
23430 | 541 if (comp_q == 'V') |
10311 | 542 { |
543 F77_XFCN (dggbak, DGGBAK, | |
544 (F77_CONST_CHAR_ARG2 (&bal_job, 1), | |
545 F77_CONST_CHAR_ARG2 ("L", 1), | |
546 nn, ilo, ihi, lscale.data (), rscale.data (), | |
547 nn, QQ.fortran_vec (), nn, info | |
548 F77_CHAR_ARG_LEN (1) | |
549 F77_CHAR_ARG_LEN (1))); | |
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550 |
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551 #if defined (DEBUG) |
23430 | 552 if (comp_q == 'V') |
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553 octave_stdout << "qz: balancing done; QQ=\n" << QQ << std::endl; |
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554 #endif |
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555 } |
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556 |
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557 // then right |
23430 | 558 if (comp_z == 'V') |
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559 { |
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560 F77_XFCN (dggbak, DGGBAK, |
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561 (F77_CONST_CHAR_ARG2 (&bal_job, 1), |
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562 F77_CONST_CHAR_ARG2 ("R", 1), |
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563 nn, ilo, ihi, lscale.data (), rscale.data (), |
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564 nn, ZZ.fortran_vec (), nn, info |
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565 F77_CHAR_ARG_LEN (1) |
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566 F77_CHAR_ARG_LEN (1))); |
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567 |
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568 #if defined (DEBUG) |
23430 | 569 if (comp_z == 'V') |
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570 octave_stdout << "qz: balancing done; ZZ=\n" << ZZ << std::endl; |
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571 #endif |
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572 } |
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573 |
3185 | 574 } |
3183 | 575 |
10311 | 576 // Order the QZ decomposition? |
23430 | 577 if (ord_job != 'N') |
3183 | 578 { |
3185 | 579 if (complex_case) |
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580 // Probably not needed, but better be safe. |
23430 | 581 error ("qz: cannot re-order complex QZ decomposition"); |
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582 |
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583 #if defined (DEBUG_SORT) |
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584 octave_stdout << "qz: ordering eigenvalues: ord_job = " |
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585 << ord_job << std::endl; |
3185 | 586 #endif |
3183 | 587 |
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588 Array<F77_LOGICAL> select (dim_vector (nn, 1)); |
3183 | 589 |
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590 for (int j = 0; j < nn; j++) |
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591 { |
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592 switch (ord_job) |
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593 { |
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594 case 'S': |
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595 select(j) = alphar(j)*alphar(j) + alphai(j)*alphai(j) < betar(j)*betar(j); |
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596 break; |
3183 | 597 |
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598 case 'B': |
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599 select(j) = alphar(j)*alphar(j) + alphai(j)*alphai(j) >= betar(j)*betar(j); |
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600 break; |
3183 | 601 |
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602 case '+': |
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603 select(j) = alphar(j) * betar(j) >= 0; |
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604 break; |
3183 | 605 |
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606 case '-': |
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607 select(j) = alphar(j) * betar(j) < 0; |
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608 break; |
3185 | 609 |
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610 default: |
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611 // Invalid order option |
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612 // (should never happen since options were checked at the top). |
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613 panic_impossible (); |
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614 break; |
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615 } |
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616 } |
3183 | 617 |
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618 F77_LOGICAL wantq = 0, wantz = (comp_z == 'V'); |
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619 F77_INT ijob = 0, mm, lrwork3 = 4*nn+16, liwork = nn; |
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620 F77_DBLE pl, pr; |
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621 RowVector rwork3(lrwork3); |
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622 Array<F77_INT> iwork (dim_vector (liwork, 1)); |
3185 | 623 |
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624 F77_XFCN (dtgsen, DTGSEN, |
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625 (ijob, wantq, wantz, |
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626 select.fortran_vec (), nn, |
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627 aa.fortran_vec (), nn, |
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628 bb.fortran_vec (), nn, |
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629 alphar.fortran_vec (), |
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630 alphai.fortran_vec (), |
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631 betar.fortran_vec (), |
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632 nullptr, nn, |
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633 ZZ.fortran_vec (), nn, |
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634 mm, |
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635 pl, pr, |
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636 nullptr, |
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637 rwork3.fortran_vec (), lrwork3, |
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638 iwork.fortran_vec (), liwork, |
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639 info)); |
3185 | 640 |
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641 #if defined (DEBUG_SORT) |
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642 octave_stdout << "qz: back from dtgsen: aa =\n"; |
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643 octave_print_internal (octave_stdout, aa); |
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644 octave_stdout << "\nbb =\n"; |
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645 octave_print_internal (octave_stdout, bb); |
23430 | 646 if (comp_z == 'V') |
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647 { |
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648 octave_stdout << "\nZZ =\n"; |
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649 octave_print_internal (octave_stdout, ZZ); |
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650 } |
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651 octave_stdout << "\nqz: info=" << info; |
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652 octave_stdout << "\nalphar =\n"; |
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653 octave_print_internal (octave_stdout, Matrix (alphar)); |
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654 octave_stdout << "\nalphai =\n"; |
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655 octave_print_internal (octave_stdout, Matrix (alphai)); |
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656 octave_stdout << "\nbeta =\n"; |
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657 octave_print_internal (octave_stdout, Matrix (betar)); |
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658 octave_stdout << std::endl; |
3185 | 659 #endif |
3183 | 660 } |
3185 | 661 |
23430 | 662 // Compute the generalized eigenvalues as well? |
3183 | 663 ComplexColumnVector gev; |
3185 | 664 |
665 if (nargout < 2 || nargout == 7 || (nargin == 3 && nargout == 4)) | |
3183 | 666 { |
3185 | 667 if (complex_case) |
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668 { |
23430 | 669 ComplexColumnVector tmp (nn); |
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670 |
23430 | 671 for (F77_INT i = 0; i < nn; i++) |
672 tmp(i) = xalpha(i) / xbeta(i); | |
10311 | 673 |
674 gev = tmp; | |
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675 } |
3185 | 676 else |
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677 { |
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678 #if defined (DEBUG) |
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679 octave_stdout << "qz: computing generalized eigenvalues" << std::endl; |
3185 | 680 #endif |
3183 | 681 |
10311 | 682 // Return finite generalized eigenvalues. |
23430 | 683 ComplexColumnVector tmp (nn); |
3185 | 684 |
23430 | 685 for (F77_INT i = 0; i < nn; i++) |
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686 { |
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687 if (betar(i) != 0) |
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688 tmp(i) = Complex (alphar(i), alphai(i)) / betar(i); |
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689 else |
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690 tmp(i) = octave::numeric_limits<double>::Inf (); |
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691 } |
10311 | 692 |
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693 gev = tmp; |
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694 } |
3183 | 695 } |
696 | |
10311 | 697 // Right, left eigenvector matrices. |
3185 | 698 if (nargout >= 5) |
3183 | 699 { |
10311 | 700 // Which side to compute? |
701 char side = (nargout == 5 ? 'R' : 'B'); | |
702 // Compute all of them and backtransform | |
23430 | 703 char howmany = 'B'; |
10311 | 704 // Dummy pointer; select is not used. |
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705 F77_INT *select = nullptr; |
3185 | 706 |
707 if (complex_case) | |
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708 { |
10311 | 709 CVL = CQ; |
710 CVR = CZ; | |
711 ComplexRowVector cwork2 (2 * nn); | |
712 RowVector rwork2 (8 * nn); | |
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713 F77_INT m; |
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714 |
10311 | 715 F77_XFCN (ztgevc, ZTGEVC, |
716 (F77_CONST_CHAR_ARG2 (&side, 1), | |
23430 | 717 F77_CONST_CHAR_ARG2 (&howmany, 1), |
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718 select, nn, F77_DBLE_CMPLX_ARG (caa.fortran_vec ()), nn, |
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719 F77_DBLE_CMPLX_ARG (cbb.fortran_vec ()), |
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720 nn, F77_DBLE_CMPLX_ARG (CVL.fortran_vec ()), nn, |
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721 F77_DBLE_CMPLX_ARG (CVR.fortran_vec ()), nn, nn, |
23430 | 722 m, F77_DBLE_CMPLX_ARG (cwork2.fortran_vec ()), |
723 rwork2.fortran_vec (), info | |
10311 | 724 F77_CHAR_ARG_LEN (1) |
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725 F77_CHAR_ARG_LEN (1))); |
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726 } |
3185 | 727 else |
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728 { |
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729 #if defined (DEBUG) |
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730 octave_stdout << "qz: computing generalized eigenvectors" << std::endl; |
3185 | 731 #endif |
732 | |
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733 VL = QQ; |
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734 VR = ZZ; |
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735 F77_INT m; |
10311 | 736 |
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737 F77_XFCN (dtgevc, DTGEVC, |
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738 (F77_CONST_CHAR_ARG2 (&side, 1), |
23430 | 739 F77_CONST_CHAR_ARG2 (&howmany, 1), |
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740 select, nn, aa.fortran_vec (), nn, bb.fortran_vec (), |
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741 nn, VL.fortran_vec (), nn, VR.fortran_vec (), nn, nn, |
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742 m, work.fortran_vec (), info |
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743 F77_CHAR_ARG_LEN (1) |
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744 F77_CHAR_ARG_LEN (1))); |
3185 | 745 |
10311 | 746 // Now construct the complex form of VV, WW. |
23430 | 747 F77_INT j = 0; |
3185 | 748 |
23430 | 749 while (j < nn) |
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750 { |
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751 octave_quit (); |
4153 | 752 |
10311 | 753 // See if real or complex eigenvalue. |
754 | |
755 // Column increment; assume complex eigenvalue. | |
756 int cinc = 2; | |
3185 | 757 |
23430 | 758 if (j == (nn-1)) |
10311 | 759 // Single column. |
760 cinc = 1; | |
23430 | 761 else if (aa(j+1,j) == 0) |
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762 cinc = 1; |
3185 | 763 |
10311 | 764 // Now copy the eigenvector (s) to CVR, CVL. |
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765 if (cinc == 1) |
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766 { |
23430 | 767 for (F77_INT i = 0; i < nn; i++) |
768 CVR(i,j) = VR(i,j); | |
3185 | 769 |
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770 if (side == 'B') |
23430 | 771 for (F77_INT i = 0; i < nn; i++) |
772 CVL(i,j) = VL(i,j); | |
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773 } |
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774 else |
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775 { |
10311 | 776 // Double column; complex vector. |
3185 | 777 |
23430 | 778 for (F77_INT i = 0; i < nn; i++) |
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779 { |
23430 | 780 CVR(i,j) = Complex (VR(i,j), VR(i,j+1)); |
781 CVR(i,j+1) = Complex (VR(i,j), -VR(i,j+1)); | |
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782 } |
3183 | 783 |
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784 if (side == 'B') |
23430 | 785 for (F77_INT i = 0; i < nn; i++) |
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786 { |
23430 | 787 CVL(i,j) = Complex (VL(i,j), VL(i,j+1)); |
788 CVL(i,j+1) = Complex (VL(i,j), -VL(i,j+1)); | |
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789 } |
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790 } |
3185 | 791 |
10311 | 792 // Advance to next eigenvectors (if any). |
23430 | 793 j += cinc; |
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794 } |
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795 } |
3183 | 796 } |
3185 | 797 |
23430 | 798 octave_value_list retval (nargout); |
799 | |
3185 | 800 switch (nargout) |
801 { | |
802 case 7: | |
803 retval(6) = gev; | |
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|
804 OCTAVE_FALLTHROUGH; |
3185 | 805 |
10311 | 806 case 6: |
23430 | 807 // Return left eigenvectors. |
3185 | 808 retval(5) = CVL; |
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809 OCTAVE_FALLTHROUGH; |
3185 | 810 |
10311 | 811 case 5: |
23430 | 812 // Return right eigenvectors. |
3185 | 813 retval(4) = CVR; |
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814 OCTAVE_FALLTHROUGH; |
3185 | 815 |
816 case 4: | |
817 if (nargin == 3) | |
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818 { |
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819 #if defined (DEBUG) |
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820 octave_stdout << "qz: sort: retval(3) = gev =\n"; |
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821 octave_print_internal (octave_stdout, ComplexMatrix (gev)); |
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822 octave_stdout << std::endl; |
3185 | 823 #endif |
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824 retval(3) = gev; |
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825 } |
3185 | 826 else |
10311 | 827 { |
828 if (complex_case) | |
829 retval(3) = CZ; | |
830 else | |
831 retval(3) = ZZ; | |
832 } | |
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833 OCTAVE_FALLTHROUGH; |
3185 | 834 |
835 case 3: | |
836 if (nargin == 3) | |
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837 { |
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838 if (complex_case) |
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839 retval(2) = CZ; |
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840 else |
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841 retval(2) = ZZ; |
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842 } |
3185 | 843 else |
10311 | 844 { |
845 if (complex_case) | |
846 retval(2) = CQ.hermitian (); | |
847 else | |
848 retval(2) = QQ.transpose (); | |
849 } | |
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850 OCTAVE_FALLTHROUGH; |
10311 | 851 |
3185 | 852 case 2: |
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|
853 { |
10311 | 854 if (complex_case) |
855 { | |
21724
aba2e6293dd8
use "#if ..." consistently instead of "#ifdef" and "#ifndef"
John W. Eaton <jwe@octave.org>
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changeset
|
856 #if defined (DEBUG) |
26001
acb4689aa5f2
* qz.cc: Use octave_stdout instead of std::cout for debugging messages.
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parents:
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diff
changeset
|
857 octave_stdout << "qz: retval(1) = cbb =\n"; |
acb4689aa5f2
* qz.cc: Use octave_stdout instead of std::cout for debugging messages.
John W. Eaton <jwe@octave.org>
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|
858 octave_print_internal (octave_stdout, cbb); |
acb4689aa5f2
* qz.cc: Use octave_stdout instead of std::cout for debugging messages.
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parents:
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diff
changeset
|
859 octave_stdout << "\nqz: retval(0) = caa =\n"; |
acb4689aa5f2
* qz.cc: Use octave_stdout instead of std::cout for debugging messages.
John W. Eaton <jwe@octave.org>
parents:
25734
diff
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|
860 octave_print_internal (octave_stdout, caa); |
acb4689aa5f2
* qz.cc: Use octave_stdout instead of std::cout for debugging messages.
John W. Eaton <jwe@octave.org>
parents:
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diff
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|
861 octave_stdout << std::endl; |
11586
12df7854fa7c
strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents:
11570
diff
changeset
|
862 #endif |
10311 | 863 retval(1) = cbb; |
864 retval(0) = caa; | |
865 } | |
17787
175b392e91fe
Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents:
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diff
changeset
|
866 else |
175b392e91fe
Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
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|
867 { |
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aba2e6293dd8
use "#if ..." consistently instead of "#ifdef" and "#ifndef"
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|
868 #if defined (DEBUG) |
26001
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* qz.cc: Use octave_stdout instead of std::cout for debugging messages.
John W. Eaton <jwe@octave.org>
parents:
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|
869 octave_stdout << "qz: retval(1) = bb =\n"; |
acb4689aa5f2
* qz.cc: Use octave_stdout instead of std::cout for debugging messages.
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|
870 octave_print_internal (octave_stdout, bb); |
acb4689aa5f2
* qz.cc: Use octave_stdout instead of std::cout for debugging messages.
John W. Eaton <jwe@octave.org>
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|
871 octave_stdout << "\nqz: retval(0) = aa =\n"; |
acb4689aa5f2
* qz.cc: Use octave_stdout instead of std::cout for debugging messages.
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|
872 octave_print_internal (octave_stdout, aa); |
acb4689aa5f2
* qz.cc: Use octave_stdout instead of std::cout for debugging messages.
John W. Eaton <jwe@octave.org>
parents:
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changeset
|
873 octave_stdout << std::endl; |
3185 | 874 #endif |
17787
175b392e91fe
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Rik <rik@octave.org>
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diff
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|
875 retval(1) = bb; |
175b392e91fe
Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
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diff
changeset
|
876 retval(0) = aa; |
175b392e91fe
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Rik <rik@octave.org>
parents:
17744
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changeset
|
877 } |
11586
12df7854fa7c
strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents:
11570
diff
changeset
|
878 } |
10311 | 879 break; |
10307
4e4270ab70d6
support complex case in qz
Jyh-miin Lin <jyhmiinlin@gmail.com>
parents:
10155
diff
changeset
|
880 |
3185 | 881 case 1: |
882 case 0: | |
21724
aba2e6293dd8
use "#if ..." consistently instead of "#ifdef" and "#ifndef"
John W. Eaton <jwe@octave.org>
parents:
21562
diff
changeset
|
883 #if defined (DEBUG) |
26001
acb4689aa5f2
* qz.cc: Use octave_stdout instead of std::cout for debugging messages.
John W. Eaton <jwe@octave.org>
parents:
25734
diff
changeset
|
884 octave_stdout << "qz: retval(0) = gev = " << gev << std::endl; |
3185 | 885 #endif |
886 retval(0) = gev; | |
887 break; | |
888 | |
889 default: | |
11553
01f703952eff
Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
890 error ("qz: too many return arguments"); |
3185 | 891 break; |
25103
078b795c5219
maint: style check C++ ahead of 4.4 release.
Rik <rik@octave.org>
parents:
25054
diff
changeset
|
892 } |
3183 | 893 |
21724
aba2e6293dd8
use "#if ..." consistently instead of "#ifdef" and "#ifndef"
John W. Eaton <jwe@octave.org>
parents:
21562
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changeset
|
894 #if defined (DEBUG) |
26001
acb4689aa5f2
* qz.cc: Use octave_stdout instead of std::cout for debugging messages.
John W. Eaton <jwe@octave.org>
parents:
25734
diff
changeset
|
895 octave_stdout << "qz: exiting (at long last)" << std::endl; |
3185 | 896 #endif |
3183 | 897 |
898 return retval; | |
899 } | |
13074
0b789a03bde1
codesprint: Add 3 tests for qz.cc
Jordi Gutiérrez Hermoso <jordigh@gmail.com>
parents:
12642
diff
changeset
|
900 |
0b789a03bde1
codesprint: Add 3 tests for qz.cc
Jordi Gutiérrez Hermoso <jordigh@gmail.com>
parents:
12642
diff
changeset
|
901 /* |
29556
d75aa2bf4915
qz.cc: return correct number of eigenvalues (bug #60357).
Rik <rik@octave.org>
parents:
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diff
changeset
|
902 %!test |
d75aa2bf4915
qz.cc: return correct number of eigenvalues (bug #60357).
Rik <rik@octave.org>
parents:
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diff
changeset
|
903 %! A = [1 2; 0 3]; |
d75aa2bf4915
qz.cc: return correct number of eigenvalues (bug #60357).
Rik <rik@octave.org>
parents:
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diff
changeset
|
904 %! B = [1 0; 0 0]; |
d75aa2bf4915
qz.cc: return correct number of eigenvalues (bug #60357).
Rik <rik@octave.org>
parents:
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diff
changeset
|
905 %! C = [0 1; 0 0]; |
d75aa2bf4915
qz.cc: return correct number of eigenvalues (bug #60357).
Rik <rik@octave.org>
parents:
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diff
changeset
|
906 %! assert (qz (A,B), [1; Inf]); |
d75aa2bf4915
qz.cc: return correct number of eigenvalues (bug #60357).
Rik <rik@octave.org>
parents:
29358
diff
changeset
|
907 %! assert (qz (A,C), [Inf; Inf]); |
13074
0b789a03bde1
codesprint: Add 3 tests for qz.cc
Jordi Gutiérrez Hermoso <jordigh@gmail.com>
parents:
12642
diff
changeset
|
908 |
23430 | 909 ## Example 7.7.3 in Golub & Van Loan |
13074
0b789a03bde1
codesprint: Add 3 tests for qz.cc
Jordi Gutiérrez Hermoso <jordigh@gmail.com>
parents:
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diff
changeset
|
910 %!test |
0b789a03bde1
codesprint: Add 3 tests for qz.cc
Jordi Gutiérrez Hermoso <jordigh@gmail.com>
parents:
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diff
changeset
|
911 %! a = [ 10 1 2; |
0b789a03bde1
codesprint: Add 3 tests for qz.cc
Jordi Gutiérrez Hermoso <jordigh@gmail.com>
parents:
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diff
changeset
|
912 %! 1 2 -1; |
29556
d75aa2bf4915
qz.cc: return correct number of eigenvalues (bug #60357).
Rik <rik@octave.org>
parents:
29358
diff
changeset
|
913 %! 1 1 2 ]; |
d75aa2bf4915
qz.cc: return correct number of eigenvalues (bug #60357).
Rik <rik@octave.org>
parents:
29358
diff
changeset
|
914 %! b = reshape (1:9, 3,3); |
13074
0b789a03bde1
codesprint: Add 3 tests for qz.cc
Jordi Gutiérrez Hermoso <jordigh@gmail.com>
parents:
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diff
changeset
|
915 %! [aa, bb, q, z, v, w, lambda] = qz (a, b); |
13088
4ffea87ad71b
codesprint: Fix tolerance for qz.cc tests.
Ben Abbott <bpabbott@mac.com>
parents:
13074
diff
changeset
|
916 %! assert (q * a * z, aa, norm (aa) * 1e-14); |
4ffea87ad71b
codesprint: Fix tolerance for qz.cc tests.
Ben Abbott <bpabbott@mac.com>
parents:
13074
diff
changeset
|
917 %! assert (q * b * z, bb, norm (bb) * 1e-14); |
29556
d75aa2bf4915
qz.cc: return correct number of eigenvalues (bug #60357).
Rik <rik@octave.org>
parents:
29358
diff
changeset
|
918 %! sz = find (isinf (lambda), 1); |
d75aa2bf4915
qz.cc: return correct number of eigenvalues (bug #60357).
Rik <rik@octave.org>
parents:
29358
diff
changeset
|
919 %! if (isempty (sz)) |
d75aa2bf4915
qz.cc: return correct number of eigenvalues (bug #60357).
Rik <rik@octave.org>
parents:
29358
diff
changeset
|
920 %! sz = numel (lamdda); |
d75aa2bf4915
qz.cc: return correct number of eigenvalues (bug #60357).
Rik <rik@octave.org>
parents:
29358
diff
changeset
|
921 %! endif |
d75aa2bf4915
qz.cc: return correct number of eigenvalues (bug #60357).
Rik <rik@octave.org>
parents:
29358
diff
changeset
|
922 %! observed = (b * v * diag (lambda)) (:, 1:sz); |
d75aa2bf4915
qz.cc: return correct number of eigenvalues (bug #60357).
Rik <rik@octave.org>
parents:
29358
diff
changeset
|
923 %! assert ((a*v)(:, 1:sz), observed, norm (observed) * 1e-14); |
d75aa2bf4915
qz.cc: return correct number of eigenvalues (bug #60357).
Rik <rik@octave.org>
parents:
29358
diff
changeset
|
924 %! observed = (diag (lambda) * w' * b) (1:sz, :); |
d75aa2bf4915
qz.cc: return correct number of eigenvalues (bug #60357).
Rik <rik@octave.org>
parents:
29358
diff
changeset
|
925 %! assert ((w'*a)(1:sz, :) , observed, norm (observed) * 1e-13); |
13074
0b789a03bde1
codesprint: Add 3 tests for qz.cc
Jordi Gutiérrez Hermoso <jordigh@gmail.com>
parents:
12642
diff
changeset
|
926 |
14876
54a386f2ac4e
correcly compute Z for 3-output call to qz (bug #36728)
John W. Eaton <jwe@octave.org>
parents:
14844
diff
changeset
|
927 %!test |
54a386f2ac4e
correcly compute Z for 3-output call to qz (bug #36728)
John W. Eaton <jwe@octave.org>
parents:
14844
diff
changeset
|
928 %! A = [0, 0, -1, 0; 1, 0, 0, 0; -1, 0, -2, -1; 0, -1, 1, 0]; |
54a386f2ac4e
correcly compute Z for 3-output call to qz (bug #36728)
John W. Eaton <jwe@octave.org>
parents:
14844
diff
changeset
|
929 %! B = [0, 0, 0, 0; 0, 1, 0, 0; 0, 0, 1, 0; 0, 0, 0, 1]; |
54a386f2ac4e
correcly compute Z for 3-output call to qz (bug #36728)
John W. Eaton <jwe@octave.org>
parents:
14844
diff
changeset
|
930 %! [AA, BB, Q, Z1] = qz (A, B); |
23430 | 931 %! [AA, BB, Z2] = qz (A, B, "-"); |
14876
54a386f2ac4e
correcly compute Z for 3-output call to qz (bug #36728)
John W. Eaton <jwe@octave.org>
parents:
14844
diff
changeset
|
932 %! assert (Z1, Z2); |
25570
da2b38b7a077
Use LAPACK DTGSEN subrouting for ordered-qz computation (bug #53761)
Sébastien Villemot <sebastien@debian.org>
parents:
25106
diff
changeset
|
933 |
da2b38b7a077
Use LAPACK DTGSEN subrouting for ordered-qz computation (bug #53761)
Sébastien Villemot <sebastien@debian.org>
parents:
25106
diff
changeset
|
934 %!test |
da2b38b7a077
Use LAPACK DTGSEN subrouting for ordered-qz computation (bug #53761)
Sébastien Villemot <sebastien@debian.org>
parents:
25106
diff
changeset
|
935 %! A = [ -1.03428 0.24929 0.43205 -0.12860; |
da2b38b7a077
Use LAPACK DTGSEN subrouting for ordered-qz computation (bug #53761)
Sébastien Villemot <sebastien@debian.org>
parents:
25106
diff
changeset
|
936 %! 1.16228 0.27870 2.12954 0.69250; |
da2b38b7a077
Use LAPACK DTGSEN subrouting for ordered-qz computation (bug #53761)
Sébastien Villemot <sebastien@debian.org>
parents:
25106
diff
changeset
|
937 %! -0.51524 -0.34939 -0.77820 2.13721; |
da2b38b7a077
Use LAPACK DTGSEN subrouting for ordered-qz computation (bug #53761)
Sébastien Villemot <sebastien@debian.org>
parents:
25106
diff
changeset
|
938 %! -1.32941 2.11870 0.72005 1.00835 ]; |
da2b38b7a077
Use LAPACK DTGSEN subrouting for ordered-qz computation (bug #53761)
Sébastien Villemot <sebastien@debian.org>
parents:
25106
diff
changeset
|
939 %! B = [ 1.407302 -0.632956 -0.360628 0.068534; |
da2b38b7a077
Use LAPACK DTGSEN subrouting for ordered-qz computation (bug #53761)
Sébastien Villemot <sebastien@debian.org>
parents:
25106
diff
changeset
|
940 %! 0.149898 0.298248 0.991777 0.023652; |
da2b38b7a077
Use LAPACK DTGSEN subrouting for ordered-qz computation (bug #53761)
Sébastien Villemot <sebastien@debian.org>
parents:
25106
diff
changeset
|
941 %! 0.169281 -0.405205 -1.775834 1.511730; |
da2b38b7a077
Use LAPACK DTGSEN subrouting for ordered-qz computation (bug #53761)
Sébastien Villemot <sebastien@debian.org>
parents:
25106
diff
changeset
|
942 %! 0.717770 1.291390 -1.766607 -0.531352 ]; |
da2b38b7a077
Use LAPACK DTGSEN subrouting for ordered-qz computation (bug #53761)
Sébastien Villemot <sebastien@debian.org>
parents:
25106
diff
changeset
|
943 %! [AA, BB, Z, lambda] = qz (A, B, "+"); |
29556
d75aa2bf4915
qz.cc: return correct number of eigenvalues (bug #60357).
Rik <rik@octave.org>
parents:
29358
diff
changeset
|
944 %! assert (all (real (lambda(1:3)) >= 0)); |
d75aa2bf4915
qz.cc: return correct number of eigenvalues (bug #60357).
Rik <rik@octave.org>
parents:
29358
diff
changeset
|
945 %! assert (real (lambda(4) < 0)); |
25570
da2b38b7a077
Use LAPACK DTGSEN subrouting for ordered-qz computation (bug #53761)
Sébastien Villemot <sebastien@debian.org>
parents:
25106
diff
changeset
|
946 %! [AA, BB, Z, lambda] = qz (A, B, "-"); |
29556
d75aa2bf4915
qz.cc: return correct number of eigenvalues (bug #60357).
Rik <rik@octave.org>
parents:
29358
diff
changeset
|
947 %! assert (real (lambda(1) < 0)); |
d75aa2bf4915
qz.cc: return correct number of eigenvalues (bug #60357).
Rik <rik@octave.org>
parents:
29358
diff
changeset
|
948 %! assert (all (real (lambda(2:4)) >= 0)); |
25570
da2b38b7a077
Use LAPACK DTGSEN subrouting for ordered-qz computation (bug #53761)
Sébastien Villemot <sebastien@debian.org>
parents:
25106
diff
changeset
|
949 %! [AA, BB, Z, lambda] = qz (A, B, "B"); |
29556
d75aa2bf4915
qz.cc: return correct number of eigenvalues (bug #60357).
Rik <rik@octave.org>
parents:
29358
diff
changeset
|
950 %! assert (all (abs (lambda(1:3)) >= 1)); |
d75aa2bf4915
qz.cc: return correct number of eigenvalues (bug #60357).
Rik <rik@octave.org>
parents:
29358
diff
changeset
|
951 %! assert (abs (lambda(4) < 1)); |
25570
da2b38b7a077
Use LAPACK DTGSEN subrouting for ordered-qz computation (bug #53761)
Sébastien Villemot <sebastien@debian.org>
parents:
25106
diff
changeset
|
952 %! [AA, BB, Z, lambda] = qz (A, B, "S"); |
29556
d75aa2bf4915
qz.cc: return correct number of eigenvalues (bug #60357).
Rik <rik@octave.org>
parents:
29358
diff
changeset
|
953 %! assert (abs (lambda(1) < 1)); |
d75aa2bf4915
qz.cc: return correct number of eigenvalues (bug #60357).
Rik <rik@octave.org>
parents:
29358
diff
changeset
|
954 %! assert (all (abs (lambda(2:4)) >= 1)); |
13074
0b789a03bde1
codesprint: Add 3 tests for qz.cc
Jordi Gutiérrez Hermoso <jordigh@gmail.com>
parents:
12642
diff
changeset
|
955 */ |