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1 /* |
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2 |
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3 Copyright (C) 1996, 1997 John W. Eaton |
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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 2, or (at your option) any |
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10 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, write to the Free |
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19 Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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20 |
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21 */ |
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22 |
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23 #if defined (__GNUG__) |
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24 #pragma implementation |
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25 #endif |
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26 |
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27 #ifdef HAVE_CONFIG_H |
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28 #include <config.h> |
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29 #endif |
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30 |
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31 #include "EIG.h" |
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32 #include "dColVector.h" |
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33 #include "f77-fcn.h" |
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34 #include "lo-error.h" |
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35 |
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36 extern "C" |
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37 { |
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38 int F77_FCN (dgeev, DGEEV) (const char*, const char*, const int&, |
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39 double*, const int&, double*, double*, |
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40 double*, const int&, double*, |
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41 const int&, double*, const int&, int&, |
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42 long, long); |
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43 |
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44 int F77_FCN (zgeev, ZGEEV) (const char*, const char*, const int&, |
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45 Complex*, const int&, Complex*, |
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46 Complex*, const int&, Complex*, |
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47 const int&, Complex*, const int&, |
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48 double*, int&, long, long); |
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49 |
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50 int F77_FCN (dsyev, DSYEV) (const char*, const char*, const int&, |
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51 double*, const int&, double*, double*, |
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52 const int&, int&, long, long); |
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53 |
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54 int F77_FCN (zheev, ZHEEV) (const char*, const char*, const int&, |
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55 Complex*, const int&, double*, Complex*, |
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56 const int&, double*, int&, long, long); |
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57 } |
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58 |
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59 int |
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60 EIG::init (const Matrix& a) |
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61 { |
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62 if (a.is_symmetric ()) |
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63 return symmetric_init (a); |
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64 |
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65 int n = a.rows (); |
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66 |
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67 if (n != a.cols ()) |
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68 { |
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69 (*current_liboctave_error_handler) ("EIG requires square matrix"); |
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70 return -1; |
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71 } |
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72 |
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73 int info = 0; |
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74 |
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75 Matrix atmp = a; |
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76 double *tmp_data = atmp.fortran_vec (); |
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77 |
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78 Array<double> wr (n); |
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79 double *pwr = wr.fortran_vec (); |
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80 |
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81 Array<double> wi (n); |
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82 double *pwi = wi.fortran_vec (); |
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83 |
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84 Matrix vr (n, n); |
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85 double *pvr = vr.fortran_vec (); |
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86 |
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87 // XXX FIXME XXX -- it might be possible to choose a better value of |
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88 // lwork that would result in more efficient computations. |
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89 |
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90 int lwork = 8*n; |
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91 Array<double> work (lwork); |
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92 double *pwork = work.fortran_vec (); |
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93 |
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94 double *dummy = 0; |
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95 int idummy = 1; |
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96 |
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97 F77_XFCN (dgeev, DGEEV, ("N", "V", n, tmp_data, n, pwr, pwi, dummy, |
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98 idummy, pvr, n, pwork, lwork, info, 1L, 1L)); |
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99 |
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100 if (f77_exception_encountered || info < 0) |
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101 (*current_liboctave_error_handler) ("unrecoverable error in dgeev"); |
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102 else |
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103 { |
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104 if (info > 0) |
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105 (*current_liboctave_error_handler) ("dgeev failed to converge"); |
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106 else |
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107 { |
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108 lambda.resize (n); |
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109 v.resize (n, n); |
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110 |
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111 for (int j = 0; j < n; j++) |
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112 { |
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113 if (wi.elem (j) == 0.0) |
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114 { |
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115 lambda.elem (j) = Complex (wr.elem (j)); |
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116 for (int i = 0; i < n; i++) |
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117 v.elem (i, j) = vr.elem (i, j); |
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118 } |
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119 else |
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120 { |
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121 if (j+1 >= n) |
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122 { |
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123 (*current_liboctave_error_handler) |
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124 ("EIG: internal error"); |
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125 return -1; |
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126 } |
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127 |
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128 lambda.elem(j) = Complex (wr.elem(j), wi.elem(j)); |
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129 lambda.elem(j+1) = Complex (wr.elem(j+1), wi.elem(j+1)); |
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130 |
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131 for (int i = 0; i < n; i++) |
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132 { |
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133 double real_part = vr.elem (i, j); |
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134 double imag_part = vr.elem (i, j+1); |
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135 v.elem (i, j) = Complex (real_part, imag_part); |
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136 v.elem (i, j+1) = Complex (real_part, -imag_part); |
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137 } |
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138 j++; |
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139 } |
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140 } |
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141 } |
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142 } |
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143 |
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144 return info; |
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145 } |
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146 |
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147 int |
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148 EIG::symmetric_init (const Matrix& a) |
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149 { |
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150 int n = a.rows (); |
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151 |
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152 if (n != a.cols ()) |
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153 { |
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154 (*current_liboctave_error_handler) ("EIG requires square matrix"); |
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155 return -1; |
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156 } |
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157 |
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158 int info = 0; |
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159 |
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160 Matrix atmp = a; |
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161 double *tmp_data = atmp.fortran_vec (); |
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162 |
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163 ColumnVector wr (n); |
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164 double *pwr = wr.fortran_vec (); |
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165 |
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166 // XXX FIXME XXX -- it might be possible to choose a better value of |
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167 // lwork that would result in more efficient computations. |
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168 |
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169 int lwork = 8*n; |
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170 Array<double> work (lwork); |
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171 double *pwork = work.fortran_vec (); |
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172 |
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173 F77_XFCN (dsyev, DSYEV, ("V", "U", n, tmp_data, n, pwr, pwork, |
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174 lwork, info, 1L, 1L)); |
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175 |
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176 if (f77_exception_encountered || info < 0) |
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177 (*current_liboctave_error_handler) ("unrecoverable error in dsyev"); |
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178 else if (info > 0) |
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179 (*current_liboctave_error_handler) ("dsyev failed to converge"); |
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180 else |
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181 { |
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182 lambda = ComplexColumnVector (wr); |
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183 v = ComplexMatrix (atmp); |
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184 } |
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185 |
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186 return info; |
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187 } |
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188 |
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189 int |
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190 EIG::init (const ComplexMatrix& a) |
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191 { |
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192 if (a.is_hermitian ()) |
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193 return hermitian_init (a); |
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194 |
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195 int n = a.rows (); |
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196 |
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197 if (n != a.cols ()) |
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198 { |
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199 (*current_liboctave_error_handler) ("EIG requires square matrix"); |
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200 return -1; |
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201 } |
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202 |
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203 int info = 0; |
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204 |
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205 ComplexMatrix atmp = a; |
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206 Complex *tmp_data = atmp.fortran_vec (); |
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207 |
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208 ComplexColumnVector w (n); |
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209 Complex *pw = w.fortran_vec (); |
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210 |
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211 ComplexMatrix vtmp (n, n); |
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212 Complex *pv = vtmp.fortran_vec (); |
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213 |
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214 // XXX FIXME XXX -- it might be possible to choose a better value of |
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215 // lwork that would result in more efficient computations. |
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216 |
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217 int lwork = 8*n; |
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218 Array<Complex> work (lwork); |
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219 Complex *pwork = work.fortran_vec (); |
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220 |
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221 int lrwork = 2*n; |
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222 Array<double> rwork (lrwork); |
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223 double *prwork = rwork.fortran_vec (); |
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224 |
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225 Complex *dummy = 0; |
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226 int idummy = 1; |
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227 |
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228 F77_XFCN (zgeev, ZGEEV, ("N", "V", n, tmp_data, n, pw, dummy, idummy, |
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229 pv, n, pwork, lwork, prwork, info, 1L, 1L)); |
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230 |
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231 if (f77_exception_encountered || info < 0) |
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232 (*current_liboctave_error_handler) ("unrecoverable error in zgeev"); |
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233 else if (info > 0) |
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234 (*current_liboctave_error_handler) ("zgeev failed to converge"); |
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235 else |
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236 { |
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237 lambda = w; |
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238 v = vtmp; |
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239 } |
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240 |
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241 return info; |
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242 } |
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243 |
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244 int |
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245 EIG::hermitian_init (const ComplexMatrix& a) |
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246 { |
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247 int n = a.rows (); |
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248 |
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249 if (n != a.cols ()) |
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250 { |
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251 (*current_liboctave_error_handler) ("EIG requires square matrix"); |
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252 return -1; |
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253 } |
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254 |
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255 int info = 0; |
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256 |
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257 ComplexMatrix atmp = a; |
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258 Complex *tmp_data = atmp.fortran_vec (); |
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259 |
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260 ColumnVector wr (n); |
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261 double *pwr = wr.fortran_vec (); |
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262 |
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263 // XXX FIXME XXX -- it might be possible to choose a better value of |
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264 // lwork that would result in more efficient computations. |
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265 |
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266 int lwork = 8*n; |
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267 Array<Complex> work (lwork); |
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268 Complex *pwork = work.fortran_vec (); |
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269 |
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270 int lrwork = 3*n; |
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271 Array<double> rwork (lrwork); |
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272 double *prwork = rwork.fortran_vec (); |
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273 |
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274 F77_XFCN (zheev, ZHEEV, ("V", "U", n, tmp_data, n, pwr, pwork, |
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275 lwork, prwork, info, 1L, 1L)); |
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276 |
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277 if (f77_exception_encountered || info < 0) |
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278 (*current_liboctave_error_handler) ("unrecoverable error in zheev"); |
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279 else if (info > 0) |
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280 (*current_liboctave_error_handler) ("zheev failed to converge"); |
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281 else |
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282 { |
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283 lambda = ComplexColumnVector (wr); |
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284 v = ComplexMatrix (atmp); |
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285 } |
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286 |
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287 return info; |
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288 } |
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289 |
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290 /* |
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291 ;;; Local Variables: *** |
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292 ;;; mode: C++ *** |
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293 ;;; End: *** |
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294 */ |
