Mercurial > octave
annotate src/DLD-FUNCTIONS/eigs.cc @ 8585:e6497be3f3d6
Skip tests if ARPACK is missing.
author | Ben Abbott <bpabbott@mac.com> |
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date | Sat, 24 Jan 2009 12:09:25 -0500 |
parents | 9038f311c1a8 |
children | e4f89f4a7cf8 |
rev | line source |
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1 /* |
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2 |
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3 Copyright (C) 2005 David Bateman |
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4 |
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5 This file is part of Octave. |
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6 |
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7 Octave is free software; you can redistribute it and/or modify it |
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8 under the terms of the GNU General Public License as published by the |
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9 Free Software Foundation; either version 3 of the License, or (at your |
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10 option) any later version. |
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11 |
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12 Octave is distributed in the hope that it will be useful, but WITHOUT |
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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15 for more details. |
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16 |
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17 You should have received a copy of the GNU General Public License |
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18 along with Octave; see the file COPYING. If not, see |
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19 <http://www.gnu.org/licenses/>. |
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20 |
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21 */ |
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22 |
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23 #ifdef HAVE_CONFIG_H |
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24 #include <config.h> |
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25 #endif |
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26 |
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27 #include "ov.h" |
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28 #include "defun-dld.h" |
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29 #include "error.h" |
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30 #include "gripes.h" |
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31 #include "quit.h" |
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32 #include "variables.h" |
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33 #include "ov-re-sparse.h" |
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34 #include "ov-cx-sparse.h" |
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35 #include "oct-map.h" |
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36 #include "pager.h" |
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37 #include "unwind-prot.h" |
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38 |
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39 #include "eigs-base.cc" |
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40 |
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41 // Global pointer for user defined function. |
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42 static octave_function *eigs_fcn = 0; |
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43 |
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44 // Have we warned about imaginary values returned from user function? |
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45 static bool warned_imaginary = false; |
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46 |
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47 // Is this a recursive call? |
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48 static int call_depth = 0; |
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49 |
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50 ColumnVector |
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51 eigs_func (const ColumnVector &x, int &eigs_error) |
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52 { |
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53 ColumnVector retval; |
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54 octave_value_list args; |
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55 args(0) = x; |
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56 |
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57 if (eigs_fcn) |
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58 { |
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59 octave_value_list tmp = eigs_fcn->do_multi_index_op (1, args); |
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60 |
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61 if (error_state) |
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62 { |
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63 eigs_error = 1; |
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64 gripe_user_supplied_eval ("eigs"); |
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65 return retval; |
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66 } |
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67 |
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68 if (tmp.length () && tmp(0).is_defined ()) |
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69 { |
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70 if (! warned_imaginary && tmp(0).is_complex_type ()) |
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71 { |
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72 warning ("eigs: ignoring imaginary part returned from user-supplied function"); |
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73 warned_imaginary = true; |
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74 } |
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75 |
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76 retval = ColumnVector (tmp(0).vector_value ()); |
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77 |
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78 if (error_state) |
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79 { |
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80 eigs_error = 1; |
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81 gripe_user_supplied_eval ("eigs"); |
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82 } |
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83 } |
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84 else |
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85 { |
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86 eigs_error = 1; |
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87 gripe_user_supplied_eval ("eigs"); |
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88 } |
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89 } |
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90 |
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91 return retval; |
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92 } |
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93 |
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94 ComplexColumnVector |
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95 eigs_complex_func (const ComplexColumnVector &x, int &eigs_error) |
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96 { |
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97 ComplexColumnVector retval; |
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98 octave_value_list args; |
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99 args(0) = x; |
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100 |
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101 if (eigs_fcn) |
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102 { |
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103 octave_value_list tmp = eigs_fcn->do_multi_index_op (1, args); |
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104 |
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105 if (error_state) |
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106 { |
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107 eigs_error = 1; |
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108 gripe_user_supplied_eval ("eigs"); |
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109 return retval; |
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110 } |
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111 |
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112 if (tmp.length () && tmp(0).is_defined ()) |
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113 { |
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114 retval = ComplexColumnVector (tmp(0).complex_vector_value ()); |
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115 |
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116 if (error_state) |
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117 { |
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118 eigs_error = 1; |
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119 gripe_user_supplied_eval ("eigs"); |
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120 } |
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121 } |
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122 else |
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123 { |
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124 eigs_error = 1; |
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125 gripe_user_supplied_eval ("eigs"); |
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126 } |
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127 } |
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128 |
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129 return retval; |
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130 } |
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131 |
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132 DEFUN_DLD (eigs, args, nargout, |
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133 "-*- texinfo -*-\n\ |
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134 @deftypefn {Loadable Function} {@var{d}} = eigs (@var{a})\n\ |
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135 @deftypefnx {Loadable Function} {@var{d}} = eigs (@var{a}, @var{k})\n\ |
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136 @deftypefnx {Loadable Function} {@var{d}} = eigs (@var{a}, @var{k}, @var{sigma})\n\ |
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137 @deftypefnx {Loadable Function} {@var{d}} = eigs (@var{a}, @var{k}, @var{sigma},@var{opts})\n\ |
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138 @deftypefnx {Loadable Function} {@var{d}} = eigs (@var{a}, @var{b})\n\ |
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139 @deftypefnx {Loadable Function} {@var{d}} = eigs (@var{a}, @var{b}, @var{k})\n\ |
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140 @deftypefnx {Loadable Function} {@var{d}} = eigs (@var{a}, @var{b}, @var{k}, @var{sigma})\n\ |
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141 @deftypefnx {Loadable Function} {@var{d}} = eigs (@var{a}, @var{b}, @var{k}, @var{sigma}, @var{opts})\n\ |
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142 @deftypefnx {Loadable Function} {@var{d}} = eigs (@var{af}, @var{n})\n\ |
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143 @deftypefnx {Loadable Function} {@var{d}} = eigs (@var{af}, @var{n}, @var{b})\n\ |
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144 @deftypefnx {Loadable Function} {@var{d}} = eigs (@var{af}, @var{n}, @var{k})\n\ |
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145 @deftypefnx {Loadable Function} {@var{d}} = eigs (@var{af}, @var{n}, @var{b}, @var{k})\n\ |
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146 @deftypefnx {Loadable Function} {@var{d}} = eigs (@var{af}, @var{n}, @var{k}, @var{sigma})\n\ |
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147 @deftypefnx {Loadable Function} {@var{d}} = eigs (@var{af}, @var{n}, @var{b}, @var{k}, @var{sigma})\n\ |
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148 @deftypefnx {Loadable Function} {@var{d}} = eigs (@var{af}, @var{n}, @var{k}, @var{sigma}, @var{opts})\n\ |
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149 @deftypefnx {Loadable Function} {@var{d}} = eigs (@var{af}, @var{n}, @var{b}, @var{k}, @var{sigma}, @var{opts})\n\ |
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150 @deftypefnx {Loadable Function} {[@var{v}, @var{d}]} = eigs (@var{a}, @dots{})\n\ |
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151 @deftypefnx {Loadable Function} {[@var{v}, @var{d}]} = eigs (@var{af}, @var{n}, @dots{})\n\ |
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152 @deftypefnx {Loadable Function} {[@var{v}, @var{d}, @var{flag}]} = eigs (@var{a}, @dots{})\n\ |
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153 @deftypefnx {Loadable Function} {[@var{v}, @var{d}, @var{flag}]} = eigs (@var{af}, @var{n}, @dots{})\n\ |
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154 Calculate a limited number of eigenvalues and eigenvectors of @var{a},\n\ |
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155 based on a selection criteria. The number eigenvalues and eigenvectors to\n\ |
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156 calculate is given by @var{k} whose default value is 6.\n\ |
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157 \n\ |
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158 By default @code{eigs} solve the equation\n\ |
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159 @iftex\n\ |
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160 @tex\n\ |
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161 $A \\nu = \\lambda \\nu$\n\ |
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162 @end tex\n\ |
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163 @end iftex\n\ |
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164 @ifinfo\n\ |
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165 @code{A * v = lambda * v}\n\ |
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166 @end ifinfo\n\ |
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167 , where\n\ |
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168 @iftex\n\ |
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169 @tex\n\ |
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170 $\\lambda$ is a scalar representing one of the eigenvalues, and $\\nu$\n\ |
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171 @end tex\n\ |
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172 @end iftex\n\ |
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173 @ifinfo\n\ |
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174 @code{lambda} is a scalar representing one of the eigenvalues, and @code{v}\n\ |
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175 @end ifinfo\n\ |
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176 is the corresponding eigenvector. If given the positive definite matrix\n\ |
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177 @var{B} then @code{eigs} solves the general eigenvalue equation\n\ |
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178 @iftex\n\ |
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179 @tex\n\ |
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180 $A \\nu = \\lambda B \\nu$\n\ |
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181 @end tex\n\ |
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182 @end iftex\n\ |
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183 @ifinfo\n\ |
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184 @code{A * v = lambda * B * v}\n\ |
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185 @end ifinfo\n\ |
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186 .\n\ |
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187 \n\ |
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188 The argument @var{sigma} determines which eigenvalues are returned.\n\ |
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189 @var{sigma} can be either a scalar or a string. When @var{sigma} is a scalar,\n\ |
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190 the @var{k} eigenvalues closest to @var{sigma} are returned. If @var{sigma}\n\ |
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191 is a string, it must have one of the values\n\ |
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192 \n\ |
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193 @table @asis\n\ |
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194 @item 'lm'\n\ |
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195 Largest magnitude (default).\n\ |
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196 \n\ |
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197 @item 'sm'\n\ |
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198 Smallest magnitude.\n\ |
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199 \n\ |
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200 @item 'la'\n\ |
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201 Largest Algebraic (valid only for real symmetric problems).\n\ |
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202 \n\ |
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203 @item 'sa'\n\ |
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204 Smallest Algebraic (valid only for real symmetric problems).\n\ |
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205 \n\ |
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206 @item 'be'\n\ |
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207 Both ends, with one more from the high-end if @var{k} is odd (valid only for\n\ |
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208 real symmetric problems).\n\ |
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209 \n\ |
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210 @item 'lr'\n\ |
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211 Largest real part (valid only for complex or unsymmetric problems).\n\ |
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212 \n\ |
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213 @item 'sr'\n\ |
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214 Smallest real part (valid only for complex or unsymmetric problems).\n\ |
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215 \n\ |
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216 @item 'li'\n\ |
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217 Largest imaginary part (valid only for complex or unsymmetric problems).\n\ |
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218 \n\ |
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219 @item 'si'\n\ |
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220 Smallest imaginary part (valid only for complex or unsymmetric problems).\n\ |
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221 @end table\n\ |
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222 \n\ |
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223 If @var{opts} is given, it is a structure defining some of the options that\n\ |
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224 @code{eigs} should use. The fields of the structure @var{opts} are\n\ |
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225 \n\ |
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226 @table @code\n\ |
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227 @item issym\n\ |
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228 If @var{af} is given, then flags whether the function @var{af} defines a\n\ |
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229 symmetric problem. It is ignored if @var{a} is given. The default is false.\n\ |
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230 \n\ |
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231 @item isreal\n\ |
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232 If @var{af} is given, then flags whether the function @var{af} defines a\n\ |
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233 real problem. It is ignored if @var{a} is given. The default is true.\n\ |
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234 \n\ |
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235 @item tol\n\ |
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236 Defines the required convergence tolerance, given as @code{tol * norm (A)}.\n\ |
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237 The default is @code{eps}.\n\ |
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238 \n\ |
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239 @item maxit\n\ |
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240 The maximum number of iterations. The default is 300.\n\ |
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241 \n\ |
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242 @item p\n\ |
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243 The number of Lanzcos basis vectors to use. More vectors will result in\n\ |
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244 faster convergence, but a larger amount of memory. The optimal value of 'p'\n\ |
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245 is problem dependent and should be in the range @var{k} to @var{n}. The\n\ |
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246 default value is @code{2 * @var{k}}.\n\ |
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247 \n\ |
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248 @item v0\n\ |
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249 The starting vector for the computation. The default is to have @sc{Arpack}\n\ |
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250 randomly generate a starting vector.\n\ |
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251 \n\ |
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252 @item disp\n\ |
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253 The level of diagnostic printout. If @code{disp} is 0 then there is no\n\ |
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254 printout. The default value is 1.\n\ |
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255 \n\ |
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256 @item cholB\n\ |
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257 Flag if @code{chol (@var{b})} is passed rather than @var{b}. The default is\n\ |
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258 false.\n\ |
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259 \n\ |
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260 @item permB\n\ |
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261 The permutation vector of the Cholesky factorization of @var{b} if\n\ |
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262 @code{cholB} is true. That is @code{chol ( @var{b} (permB, permB))}. The\n\ |
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263 default is @code{1:@var{n}}.\n\ |
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264 \n\ |
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265 @end table\n\ |
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266 \n\ |
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267 It is also possible to represent @var{a} by a function denoted @var{af}.\n\ |
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268 @var{af} must be followed by a scalar argument @var{n} defining the length\n\ |
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269 of the vector argument accepted by @var{af}. @var{af} can be passed either\n\ |
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270 as an inline function, function handle or as a string. In the case where\n\ |
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271 @var{af} is passed as a string, the name of the string defines the function\n\ |
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272 to use.\n\ |
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273 \n\ |
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274 @var{af} is a function of the form @code{function y = af (x), y = @dots{};\n\ |
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275 endfunction}, where the required return value of @var{af} is determined by\n\ |
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276 the value of @var{sigma}, and are\n\ |
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277 \n\ |
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278 @table @code\n\ |
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279 @item A * x\n\ |
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280 If @var{sigma} is not given or is a string other than 'sm'.\n\ |
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281 \n\ |
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282 @item A \\ x\n\ |
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283 If @var{sigma} is 'sm'.\n\ |
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284 \n\ |
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285 @item (A - sigma * I) \\ x\n\ |
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286 for standard eigenvalue problem, where @code{I} is the identity matrix of\n\ |
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287 the same size as @code{A}. If @var{sigma} is zero, this reduces the\n\ |
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288 @code{A \\ x}.\n\ |
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289 \n\ |
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290 @item (A - sigma * B) \\ x\n\ |
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291 for the general eigenvalue problem.\n\ |
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292 @end table\n\ |
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293 \n\ |
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294 The return arguments of @code{eigs} depends on the number of return\n\ |
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295 arguments. With a single return argument, a vector @var{d} of length @var{k}\n\ |
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296 is returned, represent the @var{k} eigenvalues that have been found. With two\n\ |
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297 return arguments, @var{v} is a @var{n}-by-@var{k} matrix whose columns are\n\ |
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298 the @var{k} eigenvectors corresponding to the returned eigenvalues. The\n\ |
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299 eigenvalues themselves are then returned in @var{d} in the form of a\n\ |
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300 @var{n}-by-@var{k} matrix, where the elements on the diagonal are the\n\ |
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301 eigenvalues.\n\ |
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302 \n\ |
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303 Given a third return argument @var{flag}, @code{eigs} also returns the status\n\ |
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304 of the convergence. If @var{flag} is 0, then all eigenvalues have converged,\n\ |
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305 otherwise not.\n\ |
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306 \n\ |
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307 This function is based on the @sc{Arpack} package, written by R Lehoucq,\n\ |
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308 K Maschhoff, D Sorensen and C Yang. For more information see\n\ |
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309 @url{http://www.caam.rice.edu/software/ARPACK/}.\n\ |
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310 \n\ |
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311 @end deftypefn\n\ |
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312 @seealso{eig, svds}") |
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313 { |
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314 octave_value_list retval; |
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315 #ifdef HAVE_ARPACK |
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316 int nargin = args.length (); |
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317 std::string fcn_name; |
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318 octave_idx_type n = 0; |
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319 octave_idx_type k = 6; |
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320 Complex sigma = 0.; |
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321 double sigmar, sigmai; |
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322 bool have_sigma = false; |
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323 std::string typ = "LM"; |
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324 Matrix amm, bmm, bmt; |
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325 ComplexMatrix acm, bcm, bct; |
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326 SparseMatrix asmm, bsmm, bsmt; |
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327 SparseComplexMatrix ascm, bscm, bsct; |
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328 int b_arg = 0; |
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329 bool have_b = false; |
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330 bool have_a_fun = false; |
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331 bool a_is_complex = false; |
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332 bool b_is_complex = false; |
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333 bool symmetric = false; |
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334 bool cholB = false; |
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335 bool a_is_sparse = false; |
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336 ColumnVector permB; |
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337 int arg_offset = 0; |
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338 double tol = DBL_EPSILON; |
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339 int maxit = 300; |
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340 int disp = 0; |
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341 octave_idx_type p = -1; |
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342 ColumnVector resid; |
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David Bateman <dbateman@free.fr>
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343 ComplexColumnVector cresid; |
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344 octave_idx_type info = 1; |
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345 char bmat = 'I'; |
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346 |
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347 warned_imaginary = false; |
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348 |
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349 unwind_protect::begin_frame ("Feigs"); |
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|
350 |
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351 unwind_protect_int (call_depth); |
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David Bateman <dbateman@free.fr>
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352 call_depth++; |
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|
353 |
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354 if (call_depth > 1) |
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|
355 { |
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356 error ("eigs: invalid recursive call"); |
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357 if (fcn_name.length()) |
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358 clear_function (fcn_name); |
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359 unwind_protect::run_frame ("Feigs"); |
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360 return retval; |
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361 } |
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|
362 |
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363 if (nargin == 0) |
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364 print_usage (); |
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365 else if (args(0).is_function_handle () || args(0).is_inline_function () || |
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366 args(0).is_string ()) |
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367 { |
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368 if (args(0).is_string ()) |
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369 { |
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370 std::string name = args(0).string_value (); |
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371 std::string fname = "function y = "; |
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372 fcn_name = unique_symbol_name ("__eigs_fcn_"); |
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373 fname.append (fcn_name); |
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374 fname.append ("(x) y = "); |
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375 eigs_fcn = extract_function (args(0), "eigs", fcn_name, fname, |
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376 "; endfunction"); |
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377 } |
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378 else |
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379 eigs_fcn = args(0).function_value (); |
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|
380 |
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381 if (!eigs_fcn) |
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|
382 error ("eigs: unknown function"); |
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|
383 |
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384 if (nargin < 2) |
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385 error ("eigs: incorrect number of arguments"); |
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|
386 else |
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|
387 { |
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388 n = args(1).nint_value (); |
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389 arg_offset = 1; |
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390 have_a_fun = true; |
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|
391 } |
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392 } |
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393 else |
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394 { |
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395 if (args(0).is_complex_type ()) |
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396 { |
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397 if (args(0).is_sparse_type ()) |
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|
398 { |
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399 ascm = (args(0).sparse_complex_matrix_value()); |
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400 a_is_sparse = true; |
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|
401 } |
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|
402 else |
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|
403 acm = (args(0).complex_matrix_value()); |
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|
404 a_is_complex = true; |
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David Bateman <dbateman@free.fr>
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|
405 symmetric = false; // ARAPACK doesn't special case complex symmetric |
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|
406 } |
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|
407 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
408 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
409 if (args(0).is_sparse_type ()) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
410 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
411 asmm = (args(0).sparse_matrix_value()); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
412 a_is_sparse = true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
413 symmetric = asmm.is_symmetric(); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
414 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
415 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
416 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
417 amm = (args(0).matrix_value()); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
418 symmetric = amm.is_symmetric(); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
419 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
420 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
421 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
422 // Note hold off reading B till later to avoid issues of double |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
423 // copies of the matrix if B is full/real while A is complex.. |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
424 if (!error_state && nargin > 1 && |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
425 !(args(1).is_real_scalar ())) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
426 if (args(1).is_complex_type ()) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
427 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
428 b_arg = 1+arg_offset; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
429 have_b = true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
430 bmat = 'G'; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
431 b_is_complex = true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
432 arg_offset++; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
433 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
434 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
435 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
436 b_arg = 1+arg_offset; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
437 have_b = true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
438 bmat = 'G'; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
439 arg_offset++; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
440 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
441 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
442 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
443 if (!error_state && nargin > (1+arg_offset)) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
444 k = args(1+arg_offset).nint_value (); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
445 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
446 if (!error_state && nargin > (2+arg_offset)) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
447 if (args(2+arg_offset).is_real_scalar () || |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
448 args(2+arg_offset).is_complex_scalar ()) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
449 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
450 sigma = args(2+arg_offset).complex_value (); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
451 have_sigma = true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
452 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
453 else if (args(2+arg_offset).is_string ()) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
454 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
455 typ = args(2+arg_offset).string_value (); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
456 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
457 // Use STL function to convert to upper case |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
458 transform (typ.begin (), typ.end (), typ.begin (), toupper); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
459 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
460 sigma = 0.; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
461 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
462 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
463 error ("eigs: sigma must be a scalar or a string"); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
464 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
465 sigmar = std::real (sigma); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
466 sigmai = std::imag (sigma); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
467 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
468 if (!error_state && nargin > (3+arg_offset)) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
469 if (args(3+arg_offset).is_map ()) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
470 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
471 Octave_map map = args(3+arg_offset).map_value (); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
472 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
473 // issym is ignored if A is not a function |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
474 if (map.contains ("issym")) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
475 if (have_a_fun) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
476 symmetric = map.contents ("issym")(0).double_value () != 0.; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
477 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
478 // isreal is ignored if A is not a function |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
479 if (map.contains ("isreal")) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
480 if (have_a_fun) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
481 a_is_complex = ! (map.contents ("isreal")(0).double_value () != 0.); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
482 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
483 if (map.contains ("tol")) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
484 tol = map.contents ("tol")(0).double_value (); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
485 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
486 if (map.contains ("maxit")) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
487 maxit = map.contents ("maxit")(0).nint_value (); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
488 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
489 if (map.contains ("p")) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
490 p = map.contents ("p")(0).nint_value (); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
491 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
492 if (map.contains ("v0")) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
493 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
494 if (a_is_complex || b_is_complex) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
495 cresid = ComplexColumnVector |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
496 (map.contents ("v0")(0).complex_vector_value()); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
497 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
498 resid = ColumnVector (map.contents ("v0")(0).vector_value()); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
499 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
500 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
501 if (map.contains ("disp")) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
502 disp = map.contents ("disp")(0).nint_value (); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
503 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
504 if (map.contains ("cholB")) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
505 cholB = map.contents ("cholB")(0).double_value () != 0.; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
506 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
507 if (map.contains ("permB")) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
508 permB = ColumnVector (map.contents ("permB")(0).vector_value ()) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
509 - 1.0; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
510 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
511 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
512 error ("eigs: options argument must be a structure"); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
513 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
514 if (nargin > (4+arg_offset)) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
515 error ("eigs: incorrect number of arguments"); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
516 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
517 if (have_b) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
518 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
519 if (a_is_complex || b_is_complex) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
520 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
521 if (a_is_sparse) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
522 bscm = args(b_arg).sparse_complex_matrix_value (); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
523 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
524 bcm = args(b_arg).complex_matrix_value (); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
525 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
526 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
527 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
528 if (a_is_sparse) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
529 bsmm = args(b_arg).sparse_matrix_value (); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
530 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
531 bmm = args(b_arg).matrix_value (); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
532 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
533 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
534 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
535 // Mode 1 for SM mode seems unstable for some reason. |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
536 // Use Mode 3 instead, with sigma = 0. |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
537 if (!error_state && !have_sigma && typ == "SM") |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
538 have_sigma = true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
539 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
540 if (!error_state) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
541 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
542 octave_idx_type nconv; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
543 if (a_is_complex || b_is_complex) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
544 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
545 ComplexMatrix eig_vec; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
546 ComplexColumnVector eig_val; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
547 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
548 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
549 if (have_a_fun) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
550 nconv = EigsComplexNonSymmetricFunc |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
551 (eigs_complex_func, n, typ, sigma, k, p, info, eig_vec, eig_val, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
552 cresid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
553 else if (have_sigma) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
554 if (a_is_sparse) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
555 nconv = EigsComplexNonSymmetricMatrixShift |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
556 (ascm, sigma, k, p, info, eig_vec, eig_val, bscm, permB, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
557 cresid, octave_stdout, tol, (nargout > 1), cholB, disp, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
558 maxit); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
559 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
560 nconv = EigsComplexNonSymmetricMatrixShift |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
561 (acm, sigma, k, p, info, eig_vec, eig_val, bcm, permB, cresid, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
562 octave_stdout, tol, (nargout > 1), cholB, disp, maxit); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
563 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
564 if (a_is_sparse) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
565 nconv = EigsComplexNonSymmetricMatrix |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
566 (ascm, typ, k, p, info, eig_vec, eig_val, bscm, permB, cresid, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
567 octave_stdout, tol, (nargout > 1), cholB, disp, maxit); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
568 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
569 nconv = EigsComplexNonSymmetricMatrix |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
570 (acm, typ, k, p, info, eig_vec, eig_val, bcm, permB, cresid, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
571 octave_stdout, tol, (nargout > 1), cholB, disp, maxit); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
572 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
573 if (nargout < 2) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
574 retval (0) = eig_val; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
575 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
576 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
577 retval(2) = double (info); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
578 retval(1) = ComplexDiagMatrix (eig_val); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
579 retval(0) = eig_vec; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
580 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
581 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
582 else if (sigmai != 0.) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
583 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
584 // Promote real problem to a complex one. |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
585 ComplexMatrix eig_vec; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
586 ComplexColumnVector eig_val; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
587 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
588 if (have_a_fun) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
589 nconv = EigsComplexNonSymmetricFunc |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
590 (eigs_complex_func, n, typ, sigma, k, p, info, eig_vec, eig_val, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
591 cresid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
592 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
593 if (a_is_sparse) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
594 nconv = EigsComplexNonSymmetricMatrixShift |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
595 (SparseComplexMatrix (asmm), sigma, k, p, info, eig_vec, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
596 eig_val, SparseComplexMatrix (bsmm), permB, cresid, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
597 octave_stdout, tol, (nargout > 1), cholB, disp, maxit); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
598 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
599 nconv = EigsComplexNonSymmetricMatrixShift |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
600 (ComplexMatrix (amm), sigma, k, p, info, eig_vec, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
601 eig_val, ComplexMatrix (bmm), permB, cresid, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
602 octave_stdout, tol, (nargout > 1), cholB, disp, maxit); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
603 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
604 if (nargout < 2) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
605 retval (0) = eig_val; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
606 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
607 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
608 retval(2) = double (info); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
609 retval(1) = ComplexDiagMatrix (eig_val); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
610 retval(0) = eig_vec; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
611 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
612 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
613 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
614 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
615 if (symmetric) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
616 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
617 Matrix eig_vec; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
618 ColumnVector eig_val; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
619 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
620 if (have_a_fun) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
621 nconv = EigsRealSymmetricFunc |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
622 (eigs_func, n, typ, sigmar, k, p, info, eig_vec, eig_val, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
623 resid, octave_stdout, tol, (nargout > 1), cholB, disp, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
624 maxit); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
625 else if (have_sigma) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
626 if (a_is_sparse) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
627 nconv = EigsRealSymmetricMatrixShift |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
628 (asmm, sigmar, k, p, info, eig_vec, eig_val, bsmm, permB, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
629 resid, octave_stdout, tol, (nargout > 1), cholB, disp, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
630 maxit); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
631 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
632 nconv = EigsRealSymmetricMatrixShift |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
633 (amm, sigmar, k, p, info, eig_vec, eig_val, bmm, permB, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
634 resid, octave_stdout, tol, (nargout > 1), cholB, disp, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
635 maxit); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
636 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
637 if (a_is_sparse) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
638 nconv = EigsRealSymmetricMatrix |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
639 (asmm, typ, k, p, info, eig_vec, eig_val, bsmm, permB, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
640 resid, octave_stdout, tol, (nargout > 1), cholB, disp, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
641 maxit); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
642 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
643 nconv = EigsRealSymmetricMatrix |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
644 (amm, typ, k, p, info, eig_vec, eig_val, bmm, permB, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
645 resid, octave_stdout, tol, (nargout > 1), cholB, disp, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
646 maxit); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
647 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
648 if (nargout < 2) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
649 retval (0) = eig_val; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
650 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
651 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
652 retval(2) = double (info); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
653 retval(1) = DiagMatrix (eig_val); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
654 retval(0) = eig_vec; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
655 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
656 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
657 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
658 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
659 ComplexMatrix eig_vec; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
660 ComplexColumnVector eig_val; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
661 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
662 if (have_a_fun) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
663 nconv = EigsRealNonSymmetricFunc |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
664 (eigs_func, n, typ, sigmar, k, p, info, eig_vec, eig_val, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
665 resid, octave_stdout, tol, (nargout > 1), cholB, disp, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
666 maxit); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
667 else if (have_sigma) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
668 if (a_is_sparse) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
669 nconv = EigsRealNonSymmetricMatrixShift |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
670 (asmm, sigmar, k, p, info, eig_vec, eig_val, bsmm, permB, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
671 resid, octave_stdout, tol, (nargout > 1), cholB, disp, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
672 maxit); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
673 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
674 nconv = EigsRealNonSymmetricMatrixShift |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
675 (amm, sigmar, k, p, info, eig_vec, eig_val, bmm, permB, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
676 resid, octave_stdout, tol, (nargout > 1), cholB, disp, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
677 maxit); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
678 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
679 if (a_is_sparse) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
680 nconv = EigsRealNonSymmetricMatrix |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
681 (asmm, typ, k, p, info, eig_vec, eig_val, bsmm, permB, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
682 resid, octave_stdout, tol, (nargout > 1), cholB, disp, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
683 maxit); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
684 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
685 nconv = EigsRealNonSymmetricMatrix |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
686 (amm, typ, k, p, info, eig_vec, eig_val, bmm, permB, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
687 resid, octave_stdout, tol, (nargout > 1), cholB, disp, |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
688 maxit); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
689 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
690 if (nargout < 2) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
691 retval (0) = eig_val; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
692 else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
693 { |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
694 retval(2) = double (info); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
695 retval(1) = ComplexDiagMatrix (eig_val); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
696 retval(0) = eig_vec; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
697 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
698 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
699 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
700 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
701 if (nconv <= 0) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
702 warning ("eigs: None of the %d requested eigenvalues converged", k); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
703 else if (nconv < k) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
704 warning ("eigs: Only %d of the %d requested eigenvalues converged", |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
705 nconv, k); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
706 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
707 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
708 if (! fcn_name.empty ()) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
709 clear_function (fcn_name); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
710 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
711 unwind_protect::run_frame ("Feigs"); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
712 #else |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
713 error ("eigs: not available in this version of Octave"); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
714 #endif |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
715 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
716 return retval; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
717 } |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
718 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
719 /* #### SPARSE MATRIX VERSIONS #### */ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
720 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
721 /* |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
722 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
723 %% Real positive definite tests, n must be even |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
724 %!shared n, k, A, d0, d2 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
725 %! n = 20; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
726 %! k = 4; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
727 %! A = sparse([3:n,1:n,1:(n-2)],[1:(n-2),1:n,3:n],[ones(1,n-2),4*ones(1,n),ones(1,n-2)]); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
728 %! d0 = eig (A); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
729 %! d2 = sort(d0); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
730 %! [dum, idx] = sort( abs(d0)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
731 %! d0 = d0(idx); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
732 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
733 %! d1 = eigs (A, k); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
734 %! assert (d1, d0(end:-1:(end-k+1)), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
735 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
736 %! d1 = eigs (A,k+1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
737 %! assert (d1, d0(end:-1:(end-k)),1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
738 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
739 %! d1 = eigs (A, k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
740 %! assert (d1, d0(end:-1:(end-k+1)), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
741 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
742 %! d1 = eigs (A, k, 'sm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
743 %! assert (d1, d0(k:-1:1), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
744 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
745 %! d1 = eigs (A, k, 'la'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
746 %! assert (d1, d2(end:-1:(end-k+1)), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
747 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
748 %! d1 = eigs (A, k, 'sa'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
749 %! assert (d1, d2(1:k), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
750 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
751 %! d1 = eigs (A, k, 'be'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
752 %! assert (d1, d2([1:floor(k/2), (end - ceil(k/2) + 1):end]), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
753 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
754 %! d1 = eigs (A, k+1, 'be'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
755 %! assert (d1, d2([1:floor((k+1)/2), (end - ceil((k+1)/2) + 1):end]), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
756 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
757 %! d1 = eigs (A, k, 4.1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
758 %! [dum,idx0] = sort (abs(d0 - 4.1)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
759 %! [dum,idx1] = sort (abs(d1 - 4.1)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
760 %! assert (d1(idx1), d0(idx0(1:k)), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
761 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
762 %! d1 = eigs(A, speye(n), k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
763 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
8585
e6497be3f3d6
Skip tests if ARPACK is missing.
Ben Abbott <bpabbott@mac.com>
parents:
8420
diff
changeset
|
764 %!testif HAVE_ARPACK |
e6497be3f3d6
Skip tests if ARPACK is missing.
Ben Abbott <bpabbott@mac.com>
parents:
8420
diff
changeset
|
765 %! assert (eigs(A,k,4.1), eigs(A,speye(n),k,4.1), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
766 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
767 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
768 %! d1 = eigs(A, speye(n), k, 'lm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
769 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
770 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
771 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
772 %! q = [2:n,1]; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
773 %! opts.permB=q; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
774 %! d1 = eigs(A, speye(n)(q,q), k, 'lm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
775 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
776 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
777 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
778 %! d1 = eigs(A, speye(n), k, 4.1, opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
779 %! assert (abs(d1), eigs(A,k,4.1), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
780 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
781 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
782 %! q = [2:n,1]; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
783 %! opts.permB=q; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
784 %! d1 = eigs(A, speye(n)(q,q), k, 4.1, opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
785 %! assert (abs(d1), eigs(A,k,4.1), 1e-12); |
8585
e6497be3f3d6
Skip tests if ARPACK is missing.
Ben Abbott <bpabbott@mac.com>
parents:
8420
diff
changeset
|
786 %!testif HAVE_ARPACK |
e6497be3f3d6
Skip tests if ARPACK is missing.
Ben Abbott <bpabbott@mac.com>
parents:
8420
diff
changeset
|
787 %! assert (eigs(A,k,4.1), eigs(A,speye(n),k,4.1), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
788 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
789 %! fn = @(x) A * x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
790 %! opts.issym = 1; opts.isreal = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
791 %! d1 = eigs (fn, n, k, 'lm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
792 %! assert (d1, d0(end:-1:(end-k+1)), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
793 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
794 %! fn = @(x) A \ x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
795 %! opts.issym = 1; opts.isreal = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
796 %! d1 = eigs (fn, n, k, 'sm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
797 %! assert (d1, d0(k:-1:1), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
798 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
799 %! fn = @(x) (A - 4.1 * eye(n)) \ x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
800 %! opts.issym = 1; opts.isreal = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
801 %! d1 = eigs (fn, n, k, 4.1, opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
802 %! assert (d1, eigs(A,k,4.1), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
803 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
804 %! [v1,d1] = eigs(A, k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
805 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
806 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
807 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
808 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
809 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
810 %! [v1,d1] = eigs(A, k, 'sm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
811 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
812 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
813 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
814 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
815 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
816 %! [v1,d1] = eigs(A, k, 'la'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
817 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
818 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
819 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
820 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
821 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
822 %! [v1,d1] = eigs(A, k, 'sa'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
823 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
824 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
825 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
826 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
827 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
828 %! [v1,d1] = eigs(A, k, 'be'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
829 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
830 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
831 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
832 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
833 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
834 */ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
835 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
836 /* |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
837 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
838 %% Real unsymmetric tests |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
839 %!shared n, k, A, d0 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
840 %! n = 20; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
841 %! k = 4; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
842 %! A = sparse([3:n,1:n,1:(n-2)],[1:(n-2),1:n,3:n],[ones(1,n-2),1:n,-ones(1,n-2)]); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
843 %! d0 = eig (A); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
844 %! [dum, idx] = sort(abs(d0)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
845 %! d0 = d0(idx); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
846 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
847 %! d1 = eigs (A, k); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
848 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
849 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
850 %! d1 = eigs (A,k+1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
851 %! assert (abs(d1), abs(d0(end:-1:(end-k))),1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
852 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
853 %! d1 = eigs (A, k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
854 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
855 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
856 %! d1 = eigs (A, k, 'sm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
857 %! assert (abs(d1), abs(d0(1:k)), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
858 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
859 %! d1 = eigs (A, k, 'lr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
860 %! [dum, idx] = sort (real(d0)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
861 %! d2 = d0(idx); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
862 %! assert (real(d1), real(d2(end:-1:(end-k+1))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
863 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
864 %! d1 = eigs (A, k, 'sr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
865 %! [dum, idx] = sort (real(abs(d0))); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
866 %! d2 = d0(idx); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
867 %! assert (real(d1), real(d2(1:k)), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
868 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
869 %! d1 = eigs (A, k, 'li'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
870 %! [dum, idx] = sort (imag(abs(d0))); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
871 %! d2 = d0(idx); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
872 %! assert (sort(imag(d1)), sort(imag(d2(end:-1:(end-k+1)))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
873 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
874 %! d1 = eigs (A, k, 'si'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
875 %! [dum, idx] = sort (imag(abs(d0))); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
876 %! d2 = d0(idx); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
877 %! assert (sort(imag(d1)), sort(imag(d2(1:k))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
878 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
879 %! d1 = eigs (A, k, 4.1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
880 %! [dum,idx0] = sort (abs(d0 - 4.1)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
881 %! [dum,idx1] = sort (abs(d1 - 4.1)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
882 %! assert (abs(d1(idx1)), abs(d0(idx0(1:k))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
883 %! assert (sort(imag(d1(idx1))), sort(imag(d0(idx0(1:k)))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
884 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
885 %! d1 = eigs(A, speye(n), k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
886 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
887 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
888 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
889 %! d1 = eigs(A, speye(n), k, 'lm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
890 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
891 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
892 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
893 %! q = [2:n,1]; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
894 %! opts.permB=q; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
895 %! d1 = eigs(A, speye(n)(q,q), k, 'lm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
896 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
897 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
898 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
899 %! d1 = eigs(A, speye(n), k, 4.1, opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
900 %! assert (abs(d1), eigs(A,k,4.1), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
901 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
902 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
903 %! q = [2:n,1]; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
904 %! opts.permB=q; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
905 %! d1 = eigs(A, speye(n)(q,q), k, 4.1, opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
906 %! assert (abs(d1), eigs(A,k,4.1), 1e-12); |
8585
e6497be3f3d6
Skip tests if ARPACK is missing.
Ben Abbott <bpabbott@mac.com>
parents:
8420
diff
changeset
|
907 %!testif HAVE_ARPACK |
e6497be3f3d6
Skip tests if ARPACK is missing.
Ben Abbott <bpabbott@mac.com>
parents:
8420
diff
changeset
|
908 %! assert (abs(eigs(A,k,4.1)), abs(eigs(A,speye(n),k,4.1)), 1e-12); |
e6497be3f3d6
Skip tests if ARPACK is missing.
Ben Abbott <bpabbott@mac.com>
parents:
8420
diff
changeset
|
909 %!testif HAVE_ARPACK |
e6497be3f3d6
Skip tests if ARPACK is missing.
Ben Abbott <bpabbott@mac.com>
parents:
8420
diff
changeset
|
910 %! assert (sort(imag(eigs(A,k,4.1))), sort(imag(eigs(A,speye(n),k,4.1))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
911 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
912 %! fn = @(x) A * x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
913 %! opts.issym = 0; opts.isreal = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
914 %! d1 = eigs (fn, n, k, 'lm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
915 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
916 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
917 %! fn = @(x) A \ x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
918 %! opts.issym = 0; opts.isreal = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
919 %! d1 = eigs (fn, n, k, 'sm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
920 %! assert (abs(d1), d0(1:k), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
921 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
922 %! fn = @(x) (A - 4.1 * eye(n)) \ x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
923 %! opts.issym = 0; opts.isreal = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
924 %! d1 = eigs (fn, n, k, 4.1, opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
925 %! assert (abs(d1), eigs(A,k,4.1), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
926 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
927 %! [v1,d1] = eigs(A, k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
928 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
929 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
930 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
931 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
932 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
933 %! [v1,d1] = eigs(A, k, 'sm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
934 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
935 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
936 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
937 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
938 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
939 %! [v1,d1] = eigs(A, k, 'lr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
940 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
941 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
942 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
943 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
944 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
945 %! [v1,d1] = eigs(A, k, 'sr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
946 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
947 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
948 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
949 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
950 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
951 %! [v1,d1] = eigs(A, k, 'li'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
952 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
953 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
954 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
955 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
956 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
957 %! [v1,d1] = eigs(A, k, 'si'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
958 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
959 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
960 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
961 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
962 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
963 */ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
964 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
965 /* |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
966 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
967 %% Complex hermitian tests |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
968 %!shared n, k, A, d0 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
969 %! n = 20; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
970 %! k = 4; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
971 %! A = sparse([3:n,1:n,1:(n-2)],[1:(n-2),1:n,3:n],[1i*ones(1,n-2),4*ones(1,n),-1i*ones(1,n-2)]); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
972 %! d0 = eig (A); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
973 %! [dum, idx] = sort(abs(d0)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
974 %! d0 = d0(idx); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
975 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
976 %! d1 = eigs (A, k); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
977 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
978 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
979 %! d1 = eigs (A,k+1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
980 %! assert (abs(d1), abs(d0(end:-1:(end-k))),1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
981 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
982 %! d1 = eigs (A, k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
983 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
984 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
985 %! d1 = eigs (A, k, 'sm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
986 %! assert (abs(d1), abs(d0(1:k)), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
987 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
988 %! d1 = eigs (A, k, 'lr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
989 %! [dum, idx] = sort (real(abs(d0))); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
990 %! d2 = d0(idx); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
991 %! assert (real(d1), real(d2(end:-1:(end-k+1))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
992 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
993 %! d1 = eigs (A, k, 'sr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
994 %! [dum, idx] = sort (real(abs(d0))); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
995 %! d2 = d0(idx); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
996 %! assert (real(d1), real(d2(1:k)), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
997 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
998 %! d1 = eigs (A, k, 'li'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
999 %! [dum, idx] = sort (imag(abs(d0))); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1000 %! d2 = d0(idx); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1001 %! assert (sort(imag(d1)), sort(imag(d2(end:-1:(end-k+1)))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1002 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1003 %! d1 = eigs (A, k, 'si'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1004 %! [dum, idx] = sort (imag(abs(d0))); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1005 %! d2 = d0(idx); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1006 %! assert (sort(imag(d1)), sort(imag(d2(1:k))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1007 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1008 %! d1 = eigs (A, k, 4.1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1009 %! [dum,idx0] = sort (abs(d0 - 4.1)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1010 %! [dum,idx1] = sort (abs(d1 - 4.1)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1011 %! assert (abs(d1(idx1)), abs(d0(idx0(1:k))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1012 %! assert (sort(imag(d1(idx1))), sort(imag(d0(idx0(1:k)))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1013 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1014 %! d1 = eigs(A, speye(n), k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1015 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1016 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1017 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1018 %! d1 = eigs(A, speye(n), k, 'lm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1019 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1020 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1021 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1022 %! q = [2:n,1]; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1023 %! opts.permB=q; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1024 %! d1 = eigs(A, speye(n)(q,q), k, 'lm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1025 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1026 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1027 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1028 %! d1 = eigs(A, speye(n), k, 4.1, opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1029 %! assert (abs(abs(d1)), abs(eigs(A,k,4.1)), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1030 %! assert (sort(imag(abs(d1))), sort(imag(eigs(A,k,4.1))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1031 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1032 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1033 %! q = [2:n,1]; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1034 %! opts.permB=q; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1035 %! d1 = eigs(A, speye(n)(q,q), k, 4.1, opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1036 %! assert (abs(abs(d1)), abs(eigs(A,k,4.1)), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1037 %! assert (sort(imag(abs(d1))), sort(imag(eigs(A,k,4.1))), 1e-12); |
8585
e6497be3f3d6
Skip tests if ARPACK is missing.
Ben Abbott <bpabbott@mac.com>
parents:
8420
diff
changeset
|
1038 %!testif HAVE_ARPACK |
e6497be3f3d6
Skip tests if ARPACK is missing.
Ben Abbott <bpabbott@mac.com>
parents:
8420
diff
changeset
|
1039 %! assert (abs(eigs(A,k,4.1)), abs(eigs(A,speye(n),k,4.1)), 1e-12); |
e6497be3f3d6
Skip tests if ARPACK is missing.
Ben Abbott <bpabbott@mac.com>
parents:
8420
diff
changeset
|
1040 %!testif HAVE_ARPACK |
e6497be3f3d6
Skip tests if ARPACK is missing.
Ben Abbott <bpabbott@mac.com>
parents:
8420
diff
changeset
|
1041 %! assert (sort(imag(eigs(A,k,4.1))), sort(imag(eigs(A,speye(n),k,4.1))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1042 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1043 %! fn = @(x) A * x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1044 %! opts.issym = 0; opts.isreal = 0; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1045 %! d1 = eigs (fn, n, k, 'lm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1046 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1047 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1048 %! fn = @(x) A \ x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1049 %! opts.issym = 0; opts.isreal = 0; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1050 %! d1 = eigs (fn, n, k, 'sm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1051 %! assert (abs(d1), d0(1:k), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1052 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1053 %! fn = @(x) (A - 4.1 * eye(n)) \ x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1054 %! opts.issym = 0; opts.isreal = 0; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1055 %! d1 = eigs (fn, n, k, 4.1, opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1056 %! assert (abs(d1), eigs(A,k,4.1), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1057 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1058 %! [v1,d1] = eigs(A, k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1059 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1060 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1061 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1062 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1063 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1064 %! [v1,d1] = eigs(A, k, 'sm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1065 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1066 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1067 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1068 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1069 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1070 %! [v1,d1] = eigs(A, k, 'lr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1071 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1072 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1073 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1074 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1075 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1076 %! [v1,d1] = eigs(A, k, 'sr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1077 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1078 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1079 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1080 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1081 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1082 %! [v1,d1] = eigs(A, k, 'li'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1083 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1084 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1085 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1086 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1087 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1088 %! [v1,d1] = eigs(A, k, 'si'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1089 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1090 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1091 %! assert(max(abs((A - d1(i)*speye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1092 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1093 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1094 */ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1095 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1096 /* #### FULL MATRIX VERSIONS #### */ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1097 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1098 /* |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1099 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1100 %% Real positive definite tests, n must be even |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1101 %!shared n, k, A, d0, d2 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1102 %! n = 20; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1103 %! k = 4; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1104 %! A = full(sparse([3:n,1:n,1:(n-2)],[1:(n-2),1:n,3:n],[ones(1,n-2),4*ones(1,n),ones(1,n-2)])); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1105 %! d0 = eig (A); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1106 %! d2 = sort(d0); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1107 %! [dum, idx] = sort( abs(d0)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1108 %! d0 = d0(idx); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1109 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1110 %! d1 = eigs (A, k); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1111 %! assert (d1, d0(end:-1:(end-k+1)), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1112 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1113 %! d1 = eigs (A,k+1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1114 %! assert (d1, d0(end:-1:(end-k)),1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1115 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1116 %! d1 = eigs (A, k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1117 %! assert (d1, d0(end:-1:(end-k+1)), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1118 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1119 %! d1 = eigs (A, k, 'sm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1120 %! assert (d1, d0(k:-1:1), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1121 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1122 %! d1 = eigs (A, k, 'la'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1123 %! assert (d1, d2(end:-1:(end-k+1)), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1124 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1125 %! d1 = eigs (A, k, 'sa'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1126 %! assert (d1, d2(1:k), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1127 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1128 %! d1 = eigs (A, k, 'be'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1129 %! assert (d1, d2([1:floor(k/2), (end - ceil(k/2) + 1):end]), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1130 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1131 %! d1 = eigs (A, k+1, 'be'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1132 %! assert (d1, d2([1:floor((k+1)/2), (end - ceil((k+1)/2) + 1):end]), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1133 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1134 %! d1 = eigs (A, k, 4.1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1135 %! [dum,idx0] = sort (abs(d0 - 4.1)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1136 %! [dum,idx1] = sort (abs(d1 - 4.1)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1137 %! assert (d1(idx1), d0(idx0(1:k)), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1138 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1139 %! d1 = eigs(A, eye(n), k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1140 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
8585
e6497be3f3d6
Skip tests if ARPACK is missing.
Ben Abbott <bpabbott@mac.com>
parents:
8420
diff
changeset
|
1141 %!testif HAVE_ARPACK |
e6497be3f3d6
Skip tests if ARPACK is missing.
Ben Abbott <bpabbott@mac.com>
parents:
8420
diff
changeset
|
1142 %! assert (eigs(A,k,4.1), eigs(A,eye(n),k,4.1), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1143 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1144 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1145 %! d1 = eigs(A, eye(n), k, 'lm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1146 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1147 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1148 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1149 %! q = [2:n,1]; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1150 %! opts.permB=q; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1151 %! d1 = eigs(A, eye(n)(q,q), k, 'lm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1152 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1153 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1154 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1155 %! d1 = eigs(A, eye(n), k, 4.1, opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1156 %! assert (abs(d1), eigs(A,k,4.1), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1157 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1158 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1159 %! q = [2:n,1]; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1160 %! opts.permB=q; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1161 %! d1 = eigs(A, eye(n)(q,q), k, 4.1, opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1162 %! assert (abs(d1), eigs(A,k,4.1), 1e-12); |
8585
e6497be3f3d6
Skip tests if ARPACK is missing.
Ben Abbott <bpabbott@mac.com>
parents:
8420
diff
changeset
|
1163 %!testif HAVE_ARPACK |
e6497be3f3d6
Skip tests if ARPACK is missing.
Ben Abbott <bpabbott@mac.com>
parents:
8420
diff
changeset
|
1164 %! assert (eigs(A,k,4.1), eigs(A,eye(n),k,4.1), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1165 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1166 %! fn = @(x) A * x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1167 %! opts.issym = 1; opts.isreal = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1168 %! d1 = eigs (fn, n, k, 'lm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1169 %! assert (d1, d0(end:-1:(end-k+1)), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1170 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1171 %! fn = @(x) A \ x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1172 %! opts.issym = 1; opts.isreal = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1173 %! d1 = eigs (fn, n, k, 'sm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1174 %! assert (d1, d0(k:-1:1), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1175 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1176 %! fn = @(x) (A - 4.1 * eye(n)) \ x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1177 %! opts.issym = 1; opts.isreal = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1178 %! d1 = eigs (fn, n, k, 4.1, opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1179 %! assert (d1, eigs(A,k,4.1), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1180 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1181 %! [v1,d1] = eigs(A, k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1182 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1183 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1184 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1185 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1186 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1187 %! [v1,d1] = eigs(A, k, 'sm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1188 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1189 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1190 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1191 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1192 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1193 %! [v1,d1] = eigs(A, k, 'la'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1194 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1195 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1196 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1197 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1198 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1199 %! [v1,d1] = eigs(A, k, 'sa'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1200 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1201 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1202 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1203 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1204 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1205 %! [v1,d1] = eigs(A, k, 'be'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1206 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1207 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1208 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1209 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1210 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1211 */ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1212 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1213 /* |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1214 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1215 %% Real unsymmetric tests |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1216 %!shared n, k, A, d0 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1217 %! n = 20; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1218 %! k = 4; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1219 %! A = full(sparse([3:n,1:n,1:(n-2)],[1:(n-2),1:n,3:n],[ones(1,n-2),1:n,-ones(1,n-2)])); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1220 %! d0 = eig (A); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1221 %! [dum, idx] = sort(abs(d0)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1222 %! d0 = d0(idx); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1223 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1224 %! d1 = eigs (A, k); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1225 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1226 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1227 %! d1 = eigs (A,k+1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1228 %! assert (abs(d1), abs(d0(end:-1:(end-k))),1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1229 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1230 %! d1 = eigs (A, k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1231 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1232 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1233 %! d1 = eigs (A, k, 'sm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1234 %! assert (abs(d1), abs(d0(1:k)), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1235 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1236 %! d1 = eigs (A, k, 'lr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1237 %! [dum, idx] = sort (real(d0)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1238 %! d2 = d0(idx); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1239 %! assert (real(d1), real(d2(end:-1:(end-k+1))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1240 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1241 %! d1 = eigs (A, k, 'sr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1242 %! [dum, idx] = sort (real(abs(d0))); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1243 %! d2 = d0(idx); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1244 %! assert (real(d1), real(d2(1:k)), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1245 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1246 %! d1 = eigs (A, k, 'li'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1247 %! [dum, idx] = sort (imag(abs(d0))); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1248 %! d2 = d0(idx); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1249 %! assert (sort(imag(d1)), sort(imag(d2(end:-1:(end-k+1)))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1250 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1251 %! d1 = eigs (A, k, 'si'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1252 %! [dum, idx] = sort (imag(abs(d0))); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1253 %! d2 = d0(idx); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1254 %! assert (sort(imag(d1)), sort(imag(d2(1:k))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1255 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1256 %! d1 = eigs (A, k, 4.1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1257 %! [dum,idx0] = sort (abs(d0 - 4.1)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1258 %! [dum,idx1] = sort (abs(d1 - 4.1)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1259 %! assert (abs(d1(idx1)), abs(d0(idx0(1:k))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1260 %! assert (sort(imag(d1(idx1))), sort(imag(d0(idx0(1:k)))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1261 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1262 %! d1 = eigs(A, eye(n), k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1263 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1264 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1265 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1266 %! d1 = eigs(A, eye(n), k, 'lm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1267 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1268 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1269 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1270 %! q = [2:n,1]; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1271 %! opts.permB=q; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1272 %! d1 = eigs(A, eye(n)(q,q), k, 'lm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1273 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1274 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1275 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1276 %! d1 = eigs(A, eye(n), k, 4.1, opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1277 %! assert (abs(d1), eigs(A,k,4.1), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1278 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1279 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1280 %! q = [2:n,1]; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1281 %! opts.permB=q; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1282 %! d1 = eigs(A, eye(n)(q,q), k, 4.1, opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1283 %! assert (abs(d1), eigs(A,k,4.1), 1e-12); |
8585
e6497be3f3d6
Skip tests if ARPACK is missing.
Ben Abbott <bpabbott@mac.com>
parents:
8420
diff
changeset
|
1284 %!testif HAVE_ARPACK |
e6497be3f3d6
Skip tests if ARPACK is missing.
Ben Abbott <bpabbott@mac.com>
parents:
8420
diff
changeset
|
1285 %! assert (abs(eigs(A,k,4.1)), abs(eigs(A,eye(n),k,4.1)), 1e-12); |
e6497be3f3d6
Skip tests if ARPACK is missing.
Ben Abbott <bpabbott@mac.com>
parents:
8420
diff
changeset
|
1286 %!testif HAVE_ARPACK |
e6497be3f3d6
Skip tests if ARPACK is missing.
Ben Abbott <bpabbott@mac.com>
parents:
8420
diff
changeset
|
1287 %! assert (sort(imag(eigs(A,k,4.1))), sort(imag(eigs(A,eye(n),k,4.1))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1288 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1289 %! fn = @(x) A * x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1290 %! opts.issym = 0; opts.isreal = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1291 %! d1 = eigs (fn, n, k, 'lm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1292 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1293 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1294 %! fn = @(x) A \ x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1295 %! opts.issym = 0; opts.isreal = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1296 %! d1 = eigs (fn, n, k, 'sm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1297 %! assert (abs(d1), d0(1:k), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1298 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1299 %! fn = @(x) (A - 4.1 * eye(n)) \ x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1300 %! opts.issym = 0; opts.isreal = 1; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1301 %! d1 = eigs (fn, n, k, 4.1, opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1302 %! assert (abs(d1), eigs(A,k,4.1), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1303 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1304 %! [v1,d1] = eigs(A, k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1305 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1306 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1307 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1308 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1309 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1310 %! [v1,d1] = eigs(A, k, 'sm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1311 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1312 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1313 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1314 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1315 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1316 %! [v1,d1] = eigs(A, k, 'lr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1317 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1318 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1319 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1320 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1321 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1322 %! [v1,d1] = eigs(A, k, 'sr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1323 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1324 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1325 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1326 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1327 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1328 %! [v1,d1] = eigs(A, k, 'li'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1329 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1330 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1331 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1332 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1333 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1334 %! [v1,d1] = eigs(A, k, 'si'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1335 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1336 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1337 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1338 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1339 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1340 */ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1341 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1342 /* |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1343 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1344 %% Complex hermitian tests |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1345 %!shared n, k, A, d0 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1346 %! n = 20; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1347 %! k = 4; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1348 %! A = full(sparse([3:n,1:n,1:(n-2)],[1:(n-2),1:n,3:n],[1i*ones(1,n-2),4*ones(1,n),-1i*ones(1,n-2)])); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1349 %! d0 = eig (A); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1350 %! [dum, idx] = sort(abs(d0)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1351 %! d0 = d0(idx); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1352 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1353 %! d1 = eigs (A, k); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1354 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1355 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1356 %! d1 = eigs (A,k+1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1357 %! assert (abs(d1), abs(d0(end:-1:(end-k))),1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1358 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1359 %! d1 = eigs (A, k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1360 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1361 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1362 %! d1 = eigs (A, k, 'sm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1363 %! assert (abs(d1), abs(d0(1:k)), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1364 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1365 %! d1 = eigs (A, k, 'lr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1366 %! [dum, idx] = sort (real(abs(d0))); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1367 %! d2 = d0(idx); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1368 %! assert (real(d1), real(d2(end:-1:(end-k+1))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1369 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1370 %! d1 = eigs (A, k, 'sr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1371 %! [dum, idx] = sort (real(abs(d0))); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1372 %! d2 = d0(idx); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1373 %! assert (real(d1), real(d2(1:k)), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1374 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1375 %! d1 = eigs (A, k, 'li'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1376 %! [dum, idx] = sort (imag(abs(d0))); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1377 %! d2 = d0(idx); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1378 %! assert (sort(imag(d1)), sort(imag(d2(end:-1:(end-k+1)))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1379 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1380 %! d1 = eigs (A, k, 'si'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1381 %! [dum, idx] = sort (imag(abs(d0))); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1382 %! d2 = d0(idx); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1383 %! assert (sort(imag(d1)), sort(imag(d2(1:k))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1384 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1385 %! d1 = eigs (A, k, 4.1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1386 %! [dum,idx0] = sort (abs(d0 - 4.1)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1387 %! [dum,idx1] = sort (abs(d1 - 4.1)); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1388 %! assert (abs(d1(idx1)), abs(d0(idx0(1:k))), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1389 %! assert (sort(imag(d1(idx1))), sort(imag(d0(idx0(1:k)))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1390 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1391 %! d1 = eigs(A, eye(n), k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1392 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1393 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1394 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1395 %! d1 = eigs(A, eye(n), k, 'lm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1396 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1397 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1398 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1399 %! q = [2:n,1]; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1400 %! opts.permB=q; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1401 %! d1 = eigs(A, eye(n)(q,q), k, 'lm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1402 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1403 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1404 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1405 %! d1 = eigs(A, eye(n), k, 4.1, opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1406 %! assert (abs(abs(d1)), abs(eigs(A,k,4.1)), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1407 %! assert (sort(imag(abs(d1))), sort(imag(eigs(A,k,4.1))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1408 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1409 %! opts.cholB=true; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1410 %! q = [2:n,1]; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1411 %! opts.permB=q; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1412 %! d1 = eigs(A, eye(n)(q,q), k, 4.1, opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1413 %! assert (abs(abs(d1)), abs(eigs(A,k,4.1)), 1e-12); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1414 %! assert (sort(imag(abs(d1))), sort(imag(eigs(A,k,4.1))), 1e-12); |
8585
e6497be3f3d6
Skip tests if ARPACK is missing.
Ben Abbott <bpabbott@mac.com>
parents:
8420
diff
changeset
|
1415 %!testif HAVE_ARPACK |
e6497be3f3d6
Skip tests if ARPACK is missing.
Ben Abbott <bpabbott@mac.com>
parents:
8420
diff
changeset
|
1416 %! assert (abs(eigs(A,k,4.1)), abs(eigs(A,eye(n),k,4.1)), 1e-12); |
e6497be3f3d6
Skip tests if ARPACK is missing.
Ben Abbott <bpabbott@mac.com>
parents:
8420
diff
changeset
|
1417 %!testif HAVE_ARPACK |
e6497be3f3d6
Skip tests if ARPACK is missing.
Ben Abbott <bpabbott@mac.com>
parents:
8420
diff
changeset
|
1418 %! assert (sort(imag(eigs(A,k,4.1))), sort(imag(eigs(A,eye(n),k,4.1))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1419 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1420 %! fn = @(x) A * x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1421 %! opts.issym = 0; opts.isreal = 0; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1422 %! d1 = eigs (fn, n, k, 'lm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1423 %! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1424 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1425 %! fn = @(x) A \ x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1426 %! opts.issym = 0; opts.isreal = 0; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1427 %! d1 = eigs (fn, n, k, 'sm', opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1428 %! assert (abs(d1), d0(1:k), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1429 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1430 %! fn = @(x) (A - 4.1 * eye(n)) \ x; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1431 %! opts.issym = 0; opts.isreal = 0; |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1432 %! d1 = eigs (fn, n, k, 4.1, opts); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1433 %! assert (abs(d1), eigs(A,k,4.1), 1e-12); |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1434 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1435 %! [v1,d1] = eigs(A, k, 'lm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1436 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1437 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1438 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1439 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1440 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1441 %! [v1,d1] = eigs(A, k, 'sm'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1442 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1443 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1444 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1445 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1446 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1447 %! [v1,d1] = eigs(A, k, 'lr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1448 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1449 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1450 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1451 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1452 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1453 %! [v1,d1] = eigs(A, k, 'sr'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1454 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1455 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1456 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1457 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1458 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1459 %! [v1,d1] = eigs(A, k, 'li'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1460 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1461 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1462 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1463 %! endfor |
8420
9038f311c1a8
eigs.cc: skip tests if ARPACK is missing
John W. Eaton <jwe@octave.org>
parents:
8417
diff
changeset
|
1464 %!testif HAVE_ARPACK |
8417
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1465 %! [v1,d1] = eigs(A, k, 'si'); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1466 %! d1 = diag(d1); |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1467 %! for i=1:k |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1468 %! assert(max(abs((A - d1(i)*eye(n))*v1(:,i))),0.,1e-12) |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1469 %! endfor |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1470 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1471 */ |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1472 |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1473 /* |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1474 ;;; Local Variables: *** |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1475 ;;; mode: C++ *** |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1476 ;;; End: *** |
654bcfb937bf
Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1477 */ |