annotate src/DLD-FUNCTIONS/eigs.cc @ 8585:e6497be3f3d6

Skip tests if ARPACK is missing.
author Ben Abbott <bpabbott@mac.com>
date Sat, 24 Jan 2009 12:09:25 -0500
parents 9038f311c1a8
children e4f89f4a7cf8
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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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diff changeset
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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diff changeset
307 This function is based on the @sc{Arpack} package, written by R Lehoucq,\n\
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
308 K Maschhoff, D Sorensen and C Yang. For more information see\n\
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
309 @url{http://www.caam.rice.edu/software/ARPACK/}.\n\
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
310 \n\
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
311 @end deftypefn\n\
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
312 @seealso{eig, svds}")
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
313 {
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
314 octave_value_list retval;
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
315 #ifdef HAVE_ARPACK
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
316 int nargin = args.length ();
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
317 std::string fcn_name;
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
318 octave_idx_type n = 0;
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
319 octave_idx_type k = 6;
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
320 Complex sigma = 0.;
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
321 double sigmar, sigmai;
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
322 bool have_sigma = false;
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
323 std::string typ = "LM";
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
324 Matrix amm, bmm, bmt;
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
325 ComplexMatrix acm, bcm, bct;
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
326 SparseMatrix asmm, bsmm, bsmt;
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
327 SparseComplexMatrix ascm, bscm, bsct;
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
328 int b_arg = 0;
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
329 bool have_b = false;
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
330 bool have_a_fun = false;
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
331 bool a_is_complex = false;
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
332 bool b_is_complex = false;
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
333 bool symmetric = false;
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
334 bool cholB = false;
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
335 bool a_is_sparse = false;
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
336 ColumnVector permB;
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
337 int arg_offset = 0;
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
338 double tol = DBL_EPSILON;
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
339 int maxit = 300;
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
340 int disp = 0;
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
341 octave_idx_type p = -1;
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
342 ColumnVector resid;
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
343 ComplexColumnVector cresid;
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
344 octave_idx_type info = 1;
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
345 char bmat = 'I';
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
346
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
347 warned_imaginary = false;
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
348
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
349 unwind_protect::begin_frame ("Feigs");
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
350
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
351 unwind_protect_int (call_depth);
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
352 call_depth++;
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
353
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
354 if (call_depth > 1)
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
355 {
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
356 error ("eigs: invalid recursive call");
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
357 if (fcn_name.length())
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
358 clear_function (fcn_name);
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
359 unwind_protect::run_frame ("Feigs");
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
360 return retval;
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
361 }
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
362
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
363 if (nargin == 0)
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
364 print_usage ();
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
365 else if (args(0).is_function_handle () || args(0).is_inline_function () ||
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
366 args(0).is_string ())
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
367 {
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
368 if (args(0).is_string ())
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
369 {
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
370 std::string name = args(0).string_value ();
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
371 std::string fname = "function y = ";
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
372 fcn_name = unique_symbol_name ("__eigs_fcn_");
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
373 fname.append (fcn_name);
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
374 fname.append ("(x) y = ");
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
375 eigs_fcn = extract_function (args(0), "eigs", fcn_name, fname,
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
376 "; endfunction");
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
377 }
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
378 else
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
379 eigs_fcn = args(0).function_value ();
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
380
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
381 if (!eigs_fcn)
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
382 error ("eigs: unknown function");
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
383
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
384 if (nargin < 2)
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
385 error ("eigs: incorrect number of arguments");
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
386 else
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
387 {
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
388 n = args(1).nint_value ();
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
389 arg_offset = 1;
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
390 have_a_fun = true;
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
391 }
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
392 }
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
393 else
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
394 {
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
395 if (args(0).is_complex_type ())
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
396 {
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
397 if (args(0).is_sparse_type ())
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
398 {
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
399 ascm = (args(0).sparse_complex_matrix_value());
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
400 a_is_sparse = true;
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
401 }
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
402 else
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
403 acm = (args(0).complex_matrix_value());
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
404 a_is_complex = true;
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
405 symmetric = false; // ARAPACK doesn't special case complex symmetric
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
406 }
654bcfb937bf Add the eigs and svds functions
David Bateman <dbateman@free.fr>
parents:
diff changeset
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 */