Mercurial > octave
annotate libinterp/corefcn/eig.cc @ 31605:e88a07dec498 stable
maint: Use macros to begin/end C++ namespaces.
* oct-conf-post-public.in.h: Define two macros (OCTAVE_BEGIN_NAMESPACE,
OCTAVE_END_NAMESPACE) that can be used to start/end a namespace.
* mk-opts.pl, build-env.h, build-env.in.cc, __betainc__.cc, __contourc__.cc,
__dsearchn__.cc, __eigs__.cc, __expint__.cc, __ftp__.cc, __gammainc__.cc,
__ichol__.cc, __ilu__.cc, __isprimelarge__.cc, __lin_interpn__.cc,
__magick_read__.cc, __pchip_deriv__.cc, __qp__.cc, amd.cc, auto-shlib.cc,
auto-shlib.h, balance.cc, base-text-renderer.cc, base-text-renderer.h,
besselj.cc, bitfcns.cc, bsxfun.cc, c-file-ptr-stream.cc, c-file-ptr-stream.h,
call-stack.cc, call-stack.h, ccolamd.cc, cellfun.cc, chol.cc, colamd.cc,
colloc.cc, conv2.cc, daspk.cc, dasrt.cc, dassl.cc, data.cc, data.h, debug.cc,
defaults.cc, defaults.h, defun-int.h, defun.cc, det.cc, dirfns.cc, display.cc,
display.h, dlmread.cc, dmperm.cc, dot.cc, dynamic-ld.cc, dynamic-ld.h, eig.cc,
ellipj.cc, environment.cc, environment.h, error.cc, error.h, errwarn.h,
event-manager.cc, event-manager.h, event-queue.cc, event-queue.h, fcn-info.cc,
fcn-info.h, fft.cc, fft2.cc, fftn.cc, file-io.cc, filter.cc, find.cc,
ft-text-renderer.cc, ft-text-renderer.h, gcd.cc, getgrent.cc, getpwent.cc,
getrusage.cc, givens.cc, gl-render.cc, gl-render.h, gl2ps-print.cc,
gl2ps-print.h, graphics-toolkit.cc, graphics-toolkit.h, graphics.cc,
graphics.in.h, gsvd.cc, gtk-manager.cc, gtk-manager.h, hash.cc, help.cc,
help.h, hess.cc, hex2num.cc, hook-fcn.cc, hook-fcn.h, input.cc, input.h,
interpreter-private.cc, interpreter-private.h, interpreter.cc, interpreter.h,
inv.cc, jsondecode.cc, jsonencode.cc, kron.cc, latex-text-renderer.cc,
latex-text-renderer.h, load-path.cc, load-path.h, load-save.cc, load-save.h,
lookup.cc, ls-ascii-helper.cc, ls-ascii-helper.h, ls-oct-text.cc, ls-utils.cc,
ls-utils.h, lsode.cc, lu.cc, mappers.cc, matrix_type.cc, max.cc, mex-private.h,
mex.cc, mgorth.cc, nproc.cc, oct-fstrm.cc, oct-fstrm.h, oct-hdf5-types.cc,
oct-hdf5-types.h, oct-hist.cc, oct-hist.h, oct-iostrm.cc, oct-iostrm.h,
oct-opengl.h, oct-prcstrm.cc, oct-prcstrm.h, oct-procbuf.cc, oct-procbuf.h,
oct-process.cc, oct-process.h, oct-stdstrm.h, oct-stream.cc, oct-stream.h,
oct-strstrm.cc, oct-strstrm.h, oct-tex-lexer.in.ll, oct-tex-parser.yy,
ordqz.cc, ordschur.cc, pager.cc, pager.h, pinv.cc, pow2.cc, pr-flt-fmt.cc,
pr-output.cc, procstream.cc, procstream.h, psi.cc, qr.cc, quad.cc, quadcc.cc,
qz.cc, rand.cc, rcond.cc, regexp.cc, schur.cc, settings.cc, settings.h,
sighandlers.cc, sighandlers.h, sparse-xdiv.cc, sparse-xdiv.h, sparse-xpow.cc,
sparse-xpow.h, sparse.cc, spparms.cc, sqrtm.cc, stack-frame.cc, stack-frame.h,
stream-euler.cc, strfind.cc, strfns.cc, sub2ind.cc, svd.cc, sylvester.cc,
symbfact.cc, syminfo.cc, syminfo.h, symrcm.cc, symrec.cc, symrec.h,
symscope.cc, symscope.h, symtab.cc, symtab.h, syscalls.cc, sysdep.cc, sysdep.h,
text-engine.cc, text-engine.h, text-renderer.cc, text-renderer.h, time.cc,
toplev.cc, tril.cc, tsearch.cc, typecast.cc, url-handle-manager.cc,
url-handle-manager.h, urlwrite.cc, utils.cc, utils.h, variables.cc,
variables.h, xdiv.cc, xdiv.h, xnorm.cc, xnorm.h, xpow.cc, xpow.h,
__delaunayn__.cc, __fltk_uigetfile__.cc, __glpk__.cc, __init_fltk__.cc,
__init_gnuplot__.cc, __ode15__.cc, __voronoi__.cc, audiodevinfo.cc,
audioread.cc, convhulln.cc, fftw.cc, gzip.cc, mk-build-env-features.sh,
mk-builtins.pl, cdef-class.cc, cdef-class.h, cdef-fwd.h, cdef-manager.cc,
cdef-manager.h, cdef-method.cc, cdef-method.h, cdef-object.cc, cdef-object.h,
cdef-package.cc, cdef-package.h, cdef-property.cc, cdef-property.h,
cdef-utils.cc, cdef-utils.h, ov-base.cc, ov-base.h, ov-bool-mat.cc,
ov-builtin.h, ov-cell.cc, ov-class.cc, ov-class.h, ov-classdef.cc,
ov-classdef.h, ov-complex.cc, ov-fcn-handle.cc, ov-fcn-handle.h, ov-fcn.h,
ov-java.cc, ov-java.h, ov-mex-fcn.h, ov-null-mat.cc, ov-oncleanup.cc,
ov-struct.cc, ov-typeinfo.cc, ov-typeinfo.h, ov-usr-fcn.cc, ov-usr-fcn.h,
ov.cc, ov.h, octave.cc, octave.h, mk-ops.sh, op-b-b.cc, op-b-bm.cc,
op-b-sbm.cc, op-bm-b.cc, op-bm-bm.cc, op-bm-sbm.cc, op-cdm-cdm.cc, op-cell.cc,
op-chm.cc, op-class.cc, op-cm-cm.cc, op-cm-cs.cc, op-cm-m.cc, op-cm-s.cc,
op-cm-scm.cc, op-cm-sm.cc, op-cs-cm.cc, op-cs-cs.cc, op-cs-m.cc, op-cs-s.cc,
op-cs-scm.cc, op-cs-sm.cc, op-dm-dm.cc, op-dm-scm.cc, op-dm-sm.cc,
op-dm-template.cc, op-dms-template.cc, op-fcdm-fcdm.cc, op-fcm-fcm.cc,
op-fcm-fcs.cc, op-fcm-fm.cc, op-fcm-fs.cc, op-fcn.cc, op-fcs-fcm.cc,
op-fcs-fcs.cc, op-fcs-fm.cc, op-fcs-fs.cc, op-fdm-fdm.cc, op-fm-fcm.cc,
op-fm-fcs.cc, op-fm-fm.cc, op-fm-fs.cc, op-fs-fcm.cc, op-fs-fcs.cc,
op-fs-fm.cc, op-fs-fs.cc, op-i16-i16.cc, op-i32-i32.cc, op-i64-i64.cc,
op-i8-i8.cc, op-int-concat.cc, op-m-cm.cc, op-m-cs.cc, op-m-m.cc, op-m-s.cc,
op-m-scm.cc, op-m-sm.cc, op-mi.cc, op-pm-pm.cc, op-pm-scm.cc, op-pm-sm.cc,
op-pm-template.cc, op-range.cc, op-s-cm.cc, op-s-cs.cc, op-s-m.cc, op-s-s.cc,
op-s-scm.cc, op-s-sm.cc, op-sbm-b.cc, op-sbm-bm.cc, op-sbm-sbm.cc,
op-scm-cm.cc, op-scm-cs.cc, op-scm-m.cc, op-scm-s.cc, op-scm-scm.cc,
op-scm-sm.cc, op-sm-cm.cc, op-sm-cs.cc, op-sm-m.cc, op-sm-s.cc, op-sm-scm.cc,
op-sm-sm.cc, op-str-m.cc, op-str-s.cc, op-str-str.cc, op-struct.cc,
op-ui16-ui16.cc, op-ui32-ui32.cc, op-ui64-ui64.cc, op-ui8-ui8.cc, ops.h,
anon-fcn-validator.cc, anon-fcn-validator.h, bp-table.cc, bp-table.h,
comment-list.cc, comment-list.h, filepos.h, lex.h, lex.ll, oct-lvalue.cc,
oct-lvalue.h, oct-parse.yy, parse.h, profiler.cc, profiler.h,
pt-anon-scopes.cc, pt-anon-scopes.h, pt-arg-list.cc, pt-arg-list.h,
pt-args-block.cc, pt-args-block.h, pt-array-list.cc, pt-array-list.h,
pt-assign.cc, pt-assign.h, pt-binop.cc, pt-binop.h, pt-bp.cc, pt-bp.h,
pt-cbinop.cc, pt-cbinop.h, pt-cell.cc, pt-cell.h, pt-check.cc, pt-check.h,
pt-classdef.cc, pt-classdef.h, pt-cmd.h, pt-colon.cc, pt-colon.h, pt-const.cc,
pt-const.h, pt-decl.cc, pt-decl.h, pt-eval.cc, pt-eval.h, pt-except.cc,
pt-except.h, pt-exp.cc, pt-exp.h, pt-fcn-handle.cc, pt-fcn-handle.h, pt-id.cc,
pt-id.h, pt-idx.cc, pt-idx.h, pt-jump.h, pt-loop.cc, pt-loop.h, pt-mat.cc,
pt-mat.h, pt-misc.cc, pt-misc.h, pt-pr-code.cc, pt-pr-code.h, pt-select.cc,
pt-select.h, pt-spmd.cc, pt-spmd.h, pt-stmt.cc, pt-stmt.h, pt-tm-const.cc,
pt-tm-const.h, pt-unop.cc, pt-unop.h, pt-vm-eval.cc, pt-walk.cc, pt-walk.h,
pt.cc, pt.h, token.cc, token.h, Range.cc, Range.h, idx-vector.cc, idx-vector.h,
range-fwd.h, CollocWt.cc, CollocWt.h, aepbalance.cc, aepbalance.h, chol.cc,
chol.h, gepbalance.cc, gepbalance.h, gsvd.cc, gsvd.h, hess.cc, hess.h,
lo-mappers.cc, lo-mappers.h, lo-specfun.cc, lo-specfun.h, lu.cc, lu.h,
oct-convn.cc, oct-convn.h, oct-fftw.cc, oct-fftw.h, oct-norm.cc, oct-norm.h,
oct-rand.cc, oct-rand.h, oct-spparms.cc, oct-spparms.h, qr.cc, qr.h, qrp.cc,
qrp.h, randgamma.cc, randgamma.h, randmtzig.cc, randmtzig.h, randpoisson.cc,
randpoisson.h, schur.cc, schur.h, sparse-chol.cc, sparse-chol.h, sparse-lu.cc,
sparse-lu.h, sparse-qr.cc, sparse-qr.h, svd.cc, svd.h, child-list.cc,
child-list.h, dir-ops.cc, dir-ops.h, file-ops.cc, file-ops.h, file-stat.cc,
file-stat.h, lo-sysdep.cc, lo-sysdep.h, lo-sysinfo.cc, lo-sysinfo.h,
mach-info.cc, mach-info.h, oct-env.cc, oct-env.h, oct-group.cc, oct-group.h,
oct-password.cc, oct-password.h, oct-syscalls.cc, oct-syscalls.h, oct-time.cc,
oct-time.h, oct-uname.cc, oct-uname.h, action-container.cc, action-container.h,
base-list.h, cmd-edit.cc, cmd-edit.h, cmd-hist.cc, cmd-hist.h, f77-fcn.h,
file-info.cc, file-info.h, lo-array-errwarn.cc, lo-array-errwarn.h, lo-hash.cc,
lo-hash.h, lo-ieee.h, lo-regexp.cc, lo-regexp.h, lo-utils.cc, lo-utils.h,
oct-base64.cc, oct-base64.h, oct-glob.cc, oct-glob.h, oct-inttypes.h,
oct-mutex.cc, oct-mutex.h, oct-refcount.h, oct-shlib.cc, oct-shlib.h,
oct-sparse.cc, oct-sparse.h, oct-string.h, octave-preserve-stream-state.h,
pathsearch.cc, pathsearch.h, quit.cc, quit.h, unwind-prot.cc, unwind-prot.h,
url-transfer.cc, url-transfer.h : Use new macros to begin/end C++ namespaces.
author | Rik <rik@octave.org> |
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date | Thu, 01 Dec 2022 14:23:45 -0800 |
parents | 796f54d4ddbf |
children | 597f3ee61a48 |
rev | line source |
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1 //////////////////////////////////////////////////////////////////////// |
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2 // |
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3 // Copyright (C) 1996-2022 The Octave Project Developers |
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4 // |
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5 // See the file COPYRIGHT.md in the top-level directory of this |
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6 // distribution or <https://octave.org/copyright/>. |
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7 // |
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8 // This file is part of Octave. |
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9 // |
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10 // Octave is free software: you can redistribute it and/or modify it |
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11 // under the terms of the GNU General Public License as published by |
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12 // the Free Software Foundation, either version 3 of the License, or |
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13 // (at your option) any later version. |
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14 // |
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15 // Octave is distributed in the hope that it will be useful, but |
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16 // WITHOUT ANY WARRANTY; without even the implied warranty of |
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17 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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18 // GNU General Public License for more details. |
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19 // |
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20 // You should have received a copy of the GNU General Public License |
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21 // along with Octave; see the file COPYING. If not, see |
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22 // <https://www.gnu.org/licenses/>. |
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23 // |
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24 //////////////////////////////////////////////////////////////////////// |
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26 #if defined (HAVE_CONFIG_H) |
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27 # include "config.h" |
2928 | 28 #endif |
29 | |
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30 #include "defun.h" |
2928 | 31 #include "error.h" |
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32 #include "errwarn.h" |
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33 #include "ovl.h" |
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34 |
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35 #include "EIG.h" |
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36 #include "fEIG.h" |
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37 #include "oct-string.h" |
2928 | 38 |
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39 OCTAVE_BEGIN_NAMESPACE(octave) |
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40 |
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41 DEFUN (eig, args, nargout, |
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42 doc: /* -*- texinfo -*- |
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43 @deftypefn {} {@var{lambda} =} eig (@var{A}) |
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44 @deftypefnx {} {@var{lambda} =} eig (@var{A}, @var{B}) |
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45 @deftypefnx {} {[@var{V}, @var{lambda}] =} eig (@var{A}) |
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46 @deftypefnx {} {[@var{V}, @var{lambda}] =} eig (@var{A}, @var{B}) |
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47 @deftypefnx {} {[@var{V}, @var{lambda}, @var{W}] =} eig (@var{A}) |
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48 @deftypefnx {} {[@var{V}, @var{lambda}, @var{W}] =} eig (@var{A}, @var{B}) |
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49 @deftypefnx {} {[@dots{}] =} eig (@var{A}, @var{balanceOption}) |
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50 @deftypefnx {} {[@dots{}] =} eig (@var{A}, @var{B}, @var{algorithm}) |
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51 @deftypefnx {} {[@dots{}] =} eig (@dots{}, @var{eigvalOption}) |
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52 Compute the eigenvalues (@var{lambda}) and optionally the right eigenvectors |
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53 (@var{V}) and the left eigenvectors (@var{W}) of a matrix or pair of matrices. |
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54 |
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55 The flag @var{balanceOption} can be one of: |
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56 |
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57 @table @asis |
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58 @item @qcode{"balance"} (default) |
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59 Preliminary balancing is on. |
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60 |
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61 @item @qcode{"nobalance"} |
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62 Disables preliminary balancing. |
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63 @end table |
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64 |
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65 The flag @var{eigvalOption} can be one of: |
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66 |
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67 @table @asis |
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68 @item @qcode{"matrix"} |
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69 Return the eigenvalues in a diagonal matrix. (default if 2 or 3 outputs |
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70 are requested) |
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71 |
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72 @item @qcode{"vector"} |
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73 Return the eigenvalues in a column vector. (default if only 1 output is |
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74 requested, e.g., @var{lambda} = eig (@var{A})) |
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75 @end table |
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76 |
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77 The flag @var{algorithm} can be one of: |
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78 |
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79 @table @asis |
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80 @item @qcode{"chol"} |
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81 Use the Cholesky factorization of B. (default if @var{A} is symmetric |
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82 (Hermitian) and @var{B} is symmetric (Hermitian) positive definite) |
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83 |
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84 @item @qcode{"qz"} |
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85 Use the QZ algorithm. (used whenever @var{A} or @var{B} are not symmetric) |
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86 @end table |
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87 |
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88 @multitable @columnfractions .31 .23 .23 .23 |
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89 @headitem @tab no flag @tab chol @tab qz |
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90 @item both are symmetric |
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91 @tab @qcode{"chol"} |
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92 @tab @qcode{"chol"} |
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93 @tab @qcode{"qz"} |
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94 @item at least one is not symmetric |
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95 @tab @qcode{"qz"} |
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96 @tab @qcode{"qz"} |
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97 @tab @qcode{"qz"} |
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98 @end multitable |
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99 |
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100 The eigenvalues returned by @code{eig} are not ordered. |
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101 @seealso{eigs, svd} |
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102 @end deftypefn */) |
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104 int nargin = args.length (); | |
105 | |
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106 if (nargin > 4 || nargin == 0) |
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107 print_usage (); |
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109 octave_value_list retval; |
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110 |
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111 octave_value arg_a, arg_b; |
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112 |
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113 arg_a = args(0); |
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115 if (arg_a.isempty ()) |
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117 | |
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118 if (! arg_a.isfloat ()) |
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119 err_wrong_type_arg ("eig", arg_a); |
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120 |
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121 if (arg_a.rows () != arg_a.columns ()) |
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122 err_square_matrix_required ("eig", "A"); |
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123 |
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124 // determine if it's AEP or GEP |
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125 bool AEPcase = nargin == 1 || args(1).is_string (); |
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126 |
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127 if (! AEPcase) |
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128 { |
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129 arg_b = args(1); |
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130 |
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131 if (arg_b.isempty ()) |
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132 return octave_value_list (2, Matrix ()); |
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133 |
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134 if (! arg_b.isfloat ()) |
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135 err_wrong_type_arg ("eig", arg_b); |
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136 |
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137 if (arg_b.rows () != arg_b.columns ()) |
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138 err_square_matrix_required ("eig", "B"); |
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139 } |
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140 |
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141 bool qz_flag = false; |
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142 bool chol_flag = false; |
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143 bool balance_flag = false; |
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144 bool no_balance_flag = false; |
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145 bool matrix_flag = false; |
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146 bool vector_flag = false; |
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147 |
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148 for (int i = (AEPcase ? 1 : 2); i < args.length (); ++i) |
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149 { |
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150 if (! args(i).is_string ()) |
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151 err_wrong_type_arg ("eig", args(i)); |
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152 |
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153 std::string arg_i = args(i).string_value (); |
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154 if (string::strcmpi (arg_i, "qz")) |
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155 qz_flag = true; |
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156 else if (string::strcmpi (arg_i, "chol")) |
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157 chol_flag = true; |
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158 else if (string::strcmpi (arg_i, "balance")) |
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159 balance_flag = true; |
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160 else if (string::strcmpi (arg_i, "nobalance")) |
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161 no_balance_flag = true; |
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162 else if (string::strcmpi (arg_i, "matrix")) |
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163 matrix_flag = true; |
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164 else if (string::strcmpi (arg_i, "vector")) |
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165 vector_flag = true; |
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166 else |
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167 error (R"(eig: invalid option "%s")", arg_i.c_str ()); |
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168 } |
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169 |
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170 if (balance_flag && no_balance_flag) |
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171 error (R"(eig: "balance" and "nobalance" options are mutually exclusive)"); |
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172 if (vector_flag && matrix_flag) |
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173 error (R"(eig: "vector" and "matrix" options are mutually exclusive)"); |
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174 if (qz_flag && chol_flag) |
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175 error (R"(eig: "qz" and "chol" options are mutually exclusive)"); |
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177 if (AEPcase) |
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178 { |
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179 if (qz_flag) |
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180 error (R"(eig: invalid "qz" option for algebraic eigenvalue problem)"); |
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181 if (chol_flag) |
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182 error (R"(eig: invalid "chol" option for algebraic eigenvalue problem)"); |
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183 } |
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184 else |
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185 { |
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186 if (balance_flag) |
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187 error (R"(eig: invalid "balance" option for generalized eigenvalue problem)"); |
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188 if (no_balance_flag) |
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189 error (R"(eig: invalid "nobalance" option for generalized eigenvalue problem)"); |
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190 } |
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191 |
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192 // Default is to balance |
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193 const bool balance = (no_balance_flag ? false : true); |
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194 const bool force_qz = qz_flag; |
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195 |
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196 |
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197 Matrix tmp_a, tmp_b; |
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198 ComplexMatrix ctmp_a, ctmp_b; |
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199 FloatMatrix ftmp_a, ftmp_b; |
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200 FloatComplexMatrix fctmp_a, fctmp_b; |
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201 |
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202 if (arg_a.is_single_type ()) |
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203 { |
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204 FloatEIG result; |
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205 if (AEPcase) |
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206 { |
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207 if (arg_a.isreal ()) |
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208 { |
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209 ftmp_a = arg_a.float_matrix_value (); |
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210 |
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211 result = FloatEIG (ftmp_a, nargout > 1, nargout > 2, balance); |
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212 } |
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213 else |
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214 { |
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215 fctmp_a = arg_a.float_complex_matrix_value (); |
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216 |
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217 result = FloatEIG (fctmp_a, nargout > 1, nargout > 2, balance); |
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218 } |
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219 } |
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220 else |
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221 { |
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222 if (arg_a.isreal () && arg_b.isreal ()) |
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223 { |
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224 ftmp_a = arg_a.float_matrix_value (); |
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225 ftmp_b = arg_b.float_matrix_value (); |
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227 result = FloatEIG (ftmp_a, ftmp_b, nargout > 1, nargout > 2, |
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228 force_qz); |
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229 } |
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230 else |
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231 { |
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232 fctmp_a = arg_a.float_complex_matrix_value (); |
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233 fctmp_b = arg_b.float_complex_matrix_value (); |
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234 |
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235 result = FloatEIG (fctmp_a, fctmp_b, nargout > 1, nargout > 2, |
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236 force_qz); |
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237 } |
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238 } |
2928 | 239 |
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240 if (nargout == 0 || nargout == 1) |
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241 { |
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242 if (matrix_flag) |
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243 retval = ovl (FloatComplexDiagMatrix (result.eigenvalues ())); |
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244 else |
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245 retval = ovl (result.eigenvalues ()); |
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246 } |
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247 else if (nargout == 2) |
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248 { |
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249 if (vector_flag) |
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250 retval = ovl (result.right_eigenvectors (), result.eigenvalues ()); |
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251 else |
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252 retval = ovl (result.right_eigenvectors (), |
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253 FloatComplexDiagMatrix (result.eigenvalues ())); |
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254 } |
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255 else |
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256 { |
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257 if (vector_flag) |
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258 retval = ovl (result.right_eigenvectors (), |
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259 result.eigenvalues (), |
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260 result.left_eigenvectors ()); |
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261 else |
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262 retval = ovl (result.right_eigenvectors (), |
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263 FloatComplexDiagMatrix (result.eigenvalues ()), |
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264 result.left_eigenvectors ()); |
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265 } |
2928 | 266 } |
267 else | |
268 { | |
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269 EIG result; |
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270 |
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271 if (AEPcase) |
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272 { |
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273 if (arg_a.isreal ()) |
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274 { |
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275 tmp_a = arg_a.matrix_value (); |
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276 |
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277 result = EIG (tmp_a, nargout > 1, nargout > 2, balance); |
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278 } |
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279 else |
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280 { |
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281 ctmp_a = arg_a.complex_matrix_value (); |
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282 |
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283 result = EIG (ctmp_a, nargout > 1, nargout > 2, balance); |
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284 } |
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285 } |
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286 else |
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287 { |
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288 if (arg_a.isreal () && arg_b.isreal ()) |
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289 { |
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290 tmp_a = arg_a.matrix_value (); |
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291 tmp_b = arg_b.matrix_value (); |
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292 |
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293 result = EIG (tmp_a, tmp_b, nargout > 1, nargout > 2, force_qz); |
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294 } |
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295 else |
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296 { |
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297 ctmp_a = arg_a.complex_matrix_value (); |
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298 ctmp_b = arg_b.complex_matrix_value (); |
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299 |
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300 result = EIG (ctmp_a, ctmp_b, nargout > 1, nargout > 2, force_qz); |
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301 } |
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302 } |
2928 | 303 |
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304 if (nargout == 0 || nargout == 1) |
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305 { |
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306 if (matrix_flag) |
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307 retval = ovl (ComplexDiagMatrix (result.eigenvalues ())); |
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308 else |
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309 retval = ovl (result.eigenvalues ()); |
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310 } |
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311 else if (nargout == 2) |
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312 { |
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313 if (vector_flag) |
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314 retval = ovl (result.right_eigenvectors (), result.eigenvalues ()); |
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315 else |
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316 retval = ovl (result.right_eigenvectors (), |
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317 ComplexDiagMatrix (result.eigenvalues ())); |
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318 } |
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319 else |
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320 { |
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321 if (vector_flag) |
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322 retval = ovl (result.right_eigenvectors (), |
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323 result.eigenvalues (), |
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324 result.left_eigenvectors ()); |
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325 else |
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326 retval = ovl (result.right_eigenvectors (), |
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327 ComplexDiagMatrix (result.eigenvalues ()), |
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328 result.left_eigenvectors ()); |
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329 } |
2928 | 330 } |
331 | |
332 return retval; | |
333 } | |
334 | |
335 /* | |
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336 %!assert (eig ([1, 2; 2, 1]), [-1; 3], sqrt (eps)) |
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337 |
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338 %!test |
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339 %! [v, d] = eig ([1, 2; 2, 1]); |
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340 %! x = 1 / sqrt (2); |
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341 %! assert (d, [-1, 0; 0, 3], sqrt (eps)) |
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342 %! assert (v, [-x, x; x, x], sqrt (eps)) |
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343 |
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344 %!test |
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345 %! [v, d, w] = eig ([1, 2; 2, 1]); |
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346 %! x = 1 / sqrt (2); |
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347 %! assert (w, [-x, x; x, x], sqrt (eps)) |
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348 |
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349 %!test |
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350 %! [v, d] = eig ([1, 2; 2, 1], "balance"); |
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351 %! x = 1 / sqrt (2); |
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352 %! assert (d, [-1, 0; 0, 3], sqrt (eps)) |
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353 %! assert (v, [-x, x; x, x], sqrt (eps)) |
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354 |
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355 %!test |
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356 %! [v, d, w] = eig ([1, 2; 2, 1], "balance"); |
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357 %! x = 1 / sqrt (2); |
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358 %! assert (w, [-x, x; x, x], sqrt (eps)); |
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359 |
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360 %!assert (eig (single ([1, 2; 2, 1])), single ([-1; 3]), sqrt (eps ("single"))) |
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361 |
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362 %!assert (eig (single ([1, 2; 2, 1]), "balance"), |
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363 %! single ([-1; 3]), sqrt (eps ("single"))) |
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364 |
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365 %!test |
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366 %! [v, d] = eig (single ([1, 2; 2, 1])); |
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367 %! x = single (1 / sqrt (2)); |
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368 %! assert (d, single ([-1, 0; 0, 3]), sqrt (eps ("single"))) |
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369 %! assert (v, [-x, x; x, x], sqrt (eps ("single"))) |
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370 |
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371 %!test |
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372 %! [v, d, w] = eig (single ([1, 2; 2, 1])); |
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373 %! x = single (1 / sqrt (2)); |
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374 %! assert (w, [-x, x; x, x], sqrt (eps ("single"))) |
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375 |
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376 %!test |
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377 %! [v, d] = eig (single ([1, 2; 2, 1]), "balance"); |
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378 %! x = single (1 / sqrt (2)); |
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379 %! assert (d, single ([-1, 0; 0, 3]), sqrt (eps ("single"))); |
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380 %! assert (v, [-x, x; x, x], sqrt (eps ("single"))) |
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381 |
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382 %!test |
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383 %! [v, d, w] = eig (single ([1, 2; 2, 1]), "balance"); |
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384 %! x = single (1 / sqrt (2)); |
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385 %! assert (w, [-x, x; x, x], sqrt (eps ("single"))) |
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386 |
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387 |
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388 ## If (at least one of) the matrices are non-symmetric, |
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389 ## regardless the algorithm flag the qz algorithm should be used. |
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390 ## So the results without algorithm flag, with "qz" and with "chol" |
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391 ## should be the same. |
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392 %!function nonsym_chol_2_output (A, B, res = sqrt (eps)) |
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393 %! [v, d] = eig (A, B); |
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394 %! [v2, d2] = eig (A, B, "qz"); |
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395 %! [v3, d3] = eig (A, B, "chol"); |
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396 %! assert (A * v(:, 1), d(1, 1) * B * v(:, 1), res) |
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397 %! assert (A * v(:, 2), d(2, 2) * B * v(:, 2), res) |
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398 %! assert (v, v2) |
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399 %! assert (v, v3) |
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400 %! assert (d, d2) |
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401 %! assert (d, d3) |
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402 %!endfunction |
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parents:
21966
diff
changeset
|
403 |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
404 %!test nonsym_chol_2_output ([1, 2; -1, 1], [3, 3; 1, 2]) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
405 %!test nonsym_chol_2_output ([1+3i, 2+3i; 3-8i, 8+3i], [8+i, 3+i; 4-9i, 3+i]) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
406 %!test nonsym_chol_2_output ([1, 2; 3, 8], [8, 3; 4, 3]) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
407 |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
408 %!test nonsym_chol_2_output (single ([1, 2; -1, 1]), |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
409 %! single ([3, 3; 1, 2]), sqrt (eps ("single"))) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
410 %!test nonsym_chol_2_output (single ([1+3i, 2+3i; 3-8i, 8+3i]), |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
411 %! single ([8+i, 3+i; 4-9i, 3+i]), |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
412 %! sqrt (eps ("single"))) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
413 |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
414 %!function nonsym_chol_3_output (A, B, res = sqrt (eps)) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
415 %! [v, d, w] = eig (A, B); |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
416 %! [v2, d2, w2] = eig (A, B, "qz"); |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
417 %! [v3, d3, w3] = eig (A, B, "chol"); |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
418 %! wt = w'; |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
419 %! assert (wt(1, :)* A, d(1, 1) * wt(1, :) * B, res) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
420 %! assert (wt(2, :)* A, d(2, 2) * wt(2, :) * B, res) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
421 %! assert (v, v2) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
422 %! assert (v, v3) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
423 %! assert (d, d2) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
424 %! assert (d, d3) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
425 %! assert (w, w2) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
426 %! assert (w, w3) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
427 %!endfunction |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
428 |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
429 %!test nonsym_chol_3_output ([1, 2; -1, 1], [3, 3; 1, 2]) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
430 %!test nonsym_chol_3_output ([1+3i, 2+3i; 3-8i, 8+3i], [8+i, 3+i; 4-9i, 3+i]) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
431 %!test nonsym_chol_3_output ([1, 2; 3, 8], [8, 3; 4, 3]) |
8339
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7814
diff
changeset
|
432 |
22305
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
433 %!test nonsym_chol_3_output (single ([1, 2; -1, 1]), |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
434 %! single ([3, 3; 1, 2]), sqrt (eps ("single"))) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
435 %!test nonsym_chol_3_output (single ([1+3i, 2+3i; 3-8i, 8+3i]), |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
436 %! single ([8+i, 3+i; 4-9i, 3+i]), |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
437 %! sqrt (eps ("single"))) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
438 |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
439 ## If the matrices are symmetric, |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
440 ## then the chol method is default. |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
441 ## So the results without algorithm flag and with "chol" should be the same. |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
442 %!function sym_chol_2_input (A, B, res = sqrt (eps)) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
443 %! [v, d] = eig (A, B); |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
444 %! [v2, d2] = eig (A, B, "chol"); |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
445 %! assert (A * v(:, 1), d(1, 1) * B * v(:, 1), res) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
446 %! assert (A * v(:, 2), d(2, 2) * B * v(:, 2), res) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
447 %! assert (v, v2) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
448 %! assert (d, d2) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
449 %!endfunction |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
450 |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
451 %!test sym_chol_2_input ([1, 2; 2, 1], [3, -2; -2, 3]) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
452 %!test sym_chol_2_input ([1+3i, 2+i; 2-i, 1+3i], [5+9i, 2+i; 2-i, 5+9i]) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
453 %!test sym_chol_2_input ([1, 1+i; 1-i, 1], [2, 0; 0, 2]) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
454 |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
455 %!test sym_chol_2_input (single ([1, 2; 2, 1]), single ([3, -2; -2, 3]), |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
456 %! sqrt (eps ("single"))) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
457 %!test sym_chol_2_input (single ([1+3i, 2+i; 2-i, 1+3i]), |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
458 %! single ([5+9i, 2+i; 2-i, 5+9i]), sqrt (eps ("single"))) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
459 %!test sym_chol_2_input (single ([1, 1+i; 1-i, 1]), single ([2, 0; 0, 2]), |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
460 %! sqrt (eps ("single"))) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
461 |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
462 %!function sym_chol_3_input (A, B, res = sqrt (eps)) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
463 %! [v, d, w] = eig (A, B); |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
464 %! [v2, d2, w2] = eig (A, B, "chol"); |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
465 %! wt = w'; |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
466 %! assert (wt(1, :)* A, d(1, 1) * wt(1, :) * B, res) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
467 %! assert (wt(2, :)* A, d(2, 2) * wt(2, :) * B, res) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
468 %! assert (v, v2) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
469 %! assert (d, d2) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
470 %! assert (w, w2) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
471 %!endfunction |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
472 |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
473 %!test sym_chol_3_input ([1, 2; 2, 1], [3, -2; -2, 3]) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
474 %!test sym_chol_3_input ([1+3i, 2+i; 2-i, 1+3i], [5+9i, 2+i; 2-i, 5+9i]) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
475 %!test sym_chol_3_input ([1, 1+i; 1-i, 1], [2, 0; 0, 2]) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
476 |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
477 %!test sym_chol_3_input (single ([1, 2; 2, 1]), single ([3, -2; -2, 3]), |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
478 %! sqrt (eps ("single"))) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
479 %!test sym_chol_3_input (single ([1+3i, 2+i; 2-i, 1+3i]), |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
480 %! single ([5+9i, 2+i; 2-i, 5+9i]), sqrt (eps ("single"))) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
481 %!test sym_chol_3_input (single ([1, 1+i; 1-i, 1]), single ([2, 0; 0, 2]), |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
482 %! sqrt (eps ("single"))) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
483 |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
484 ## "balance" is always default |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
485 ## so the results with and without "balance" should be the same |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
486 ## while in this case "nobalance" should produce different result |
8339
18c4ded8612a
Add generalized eigenvalue functions
Jarkko Kaleva <d3roga@gmail.com>
parents:
7814
diff
changeset
|
487 %!test |
22305
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
488 %! A = [3 -2 -0.9 0; -2 4 1 -0; -0 0 -1 0; -0.5 -0.5 0.1 1]; |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
489 %! [V1, D1] = eig (A); |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
490 %! [V2, D2] = eig (A, "balance"); |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
491 %! [V3, D3] = eig (A, "nobalance"); |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
492 %! assert (V1, V2) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
493 %! assert (D1, D2) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
494 %! assert (isequal (V2, V3), false) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
495 |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
changeset
|
496 ## Testing the flags in all combination. |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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diff
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497 ## If 2 flags are on, than the result should be the same regardless |
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498 ## of the flags order. |
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499 ## option1 represents the first order while option2 represents the other order. |
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500 ## d and d2 should be a diagonal matrix if "matrix" flag is on while |
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501 ## these should be column vectors if the "vector" flag is on. |
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502 %!function test_eig_args (args, options1, options2, testd = @() true) |
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503 %! [v, d, w] = eig (args{:}, options1{:}); |
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504 %! [v2, d2, w2] = eig (args{:}, options2{:}); |
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505 %! assert (testd (d)) |
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506 %! assert (testd (d2)) |
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507 %! assert (v, v2) |
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508 %! assert (d, d2) |
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509 %! assert (w, w2) |
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510 %!endfunction |
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511 |
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512 %!function qz_chol_with_shapes (A, B) |
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513 %! for shapes = struct ("name", {"vector", "matrix"}, |
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514 %! "test", {@isvector, @isdiag}) |
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515 %! test_eig_args ({A, B}, {"qz", shapes.name}, |
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516 %! {shapes.name, "qz"}, shapes.test); |
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517 %! test_eig_args ({A, B}, {"chol", shapes.name}, |
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518 %! {shapes.name, "chol"}, shapes.test); |
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519 %! endfor |
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520 %!endfunction |
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521 |
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522 %!function balance_nobalance_with_shapes (A) |
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523 %! for shapes = struct ("name", {"vector", "matrix"}, |
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524 %! "test", {@isvector, @isdiag}) |
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525 %! test_eig_args ({A}, {"balance", shapes.name}, |
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526 %! {shapes.name, "balance"}, shapes.test); |
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527 %! test_eig_args ({A}, {"nobalance", shapes.name}, |
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528 %! {shapes.name, "nobalance"}, shapes.test); |
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529 %! endfor |
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530 %!endfunction |
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531 |
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532 ## Default return format: |
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533 ## diagonal matrix if 2 or 3 outputs are specified |
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534 ## column vector if 1 output is specified |
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535 %!function test_shapes (args) |
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536 %! d = eig (args{:}); |
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537 %! assert (isvector (d)) |
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538 %! d2 = eig (args{:}, "vector"); |
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539 %! assert (isvector (d2)) |
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540 %! [v, d3] = eig (args{:}); |
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541 %! assert (isdiag (d3)) |
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542 %! d4 = eig (args{:}, "matrix"); |
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543 %! assert (isdiag (d4)) |
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544 %! [v, d5, w] = eig (args{:}); |
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545 %! assert (isdiag (d5)) |
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546 %! d6 = eig (args{:}, "matrix"); |
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547 %! assert (isdiag (d6)) |
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548 %! assert (d, d2) |
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549 %! assert (d3, d4) |
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550 %! assert (d5, d6) |
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551 %! assert (d, diag (d3)) |
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552 %! assert (d, diag (d5)) |
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553 %!endfunction |
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554 |
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555 %!function shapes_AEP (A) |
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556 %! test_shapes({A}); |
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557 %!endfunction |
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558 |
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559 %!function shapes_GEP (A, B) |
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560 %! test_shapes({A, B}); |
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561 %!endfunction |
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562 |
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563 %!test balance_nobalance_with_shapes ([1, 2; 2, 1]); |
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564 %!test balance_nobalance_with_shapes (single ([1, 2; 2, 1])); |
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|
565 |
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566 %!test shapes_AEP ([1, 2; 2, 1]); |
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567 %!test shapes_AEP (single ([1, 2; 2, 1])); |
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|
568 |
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569 %!test qz_chol_with_shapes ([1, 1+i; 1-i, 1], [2, 0; 0, 2]); |
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570 %!test qz_chol_with_shapes ([1, 2; 3, 8], [8, 3; 4, 3]); |
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571 %!test qz_chol_with_shapes ([1, 2; -1, 1], [3, 3; 1, 2]); |
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572 |
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573 %!test qz_chol_with_shapes (single ([1, 1+i; 1-i, 1]), single ([2, 0; 0, 2])); |
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574 %!test qz_chol_with_shapes (single ([1, 2; 3, 8]), single ([8, 3; 4, 3])); |
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575 %!test qz_chol_with_shapes (single ([1, 2; -1, 1]), single ([3, 3; 1, 2])); |
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576 |
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577 %!test shapes_GEP ([1, 1+i; 1-i, 1], [2, 0; 0, 2]); |
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578 %!test shapes_GEP ([1, 2; 3, 8], [8, 3; 4, 3]); |
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579 %!test shapes_GEP ([1, 2; -1, 1], [3, 3; 1, 2]); |
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580 |
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581 %!test shapes_GEP (single ([1, 1+i; 1-i, 1]), single ([2, 0; 0, 2])); |
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582 %!test shapes_GEP (single ([1, 2; 3, 8]), single ([8, 3; 4, 3])); |
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583 %!test shapes_GEP (single ([1, 2; -1, 1]), single ([3, 3; 1, 2])); |
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584 |
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585 ## Check if correct default method is used for symmetric input |
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586 %!function chol_qz_accuracy (A, B, is_qz_accurate, is_chol_accurate) |
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587 %! [V1, D1] = eig (A, B, 'qz'); |
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588 %! [V2, D2] = eig (A, B); #default is chol |
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589 %! assert (isequal (A*V1, A*V1*D1), is_qz_accurate) |
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590 %! assert (isequal (A*V2, A*V2*D2), is_chol_accurate) |
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591 %!endfunction |
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592 %!test |
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593 %! minij_100 = gallery ('minij', 100); |
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594 %! chol_qz_accuracy (minij_100, minij_100, false, true); |
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|
595 %! moler_100 = gallery ('moler', 100); |
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Barbara Locsi <locsi.barbara@gmail.com>
parents:
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changeset
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596 %! chol_qz_accuracy (moler_100, moler_100, false, true); |
23942
9c736cc2ee94
Fix BIST for eig on Windows 64bit (bug #49470).
Markus Mützel <markus.muetzel@gmx.de>
parents:
23803
diff
changeset
|
597 %! A = diag([1e-16, 1e-15]); |
22305
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eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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changeset
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598 %! chol_qz_accuracy (A, A, true, false); |
20490
ff904ae0285b
eig: Return correct solution for a pair of hermitian matrices (bug #45511)
Mike Miller <mtmiller@octave.org>
parents:
20172
diff
changeset
|
599 |
14501
60e5cf354d80
Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents:
14138
diff
changeset
|
600 %!error eig () |
22305
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eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
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601 %!error eig (false) |
14501
60e5cf354d80
Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents:
14138
diff
changeset
|
602 %!error eig ([1, 2; 3, 4], [4, 3; 2, 1], 1) |
22305
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
603 |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
604 %!error <EIG requires same size matrices> |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
605 %! eig ([1, 2; 3, 4], 2) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
606 %!error <must be a square matrix> |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
607 %! eig ([1, 2; 3, 4; 5, 6]) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
608 %!error <wrong type argument> |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
609 %! eig ("abcd") |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
610 %!error <invalid option "abcd"> |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
611 %! eig ([1 2 ; 2 3], "abcd") |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
612 %!error <invalid "chol" option for algebraic eigenvalue problem> |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
613 %! eig ([1 2 ; 2 3], "chol") |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
614 %!error <invalid "qz" option for algebraic eigenvalue problem> |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
615 %! eig ([1 2 ; 2 3], "qz") |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
616 %!error <wrong type argument> |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
617 %! eig (false, [1 2 ; 2 3]) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
618 %!error <invalid option "abcd"> |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
619 %! eig ([1 2 ; 2 3], [1 2 ; 2 3], "abcd") |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
620 %!error <invalid "qz" option for algebraic eigenvalue problem> |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
621 %! eig ([1 2 ; 2 3], "balance", "qz") |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
622 %!error <invalid option "abcd"> |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
623 %! eig ([1 2 ; 2 3], [1 2 ; 2 3], "vector", "abcd") |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
624 %!error <invalid option "abcd"> |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
625 %! eig ([1 2 ; 2 3], "balance", "matrix", "abcd") |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
626 %!error <"balance" and "nobalance" options are mutually exclusive> |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
627 %! eig ([1 2 ; 2 3], "balance", "nobalance") |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
628 %!error <"balance" and "nobalance" options are mutually exclusive> |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
629 %! eig ([1 2 ; 2 3], "nobalance", "balance") |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
630 %!error <"vector" and "matrix" options are mutually exclusive> |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
631 %! eig ([1 2 ; 2 3], "matrix", "vector") |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
632 %!error <"vector" and "matrix" options are mutually exclusive> |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
633 %! eig ([1 2 ; 2 3], "vector", "matrix") |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
634 %!error <"vector" and "matrix" options are mutually exclusive> |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
635 %! eig ([1 2 ; 2 3], [1 2 ; 2 3], "matrix", "vector") |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
636 %!error <"vector" and "matrix" options are mutually exclusive> |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
637 %! eig ([1 2 ; 2 3], [1 2 ; 2 3], "vector", "matrix") |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
638 %!error <wrong type argument> |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
639 %! eig ([1 2 ; 2 3], [1 2 ; 2 3], false) |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
640 %!error <wrong type argument> |
510886d03ef2
eig: new options for choice of algorithm, balancing, and output (patch #8960)
Barbara Locsi <locsi.barbara@gmail.com>
parents:
21966
diff
changeset
|
641 %! eig ([1 2 ; 2 3], [1 2 ; 2 3], [1 2 ; 2 3]) |
2928 | 642 */ |
29958
32c3a5805893
move DEFUN and DEFMETHOD functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
29359
diff
changeset
|
643 |
31605
e88a07dec498
maint: Use macros to begin/end C++ namespaces.
Rik <rik@octave.org>
parents:
30564
diff
changeset
|
644 OCTAVE_END_NAMESPACE(octave) |