view libinterp/corefcn/ordschur.cc @ 22135:407c66ae1e20

reduce warnings from GCC's link-time optimization feature (bug #48531) * f77-fcn.h (F77_DBLE_CMPLX, F77_CMPLX): Use C types instead of typedefs for std::complex<T> types. (F77_CMPLX_ARG, F77_CONST_CMPLX_ARG, F77_DBLE_CMPLX_ARG, F77_CONST_DBLE_CMPLX_ARG): New macros. * dot.cc, ordschur.cc, qz.cc, CColVector.cc, CMatrix.cc, CRowVector.cc, CSparse.cc, dSparse.cc, fCColVector.cc, fCMatrix.cc, fCRowVector.cc, f77-fcn.h, EIG.cc, aepbalance.cc, chol.cc, eigs-base.cc, fEIG.cc, gepbalance.cc, hess.cc, lo-specfun.cc, lu.cc, oct-convn.cc, qr.cc, qrp.cc, schur.cc, svd.cc: Use new macros for passing complex arguments to Fortran function. Always pass pointers to complex arguments.
author John W. Eaton <jwe@octave.org>
date Mon, 18 Jul 2016 09:38:57 -0400
parents 59cadee1c74b
children e43d83253e28
line wrap: on
line source

/*

Copyright (C) 2015 Sébastien Villemot <sebastien@debian.org>

This file is part of Octave.

Octave is free software; you can redistribute it and/or modify it
under the terms of the GNU General Public License as published by the
Free Software Foundation; either version 3 of the License, or (at your
option) any later version.

Octave is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License
for more details.

You should have received a copy of the GNU General Public License
along with Octave; see the file COPYING.  If not, see
<http://www.gnu.org/licenses/>.

*/

#if defined (HAVE_CONFIG_H)
#  include "config.h"
#endif

#include "defun.h"
#include "error.h"
#include "ovl.h"
#include "f77-fcn.h"

extern "C"
{
  F77_RET_T
  F77_FUNC (dtrsen, DTRSEN) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL,
                             const F77_INT*, const F77_INT&,
                             F77_DBLE*, const F77_INT&, F77_DBLE*, const F77_INT&,
                             F77_DBLE*, F77_DBLE*, F77_INT&, F77_DBLE&, F77_DBLE&, F77_DBLE*,
                             const F77_INT&, F77_INT*,
                             const F77_INT&, F77_INT&);

  F77_RET_T
  F77_FUNC (ztrsen, ZTRSEN) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL,
                             const F77_INT*, const F77_INT&,
                             F77_DBLE_CMPLX*, const F77_INT&, F77_DBLE_CMPLX*, const F77_INT&,
                             F77_DBLE_CMPLX*, F77_INT&, F77_DBLE&, F77_DBLE&, F77_DBLE_CMPLX*,
                             const F77_INT&, F77_INT &);

  F77_RET_T
  F77_FUNC (strsen, STRSEN) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL,
                             const F77_INT*, const F77_INT&,
                             F77_REAL*, const F77_INT&, F77_REAL*, const F77_INT&,
                             F77_REAL*, F77_REAL*, F77_INT&, F77_REAL&, F77_REAL&, F77_REAL*,
                             const F77_INT&, F77_INT*,
                             const F77_INT&, F77_INT&);

  F77_RET_T
  F77_FUNC (ctrsen, CTRSEN) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL,
                             const F77_INT*, const F77_INT&,
                             F77_CMPLX*, const F77_INT&, F77_CMPLX*, const F77_INT&,
                             F77_CMPLX*, F77_INT&, F77_REAL&, F77_REAL&, F77_CMPLX*,
                             const F77_INT&, F77_INT &);
}

DEFUN (ordschur, args, ,
       doc: /* -*- texinfo -*-
@deftypefn {} {[@var{UR}, @var{SR}] =} ordschur (@var{U}, @var{S}, @var{select})
Reorders the real Schur factorization (@var{U},@var{S}) obtained with the
@code{schur} function, so that selected eigenvalues appear in the upper left
diagonal blocks of the quasi triangular Schur matrix.

The logical vector @var{select} specifies the selected eigenvalues as they
appear along @var{S}'s diagonal.

For example, given the matrix @code{@var{A} = [1, 2; 3, 4]}, and its Schur
decomposition

@example
[@var{U}, @var{S}] = schur (@var{A})
@end example

@noindent
which returns

@example
@group
@var{U} =

  -0.82456  -0.56577
   0.56577  -0.82456

@var{S} =

  -0.37228  -1.00000
   0.00000   5.37228

@end group
@end example

It is possible to reorder the decomposition so that the positive eigenvalue
is in the upper left corner, by doing:

@example
[@var{U}, @var{S}] = ordschur (@var{U}, @var{S}, [0,1])
@end example

@seealso{schur}
@end deftypefn */)
{
  if (args.length () != 3)
    print_usage ();

  const Array<octave_idx_type> sel = args(2).octave_idx_type_vector_value ("ordschur: SELECT must be an array of integers");

  const octave_idx_type n = sel.numel ();

  const dim_vector dimU = args(0).dims ();
  const dim_vector dimS = args(1).dims ();

  if (n != dimU(0))
    error ("ordschur: SELECT must have same length as the sides of U and S");
  else if (n != dimU(0) || n != dimS(0) || n != dimU(1) || n != dimS(1))
    error ("ordschur: U and S must be square and of equal sizes");

  octave_value_list retval;

  const bool double_type  = args(0).is_double_type ()
                            || args(1).is_double_type ();
  const bool complex_type = args(0).is_complex_type ()
                            || args(1).is_complex_type ();

#define PREPARE_ARGS(TYPE, TYPE_M, TYPE_COND) \
          TYPE ## Matrix U = args(0).x ## TYPE_M ## _value ("ordschur: U and S must be real or complex floating point matrices"); \
          TYPE ## Matrix S = args(1).x ## TYPE_M ## _value ("ordschur: U and S must be real or complex floating point matrices"); \
          TYPE ## Matrix w (dim_vector (n, 1)); \
          TYPE ## Matrix work (dim_vector (n, 1)); \
          octave_idx_type m; \
          octave_idx_type info; \
          TYPE_COND cond1, cond2;

#define PREPARE_OUTPUT()\
          if (info != 0) \
            error ("ordschur: trsen failed"); \
 \
          retval = ovl (U, S);

  if (double_type)
    {
      if (complex_type)
        {
          PREPARE_ARGS (Complex, complex_matrix, double)

          F77_XFCN (ztrsen, ztrsen,
                    (F77_CONST_CHAR_ARG ("N"), F77_CONST_CHAR_ARG ("V"),
                     sel.data (), n, F77_DBLE_CMPLX_ARG (S.fortran_vec ()), n, F77_DBLE_CMPLX_ARG (U.fortran_vec ()), n,
                     F77_DBLE_CMPLX_ARG (w.fortran_vec ()), m, cond1, cond2, F77_DBLE_CMPLX_ARG (work.fortran_vec ()), n,
                     info));

          PREPARE_OUTPUT()
        }
      else
        {
          PREPARE_ARGS (, matrix, double)
          Matrix wi (dim_vector (n, 1));
          Array<octave_idx_type> iwork (dim_vector (n, 1));

          F77_XFCN (dtrsen, dtrsen,
                    (F77_CONST_CHAR_ARG ("N"), F77_CONST_CHAR_ARG ("V"),
                     sel.data (), n, S.fortran_vec (), n, U.fortran_vec (), n,
                     w.fortran_vec (), wi.fortran_vec (), m, cond1, cond2,
                     work.fortran_vec (), n, iwork.fortran_vec (), n, info));

          PREPARE_OUTPUT ()
        }
    }
  else
    {
      if (complex_type)
        {
          PREPARE_ARGS (FloatComplex, float_complex_matrix, float)

          F77_XFCN (ctrsen, ctrsen,
                    (F77_CONST_CHAR_ARG ("N"), F77_CONST_CHAR_ARG ("V"),
                     sel.data (), n, F77_CMPLX_ARG (S.fortran_vec ()), n, F77_CMPLX_ARG (U.fortran_vec ()), n,
                     F77_CMPLX_ARG (w.fortran_vec ()), m, cond1, cond2, F77_CMPLX_ARG (work.fortran_vec ()), n,
                     info));

          PREPARE_OUTPUT ()
        }
      else
        {
          PREPARE_ARGS (Float, float_matrix, float)
          FloatMatrix wi (dim_vector (n, 1));
          Array<octave_idx_type> iwork (dim_vector (n, 1));

          F77_XFCN (strsen, strsen,
                    (F77_CONST_CHAR_ARG ("N"), F77_CONST_CHAR_ARG ("V"),
                     sel.data (), n, S.fortran_vec (), n, U.fortran_vec (), n,
                     w.fortran_vec (), wi.fortran_vec (), m, cond1, cond2,
                     work.fortran_vec (), n, iwork.fortran_vec (), n, info));

          PREPARE_OUTPUT ()
        }
    }

#undef PREPARE_ARGS
#undef PREPARE_OUTPUT

  return retval;
}

/*

%!test
%! A = [1, 2, 3, -2; 4, 5, 6, -5 ; 7, 8, 9, -5; 10, 11, 12, 4 ];
%! [U, T] = schur (A);
%! [US, TS] = ordschur (U, T, [ 0, 0, 1, 1 ]);
%! assert (US*TS*US', A, sqrt (eps));
%! assert (diag (T)(3:4), diag (TS)(1:2), sqrt (eps));

%!test
%! A = [1, 2, 3, -2; 4, 5, 6, -5 ; 7, 8, 9, -5; 10, 11, 12, 4 ];
%! [U, T] = schur (A);
%! [US, TS] = ordschur (single (U), single (T), [ 0, 0, 1, 1 ]);
%! assert (US*TS*US', A, sqrt (eps ("single")));
%! assert (diag (T)(3:4), diag (TS)(1:2), sqrt (eps ("single")));

%!test
%! A = [1, 2, 3, -2; 4, 5, 6, -5 ; 7, 8, 9, -5; 10, 11, 12, 4+3i ];
%! [U, T] = schur (A);
%! [US, TS] = ordschur (U, T, [ 0, 0, 1, 1 ]);
%! assert (US*TS*US', A, sqrt (eps));
%! assert (diag (T)(3:4), diag (TS)(1:2), sqrt (eps));

%!test
%! A = [1, 2, 3, -2; 4, 5, 6, -5 ; 7, 8, 9, -5; 10, 11, 12, 4+3i ];
%! [U, T] = schur (A);
%! [US, TS] = ordschur (single (U), single (T), [ 0, 0, 1, 1 ]);
%! assert (US*TS*US', A, sqrt (eps ("single")));
%! assert (diag (T)(3:4), diag (TS)(1:2), sqrt (eps ("single")));

*/