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view liboctave/numeric/fEIG.cc @ 22402:4caa7b28d183
maint: Style check C++ code in liboctave/
* Array-C.cc, Array-b.cc, Array-ch.cc, Array-d.cc, Array-f.cc, Array-fC.cc,
Array-i.cc, Array-idx-vec.cc, Array-s.cc, Array-str.cc, Array-util.cc,
Array-util.h, Array-voidp.cc, Array.cc, Array.h, CColVector.cc, CColVector.h,
CDiagMatrix.cc, CDiagMatrix.h, CMatrix.cc, CMatrix.h, CNDArray.cc, CNDArray.h,
CRowVector.cc, CRowVector.h, CSparse.cc, CSparse.h, DiagArray2.cc,
DiagArray2.h, MArray-C.cc, MArray-d.cc, MArray-f.cc, MArray-fC.cc, MArray-i.cc,
MArray-s.cc, MArray.cc, MArray.h, MDiagArray2.cc, MDiagArray2.h, MSparse-C.cc,
MSparse-d.cc, MSparse.cc, MSparse.h, Matrix.h, MatrixType.cc, MatrixType.h,
PermMatrix.cc, PermMatrix.h, Range.cc, Range.h, Sparse-C.cc, Sparse-b.cc,
Sparse-d.cc, Sparse.cc, Sparse.h, boolMatrix.cc, boolMatrix.h, boolNDArray.cc,
boolNDArray.h, boolSparse.cc, boolSparse.h, chMatrix.cc, chMatrix.h,
chNDArray.cc, chNDArray.h, dColVector.cc, dColVector.h, dDiagMatrix.cc,
dDiagMatrix.h, dMatrix.cc, dMatrix.h, dNDArray.cc, dNDArray.h, dRowVector.cc,
dRowVector.h, dSparse.cc, dSparse.h, dim-vector.cc, dim-vector.h,
fCColVector.cc, fCColVector.h, fCDiagMatrix.cc, fCDiagMatrix.h, fCMatrix.cc,
fCMatrix.h, fCNDArray.cc, fCNDArray.h, fCRowVector.cc, fCRowVector.h,
fColVector.cc, fColVector.h, fDiagMatrix.cc, fDiagMatrix.h, fMatrix.cc,
fMatrix.h, fNDArray.cc, fNDArray.h, fRowVector.cc, fRowVector.h, idx-vector.cc,
idx-vector.h, int16NDArray.cc, int16NDArray.h, int32NDArray.cc, int32NDArray.h,
int64NDArray.cc, int64NDArray.h, int8NDArray.cc, int8NDArray.h, intNDArray.cc,
intNDArray.h, uint16NDArray.cc, uint16NDArray.h, uint32NDArray.cc,
uint32NDArray.h, uint64NDArray.h, uint8NDArray.h, blaswrap.c, cquit.c,
f77-extern.cc, f77-fcn.c, f77-fcn.h, lo-error.c, lo-error.h, quit.cc, quit.h,
liboctave-build-info.h, liboctave-build-info.in.cc, CollocWt.cc, CollocWt.h,
DAE.h, DAEFunc.h, DAERT.h, DAERTFunc.h, DASPK.cc, DASPK.h, DASRT.cc, DASRT.h,
DASSL.cc, DASSL.h, DET.h, EIG.cc, EIG.h, LSODE.cc, LSODE.h, ODE.h, ODEFunc.h,
ODES.cc, ODES.h, ODESFunc.h, Quad.cc, Quad.h, aepbalance.cc, aepbalance.h,
base-dae.h, base-de.h, base-min.h, bsxfun-decl.h, bsxfun-defs.cc, bsxfun.h,
chol.cc, chol.h, eigs-base.cc, eigs-base.h, fEIG.cc, fEIG.h, gepbalance.cc,
gepbalance.h, gsvd.cc, gsvd.h, hess.cc, hess.h, lo-amos-proto.h,
lo-arpack-proto.h, lo-blas-proto.h, lo-fftpack-proto.h, lo-lapack-proto.h,
lo-mappers.cc, lo-mappers.h, lo-qrupdate-proto.h, lo-ranlib-proto.h,
lo-slatec-proto.h, lo-specfun.cc, lo-specfun.h, lu.cc, lu.h, oct-convn.cc,
oct-fftw.cc, oct-fftw.h, 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-dmsolve.cc, sparse-dmsolve.h,
sparse-lu.cc, sparse-lu.h, sparse-qr.cc, sparse-qr.h, svd.cc, svd.h,
Sparse-diag-op-defs.h, Sparse-op-decls.h, Sparse-op-defs.h,
Sparse-perm-op-defs.h, mx-base.h, mx-defs.h, mx-ext.h, mx-inlines.cc,
mx-op-decl.h, mx-op-defs.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,
mach-info.cc, mach-info.h, oct-env.cc, oct-env.h, oct-group.cc, oct-group.h,
oct-passwd.cc, oct-passwd.h, oct-syscalls.cc, oct-time.cc, oct-time.h,
oct-uname.cc, oct-uname.h, action-container.h, base-list.h, byte-swap.h,
caseless-str.h, cmd-edit.cc, cmd-edit.h, cmd-hist.cc, cmd-hist.h, data-conv.cc,
data-conv.h, f2c-main.c, functor.h, glob-match.cc, glob-match.h, kpse.cc,
kpse.h, lo-array-errwarn.cc, lo-array-errwarn.h, lo-array-gripes.cc,
lo-array-gripes.h, lo-cutils.c, lo-cutils.h, lo-hash.cc, lo-hash.h, lo-ieee.cc,
lo-ieee.h, lo-macros.h, lo-math.h, lo-regexp.cc, lo-regexp.h, lo-traits.h,
lo-utils.cc, lo-utils.h, oct-alloc.h, oct-base64.cc, oct-binmap.h, oct-cmplx.h,
oct-glob.cc, oct-glob.h, oct-inttypes-fwd.h, oct-inttypes.cc, oct-inttypes.h,
oct-locbuf.cc, oct-mutex.cc, oct-mutex.h, oct-refcount.h, oct-rl-edit.c,
oct-rl-edit.h, oct-rl-hist.c, oct-rl-hist.h, oct-shlib.cc, oct-shlib.h,
oct-sort.cc, oct-sort.h, oct-sparse.h, oct-string.cc, oct-string.h,
pathsearch.cc, pathsearch.h, singleton-cleanup.cc, singleton-cleanup.h,
sparse-sort.cc, sparse-sort.h, sparse-util.cc, sparse-util.h, str-vec.cc,
str-vec.h, sun-utils.h, unwind-prot.cc, unwind-prot.h, url-transfer.cc,
url-transfer.h, areadlink-wrapper.c, areadlink-wrapper.h,
async-system-wrapper.c, async-system-wrapper.h, base64-wrappers.c,
base64-wrappers.h, canonicalize-file-name-wrapper.c,
canonicalize-file-name-wrapper.h, dirent-wrappers.c, dirent-wrappers.h,
fcntl-wrappers.c, fcntl-wrappers.h, filepos-wrappers.c, filepos-wrappers.h,
fpucw-wrappers.c, fpucw-wrappers.h, gen-tempname-wrapper.c,
gen-tempname-wrapper.h, getopt-wrapper.c, glob-wrappers.c, hash-wrappers.c,
hash-wrappers.h, math-wrappers.c, math-wrappers.h, mkostemp-wrapper.c,
mkostemp-wrapper.h, nanosleep-wrapper.c, nanosleep-wrapper.h, nproc-wrapper.c,
nproc-wrapper.h, octave-popen2.c, octave-popen2.h, putenv-wrapper.c,
putenv-wrapper.h, set-program-name-wrapper.c, set-program-name-wrapper.h,
signal-wrappers.c, signal-wrappers.h, stat-wrappers.c, stat-wrappers.h,
strdup-wrapper.c, strdup-wrapper.h, strftime-wrapper.c, strftime-wrapper.h,
strmode-wrapper.c, strmode-wrapper.h, strptime-wrapper.c, strptime-wrapper.h,
time-wrappers.c, time-wrappers.h, tmpfile-wrapper.c, tmpfile-wrapper.h,
uname-wrapper.c, uname-wrapper.h, unistd-wrappers.c, unistd-wrappers.h,
unsetenv-wrapper.c, unsetenv-wrapper.h, vasprintf-wrapper.c,
vasprintf-wrapper.h, wait-for-input.c, wait-for-input.h, wait-wrappers.c,
wait-wrappers.h:
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author | Rik <rik@octave.org> |
---|---|
date | Mon, 29 Aug 2016 11:09:25 -0700 |
parents | bac0d6f07a3e |
children | 3a2b891d0b33 e9a0469dedd9 |
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/* Copyright (C) 1994-2016 John W. Eaton Copyright (C) 2016 Barbara Lócsi 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 "fEIG.h" #include "fColVector.h" #include "lo-error.h" #include "lo-lapack-proto.h" octave_idx_type FloatEIG::init (const FloatMatrix& a, bool calc_rev, bool calc_lev, bool balance) { if (a.any_element_is_inf_or_nan ()) (*current_liboctave_error_handler) ("EIG: matrix contains Inf or NaN values"); if (a.is_symmetric ()) return symmetric_init (a, calc_rev, calc_lev); octave_idx_type n = a.rows (); if (n != a.cols ()) (*current_liboctave_error_handler) ("EIG requires square matrix"); octave_idx_type info = 0; FloatMatrix atmp = a; float *tmp_data = atmp.fortran_vec (); Array<float> wr (dim_vector (n, 1)); float *pwr = wr.fortran_vec (); Array<float> wi (dim_vector (n, 1)); float *pwi = wi.fortran_vec (); volatile octave_idx_type nvr = calc_rev ? n : 0; FloatMatrix vr (nvr, nvr); float *pvr = vr.fortran_vec (); volatile octave_idx_type nvl = calc_lev ? n : 0; FloatMatrix vl (nvl, nvl); float *pvl = vl.fortran_vec (); octave_idx_type lwork = -1; float dummy_work; octave_idx_type ilo; octave_idx_type ihi; Array<float> scale (dim_vector (n, 1)); float *pscale = scale.fortran_vec (); float abnrm; Array<float> rconde (dim_vector (n, 1)); float *prconde = rconde.fortran_vec (); Array<float> rcondv (dim_vector (n, 1)); float *prcondv = rcondv.fortran_vec (); octave_idx_type dummy_iwork; F77_XFCN (sgeevx, SGEEVX, (F77_CONST_CHAR_ARG2 (balance ? "B" : "N", 1), F77_CONST_CHAR_ARG2 ("N", 1), F77_CONST_CHAR_ARG2 (calc_rev ? "V" : "N", 1), F77_CONST_CHAR_ARG2 ("N", 1), n, tmp_data, n, pwr, pwi, pvl, n, pvr, n, ilo, ihi, pscale, abnrm, prconde, prcondv, &dummy_work, lwork, &dummy_iwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (info != 0) (*current_liboctave_error_handler) ("sgeevx workspace query failed"); lwork = static_cast<octave_idx_type> (dummy_work); Array<float> work (dim_vector (lwork, 1)); float *pwork = work.fortran_vec (); F77_XFCN (sgeevx, SGEEVX, (F77_CONST_CHAR_ARG2 (balance ? "B" : "N", 1), F77_CONST_CHAR_ARG2 ("N", 1), F77_CONST_CHAR_ARG2 (calc_rev ? "V" : "N", 1), F77_CONST_CHAR_ARG2 ("N", 1), n, tmp_data, n, pwr, pwi, pvl, n, pvr, n, ilo, ihi, pscale, abnrm, prconde, prcondv, pwork, lwork, &dummy_iwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (info < 0) (*current_liboctave_error_handler) ("unrecoverable error in sgeevx"); if (info > 0) (*current_liboctave_error_handler) ("sgeevx failed to converge"); lambda.resize (n); v.resize (nvr, nvr); w.resize (nvl, nvl); for (octave_idx_type j = 0; j < n; j++) { if (wi.elem (j) == 0.0) { lambda.elem (j) = FloatComplex (wr.elem (j)); for (octave_idx_type i = 0; i < nvr; i++) v.elem (i, j) = vr.elem (i, j); for (octave_idx_type i = 0; i < nvl; i++) w.elem (i, j) = vl.elem (i, j); } else { if (j+1 >= n) (*current_liboctave_error_handler) ("EIG: internal error"); lambda.elem (j) = FloatComplex (wr.elem (j), wi.elem (j)); lambda.elem (j+1) = FloatComplex (wr.elem (j+1), wi.elem (j+1)); for (octave_idx_type i = 0; i < nvr; i++) { float real_part = vr.elem (i, j); float imag_part = vr.elem (i, j+1); v.elem (i, j) = FloatComplex (real_part, imag_part); v.elem (i, j+1) = FloatComplex (real_part, -imag_part); } for (octave_idx_type i = 0; i < nvl; i++) { float real_part = vl.elem (i, j); float imag_part = vl.elem (i, j+1); w.elem (i, j) = FloatComplex (real_part, imag_part); w.elem (i, j+1) = FloatComplex (real_part, -imag_part); } j++; } } return info; } octave_idx_type FloatEIG::symmetric_init (const FloatMatrix& a, bool calc_rev, bool calc_lev) { octave_idx_type n = a.rows (); if (n != a.cols ()) (*current_liboctave_error_handler) ("EIG requires square matrix"); octave_idx_type info = 0; FloatMatrix atmp = a; float *tmp_data = atmp.fortran_vec (); FloatColumnVector wr (n); float *pwr = wr.fortran_vec (); octave_idx_type lwork = -1; float dummy_work; F77_XFCN (ssyev, SSYEV, (F77_CONST_CHAR_ARG2 (calc_rev ? "V" : "N", 1), F77_CONST_CHAR_ARG2 ("U", 1), n, tmp_data, n, pwr, &dummy_work, lwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (info != 0) (*current_liboctave_error_handler) ("ssyev workspace query failed"); lwork = static_cast<octave_idx_type> (dummy_work); Array<float> work (dim_vector (lwork, 1)); float *pwork = work.fortran_vec (); F77_XFCN (ssyev, SSYEV, (F77_CONST_CHAR_ARG2 (calc_rev ? "V" : "N", 1), F77_CONST_CHAR_ARG2 ("U", 1), n, tmp_data, n, pwr, pwork, lwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (info < 0) (*current_liboctave_error_handler) ("unrecoverable error in ssyev"); if (info > 0) (*current_liboctave_error_handler) ("ssyev failed to converge"); lambda = FloatComplexColumnVector (wr); v = calc_rev ? FloatComplexMatrix (atmp) : FloatComplexMatrix (); w = calc_lev ? FloatComplexMatrix (atmp) : FloatComplexMatrix (); return info; } octave_idx_type FloatEIG::init (const FloatComplexMatrix& a, bool calc_rev, bool calc_lev, bool balance) { if (a.any_element_is_inf_or_nan ()) (*current_liboctave_error_handler) ("EIG: matrix contains Inf or NaN values"); if (a.is_hermitian ()) return hermitian_init (a, calc_rev, calc_lev); octave_idx_type n = a.rows (); if (n != a.cols ()) (*current_liboctave_error_handler) ("EIG requires square matrix"); octave_idx_type info = 0; FloatComplexMatrix atmp = a; FloatComplex *tmp_data = atmp.fortran_vec (); FloatComplexColumnVector wr (n); FloatComplex *pw = wr.fortran_vec (); octave_idx_type nvr = calc_rev ? n : 0; FloatComplexMatrix vrtmp (nvr, nvr); FloatComplex *pvr = vrtmp.fortran_vec (); octave_idx_type nvl = calc_lev ? n : 0; FloatComplexMatrix vltmp (nvl, nvl); FloatComplex *pvl = vltmp.fortran_vec (); octave_idx_type lwork = -1; FloatComplex dummy_work; octave_idx_type lrwork = 2*n; Array<float> rwork (dim_vector (lrwork, 1)); float *prwork = rwork.fortran_vec (); octave_idx_type ilo; octave_idx_type ihi; Array<float> scale (dim_vector (n, 1)); float *pscale = scale.fortran_vec (); float abnrm; Array<float> rconde (dim_vector (n, 1)); float *prconde = rconde.fortran_vec (); Array<float> rcondv (dim_vector (n, 1)); float *prcondv = rcondv.fortran_vec (); F77_XFCN (cgeevx, CGEEVX, (F77_CONST_CHAR_ARG2 (balance ? "B" : "N", 1), F77_CONST_CHAR_ARG2 (calc_lev ? "V" : "N", 1), F77_CONST_CHAR_ARG2 (calc_rev ? "V" : "N", 1), F77_CONST_CHAR_ARG2 ("N", 1), n, F77_CMPLX_ARG (tmp_data), n, F77_CMPLX_ARG (pw), F77_CMPLX_ARG (pvl), n, F77_CMPLX_ARG (pvr), n, ilo, ihi, pscale, abnrm, prconde, prcondv, F77_CMPLX_ARG (&dummy_work), lwork, prwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (info != 0) (*current_liboctave_error_handler) ("cgeevx workspace query failed"); lwork = static_cast<octave_idx_type> (dummy_work.real ()); Array<FloatComplex> work (dim_vector (lwork, 1)); FloatComplex *pwork = work.fortran_vec (); F77_XFCN (cgeevx, CGEEVX, (F77_CONST_CHAR_ARG2 (balance ? "B" : "N", 1), F77_CONST_CHAR_ARG2 (calc_lev ? "V" : "N", 1), F77_CONST_CHAR_ARG2 (calc_rev ? "V" : "N", 1), F77_CONST_CHAR_ARG2 ("N", 1), n, F77_CMPLX_ARG (tmp_data), n, F77_CMPLX_ARG (pw), F77_CMPLX_ARG (pvl), n, F77_CMPLX_ARG (pvr), n, ilo, ihi, pscale, abnrm, prconde, prcondv, F77_CMPLX_ARG (pwork), lwork, prwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (info < 0) (*current_liboctave_error_handler) ("unrecoverable error in cgeevx"); if (info > 0) (*current_liboctave_error_handler) ("cgeevx failed to converge"); lambda = wr; v = vrtmp; w = vltmp; return info; } octave_idx_type FloatEIG::hermitian_init (const FloatComplexMatrix& a, bool calc_rev, bool calc_lev) { octave_idx_type n = a.rows (); if (n != a.cols ()) (*current_liboctave_error_handler) ("EIG requires square matrix"); octave_idx_type info = 0; FloatComplexMatrix atmp = a; FloatComplex *tmp_data = atmp.fortran_vec (); FloatColumnVector wr (n); float *pwr = wr.fortran_vec (); octave_idx_type lwork = -1; FloatComplex dummy_work; octave_idx_type lrwork = 3*n; Array<float> rwork (dim_vector (lrwork, 1)); float *prwork = rwork.fortran_vec (); F77_XFCN (cheev, CHEEV, (F77_CONST_CHAR_ARG2 (calc_rev ? "V" : "N", 1), F77_CONST_CHAR_ARG2 ("U", 1), n, F77_CMPLX_ARG (tmp_data), n, pwr, F77_CMPLX_ARG (&dummy_work), lwork, prwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (info != 0) (*current_liboctave_error_handler) ("cheev workspace query failed"); lwork = static_cast<octave_idx_type> (dummy_work.real ()); Array<FloatComplex> work (dim_vector (lwork, 1)); FloatComplex *pwork = work.fortran_vec (); F77_XFCN (cheev, CHEEV, (F77_CONST_CHAR_ARG2 (calc_rev ? "V" : "N", 1), F77_CONST_CHAR_ARG2 ("U", 1), n, F77_CMPLX_ARG (tmp_data), n, pwr, F77_CMPLX_ARG (pwork), lwork, prwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (info < 0) (*current_liboctave_error_handler) ("unrecoverable error in cheev"); if (info > 0) (*current_liboctave_error_handler) ("cheev failed to converge"); lambda = FloatComplexColumnVector (wr); v = calc_rev ? FloatComplexMatrix (atmp) : FloatComplexMatrix (); w = calc_lev ? FloatComplexMatrix (atmp) : FloatComplexMatrix (); return info; } octave_idx_type FloatEIG::init (const FloatMatrix& a, const FloatMatrix& b, bool calc_rev, bool calc_lev, bool force_qz) { if (a.any_element_is_inf_or_nan () || b.any_element_is_inf_or_nan ()) (*current_liboctave_error_handler) ("EIG: matrix contains Inf or NaN values"); octave_idx_type n = a.rows (); octave_idx_type nb = b.rows (); if (n != a.cols () || nb != b.cols ()) (*current_liboctave_error_handler) ("EIG requires square matrix"); if (n != nb) (*current_liboctave_error_handler) ("EIG requires same size matrices"); octave_idx_type info = 0; FloatMatrix tmp = b; float *tmp_data = tmp.fortran_vec (); if (! force_qz) { F77_XFCN (spotrf, SPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1), n, tmp_data, n, info F77_CHAR_ARG_LEN (1))); if (a.is_symmetric () && b.is_symmetric () && info == 0) return symmetric_init (a, b, calc_rev, calc_lev); } FloatMatrix atmp = a; float *atmp_data = atmp.fortran_vec (); FloatMatrix btmp = b; float *btmp_data = btmp.fortran_vec (); Array<float> ar (dim_vector (n, 1)); float *par = ar.fortran_vec (); Array<float> ai (dim_vector (n, 1)); float *pai = ai.fortran_vec (); Array<float> beta (dim_vector (n, 1)); float *pbeta = beta.fortran_vec (); volatile octave_idx_type nvr = calc_rev ? n : 0; FloatMatrix vr (nvr, nvr); float *pvr = vr.fortran_vec (); volatile octave_idx_type nvl = calc_lev ? n : 0; FloatMatrix vl (nvl, nvl); float *pvl = vl.fortran_vec (); octave_idx_type lwork = -1; float dummy_work; F77_XFCN (sggev, SGGEV, (F77_CONST_CHAR_ARG2 (calc_lev ? "V" : "N", 1), F77_CONST_CHAR_ARG2 (calc_rev ? "V" : "N", 1), n, atmp_data, n, btmp_data, n, par, pai, pbeta, pvl, n, pvr, n, &dummy_work, lwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (info != 0) (*current_liboctave_error_handler) ("sggev workspace query failed"); lwork = static_cast<octave_idx_type> (dummy_work); Array<float> work (dim_vector (lwork, 1)); float *pwork = work.fortran_vec (); F77_XFCN (sggev, SGGEV, (F77_CONST_CHAR_ARG2 (calc_lev ? "V" : "N", 1), F77_CONST_CHAR_ARG2 (calc_rev ? "V" : "N", 1), n, atmp_data, n, btmp_data, n, par, pai, pbeta, pvl, n, pvr, n, pwork, lwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (info < 0) (*current_liboctave_error_handler) ("unrecoverable error in sggev"); if (info > 0) (*current_liboctave_error_handler) ("sggev failed to converge"); lambda.resize (n); v.resize (nvr, nvr); w.resize (nvl, nvl); for (octave_idx_type j = 0; j < n; j++) { if (ai.elem (j) == 0.0) { lambda.elem (j) = FloatComplex (ar.elem (j) / beta.elem (j)); for (octave_idx_type i = 0; i < nvr; i++) v.elem (i, j) = vr.elem (i, j); for (octave_idx_type i = 0; i < nvl; i++) w.elem (i, j) = vl.elem (i, j); } else { if (j+1 >= n) (*current_liboctave_error_handler) ("EIG: internal error"); lambda.elem (j) = FloatComplex (ar.elem (j) / beta.elem (j), ai.elem (j) / beta.elem (j)); lambda.elem (j+1) = FloatComplex (ar.elem (j+1) / beta.elem (j+1), ai.elem (j+1) / beta.elem (j+1)); for (octave_idx_type i = 0; i < nvr; i++) { float real_part = vr.elem (i, j); float imag_part = vr.elem (i, j+1); v.elem (i, j) = FloatComplex (real_part, imag_part); v.elem (i, j+1) = FloatComplex (real_part, -imag_part); } for (octave_idx_type i = 0; i < nvl; i++) { float real_part = vl.elem (i, j); float imag_part = vl.elem (i, j+1); w.elem (i, j) = FloatComplex (real_part, imag_part); w.elem (i, j+1) = FloatComplex (real_part, -imag_part); } j++; } } return info; } octave_idx_type FloatEIG::symmetric_init (const FloatMatrix& a, const FloatMatrix& b, bool calc_rev, bool calc_lev) { octave_idx_type n = a.rows (); octave_idx_type nb = b.rows (); if (n != a.cols () || nb != b.cols ()) (*current_liboctave_error_handler) ("EIG requires square matrix"); if (n != nb) (*current_liboctave_error_handler) ("EIG requires same size matrices"); octave_idx_type info = 0; FloatMatrix atmp = a; float *atmp_data = atmp.fortran_vec (); FloatMatrix btmp = b; float *btmp_data = btmp.fortran_vec (); FloatColumnVector wr (n); float *pwr = wr.fortran_vec (); octave_idx_type lwork = -1; float dummy_work; F77_XFCN (ssygv, SSYGV, (1, F77_CONST_CHAR_ARG2 (calc_rev ? "V" : "N", 1), F77_CONST_CHAR_ARG2 ("U", 1), n, atmp_data, n, btmp_data, n, pwr, &dummy_work, lwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (info != 0) (*current_liboctave_error_handler) ("ssygv workspace query failed"); lwork = static_cast<octave_idx_type> (dummy_work); Array<float> work (dim_vector (lwork, 1)); float *pwork = work.fortran_vec (); F77_XFCN (ssygv, SSYGV, (1, F77_CONST_CHAR_ARG2 (calc_rev ? "V" : "N", 1), F77_CONST_CHAR_ARG2 ("U", 1), n, atmp_data, n, btmp_data, n, pwr, pwork, lwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (info < 0) (*current_liboctave_error_handler) ("unrecoverable error in ssygv"); if (info > 0) (*current_liboctave_error_handler) ("ssygv failed to converge"); lambda = FloatComplexColumnVector (wr); v = calc_rev ? FloatComplexMatrix (atmp) : FloatComplexMatrix (); w = calc_lev ? FloatComplexMatrix (atmp) : FloatComplexMatrix (); return info; } octave_idx_type FloatEIG::init (const FloatComplexMatrix& a, const FloatComplexMatrix& b, bool calc_rev, bool calc_lev, bool force_qz) { if (a.any_element_is_inf_or_nan () || b.any_element_is_inf_or_nan ()) (*current_liboctave_error_handler) ("EIG: matrix contains Inf or NaN values"); octave_idx_type n = a.rows (); octave_idx_type nb = b.rows (); if (n != a.cols () || nb != b.cols ()) (*current_liboctave_error_handler) ("EIG requires square matrix"); if (n != nb) (*current_liboctave_error_handler) ("EIG requires same size matrices"); octave_idx_type info = 0; FloatComplexMatrix tmp = b; FloatComplex *tmp_data = tmp.fortran_vec (); if (! force_qz) { F77_XFCN (cpotrf, CPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1), n, F77_CMPLX_ARG (tmp_data), n, info F77_CHAR_ARG_LEN (1))); if (a.is_hermitian () && b.is_hermitian () && info == 0) return hermitian_init (a, b, calc_rev, calc_lev); } FloatComplexMatrix atmp = a; FloatComplex *atmp_data = atmp.fortran_vec (); FloatComplexMatrix btmp = b; FloatComplex *btmp_data = btmp.fortran_vec (); FloatComplexColumnVector alpha (n); FloatComplex *palpha = alpha.fortran_vec (); FloatComplexColumnVector beta (n); FloatComplex *pbeta = beta.fortran_vec (); octave_idx_type nvr = calc_rev ? n : 0; FloatComplexMatrix vrtmp (nvr, nvr); FloatComplex *pvr = vrtmp.fortran_vec (); octave_idx_type nvl = calc_lev ? n : 0; FloatComplexMatrix vltmp (nvl, nvl); FloatComplex *pvl = vltmp.fortran_vec (); octave_idx_type lwork = -1; FloatComplex dummy_work; octave_idx_type lrwork = 8*n; Array<float> rwork (dim_vector (lrwork, 1)); float *prwork = rwork.fortran_vec (); F77_XFCN (cggev, CGGEV, (F77_CONST_CHAR_ARG2 (calc_lev ? "V" : "N", 1), F77_CONST_CHAR_ARG2 (calc_rev ? "V" : "N", 1), n, F77_CMPLX_ARG (atmp_data), n, F77_CMPLX_ARG (btmp_data), n, F77_CMPLX_ARG (palpha), F77_CMPLX_ARG (pbeta), F77_CMPLX_ARG (pvl), n, F77_CMPLX_ARG (pvr), n, F77_CMPLX_ARG (&dummy_work), lwork, prwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (info != 0) (*current_liboctave_error_handler) ("cggev workspace query failed"); lwork = static_cast<octave_idx_type> (dummy_work.real ()); Array<FloatComplex> work (dim_vector (lwork, 1)); FloatComplex *pwork = work.fortran_vec (); F77_XFCN (cggev, CGGEV, (F77_CONST_CHAR_ARG2 (calc_lev ? "V" : "N", 1), F77_CONST_CHAR_ARG2 (calc_rev ? "V" : "N", 1), n, F77_CMPLX_ARG (atmp_data), n, F77_CMPLX_ARG (btmp_data), n, F77_CMPLX_ARG (palpha), F77_CMPLX_ARG (pbeta), F77_CMPLX_ARG (pvl), n, F77_CMPLX_ARG (pvr), n, F77_CMPLX_ARG (pwork), lwork, prwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (info < 0) (*current_liboctave_error_handler) ("unrecoverable error in cggev"); if (info > 0) (*current_liboctave_error_handler) ("cggev failed to converge"); lambda.resize (n); for (octave_idx_type j = 0; j < n; j++) lambda.elem (j) = alpha.elem (j) / beta.elem (j); v = vrtmp; w = vltmp; return info; } octave_idx_type FloatEIG::hermitian_init (const FloatComplexMatrix& a, const FloatComplexMatrix& b, bool calc_rev, bool calc_lev) { octave_idx_type n = a.rows (); octave_idx_type nb = b.rows (); if (n != a.cols () || nb != b.cols ()) (*current_liboctave_error_handler) ("EIG requires square matrix"); if (n != nb) (*current_liboctave_error_handler) ("EIG requires same size matrices"); octave_idx_type info = 0; FloatComplexMatrix atmp = a; FloatComplex *atmp_data = atmp.fortran_vec (); FloatComplexMatrix btmp = b; FloatComplex *btmp_data = btmp.fortran_vec (); FloatColumnVector wr (n); float *pwr = wr.fortran_vec (); octave_idx_type lwork = -1; FloatComplex dummy_work; octave_idx_type lrwork = 3*n; Array<float> rwork (dim_vector (lrwork, 1)); float *prwork = rwork.fortran_vec (); F77_XFCN (chegv, CHEGV, (1, F77_CONST_CHAR_ARG2 (calc_rev ? "V" : "N", 1), F77_CONST_CHAR_ARG2 ("U", 1), n, F77_CMPLX_ARG (atmp_data), n, F77_CMPLX_ARG (btmp_data), n, pwr, F77_CMPLX_ARG (&dummy_work), lwork, prwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (info != 0) (*current_liboctave_error_handler) ("zhegv workspace query failed"); lwork = static_cast<octave_idx_type> (dummy_work.real ()); Array<FloatComplex> work (dim_vector (lwork, 1)); FloatComplex *pwork = work.fortran_vec (); F77_XFCN (chegv, CHEGV, (1, F77_CONST_CHAR_ARG2 (calc_rev ? "V" : "N", 1), F77_CONST_CHAR_ARG2 ("U", 1), n, F77_CMPLX_ARG (atmp_data), n, F77_CMPLX_ARG (btmp_data), n, pwr, F77_CMPLX_ARG (pwork), lwork, prwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (info < 0) (*current_liboctave_error_handler) ("unrecoverable error in zhegv"); if (info > 0) (*current_liboctave_error_handler) ("zhegv failed to converge"); lambda = FloatComplexColumnVector (wr); v = calc_rev ? FloatComplexMatrix (atmp) : FloatComplexMatrix (); w = calc_lev ? FloatComplexMatrix (atmp) : FloatComplexMatrix (); return info; }