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view libinterp/corefcn/__eigs__.cc @ 30564:796f54d4ddbf stable
update Octave Project Developers copyright for the new year
In files that have the "Octave Project Developers" copyright notice,
update for 2021.
In all .txi and .texi files except gpl.txi and gpl.texi in the
doc/liboctave and doc/interpreter directories, change the copyright
to "Octave Project Developers", the same as used for other source
files. Update copyright notices for 2022 (not done since 2019). For
gpl.txi and gpl.texi, change the copyright notice to be "Free Software
Foundation, Inc." and leave the date at 2007 only because this file
only contains the text of the GPL, not anything created by the Octave
Project Developers.
Add Paul Thomas to contributors.in.
author | John W. Eaton <jwe@octave.org> |
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date | Tue, 28 Dec 2021 18:22:40 -0500 |
parents | a61e1a0f6024 |
children | c9788d7f6e65 |
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//////////////////////////////////////////////////////////////////////// // // Copyright (C) 2005-2022 The Octave Project Developers // // See the file COPYRIGHT.md in the top-level directory of this // distribution or <https://octave.org/copyright/>. // // 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 // <https://www.gnu.org/licenses/>. // //////////////////////////////////////////////////////////////////////// #if defined (HAVE_CONFIG_H) # include "config.h" #endif #include <limits> #include <string> #include "Matrix.h" #include "eigs-base.h" #include "unwind-prot.h" #include "defun.h" #include "error.h" #include "errwarn.h" #include "interpreter-private.h" #include "oct-map.h" #include "ov.h" #include "ovl.h" #include "pager.h" #include "parse.h" #include "variables.h" OCTAVE_NAMESPACE_BEGIN #if defined (HAVE_ARPACK) struct eigs_callback { public: ColumnVector eigs_func (const ColumnVector& x, int& eigs_error); ComplexColumnVector eigs_complex_func (const ComplexColumnVector& x, int& eigs_error); //-------- // Pointer for user defined function. octave_value m_eigs_fcn; // Have we warned about imaginary values returned from user function? bool m_warned_imaginary = false; }; // Is this a recursive call? static int call_depth = 0; ColumnVector eigs_callback::eigs_func (const ColumnVector& x, int& eigs_error) { ColumnVector retval; octave_value_list args; args(0) = x; if (m_eigs_fcn.is_defined ()) { octave_value_list tmp; try { tmp = octave::feval (m_eigs_fcn, args, 1); } catch (octave::execution_exception& ee) { err_user_supplied_eval (ee, "eigs"); } if (tmp.length () && tmp(0).is_defined ()) { if (! m_warned_imaginary && tmp(0).iscomplex ()) { warning ("eigs: ignoring imaginary part returned from user-supplied function"); m_warned_imaginary = true; } retval = tmp(0).xvector_value ("eigs: evaluation of user-supplied function failed"); } else { eigs_error = 1; err_user_supplied_eval ("eigs"); } } return retval; } ComplexColumnVector eigs_callback::eigs_complex_func (const ComplexColumnVector& x, int& eigs_error) { ComplexColumnVector retval; octave_value_list args; args(0) = x; if (m_eigs_fcn.is_defined ()) { octave_value_list tmp; try { tmp = octave::feval (m_eigs_fcn, args, 1); } catch (octave::execution_exception& ee) { err_user_supplied_eval (ee, "eigs"); } if (tmp.length () && tmp(0).is_defined ()) { retval = tmp(0).xcomplex_vector_value ("eigs: evaluation of user-supplied function failed"); } else { eigs_error = 1; err_user_supplied_eval ("eigs"); } } return retval; } #endif DEFMETHOD (__eigs__, interp, args, nargout, doc: /* -*- texinfo -*- @deftypefn {} {@var{d} =} __eigs__ (@var{A}) @deftypefnx {} {@var{d} =} __eigs__ (@var{A}, @var{k}) @deftypefnx {} {@var{d} =} __eigs__ (@var{A}, @var{k}, @var{sigma}) @deftypefnx {} {@var{d} =} __eigs__ (@var{A}, @var{k}, @var{sigma}, @var{opts}) @deftypefnx {} {@var{d} =} __eigs__ (@var{A}, @var{B}) @deftypefnx {} {@var{d} =} __eigs__ (@var{A}, @var{B}, @var{k}) @deftypefnx {} {@var{d} =} __eigs__ (@var{A}, @var{B}, @var{k}, @var{sigma}) @deftypefnx {} {@var{d} =} __eigs__ (@var{A}, @var{B}, @var{k}, @var{sigma}, @var{opts}) @deftypefnx {} {@var{d} =} __eigs__ (@var{af}, @var{n}) @deftypefnx {} {@var{d} =} __eigs__ (@var{af}, @var{n}, @var{B}) @deftypefnx {} {@var{d} =} __eigs__ (@var{af}, @var{n}, @var{k}) @deftypefnx {} {@var{d} =} __eigs__ (@var{af}, @var{n}, @var{B}, @var{k}) @deftypefnx {} {@var{d} =} __eigs__ (@var{af}, @var{n}, @var{k}, @var{sigma}) @deftypefnx {} {@var{d} =} __eigs__ (@var{af}, @var{n}, @var{B}, @var{k}, @var{sigma}) @deftypefnx {} {@var{d} =} __eigs__ (@var{af}, @var{n}, @var{k}, @var{sigma}, @var{opts}) @deftypefnx {} {@var{d} =} __eigs__ (@var{af}, @var{n}, @var{B}, @var{k}, @var{sigma}, @var{opts}) @deftypefnx {} {[@var{V}, @var{d}] =} __eigs__ (@var{A}, @dots{}) @deftypefnx {} {[@var{V}, @var{d}] =} __eigs__ (@var{af}, @var{n}, @dots{}) @deftypefnx {} {[@var{V}, @var{d}, @var{flag}] =} __eigs__ (@var{A}, @dots{}) @deftypefnx {} {[@var{V}, @var{d}, @var{flag}] =} __eigs__ (@var{af}, @var{n}, @dots{}) Undocumented internal function. @end deftypefn */) { #if defined (HAVE_ARPACK) int nargin = args.length (); if (nargin == 0) print_usage (); octave_value_list retval; std::string fcn_name; octave_idx_type n = 0; octave_idx_type k = 6; Complex sigma = 0.0; double sigmar, sigmai; bool have_sigma = false; std::string typ = "LM"; Matrix amm, bmm, bmt; ComplexMatrix acm, bcm, bct; SparseMatrix asmm, bsmm, bsmt; SparseComplexMatrix ascm, bscm, bsct; int b_arg = 0; bool have_b = false; bool have_a_fun = false; bool a_is_complex = false; bool b_is_complex = false; bool symmetric = false; bool sym_tested = false; bool cholB = false; bool a_is_sparse = false; bool b_is_sparse = false; ColumnVector permB; int arg_offset = 0; double tol = std::numeric_limits<double>::epsilon (); int maxit = 300; int disp = 0; octave_idx_type p = -1; ColumnVector resid; ComplexColumnVector cresid; octave_idx_type info = 1; eigs_callback callback; unwind_protect_var<int> restore_var (call_depth); call_depth++; if (call_depth > 1) error ("eigs: invalid recursive call"); if (args(0).is_function_handle () || args(0).is_inline_function () || args(0).is_string ()) { callback.m_eigs_fcn = get_function_handle (interp, args(0), "x"); if (callback.m_eigs_fcn.is_undefined ()) error ("eigs: unknown function"); if (nargin < 2) error ("eigs: incorrect number of arguments"); n = args(1).nint_value (); arg_offset = 1; have_a_fun = true; } else { if (args(0).iscomplex ()) { if (args(0).issparse ()) { ascm = (args(0).sparse_complex_matrix_value ()); a_is_sparse = true; } else acm = (args(0).complex_matrix_value ()); a_is_complex = true; } else { if (args(0).issparse ()) { asmm = (args(0).sparse_matrix_value ()); a_is_sparse = true; } else { amm = (args(0).matrix_value ()); } } } // Note hold off reading B until later to avoid issues of double // copies of the matrix if B is full/real while A is complex. if (nargin > 1 + arg_offset && ! (args(1 + arg_offset).is_real_scalar ())) { if (args(1+arg_offset).iscomplex ()) { b_arg = 1+arg_offset; if (args(b_arg).issparse ()) { bscm = (args(b_arg).sparse_complex_matrix_value ()); b_is_sparse = true; } else bcm = (args(b_arg).complex_matrix_value ()); have_b = true; b_is_complex = true; arg_offset++; } else { b_arg = 1+arg_offset; if (args(b_arg).issparse ()) { bsmm = (args(b_arg).sparse_matrix_value ()); b_is_sparse = true; } else bmm = (args(b_arg).matrix_value ()); have_b = true; arg_offset++; } } if (nargin > (1+arg_offset)) k = args(1+arg_offset).nint_value (); if (nargin > (2+arg_offset)) { if (args(2+arg_offset).is_string ()) { typ = args(2+arg_offset).string_value (); // Use STL function to convert to upper case transform (typ.begin (), typ.end (), typ.begin (), toupper); sigma = 0.0; } else { sigma = args(2+arg_offset).xcomplex_value ("eigs: SIGMA must be a scalar or a string"); have_sigma = true; } } sigmar = sigma.real (); sigmai = sigma.imag (); if (nargin > (3+arg_offset)) { if (! args(3+arg_offset).isstruct ()) error ("eigs: OPTS argument must be a structure"); octave_scalar_map map = args(3+arg_offset).xscalar_map_value ("eigs: OPTS argument must be a scalar structure"); octave_value tmp; // issym is ignored for complex matrix inputs tmp = map.getfield ("issym"); if (tmp.is_defined ()) { if (tmp.numel () != 1) error ("eigs: OPTS.issym must be a scalar value"); symmetric = tmp.xbool_value ("eigs: OPTS.issym must be a logical value"); sym_tested = true; } // isreal is ignored if A is not a function if (have_a_fun) { tmp = map.getfield ("isreal"); if (tmp.is_defined ()) { if (tmp.numel () != 1) error ("eigs: OPTS.isreal must be a scalar value"); a_is_complex = ! tmp.xbool_value ("eigs: OPTS.isreal must be a logical value"); } } tmp = map.getfield ("tol"); if (tmp.is_defined ()) tol = tmp.double_value (); tmp = map.getfield ("maxit"); if (tmp.is_defined ()) maxit = tmp.nint_value (); tmp = map.getfield ("p"); if (tmp.is_defined ()) p = tmp.nint_value (); tmp = map.getfield ("v0"); if (tmp.is_defined ()) { if (a_is_complex || b_is_complex) cresid = ComplexColumnVector (tmp.complex_vector_value ()); else resid = ColumnVector (tmp.vector_value ()); } tmp = map.getfield ("disp"); if (tmp.is_defined ()) disp = tmp.nint_value (); tmp = map.getfield ("cholB"); if (tmp.is_defined ()) { if (tmp.numel () != 1) error ("eigs: OPTS.cholB must be a scalar value"); cholB = tmp.xbool_value ("eigs: OPTS.cholB must be a logical value"); } tmp = map.getfield ("permB"); if (tmp.is_defined ()) permB = ColumnVector (tmp.vector_value ()) - 1.0; } if (nargin > (4+arg_offset)) error ("eigs: incorrect number of arguments"); // Test undeclared (no issym) matrix inputs for symmetry if (! sym_tested && ! have_a_fun) { if (a_is_complex) { if (a_is_sparse) symmetric = ascm.ishermitian (); else symmetric = acm.ishermitian (); } else { if (a_is_sparse) symmetric = asmm.issymmetric (); else symmetric = amm.issymmetric (); } } if (have_b) { if (a_is_complex || b_is_complex) { if (b_is_sparse) bscm = args(b_arg).sparse_complex_matrix_value (); else bcm = args(b_arg).complex_matrix_value (); } else { if (b_is_sparse) bsmm = args(b_arg).sparse_matrix_value (); else bmm = args(b_arg).matrix_value (); } } // Mode 1 for SM mode seems unstable for some reason. // Use Mode 3 instead, with sigma = 0. if (! have_sigma && typ == "SM") have_sigma = true; octave_idx_type nconv; if (a_is_complex || b_is_complex) { EigsComplexFunc eigs_complex_fcn = [&callback] (const ComplexColumnVector& x, int& eigs_error) { return callback.eigs_complex_func (x, eigs_error); }; ComplexMatrix eig_vec; ComplexColumnVector eig_val; if (have_a_fun) { if (b_is_sparse) nconv = EigsComplexNonSymmetricFunc (eigs_complex_fcn, n, typ, sigma, k, p, info, eig_vec, eig_val, bscm, permB, cresid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); else nconv = EigsComplexNonSymmetricFunc (eigs_complex_fcn, n, typ, sigma, k, p, info, eig_vec, eig_val, bcm, permB, cresid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); } else if (have_sigma) { if (a_is_sparse) nconv = EigsComplexNonSymmetricMatrixShift (ascm, sigma, k, p, info, eig_vec, eig_val, bscm, permB, cresid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); else nconv = EigsComplexNonSymmetricMatrixShift (acm, sigma, k, p, info, eig_vec, eig_val, bcm, permB, cresid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); } else { if (a_is_sparse) nconv = EigsComplexNonSymmetricMatrix (ascm, typ, k, p, info, eig_vec, eig_val, bscm, permB, cresid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); else nconv = EigsComplexNonSymmetricMatrix (acm, typ, k, p, info, eig_vec, eig_val, bcm, permB, cresid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); } if (nargout < 2) { if (symmetric) retval(0) = real (eig_val); else retval(0) = eig_val; } else { if (symmetric) retval = ovl (eig_vec, DiagMatrix (real (eig_val)), double (info)); else retval = ovl (eig_vec, ComplexDiagMatrix (eig_val), double (info)); } } else if (sigmai != 0.0) { EigsComplexFunc eigs_complex_fcn = [&callback] (const ComplexColumnVector& x, int& eigs_error) { return callback.eigs_complex_func (x, eigs_error); }; // Promote real problem to a complex one. ComplexMatrix eig_vec; ComplexColumnVector eig_val; if (have_a_fun) { if (b_is_sparse) nconv = EigsComplexNonSymmetricFunc (eigs_complex_fcn, n, typ, sigma, k, p, info, eig_vec, eig_val, bscm, permB, cresid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); else nconv = EigsComplexNonSymmetricFunc (eigs_complex_fcn, n, typ, sigma, k, p, info, eig_vec, eig_val, bcm, permB, cresid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); } else { if (a_is_sparse) nconv = EigsComplexNonSymmetricMatrixShift (SparseComplexMatrix (asmm), sigma, k, p, info, eig_vec, eig_val, SparseComplexMatrix (bsmm), permB, cresid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); else nconv = EigsComplexNonSymmetricMatrixShift (ComplexMatrix (amm), sigma, k, p, info, eig_vec, eig_val, ComplexMatrix (bmm), permB, cresid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); } if (nargout < 2) { if (symmetric) retval(0) = real (eig_val); else retval(0) = eig_val; } else { if (symmetric) retval = ovl (eig_vec, DiagMatrix (real (eig_val)), double (info)); else retval = ovl (eig_vec, ComplexDiagMatrix (eig_val), double (info)); } } else { EigsFunc eigs_fcn = [&callback] (const ColumnVector& x, int& eigs_error) { return callback.eigs_func (x, eigs_error); }; if (symmetric) { Matrix eig_vec; ColumnVector eig_val; if (have_a_fun) { if (b_is_sparse) nconv = EigsRealSymmetricFunc (eigs_fcn, n, typ, sigmar, k, p, info, eig_vec, eig_val, bsmm, permB, resid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); else nconv = EigsRealSymmetricFunc (eigs_fcn, n, typ, sigmar, k, p, info, eig_vec, eig_val, bmm, permB, resid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); } else if (have_sigma) { if (a_is_sparse) nconv = EigsRealSymmetricMatrixShift (asmm, sigmar, k, p, info, eig_vec, eig_val, bsmm, permB, resid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); else nconv = EigsRealSymmetricMatrixShift (amm, sigmar, k, p, info, eig_vec, eig_val, bmm, permB, resid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); } else { if (a_is_sparse) nconv = EigsRealSymmetricMatrix (asmm, typ, k, p, info, eig_vec, eig_val, bsmm, permB, resid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); else nconv = EigsRealSymmetricMatrix (amm, typ, k, p, info, eig_vec, eig_val, bmm, permB, resid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); } if (nargout < 2) retval(0) = eig_val; else retval = ovl (eig_vec, DiagMatrix (eig_val), double (info)); } else { ComplexMatrix eig_vec; ComplexColumnVector eig_val; if (have_a_fun) { if (b_is_sparse) nconv = EigsRealNonSymmetricFunc (eigs_fcn, n, typ, sigmar, k, p, info, eig_vec, eig_val, bsmm, permB, resid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); else nconv = EigsRealNonSymmetricFunc (eigs_fcn, n, typ, sigmar, k, p, info, eig_vec, eig_val, bmm, permB, resid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); } else if (have_sigma) { if (a_is_sparse) nconv = EigsRealNonSymmetricMatrixShift (asmm, sigmar, k, p, info, eig_vec, eig_val, bsmm, permB, resid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); else nconv = EigsRealNonSymmetricMatrixShift (amm, sigmar, k, p, info, eig_vec, eig_val, bmm, permB, resid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); } else { if (a_is_sparse) nconv = EigsRealNonSymmetricMatrix (asmm, typ, k, p, info, eig_vec, eig_val, bsmm, permB, resid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); else nconv = EigsRealNonSymmetricMatrix (amm, typ, k, p, info, eig_vec, eig_val, bmm, permB, resid, octave_stdout, tol, (nargout > 1), cholB, disp, maxit); } if (nargout < 2) retval(0) = eig_val; else retval = ovl (eig_vec, ComplexDiagMatrix (eig_val), double (info)); } } if (nconv <= 0) warning_with_id ("Octave:eigs:UnconvergedEigenvalues", "eigs: None of the %" OCTAVE_IDX_TYPE_FORMAT " requested eigenvalues converged", k); else if (nconv < k) warning_with_id ("Octave:eigs:UnconvergedEigenvalues", "eigs: Only %" OCTAVE_IDX_TYPE_FORMAT " of the %" OCTAVE_IDX_TYPE_FORMAT " requested eigenvalues converged", nconv, k); if (! fcn_name.empty ()) { symbol_table& symtab = interp.get_symbol_table (); symtab.clear_function (fcn_name); } return retval; #else octave_unused_parameter (interp); octave_unused_parameter (args); octave_unused_parameter (nargout); err_disabled_feature ("eigs", "ARPACK"); #endif } /* ## No test needed for internal helper function. %!assert (1) */ OCTAVE_NAMESPACE_END