view liboctave/numeric/schur.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>
date Tue, 28 Dec 2021 18:22:40 -0500
parents 1e277c6b6626
children e88a07dec498
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////////////////////////////////////////////////////////////////////////
//
// Copyright (C) 1994-2022 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 "Array.h"
#include "CMatrix.h"
#include "dMatrix.h"
#include "fCMatrix.h"
#include "fMatrix.h"
#include "lo-error.h"
#include "lo-lapack-proto.h"
#include "oct-locbuf.h"
#include "schur.h"

namespace octave
{
  namespace math
  {
    // For real types.

    static F77_INT
    select_ana (const double& a, const double&)
    {
      return (a < 0.0);
    }

    static F77_INT
    select_dig (const double& a, const double& b)
    {
      return (hypot (a, b) < 1.0);
    }

    static F77_INT
    select_ana (const float& a, const float&)
    {
      return (a < 0.0);
    }

    static F77_INT
    select_dig (const float& a, const float& b)
    {
      return (hypot (a, b) < 1.0);
    }

    // For complex types.

    static F77_INT
    select_ana (const F77_DBLE_CMPLX& a_arg)
    {
      const Complex a = reinterpret_cast<const Complex&> (a_arg);
      return a.real () < 0.0;
    }

    static F77_INT
    select_dig (const F77_DBLE_CMPLX& a_arg)
    {
      const Complex& a = reinterpret_cast<const Complex&> (a_arg);
      return (abs (a) < 1.0);
    }

    static F77_INT
    select_ana (const F77_CMPLX& a_arg)
    {
      const FloatComplex& a = reinterpret_cast<const FloatComplex&> (a_arg);
      return a.real () < 0.0;
    }

    static F77_INT
    select_dig (const F77_CMPLX& a_arg)
    {
      const FloatComplex& a = reinterpret_cast<const FloatComplex&> (a_arg);
      return (abs (a) < 1.0);
    }

    template <>
    OCTAVE_API F77_INT
    schur<Matrix>::init (const Matrix& a, const std::string& ord,
                         bool calc_unitary)
    {
      F77_INT a_nr = to_f77_int (a.rows ());
      F77_INT a_nc = to_f77_int (a.cols ());

      if (a_nr != a_nc)
        (*current_liboctave_error_handler) ("schur: requires square matrix");

      if (a_nr == 0)
        {
          m_schur_mat.clear ();
          m_unitary_schur_mat.clear ();
          return 0;
        }

      // Workspace requirements may need to be fixed if any of the
      // following change.

      char jobvs;
      char sense = 'N';
      char sort = 'N';

      if (calc_unitary)
        jobvs = 'V';
      else
        jobvs = 'N';

      char ord_char = (ord.empty () ? 'U' : ord[0]);

      if (ord_char == 'A' || ord_char == 'D'
          || ord_char == 'a' || ord_char == 'd')
        sort = 'S';

      volatile double_selector selector = nullptr;
      if (ord_char == 'A' || ord_char == 'a')
        selector = select_ana;
      else if (ord_char == 'D' || ord_char == 'd')
        selector = select_dig;

      F77_INT n = a_nc;
      F77_INT lwork = 8 * n;
      F77_INT liwork = 1;
      F77_INT info;
      F77_INT sdim;
      double rconde;
      double rcondv;

      m_schur_mat = a;

      if (calc_unitary)
        m_unitary_schur_mat.clear (n, n);

      double *s = m_schur_mat.fortran_vec ();
      double *q = m_unitary_schur_mat.fortran_vec ();

      Array<double> wr (dim_vector (n, 1));
      double *pwr = wr.fortran_vec ();

      Array<double> wi (dim_vector (n, 1));
      double *pwi = wi.fortran_vec ();

      Array<double> work (dim_vector (lwork, 1));
      double *pwork = work.fortran_vec ();

      // BWORK is not referenced for the non-ordered Schur routine.
      F77_INT ntmp = (ord_char == 'N' || ord_char == 'n') ? 0 : n;
      Array<F77_INT> bwork (dim_vector (ntmp, 1));
      F77_INT *pbwork = bwork.fortran_vec ();

      Array<F77_INT> iwork (dim_vector (liwork, 1));
      F77_INT *piwork = iwork.fortran_vec ();

      F77_XFCN (dgeesx, DGEESX, (F77_CONST_CHAR_ARG2 (&jobvs, 1),
                                 F77_CONST_CHAR_ARG2 (&sort, 1),
                                 selector,
                                 F77_CONST_CHAR_ARG2 (&sense, 1),
                                 n, s, n, sdim, pwr, pwi, q, n, rconde, rcondv,
                                 pwork, lwork, piwork, liwork, pbwork, info
                                 F77_CHAR_ARG_LEN (1)
                                 F77_CHAR_ARG_LEN (1)
                                 F77_CHAR_ARG_LEN (1)));

      return info;
    }

    template <>
    OCTAVE_API F77_INT
    schur<FloatMatrix>::init (const FloatMatrix& a, const std::string& ord,
                              bool calc_unitary)
    {
      F77_INT a_nr = to_f77_int (a.rows ());
      F77_INT a_nc = to_f77_int (a.cols ());

      if (a_nr != a_nc)
        (*current_liboctave_error_handler) ("SCHUR requires square matrix");

      if (a_nr == 0)
        {
          m_schur_mat.clear ();
          m_unitary_schur_mat.clear ();
          return 0;
        }

      // Workspace requirements may need to be fixed if any of the
      // following change.

      char jobvs;
      char sense = 'N';
      char sort = 'N';

      if (calc_unitary)
        jobvs = 'V';
      else
        jobvs = 'N';

      char ord_char = (ord.empty () ? 'U' : ord[0]);

      if (ord_char == 'A' || ord_char == 'D'
          || ord_char == 'a' || ord_char == 'd')
        sort = 'S';

      volatile float_selector selector = nullptr;
      if (ord_char == 'A' || ord_char == 'a')
        selector = select_ana;
      else if (ord_char == 'D' || ord_char == 'd')
        selector = select_dig;

      F77_INT n = a_nc;
      F77_INT lwork = 8 * n;
      F77_INT liwork = 1;
      F77_INT info;
      F77_INT sdim;
      float rconde;
      float rcondv;

      m_schur_mat = a;

      if (calc_unitary)
        m_unitary_schur_mat.clear (n, n);

      float *s = m_schur_mat.fortran_vec ();
      float *q = m_unitary_schur_mat.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 ();

      Array<float> work (dim_vector (lwork, 1));
      float *pwork = work.fortran_vec ();

      // BWORK is not referenced for the non-ordered Schur routine.
      F77_INT ntmp = (ord_char == 'N' || ord_char == 'n') ? 0 : n;
      Array<F77_INT> bwork (dim_vector (ntmp, 1));
      F77_INT *pbwork = bwork.fortran_vec ();

      Array<F77_INT> iwork (dim_vector (liwork, 1));
      F77_INT *piwork = iwork.fortran_vec ();

      F77_XFCN (sgeesx, SGEESX, (F77_CONST_CHAR_ARG2 (&jobvs, 1),
                                 F77_CONST_CHAR_ARG2 (&sort, 1),
                                 selector,
                                 F77_CONST_CHAR_ARG2 (&sense, 1),
                                 n, s, n, sdim, pwr, pwi, q, n, rconde, rcondv,
                                 pwork, lwork, piwork, liwork, pbwork, info
                                 F77_CHAR_ARG_LEN (1)
                                 F77_CHAR_ARG_LEN (1)
                                 F77_CHAR_ARG_LEN (1)));

      return info;
    }

    template <>
    OCTAVE_API F77_INT
    schur<ComplexMatrix>::init (const ComplexMatrix& a, const std::string& ord,
                                bool calc_unitary)
    {
      F77_INT a_nr = to_f77_int (a.rows ());
      F77_INT a_nc = to_f77_int (a.cols ());

      if (a_nr != a_nc)
        (*current_liboctave_error_handler) ("SCHUR requires square matrix");

      if (a_nr == 0)
        {
          m_schur_mat.clear ();
          m_unitary_schur_mat.clear ();
          return 0;
        }

      // Workspace requirements may need to be fixed if any of the
      // following change.

      char jobvs;
      char sense = 'N';
      char sort = 'N';

      if (calc_unitary)
        jobvs = 'V';
      else
        jobvs = 'N';

      char ord_char = (ord.empty () ? 'U' : ord[0]);

      if (ord_char == 'A' || ord_char == 'D'
          || ord_char == 'a' || ord_char == 'd')
        sort = 'S';

      volatile complex_selector selector = nullptr;
      if (ord_char == 'A' || ord_char == 'a')
        selector = select_ana;
      else if (ord_char == 'D' || ord_char == 'd')
        selector = select_dig;

      F77_INT n = a_nc;
      F77_INT lwork = 8 * n;
      F77_INT info;
      F77_INT sdim;
      double rconde;
      double rcondv;

      m_schur_mat = a;
      if (calc_unitary)
        m_unitary_schur_mat.clear (n, n);

      Complex *s = m_schur_mat.fortran_vec ();
      Complex *q = m_unitary_schur_mat.fortran_vec ();

      Array<double> rwork (dim_vector (n, 1));
      double *prwork = rwork.fortran_vec ();

      Array<Complex> w (dim_vector (n, 1));
      Complex *pw = w.fortran_vec ();

      Array<Complex> work (dim_vector (lwork, 1));
      Complex *pwork = work.fortran_vec ();

      // BWORK is not referenced for non-ordered Schur.
      F77_INT ntmp = (ord_char == 'N' || ord_char == 'n') ? 0 : n;
      Array<F77_INT> bwork (dim_vector (ntmp, 1));
      F77_INT *pbwork = bwork.fortran_vec ();

      F77_XFCN (zgeesx, ZGEESX,
                (F77_CONST_CHAR_ARG2 (&jobvs, 1),
                 F77_CONST_CHAR_ARG2 (&sort, 1),
                 selector,
                 F77_CONST_CHAR_ARG2 (&sense, 1),
                 n, F77_DBLE_CMPLX_ARG (s), n, sdim, F77_DBLE_CMPLX_ARG (pw),
                 F77_DBLE_CMPLX_ARG (q), n, rconde, rcondv,
                 F77_DBLE_CMPLX_ARG (pwork), lwork, prwork, pbwork, info
                 F77_CHAR_ARG_LEN (1)
                 F77_CHAR_ARG_LEN (1)
                 F77_CHAR_ARG_LEN (1)));

      return info;
    }

    template <>
    OCTAVE_API schur<ComplexMatrix>
    rsf2csf<ComplexMatrix, Matrix> (const Matrix& s_arg, const Matrix& u_arg)
    {
      ComplexMatrix s (s_arg);
      ComplexMatrix u (u_arg);

      F77_INT n = to_f77_int (s.rows ());

      if (s.columns () != n || u.rows () != n || u.columns () != n)
        (*current_liboctave_error_handler)
          ("rsf2csf: inconsistent matrix dimensions");

      if (n > 0)
        {
          OCTAVE_LOCAL_BUFFER (double, c, n-1);
          OCTAVE_LOCAL_BUFFER (double, sx, n-1);

          F77_XFCN (zrsf2csf, ZRSF2CSF,
                    (n, F77_DBLE_CMPLX_ARG (s.fortran_vec ()),
                     F77_DBLE_CMPLX_ARG (u.fortran_vec ()), c, sx));
        }

      return schur<ComplexMatrix> (s, u);
    }

    template <>
    OCTAVE_API F77_INT
    schur<FloatComplexMatrix>::init (const FloatComplexMatrix& a,
                                     const std::string& ord, bool calc_unitary)
    {
      F77_INT a_nr = to_f77_int (a.rows ());
      F77_INT a_nc = to_f77_int (a.cols ());

      if (a_nr != a_nc)
        (*current_liboctave_error_handler) ("SCHUR requires square matrix");

      if (a_nr == 0)
        {
          m_schur_mat.clear ();
          m_unitary_schur_mat.clear ();
          return 0;
        }

      // Workspace requirements may need to be fixed if any of the
      // following change.

      char jobvs;
      char sense = 'N';
      char sort = 'N';

      if (calc_unitary)
        jobvs = 'V';
      else
        jobvs = 'N';

      char ord_char = (ord.empty () ? 'U' : ord[0]);

      if (ord_char == 'A' || ord_char == 'D'
          || ord_char == 'a' || ord_char == 'd')
        sort = 'S';

      volatile float_complex_selector selector = nullptr;
      if (ord_char == 'A' || ord_char == 'a')
        selector = select_ana;
      else if (ord_char == 'D' || ord_char == 'd')
        selector = select_dig;

      F77_INT n = a_nc;
      F77_INT lwork = 8 * n;
      F77_INT info;
      F77_INT sdim;
      float rconde;
      float rcondv;

      m_schur_mat = a;
      if (calc_unitary)
        m_unitary_schur_mat.clear (n, n);

      FloatComplex *s = m_schur_mat.fortran_vec ();
      FloatComplex *q = m_unitary_schur_mat.fortran_vec ();

      Array<float> rwork (dim_vector (n, 1));
      float *prwork = rwork.fortran_vec ();

      Array<FloatComplex> w (dim_vector (n, 1));
      FloatComplex *pw = w.fortran_vec ();

      Array<FloatComplex> work (dim_vector (lwork, 1));
      FloatComplex *pwork = work.fortran_vec ();

      // BWORK is not referenced for non-ordered Schur.
      F77_INT ntmp = (ord_char == 'N' || ord_char == 'n') ? 0 : n;
      Array<F77_INT> bwork (dim_vector (ntmp, 1));
      F77_INT *pbwork = bwork.fortran_vec ();

      F77_XFCN (cgeesx, CGEESX,
                (F77_CONST_CHAR_ARG2 (&jobvs, 1),
                 F77_CONST_CHAR_ARG2 (&sort, 1),
                 selector,
                 F77_CONST_CHAR_ARG2 (&sense, 1),
                 n, F77_CMPLX_ARG (s), n, sdim, F77_CMPLX_ARG (pw),
                 F77_CMPLX_ARG (q), n,
                 rconde, rcondv,
                 F77_CMPLX_ARG (pwork), lwork, prwork, pbwork, info
                 F77_CHAR_ARG_LEN (1)
                 F77_CHAR_ARG_LEN (1)
                 F77_CHAR_ARG_LEN (1)));

      return info;
    }

    template <>
    OCTAVE_API schur<FloatComplexMatrix>
    rsf2csf<FloatComplexMatrix, FloatMatrix> (const FloatMatrix& s_arg,
                                              const FloatMatrix& u_arg)
    {
      FloatComplexMatrix s (s_arg);
      FloatComplexMatrix u (u_arg);

      F77_INT n = to_f77_int (s.rows ());

      if (s.columns () != n || u.rows () != n || u.columns () != n)
        (*current_liboctave_error_handler)
          ("rsf2csf: inconsistent matrix dimensions");

      if (n > 0)
        {
          OCTAVE_LOCAL_BUFFER (float, c, n-1);
          OCTAVE_LOCAL_BUFFER (float, sx, n-1);

          F77_XFCN (crsf2csf, CRSF2CSF,
                    (n, F77_CMPLX_ARG (s.fortran_vec ()),
                     F77_CMPLX_ARG (u.fortran_vec ()), c, sx));
        }

      return schur<FloatComplexMatrix> (s, u);
    }

    // Instantiations we need.

    template class schur<ComplexMatrix>;

    template class schur<FloatComplexMatrix>;

    template class schur<FloatMatrix>;

    template class schur<Matrix>;
  }
}