Mercurial > octave
view libinterp/corefcn/ordschur.cc @ 29961:7d6709900da7
eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more
Files affected: __betainc__.cc, __contourc__.cc, __eigs__.cc,
__expint__.cc, __ftp__.cc, __gammainc__.cc, __ichol__.cc, __ilu__.cc,
__magick_read__.cc, __pchip_deriv__.cc, __qp__.cc, amd.cc, balance.cc,
besselj.cc, bsxfun.cc, call-stack.cc, ccolamd.cc, cellfun.cc, chol.cc,
colamd.cc, colloc.cc, conv2.cc, daspk.cc, dasrt.cc, dassl.cc, data.cc,
defaults.cc, dirfns.cc, display.cc, dlmread.cc, dmperm.cc, dot.cc,
eig.cc, ellipj.cc, environment.cc, error.cc, event-manager.cc, fft.cc,
fft2.cc, fftn.cc, file-io.cc, find.cc, gcd.cc, getgrent.cc,
getpwent.cc, getrusage.cc, gsvd.cc, hash.cc, help.cc, hess.cc,
hex2num.cc, input.cc, inv.cc, jsondecode.cc, jsonencode.cc,
load-path.cc, load-save.cc, lookup.cc, lsode.cc, lu.cc, max.cc,
mgorth.cc, oct-hist.cc, ordqz.cc, ordschur.cc, pager.cc, pr-output.cc,
psi.cc, qr.cc, quad.cc, quadcc.cc, qz.cc, rand.cc, regexp.cc,
schur.cc, settings.cc, sighandlers.cc, sparse.cc, spparms.cc,
sqrtm.cc, stream-euler.cc, strfind.cc, strfns.cc, sub2ind.cc, svd.cc,
symbfact.cc, symtab.cc, syscalls.cc, sysdep.cc, time.cc, toplev.cc,
tril.cc, typecast.cc, urlwrite.cc, utils.cc, variables.cc,
__delaunayn__.cc, __fltk_uigetfile__.cc, __glpk__.cc,
__init_gnuplot__.cc, __ode15__.cc, __voronoi__.cc, audiodevinfo.cc,
audioread.cc, convhulln.cc, fftw.cc, gzip.cc, ov-cell.cc, ov-class.cc,
ov-classdef.cc, ov-fcn-handle.cc, ov-struct.cc, ov-typeinfo.cc,
ov-usr-fcn.cc, octave.cc, lex.ll, oct-parse.yy, profiler.cc,
andpt-eval.cc.
author | John W. Eaton <jwe@octave.org> |
---|---|
date | Sat, 14 Aug 2021 22:48:52 -0400 |
parents | 32c3a5805893 |
children | 796f54d4ddbf |
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//////////////////////////////////////////////////////////////////////// // // Copyright (C) 2016-2021 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 "defun.h" #include "error.h" #include "lo-lapack-proto.h" #include "ovl.h" OCTAVE_NAMESPACE_BEGIN 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, ordeig, ordqz} @end deftypefn */) { if (args.length () != 3) print_usage (); const Array<octave_idx_type> sel_arg = args(2).xoctave_idx_type_vector_value ("ordschur: SELECT must be an array of integers"); const octave_idx_type sel_n = sel_arg.numel (); const dim_vector dimU = args(0).dims (); const dim_vector dimS = args(1).dims (); if (sel_n != dimU(0)) error ("ordschur: SELECT must have same length as the sides of U and S"); else if (sel_n != dimU(0) || sel_n != dimS(0) || sel_n != dimU(1) || sel_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).iscomplex () || args(1).iscomplex (); #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)); \ F77_INT m; \ F77_INT info; \ TYPE_COND cond1, cond2; #define PREPARE_OUTPUT() \ if (info != 0) \ error ("ordschur: trsen failed"); \ \ retval = ovl (U, S); F77_INT n = to_f77_int (sel_n); Array<F77_INT> sel (dim_vector (n, 1)); for (F77_INT i = 0; i < n; i++) sel.xelem (i) = to_f77_int (sel_arg.xelem (i)); 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<F77_INT> 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<F77_INT> 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"))); */ OCTAVE_NAMESPACE_END