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use centralized file for copyright info for individual contributors * COPYRIGHT.md: New file. * In most other files, use "Copyright (C) YYYY-YYYY The Octave Project Developers" instead of tracking individual names in separate source files. The motivation is to reduce the effort required to update the notices each year. Until now, the Octave source files contained copyright notices that list individual contributors. I adopted these file-scope copyright notices because that is what everyone was doing 30 years ago in the days before distributed version control systems. But now, with many contributors and modern version control systems, having these file-scope copyright notices causes trouble when we update copyright years or refactor code. Over time, the file-scope copyright notices may become outdated as new contributions are made or code is moved from one file to another. Sometimes people contribute significant patches but do not add a line claiming copyright. Other times, people add a copyright notice for their contribution but then a later refactoring moves part or all of their contribution to another file and the notice is not moved with the code. As a practical matter, moving such notices is difficult -- determining what parts are due to a particular contributor requires a time-consuming search through the project history. Even managing the yearly update of copyright years is problematic. We have some contributors who are no longer living. Should we update the copyright dates for their contributions when we release new versions? Probably not, but we do still want to claim copyright for the project as a whole. To minimize the difficulty of maintaining the copyright notices, I would like to change Octave's sources to use what is described here: https://softwarefreedom.org/resources/2012/ManagingCopyrightInformation.html in the section "Maintaining centralized copyright notices": The centralized notice approach consolidates all copyright notices in a single location, usually a top-level file. This file should contain all of the copyright notices provided project contributors, unless the contribution was clearly insignificant. It may also credit -- without a copyright notice -- anyone who helped with the project but did not contribute code or other copyrighted material. This approach captures less information about contributions within individual files, recognizing that the DVCS is better equipped to record those details. As we mentioned before, it does have one disadvantage as compared to the file-scope approach: if a single file is separated from the distribution, the recipient won't see the contributors' copyright notices. But this can be easily remedied by including a single copyright notice in each file's header, pointing to the top-level file: Copyright YYYY-YYYY The Octave Project Developers See the COPYRIGHT file at the top-level directory of this distribution or at https://octave.org/COPYRIGHT.html. followed by the usual GPL copyright statement. For more background, see the discussion here: https://lists.gnu.org/archive/html/octave-maintainers/2020-01/msg00009.html Most files in the following directories have been skipped intentinally in this changeset: doc libgui/qterminal liboctave/external m4
author John W. Eaton <jwe@octave.org>
date Mon, 06 Jan 2020 15:38:17 -0500
parents e557774a2604
children 1891570abac8
line wrap: on
line source

/*

Copyright (C) 2005-2019 The Octave Project Developers

See the file COPYRIGHT.md in the top-level directory of this distribution
or <https://octave.org/COPYRIGHT.html/>.


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-dld.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"

#if defined (HAVE_ARPACK)

// Global pointer for user defined function.
static octave_value eigs_fcn;

// Have we warned about imaginary values returned from user function?
static bool warned_imaginary = false;

// Is this a recursive call?
static int call_depth = 0;

ColumnVector
eigs_func (const ColumnVector& x, int& eigs_error)
{
  ColumnVector retval;
  octave_value_list args;
  args(0) = x;

  if (eigs_fcn.is_defined ())
    {
      octave_value_list tmp;

      try
        {
          tmp = octave::feval (eigs_fcn, args, 1);
        }
      catch (octave::execution_exception& e)
        {
          err_user_supplied_eval (e, "eigs");
        }

      if (tmp.length () && tmp(0).is_defined ())
        {
          if (! warned_imaginary && tmp(0).iscomplex ())
            {
              warning ("eigs: ignoring imaginary part returned from user-supplied function");
              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_complex_func (const ComplexColumnVector& x, int& eigs_error)
{
  ComplexColumnVector retval;
  octave_value_list args;
  args(0) = x;

  if (eigs_fcn.is_defined ())
    {
      octave_value_list tmp;

      try
        {
          tmp = octave::feval (eigs_fcn, args, 1);
        }
      catch (octave::execution_exception& e)
        {
          err_user_supplied_eval (e, "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_DLD (__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;

  warned_imaginary = false;

  octave::unwind_protect frame;

  frame.protect_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 ())
    {
      eigs_fcn = octave::get_function_handle (interp, args(0), "x");

      if (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)
    {
      ComplexMatrix eig_vec;
      ComplexColumnVector eig_val;

      if (have_a_fun)
        {
          if (b_is_sparse)
            nconv = EigsComplexNonSymmetricFunc
              (eigs_complex_func, 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_func, 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)
    {
      // 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_func, 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_func, 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
    {
      if (symmetric)
        {
          Matrix eig_vec;
          ColumnVector eig_val;

          if (have_a_fun)
            {
              if (b_is_sparse)
                nconv = EigsRealSymmetricFunc
                       (eigs_func, 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_func, 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_func, 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_func, 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 ())
    {
      octave::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)
*/