Mercurial > octave
view liboctave/numeric/EIG.cc @ 23475:d691ed308237
maint: Clean up #includes in liboctave/numeric directory.
* build-aux/mk-opts.pl: Change Perl to generate "" around local include
libraries rather than <>. Include "lo-math.h" rather than <cmath>.
* CollocWt.cc, 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, ODES.cc, ODESFunc.h,
Quad.cc, aepbalance.cc, base-de.h, base-min.h, bsxfun-decl.h, bsxfun-defs.cc,
bsxfun.h, chol.cc, eigs-base.cc, fEIG.cc, fEIG.h, gepbalance.cc, gsvd.cc,
hess.cc, lo-blas-proto.h, lo-lapack-proto.h, lo-mappers.cc, lo-mappers.h,
lo-qrupdate-proto.h, lo-slatec-proto.h, lo-specfun.cc, lo-specfun.h, lu.cc,
lu.h, oct-convn.cc, oct-convn.h, oct-fftw.cc, oct-fftw.h, oct-norm.cc,
oct-rand.cc, oct-rand.h, oct-spparms.cc, oct-spparms.h, qr.cc, qr.h, qrp.cc,
randgamma.cc, randpoisson.cc, schur.cc, schur.h, sparse-chol.cc, sparse-chol.h,
sparse-dmsolve.cc, sparse-lu.cc, sparse-lu.h, sparse-qr.cc, sparse-qr.h,
svd.cc:
Rationalize #includes. Use forward declarations of just classes where
possible. Reformat some long lines < 80 characters. Reformat some comments
for readabliity.
* mx-inlines.cc: Rationalize #includes for this file in liboctave/operators
used by many in liboctave/numeric.
| author | Rik <rik@octave.org> |
|---|---|
| date | Tue, 09 May 2017 08:46:07 -0700 |
| parents | 855122b993da |
| children | af5b813503cb |
line wrap: on
line source
/* Copyright (C) 1994-2017 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 "Array.h" #include "EIG.h" #include "dColVector.h" #include "dMatrix.h" #include "lo-error.h" #include "lo-lapack-proto.h" octave_idx_type EIG::init (const Matrix& 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); F77_INT n = octave::to_f77_int (a.rows ()); F77_INT a_nc = octave::to_f77_int (a.cols ()); if (n != a_nc) (*current_liboctave_error_handler) ("EIG requires square matrix"); F77_INT info = 0; Matrix atmp = a; double *tmp_data = atmp.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 (); F77_INT tnvr = (calc_rev ? n : 0); Matrix vr (tnvr, tnvr); double *pvr = vr.fortran_vec (); F77_INT tnvl = (calc_lev ? n : 0); Matrix vl (tnvl, tnvl); double *pvl = vl.fortran_vec (); F77_INT lwork = -1; double dummy_work; F77_INT ilo; F77_INT ihi; Array<double> scale (dim_vector (n, 1)); double *pscale = scale.fortran_vec (); double abnrm; Array<double> rconde (dim_vector (n, 1)); double *prconde = rconde.fortran_vec (); Array<double> rcondv (dim_vector (n, 1)); double *prcondv = rcondv.fortran_vec (); F77_INT dummy_iwork; F77_XFCN (dgeevx, DGEEVX, (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, 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) ("dgeevx workspace query failed"); lwork = static_cast<F77_INT> (dummy_work); Array<double> work (dim_vector (lwork, 1)); double *pwork = work.fortran_vec (); F77_XFCN (dgeevx, DGEEVX, (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, 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 dgeevx"); if (info > 0) (*current_liboctave_error_handler) ("dgeevx failed to converge"); lambda.resize (n); F77_INT nvr = (calc_rev ? n : 0); v.resize (nvr, nvr); F77_INT nvl = (calc_lev ? n : 0); w.resize (nvl, nvl); for (F77_INT j = 0; j < n; j++) { if (wi.elem (j) == 0.0) { lambda.elem (j) = Complex (wr.elem (j)); for (F77_INT i = 0; i < nvr; i++) v.elem (i, j) = vr.elem (i, j); for (F77_INT 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) = Complex (wr.elem (j), wi.elem (j)); lambda.elem (j+1) = Complex (wr.elem (j+1), wi.elem (j+1)); for (F77_INT i = 0; i < nvr; i++) { double real_part = vr.elem (i, j); double imag_part = vr.elem (i, j+1); v.elem (i, j) = Complex (real_part, imag_part); v.elem (i, j+1) = Complex (real_part, -imag_part); } for (F77_INT i = 0; i < nvl; i++) { double real_part = vl.elem (i, j); double imag_part = vl.elem (i, j+1); w.elem (i, j) = Complex (real_part, imag_part); w.elem (i, j+1) = Complex (real_part, -imag_part); } j++; } } return info; } octave_idx_type EIG::symmetric_init (const Matrix& a, bool calc_rev, bool calc_lev) { F77_INT n = octave::to_f77_int (a.rows ()); F77_INT a_nc = octave::to_f77_int (a.cols ()); if (n != a_nc) (*current_liboctave_error_handler) ("EIG requires square matrix"); F77_INT info = 0; Matrix atmp = a; double *tmp_data = atmp.fortran_vec (); ColumnVector wr (n); double *pwr = wr.fortran_vec (); F77_INT lwork = -1; double dummy_work; F77_XFCN (dsyev, DSYEV, (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) ("dsyev workspace query failed"); lwork = static_cast<F77_INT> (dummy_work); Array<double> work (dim_vector (lwork, 1)); double *pwork = work.fortran_vec (); F77_XFCN (dsyev, DSYEV, (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 dsyev"); if (info > 0) (*current_liboctave_error_handler) ("dsyev failed to converge"); lambda = ComplexColumnVector (wr); v = (calc_rev ? ComplexMatrix (atmp) : ComplexMatrix ()); w = (calc_lev ? ComplexMatrix (atmp) : ComplexMatrix ()); return info; } octave_idx_type EIG::init (const ComplexMatrix& 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); F77_INT n = octave::to_f77_int (a.rows ()); F77_INT a_nc = octave::to_f77_int (a.cols ()); if (n != a_nc) (*current_liboctave_error_handler) ("EIG requires square matrix"); F77_INT info = 0; ComplexMatrix atmp = a; Complex *tmp_data = atmp.fortran_vec (); ComplexColumnVector wr (n); Complex *pw = wr.fortran_vec (); F77_INT nvr = (calc_rev ? n : 0); ComplexMatrix vrtmp (nvr, nvr); Complex *pvr = vrtmp.fortran_vec (); F77_INT nvl = (calc_lev ? n : 0); ComplexMatrix vltmp (nvl, nvl); Complex *pvl = vltmp.fortran_vec (); F77_INT lwork = -1; Complex dummy_work; F77_INT lrwork = 2*n; Array<double> rwork (dim_vector (lrwork, 1)); double *prwork = rwork.fortran_vec (); F77_INT ilo; F77_INT ihi; Array<double> scale (dim_vector (n, 1)); double *pscale = scale.fortran_vec (); double abnrm; Array<double> rconde (dim_vector (n, 1)); double *prconde = rconde.fortran_vec (); Array<double> rcondv (dim_vector (n, 1)); double *prcondv = rcondv.fortran_vec (); F77_XFCN (zgeevx, ZGEEVX, (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_DBLE_CMPLX_ARG (tmp_data), n, F77_DBLE_CMPLX_ARG (pw), F77_DBLE_CMPLX_ARG (pvl), n, F77_DBLE_CMPLX_ARG (pvr), n, ilo, ihi, pscale, abnrm, prconde, prcondv, F77_DBLE_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) ("zgeevx workspace query failed"); lwork = static_cast<F77_INT> (dummy_work.real ()); Array<Complex> work (dim_vector (lwork, 1)); Complex *pwork = work.fortran_vec (); F77_XFCN (zgeevx, ZGEEVX, (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_DBLE_CMPLX_ARG (tmp_data), n, F77_DBLE_CMPLX_ARG (pw), F77_DBLE_CMPLX_ARG (pvl), n, F77_DBLE_CMPLX_ARG (pvr), n, ilo, ihi, pscale, abnrm, prconde, prcondv, F77_DBLE_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 zgeevx"); if (info > 0) (*current_liboctave_error_handler) ("zgeevx failed to converge"); lambda = wr; v = vrtmp; w = vltmp; return info; } octave_idx_type EIG::hermitian_init (const ComplexMatrix& a, bool calc_rev, bool calc_lev) { F77_INT n = octave::to_f77_int (a.rows ()); F77_INT a_nc = octave::to_f77_int (a.cols ()); if (n != a_nc) (*current_liboctave_error_handler) ("EIG requires square matrix"); F77_INT info = 0; ComplexMatrix atmp = a; Complex *tmp_data = atmp.fortran_vec (); ColumnVector wr (n); double *pwr = wr.fortran_vec (); F77_INT lwork = -1; Complex dummy_work; F77_INT lrwork = 3*n; Array<double> rwork (dim_vector (lrwork, 1)); double *prwork = rwork.fortran_vec (); F77_XFCN (zheev, ZHEEV, (F77_CONST_CHAR_ARG2 (calc_rev ? "V" : "N", 1), F77_CONST_CHAR_ARG2 ("U", 1), n, F77_DBLE_CMPLX_ARG (tmp_data), n, pwr, F77_DBLE_CMPLX_ARG (&dummy_work), lwork, prwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (info != 0) (*current_liboctave_error_handler) ("zheev workspace query failed"); lwork = static_cast<F77_INT> (dummy_work.real ()); Array<Complex> work (dim_vector (lwork, 1)); Complex *pwork = work.fortran_vec (); F77_XFCN (zheev, ZHEEV, (F77_CONST_CHAR_ARG2 (calc_rev ? "V" : "N", 1), F77_CONST_CHAR_ARG2 ("U", 1), n, F77_DBLE_CMPLX_ARG (tmp_data), n, pwr, F77_DBLE_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 zheev"); if (info > 0) (*current_liboctave_error_handler) ("zheev failed to converge"); lambda = ComplexColumnVector (wr); v = (calc_rev ? ComplexMatrix (atmp) : ComplexMatrix ()); w = (calc_lev ? ComplexMatrix (atmp) : ComplexMatrix ()); return info; } octave_idx_type EIG::init (const Matrix& a, const Matrix& 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"); F77_INT n = octave::to_f77_int (a.rows ()); F77_INT nb = octave::to_f77_int (b.rows ()); F77_INT a_nc = octave::to_f77_int (a.cols ()); F77_INT b_nc = octave::to_f77_int (b.cols ()); if (n != a_nc || nb != b_nc) (*current_liboctave_error_handler) ("EIG requires square matrix"); if (n != nb) (*current_liboctave_error_handler) ("EIG requires same size matrices"); F77_INT info = 0; Matrix tmp = b; double *tmp_data = tmp.fortran_vec (); if (! force_qz) { F77_XFCN (dpotrf, DPOTRF, (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); } Matrix atmp = a; double *atmp_data = atmp.fortran_vec (); Matrix btmp = b; double *btmp_data = btmp.fortran_vec (); Array<double> ar (dim_vector (n, 1)); double *par = ar.fortran_vec (); Array<double> ai (dim_vector (n, 1)); double *pai = ai.fortran_vec (); Array<double> beta (dim_vector (n, 1)); double *pbeta = beta.fortran_vec (); F77_INT tnvr = (calc_rev ? n : 0); Matrix vr (tnvr, tnvr); double *pvr = vr.fortran_vec (); F77_INT tnvl = (calc_lev ? n : 0); Matrix vl (tnvl, tnvl); double *pvl = vl.fortran_vec (); F77_INT lwork = -1; double dummy_work; F77_XFCN (dggev, DGGEV, (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) ("dggev workspace query failed"); lwork = static_cast<F77_INT> (dummy_work); Array<double> work (dim_vector (lwork, 1)); double *pwork = work.fortran_vec (); F77_XFCN (dggev, DGGEV, (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 dggev"); if (info > 0) (*current_liboctave_error_handler) ("dggev failed to converge"); lambda.resize (n); F77_INT nvr = (calc_rev ? n : 0); v.resize (nvr, nvr); F77_INT nvl = (calc_lev ? n : 0); w.resize (nvl, nvl); for (F77_INT j = 0; j < n; j++) { if (ai.elem (j) == 0.0) { lambda.elem (j) = Complex (ar.elem (j) / beta.elem (j)); for (F77_INT i = 0; i < nvr; i++) v.elem (i, j) = vr.elem (i, j); for (F77_INT 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) = Complex (ar.elem (j) / beta.elem (j), ai.elem (j) / beta.elem (j)); lambda.elem (j+1) = Complex (ar.elem (j+1) / beta.elem (j+1), ai.elem (j+1) / beta.elem (j+1)); for (F77_INT i = 0; i < nvr; i++) { double real_part = vr.elem (i, j); double imag_part = vr.elem (i, j+1); v.elem (i, j) = Complex (real_part, imag_part); v.elem (i, j+1) = Complex (real_part, -imag_part); } for (F77_INT i = 0; i < nvl; i++) { double real_part = vl.elem (i, j); double imag_part = vl.elem (i, j+1); w.elem (i, j) = Complex (real_part, imag_part); w.elem (i, j+1) = Complex (real_part, -imag_part); } j++; } } return info; } octave_idx_type EIG::symmetric_init (const Matrix& a, const Matrix& b, bool calc_rev, bool calc_lev) { F77_INT n = octave::to_f77_int (a.rows ()); F77_INT nb = octave::to_f77_int (b.rows ()); F77_INT a_nc = octave::to_f77_int (a.cols ()); F77_INT b_nc = octave::to_f77_int (b.cols ()); if (n != a_nc || nb != b_nc) (*current_liboctave_error_handler) ("EIG requires square matrix"); if (n != nb) (*current_liboctave_error_handler) ("EIG requires same size matrices"); F77_INT info = 0; Matrix atmp = a; double *atmp_data = atmp.fortran_vec (); Matrix btmp = b; double *btmp_data = btmp.fortran_vec (); ColumnVector wr (n); double *pwr = wr.fortran_vec (); F77_INT lwork = -1; double dummy_work; F77_XFCN (dsygv, DSYGV, (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) ("dsygv workspace query failed"); lwork = static_cast<F77_INT> (dummy_work); Array<double> work (dim_vector (lwork, 1)); double *pwork = work.fortran_vec (); F77_XFCN (dsygv, DSYGV, (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 dsygv"); if (info > 0) (*current_liboctave_error_handler) ("dsygv failed to converge"); lambda = ComplexColumnVector (wr); v = (calc_rev ? ComplexMatrix (atmp) : ComplexMatrix ()); w = (calc_lev ? ComplexMatrix (atmp) : ComplexMatrix ()); return info; } octave_idx_type EIG::init (const ComplexMatrix& a, const ComplexMatrix& 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"); F77_INT n = octave::to_f77_int (a.rows ()); F77_INT nb = octave::to_f77_int (b.rows ()); F77_INT a_nc = octave::to_f77_int (a.cols ()); F77_INT b_nc = octave::to_f77_int (b.cols ()); if (n != a_nc || nb != b_nc) (*current_liboctave_error_handler) ("EIG requires square matrix"); if (n != nb) (*current_liboctave_error_handler) ("EIG requires same size matrices"); F77_INT info = 0; ComplexMatrix tmp = b; Complex*tmp_data = tmp.fortran_vec (); if (! force_qz) { F77_XFCN (zpotrf, ZPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1), n, F77_DBLE_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); } ComplexMatrix atmp = a; Complex *atmp_data = atmp.fortran_vec (); ComplexMatrix btmp = b; Complex *btmp_data = btmp.fortran_vec (); ComplexColumnVector alpha (n); Complex *palpha = alpha.fortran_vec (); ComplexColumnVector beta (n); Complex *pbeta = beta.fortran_vec (); F77_INT nvr = (calc_rev ? n : 0); ComplexMatrix vrtmp (nvr, nvr); Complex *pvr = vrtmp.fortran_vec (); F77_INT nvl = (calc_lev ? n : 0); ComplexMatrix vltmp (nvl, nvl); Complex *pvl = vltmp.fortran_vec (); F77_INT lwork = -1; Complex dummy_work; F77_INT lrwork = 8*n; Array<double> rwork (dim_vector (lrwork, 1)); double *prwork = rwork.fortran_vec (); F77_XFCN (zggev, ZGGEV, (F77_CONST_CHAR_ARG2 ("N", 1), F77_CONST_CHAR_ARG2 (calc_rev ? "V" : "N", 1), n, F77_DBLE_CMPLX_ARG (atmp_data), n, F77_DBLE_CMPLX_ARG (btmp_data), n, F77_DBLE_CMPLX_ARG (palpha), F77_DBLE_CMPLX_ARG (pbeta), F77_DBLE_CMPLX_ARG (pvl), n, F77_DBLE_CMPLX_ARG (pvr), n, F77_DBLE_CMPLX_ARG (&dummy_work), lwork, prwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (info != 0) (*current_liboctave_error_handler) ("zggev workspace query failed"); lwork = static_cast<F77_INT> (dummy_work.real ()); Array<Complex> work (dim_vector (lwork, 1)); Complex *pwork = work.fortran_vec (); F77_XFCN (zggev, ZGGEV, (F77_CONST_CHAR_ARG2 ("N", 1), F77_CONST_CHAR_ARG2 (calc_rev ? "V" : "N", 1), n, F77_DBLE_CMPLX_ARG (atmp_data), n, F77_DBLE_CMPLX_ARG (btmp_data), n, F77_DBLE_CMPLX_ARG (palpha), F77_DBLE_CMPLX_ARG (pbeta), F77_DBLE_CMPLX_ARG (pvl), n, F77_DBLE_CMPLX_ARG (pvr), n, F77_DBLE_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 zggev"); if (info > 0) (*current_liboctave_error_handler) ("zggev failed to converge"); lambda.resize (n); for (F77_INT j = 0; j < n; j++) lambda.elem (j) = alpha.elem (j) / beta.elem (j); v = vrtmp; w = vltmp; return info; } octave_idx_type EIG::hermitian_init (const ComplexMatrix& a, const ComplexMatrix& b, bool calc_rev, bool calc_lev) { F77_INT n = octave::to_f77_int (a.rows ()); F77_INT nb = octave::to_f77_int (b.rows ()); F77_INT a_nc = octave::to_f77_int (a.cols ()); F77_INT b_nc = octave::to_f77_int (b.cols ()); if (n != a_nc || nb != b_nc) (*current_liboctave_error_handler) ("EIG requires square matrix"); if (n != nb) (*current_liboctave_error_handler) ("EIG requires same size matrices"); F77_INT info = 0; ComplexMatrix atmp = a; Complex *atmp_data = atmp.fortran_vec (); ComplexMatrix btmp = b; Complex *btmp_data = btmp.fortran_vec (); ColumnVector wr (n); double *pwr = wr.fortran_vec (); F77_INT lwork = -1; Complex dummy_work; F77_INT lrwork = 3*n; Array<double> rwork (dim_vector (lrwork, 1)); double *prwork = rwork.fortran_vec (); F77_XFCN (zhegv, ZHEGV, (1, F77_CONST_CHAR_ARG2 (calc_rev ? "V" : "N", 1), F77_CONST_CHAR_ARG2 ("U", 1), n, F77_DBLE_CMPLX_ARG (atmp_data), n, F77_DBLE_CMPLX_ARG (btmp_data), n, pwr, F77_DBLE_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<F77_INT> (dummy_work.real ()); Array<Complex> work (dim_vector (lwork, 1)); Complex *pwork = work.fortran_vec (); F77_XFCN (zhegv, ZHEGV, (1, F77_CONST_CHAR_ARG2 (calc_rev ? "V" : "N", 1), F77_CONST_CHAR_ARG2 ("U", 1), n, F77_DBLE_CMPLX_ARG (atmp_data), n, F77_DBLE_CMPLX_ARG (btmp_data), n, pwr, F77_DBLE_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 = ComplexColumnVector (wr); v = (calc_rev ? ComplexMatrix (atmp) : ComplexMatrix ()); w = (calc_lev ? ComplexMatrix (atmp) : ComplexMatrix ()); return info; }