view src/corefcn/eig.cc @ 15039:e753177cde93

maint: Move non-dynamically linked functions from DLD-FUNCTIONS/ to corefcn/ directory * __contourc__.cc, __dispatch__.cc, __lin_interpn__.cc, __pchip_deriv__.cc, __qp__.cc, balance.cc, besselj.cc, betainc.cc, bsxfun.cc, cellfun.cc, colloc.cc, conv2.cc, daspk.cc, dasrt.cc, dassl.cc, det.cc, dlmread.cc, dot.cc, eig.cc, fft.cc, fft2.cc, fftn.cc, filter.cc, find.cc, gammainc.cc, gcd.cc, getgrent.cc, getpwent.cc, getrusage.cc, givens.cc, hess.cc, hex2num.cc, inv.cc, kron.cc, lookup.cc, lsode.cc, lu.cc, luinc.cc, matrix_type.cc, max.cc, md5sum.cc, mgorth.cc, nproc.cc, pinv.cc, quad.cc, quadcc.cc, qz.cc, rand.cc, rcond.cc, regexp.cc, schur.cc, spparms.cc, sqrtm.cc, str2double.cc, strfind.cc, sub2ind.cc, svd.cc, syl.cc, time.cc, tril.cc, typecast.cc: Move functions from DLD-FUNCTIONS/ to corefcn/ directory. Include "defun.h", not "defun-dld.h". Change docstring to refer to these as "Built-in Functions". * build-aux/mk-opts.pl: Generate options code with '#include "defun.h"'. Change option docstrings to refer to these as "Built-in Functions". * corefcn/module.mk: List of functions to build in corefcn/ dir. * DLD-FUNCTIONS/config-module.awk: Update to new build system. * DLD-FUNCTIONS/module-files: Remove functions which are now in corefcn/ directory. * src/Makefile.am: Update to build "convenience library" in corefcn/. Octave program now links against all other libraries + corefcn libary. * src/find-defun-files.sh: Strip $srcdir from filename. * src/link-deps.mk: Add REGEX and FFTW link dependencies for liboctinterp. * type.m, which.m: Change failing tests to use 'amd', still a dynamic function, rather than 'dot', which isn't.
author Rik <rik@octave.org>
date Fri, 27 Jul 2012 15:35:00 -0700
parents src/DLD-FUNCTIONS/eig.cc@cca0a52be4fa
children bc61fba0e9fd
line wrap: on
line source

/*

Copyright (C) 1996-2012 John W. Eaton

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/>.

*/

#ifdef HAVE_CONFIG_H
#include <config.h>
#endif

#include "EIG.h"
#include "fEIG.h"

#include "defun.h"
#include "error.h"
#include "gripes.h"
#include "oct-obj.h"
#include "utils.h"

DEFUN (eig, args, nargout,
  "-*- texinfo -*-\n\
@deftypefn  {Built-in Function} {@var{lambda} =} eig (@var{A})\n\
@deftypefnx {Built-in Function} {@var{lambda} =} eig (@var{A}, @var{B})\n\
@deftypefnx {Built-in Function} {[@var{V}, @var{lambda}] =} eig (@var{A})\n\
@deftypefnx {Built-in Function} {[@var{V}, @var{lambda}] =} eig (@var{A}, @var{B})\n\
Compute the eigenvalues (and optionally the eigenvectors) of a matrix\n\
or a pair of matrices\n\
\n\
The algorithm used depends on whether there are one or two input\n\
matrices, if they are real or complex and if they are symmetric\n\
(Hermitian if complex) or nonsymmetric.\n\
\n\
The eigenvalues returned by @code{eig} are not ordered.\n\
@seealso{eigs, svd}\n\
@end deftypefn")
{
  octave_value_list retval;

  int nargin = args.length ();

  if (nargin > 2 || nargin == 0 || nargout > 2)
    {
      print_usage ();
      return retval;
    }

  octave_value arg_a, arg_b;

  octave_idx_type nr_a = 0, nr_b = 0;
  octave_idx_type nc_a = 0, nc_b = 0;

  arg_a = args(0);
  nr_a = arg_a.rows ();
  nc_a = arg_a.columns ();

  int arg_is_empty = empty_arg ("eig", nr_a, nc_a);
  if (arg_is_empty < 0)
    return retval;
  else if (arg_is_empty > 0)
    return octave_value_list (2, Matrix ());

  if (!(arg_a.is_single_type () || arg_a.is_double_type ()))
    {
      gripe_wrong_type_arg ("eig", arg_a);
      return retval;
    }

  if (nargin == 2)
    {
      arg_b = args(1);
      nr_b = arg_b.rows ();
      nc_b = arg_b.columns ();

      arg_is_empty = empty_arg ("eig", nr_b, nc_b);
      if (arg_is_empty < 0)
        return retval;
      else if (arg_is_empty > 0)
        return octave_value_list (2, Matrix ());

      if (!(arg_b.is_single_type () || arg_b.is_double_type ()))
        {
          gripe_wrong_type_arg ("eig", arg_b);
          return retval;
        }
    }

  if (nr_a != nc_a)
    {
      gripe_square_matrix_required ("eig");
      return retval;
    }

  if (nargin == 2 && nr_b != nc_b)
    {
      gripe_square_matrix_required ("eig");
      return retval;
    }

  Matrix tmp_a, tmp_b;
  ComplexMatrix ctmp_a, ctmp_b;
  FloatMatrix ftmp_a, ftmp_b;
  FloatComplexMatrix fctmp_a, fctmp_b;

  if (arg_a.is_single_type ())
    {
      FloatEIG result;

      if (nargin == 1)
        {
          if (arg_a.is_real_type ())
            {
              ftmp_a = arg_a.float_matrix_value ();

              if (error_state)
                return retval;
              else
                result = FloatEIG (ftmp_a, nargout > 1);
            }
          else
            {
              fctmp_a = arg_a.float_complex_matrix_value ();

              if (error_state)
                return retval;
              else
                result = FloatEIG (fctmp_a, nargout > 1);
            }
        }
      else if (nargin == 2)
        {
          if (arg_a.is_real_type () && arg_b.is_real_type ())
            {
              ftmp_a = arg_a.float_matrix_value ();
              ftmp_b = arg_b.float_matrix_value ();

              if (error_state)
                return retval;
              else
                result = FloatEIG (ftmp_a, ftmp_b, nargout > 1);
            }
          else
            {
              fctmp_a = arg_a.float_complex_matrix_value ();
              fctmp_b = arg_b.float_complex_matrix_value ();

              if (error_state)
                return retval;
              else
                result = FloatEIG (fctmp_a, fctmp_b, nargout > 1);
            }
        }

      if (! error_state)
        {
          if (nargout == 0 || nargout == 1)
            {
              retval(0) = result.eigenvalues ();
            }
          else
            {
              // Blame it on Matlab.

              FloatComplexDiagMatrix d (result.eigenvalues ());

              retval(1) = d;
              retval(0) = result.eigenvectors ();
            }
        }
    }
  else
    {
      EIG result;

      if (nargin == 1)
        {
          if (arg_a.is_real_type ())
            {
              tmp_a = arg_a.matrix_value ();

              if (error_state)
                return retval;
              else
                result = EIG (tmp_a, nargout > 1);
            }
          else
            {
              ctmp_a = arg_a.complex_matrix_value ();

              if (error_state)
                return retval;
              else
                result = EIG (ctmp_a, nargout > 1);
            }
        }
      else if (nargin == 2)
        {
          if (arg_a.is_real_type () && arg_b.is_real_type ())
            {
              tmp_a = arg_a.matrix_value ();
              tmp_b = arg_b.matrix_value ();

              if (error_state)
                return retval;
              else
                result = EIG (tmp_a, tmp_b, nargout > 1);
            }
          else
            {
              ctmp_a = arg_a.complex_matrix_value ();
              ctmp_b = arg_b.complex_matrix_value ();

              if (error_state)
                return retval;
              else
                result = EIG (ctmp_a, ctmp_b, nargout > 1);
            }
        }

      if (! error_state)
        {
          if (nargout == 0 || nargout == 1)
            {
              retval(0) = result.eigenvalues ();
            }
          else
            {
              // Blame it on Matlab.

              ComplexDiagMatrix d (result.eigenvalues ());

              retval(1) = d;
              retval(0) = result.eigenvectors ();
            }
        }
    }

  return retval;
}

/*
%!assert (eig ([1, 2; 2, 1]), [-1; 3], sqrt (eps))

%!test
%! [v, d] = eig ([1, 2; 2, 1]);
%! x = 1 / sqrt (2);
%! assert (d, [-1, 0; 0, 3], sqrt (eps));
%! assert (v, [-x, x; x, x], sqrt (eps));

%!assert (eig (single ([1, 2; 2, 1])), single ([-1; 3]), sqrt (eps ("single")))

%!test
%! [v, d] = eig (single ([1, 2; 2, 1]));
%! x = single (1 / sqrt (2));
%! assert (d, single ([-1, 0; 0, 3]), sqrt (eps ("single")));
%! assert (v, [-x, x; x, x], sqrt (eps ("single")));

%!test
%! A = [1, 2; -1, 1];  B = [3, 3; 1, 2];
%! [v, d] = eig (A, B);
%! assert (A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps));
%! assert (A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps));

%!test
%! A = single ([1, 2; -1, 1]);  B = single ([3, 3; 1, 2]);
%! [v, d] = eig (A, B);
%! assert (A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps ("single")));
%! assert (A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps ("single")));

%!test
%! A = [1, 2; 2, 1];  B = [3, -2; -2, 3];
%! [v, d] = eig (A, B);
%! assert (A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps));
%! assert (A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps));

%!test
%! A = single ([1, 2; 2, 1]);  B = single ([3, -2; -2, 3]);
%! [v, d] = eig (A, B);
%! assert (A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps ("single")));
%! assert (A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps ("single")));

%!test
%! A = [1+3i, 2+i; 2-i, 1+3i];  B = [5+9i, 2+i; 2-i, 5+9i];
%! [v, d] = eig (A, B);
%! assert (A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps));
%! assert (A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps));

%!test
%! A = single ([1+3i, 2+i; 2-i, 1+3i]);  B = single ([5+9i, 2+i; 2-i, 5+9i]);
%! [v, d] = eig (A, B);
%! assert (A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps ("single")));
%! assert (A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps ("single")));

%!test
%! A = [1+3i, 2+3i; 3-8i, 8+3i];  B = [8+i, 3+i; 4-9i, 3+i];
%! [v, d] = eig (A, B);
%! assert (A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps));
%! assert (A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps));

%!test
%! A = single ([1+3i, 2+3i; 3-8i, 8+3i]);  B = single ([8+i, 3+i; 4-9i, 3+i]);
%! [v, d] = eig (A, B);
%! assert (A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps ("single")));
%! assert (A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps ("single")));

%!test
%! A = [1, 2; 3, 8];  B = [8, 3; 4, 3];
%! [v, d] = eig (A, B);
%! assert (A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps));
%! assert (A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps));

%!error eig ()
%!error eig ([1, 2; 3, 4], [4, 3; 2, 1], 1)
%!error <EIG requires same size matrices> eig ([1, 2; 3, 4], 2)
%!error <argument must be a square matrix> eig ([1, 2; 3, 4; 5, 6])
%!error <wrong type argument> eig ("abcd")
%!error <wrong type argument> eig ([1 2 ; 2 3], "abcd")
%!error <wrong type argument> eig (false, [1 2 ; 2 3])
*/