view libinterp/corefcn/eig.cc @ 31605:e88a07dec498 stable

maint: Use macros to begin/end C++ namespaces. * oct-conf-post-public.in.h: Define two macros (OCTAVE_BEGIN_NAMESPACE, OCTAVE_END_NAMESPACE) that can be used to start/end a namespace. * mk-opts.pl, build-env.h, build-env.in.cc, __betainc__.cc, __contourc__.cc, __dsearchn__.cc, __eigs__.cc, __expint__.cc, __ftp__.cc, __gammainc__.cc, __ichol__.cc, __ilu__.cc, __isprimelarge__.cc, __lin_interpn__.cc, __magick_read__.cc, __pchip_deriv__.cc, __qp__.cc, amd.cc, auto-shlib.cc, auto-shlib.h, balance.cc, base-text-renderer.cc, base-text-renderer.h, besselj.cc, bitfcns.cc, bsxfun.cc, c-file-ptr-stream.cc, c-file-ptr-stream.h, call-stack.cc, call-stack.h, ccolamd.cc, cellfun.cc, chol.cc, colamd.cc, colloc.cc, conv2.cc, daspk.cc, dasrt.cc, dassl.cc, data.cc, data.h, debug.cc, defaults.cc, defaults.h, defun-int.h, defun.cc, det.cc, dirfns.cc, display.cc, display.h, dlmread.cc, dmperm.cc, dot.cc, dynamic-ld.cc, dynamic-ld.h, eig.cc, ellipj.cc, environment.cc, environment.h, error.cc, error.h, errwarn.h, event-manager.cc, event-manager.h, event-queue.cc, event-queue.h, fcn-info.cc, fcn-info.h, fft.cc, fft2.cc, fftn.cc, file-io.cc, filter.cc, find.cc, ft-text-renderer.cc, ft-text-renderer.h, gcd.cc, getgrent.cc, getpwent.cc, getrusage.cc, givens.cc, gl-render.cc, gl-render.h, gl2ps-print.cc, gl2ps-print.h, graphics-toolkit.cc, graphics-toolkit.h, graphics.cc, graphics.in.h, gsvd.cc, gtk-manager.cc, gtk-manager.h, hash.cc, help.cc, help.h, hess.cc, hex2num.cc, hook-fcn.cc, hook-fcn.h, input.cc, input.h, interpreter-private.cc, interpreter-private.h, interpreter.cc, interpreter.h, inv.cc, jsondecode.cc, jsonencode.cc, kron.cc, latex-text-renderer.cc, latex-text-renderer.h, load-path.cc, load-path.h, load-save.cc, load-save.h, lookup.cc, ls-ascii-helper.cc, ls-ascii-helper.h, ls-oct-text.cc, ls-utils.cc, ls-utils.h, lsode.cc, lu.cc, mappers.cc, matrix_type.cc, max.cc, mex-private.h, mex.cc, mgorth.cc, nproc.cc, oct-fstrm.cc, oct-fstrm.h, oct-hdf5-types.cc, oct-hdf5-types.h, oct-hist.cc, oct-hist.h, oct-iostrm.cc, oct-iostrm.h, oct-opengl.h, oct-prcstrm.cc, oct-prcstrm.h, oct-procbuf.cc, oct-procbuf.h, oct-process.cc, oct-process.h, oct-stdstrm.h, oct-stream.cc, oct-stream.h, oct-strstrm.cc, oct-strstrm.h, oct-tex-lexer.in.ll, oct-tex-parser.yy, ordqz.cc, ordschur.cc, pager.cc, pager.h, pinv.cc, pow2.cc, pr-flt-fmt.cc, pr-output.cc, procstream.cc, procstream.h, psi.cc, qr.cc, quad.cc, quadcc.cc, qz.cc, rand.cc, rcond.cc, regexp.cc, schur.cc, settings.cc, settings.h, sighandlers.cc, sighandlers.h, sparse-xdiv.cc, sparse-xdiv.h, sparse-xpow.cc, sparse-xpow.h, sparse.cc, spparms.cc, sqrtm.cc, stack-frame.cc, stack-frame.h, stream-euler.cc, strfind.cc, strfns.cc, sub2ind.cc, svd.cc, sylvester.cc, symbfact.cc, syminfo.cc, syminfo.h, symrcm.cc, symrec.cc, symrec.h, symscope.cc, symscope.h, symtab.cc, symtab.h, syscalls.cc, sysdep.cc, sysdep.h, text-engine.cc, text-engine.h, text-renderer.cc, text-renderer.h, time.cc, toplev.cc, tril.cc, tsearch.cc, typecast.cc, url-handle-manager.cc, url-handle-manager.h, urlwrite.cc, utils.cc, utils.h, variables.cc, variables.h, xdiv.cc, xdiv.h, xnorm.cc, xnorm.h, xpow.cc, xpow.h, __delaunayn__.cc, __fltk_uigetfile__.cc, __glpk__.cc, __init_fltk__.cc, __init_gnuplot__.cc, __ode15__.cc, __voronoi__.cc, audiodevinfo.cc, audioread.cc, convhulln.cc, fftw.cc, gzip.cc, mk-build-env-features.sh, mk-builtins.pl, cdef-class.cc, cdef-class.h, cdef-fwd.h, cdef-manager.cc, cdef-manager.h, cdef-method.cc, cdef-method.h, cdef-object.cc, cdef-object.h, cdef-package.cc, cdef-package.h, cdef-property.cc, cdef-property.h, cdef-utils.cc, cdef-utils.h, ov-base.cc, ov-base.h, ov-bool-mat.cc, ov-builtin.h, ov-cell.cc, ov-class.cc, ov-class.h, ov-classdef.cc, ov-classdef.h, ov-complex.cc, ov-fcn-handle.cc, ov-fcn-handle.h, ov-fcn.h, ov-java.cc, ov-java.h, ov-mex-fcn.h, ov-null-mat.cc, ov-oncleanup.cc, ov-struct.cc, ov-typeinfo.cc, ov-typeinfo.h, ov-usr-fcn.cc, ov-usr-fcn.h, ov.cc, ov.h, octave.cc, octave.h, mk-ops.sh, op-b-b.cc, op-b-bm.cc, op-b-sbm.cc, op-bm-b.cc, op-bm-bm.cc, op-bm-sbm.cc, op-cdm-cdm.cc, op-cell.cc, op-chm.cc, op-class.cc, op-cm-cm.cc, op-cm-cs.cc, op-cm-m.cc, op-cm-s.cc, op-cm-scm.cc, op-cm-sm.cc, op-cs-cm.cc, op-cs-cs.cc, op-cs-m.cc, op-cs-s.cc, op-cs-scm.cc, op-cs-sm.cc, op-dm-dm.cc, op-dm-scm.cc, op-dm-sm.cc, op-dm-template.cc, op-dms-template.cc, op-fcdm-fcdm.cc, op-fcm-fcm.cc, op-fcm-fcs.cc, op-fcm-fm.cc, op-fcm-fs.cc, op-fcn.cc, op-fcs-fcm.cc, op-fcs-fcs.cc, op-fcs-fm.cc, op-fcs-fs.cc, op-fdm-fdm.cc, op-fm-fcm.cc, op-fm-fcs.cc, op-fm-fm.cc, op-fm-fs.cc, op-fs-fcm.cc, op-fs-fcs.cc, op-fs-fm.cc, op-fs-fs.cc, op-i16-i16.cc, op-i32-i32.cc, op-i64-i64.cc, op-i8-i8.cc, op-int-concat.cc, op-m-cm.cc, op-m-cs.cc, op-m-m.cc, op-m-s.cc, op-m-scm.cc, op-m-sm.cc, op-mi.cc, op-pm-pm.cc, op-pm-scm.cc, op-pm-sm.cc, op-pm-template.cc, op-range.cc, op-s-cm.cc, op-s-cs.cc, op-s-m.cc, op-s-s.cc, op-s-scm.cc, op-s-sm.cc, op-sbm-b.cc, op-sbm-bm.cc, op-sbm-sbm.cc, op-scm-cm.cc, op-scm-cs.cc, op-scm-m.cc, op-scm-s.cc, op-scm-scm.cc, op-scm-sm.cc, op-sm-cm.cc, op-sm-cs.cc, op-sm-m.cc, op-sm-s.cc, op-sm-scm.cc, op-sm-sm.cc, op-str-m.cc, op-str-s.cc, op-str-str.cc, op-struct.cc, op-ui16-ui16.cc, op-ui32-ui32.cc, op-ui64-ui64.cc, op-ui8-ui8.cc, ops.h, anon-fcn-validator.cc, anon-fcn-validator.h, bp-table.cc, bp-table.h, comment-list.cc, comment-list.h, filepos.h, lex.h, lex.ll, oct-lvalue.cc, oct-lvalue.h, oct-parse.yy, parse.h, profiler.cc, profiler.h, pt-anon-scopes.cc, pt-anon-scopes.h, pt-arg-list.cc, pt-arg-list.h, pt-args-block.cc, pt-args-block.h, pt-array-list.cc, pt-array-list.h, pt-assign.cc, pt-assign.h, pt-binop.cc, pt-binop.h, pt-bp.cc, pt-bp.h, pt-cbinop.cc, pt-cbinop.h, pt-cell.cc, pt-cell.h, pt-check.cc, pt-check.h, pt-classdef.cc, pt-classdef.h, pt-cmd.h, pt-colon.cc, pt-colon.h, pt-const.cc, pt-const.h, pt-decl.cc, pt-decl.h, pt-eval.cc, pt-eval.h, pt-except.cc, pt-except.h, pt-exp.cc, pt-exp.h, pt-fcn-handle.cc, pt-fcn-handle.h, pt-id.cc, pt-id.h, pt-idx.cc, pt-idx.h, pt-jump.h, pt-loop.cc, pt-loop.h, pt-mat.cc, pt-mat.h, pt-misc.cc, pt-misc.h, pt-pr-code.cc, pt-pr-code.h, pt-select.cc, pt-select.h, pt-spmd.cc, pt-spmd.h, pt-stmt.cc, pt-stmt.h, pt-tm-const.cc, pt-tm-const.h, pt-unop.cc, pt-unop.h, pt-vm-eval.cc, pt-walk.cc, pt-walk.h, pt.cc, pt.h, token.cc, token.h, Range.cc, Range.h, idx-vector.cc, idx-vector.h, range-fwd.h, CollocWt.cc, CollocWt.h, aepbalance.cc, aepbalance.h, chol.cc, chol.h, gepbalance.cc, gepbalance.h, gsvd.cc, gsvd.h, hess.cc, hess.h, lo-mappers.cc, lo-mappers.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-norm.h, oct-rand.cc, oct-rand.h, oct-spparms.cc, oct-spparms.h, qr.cc, qr.h, qrp.cc, qrp.h, randgamma.cc, randgamma.h, randmtzig.cc, randmtzig.h, randpoisson.cc, randpoisson.h, schur.cc, schur.h, sparse-chol.cc, sparse-chol.h, sparse-lu.cc, sparse-lu.h, sparse-qr.cc, sparse-qr.h, svd.cc, svd.h, child-list.cc, child-list.h, dir-ops.cc, dir-ops.h, file-ops.cc, file-ops.h, file-stat.cc, file-stat.h, lo-sysdep.cc, lo-sysdep.h, lo-sysinfo.cc, lo-sysinfo.h, mach-info.cc, mach-info.h, oct-env.cc, oct-env.h, oct-group.cc, oct-group.h, oct-password.cc, oct-password.h, oct-syscalls.cc, oct-syscalls.h, oct-time.cc, oct-time.h, oct-uname.cc, oct-uname.h, action-container.cc, action-container.h, base-list.h, cmd-edit.cc, cmd-edit.h, cmd-hist.cc, cmd-hist.h, f77-fcn.h, file-info.cc, file-info.h, lo-array-errwarn.cc, lo-array-errwarn.h, lo-hash.cc, lo-hash.h, lo-ieee.h, lo-regexp.cc, lo-regexp.h, lo-utils.cc, lo-utils.h, oct-base64.cc, oct-base64.h, oct-glob.cc, oct-glob.h, oct-inttypes.h, oct-mutex.cc, oct-mutex.h, oct-refcount.h, oct-shlib.cc, oct-shlib.h, oct-sparse.cc, oct-sparse.h, oct-string.h, octave-preserve-stream-state.h, pathsearch.cc, pathsearch.h, quit.cc, quit.h, unwind-prot.cc, unwind-prot.h, url-transfer.cc, url-transfer.h : Use new macros to begin/end C++ namespaces.
author Rik <rik@octave.org>
date Thu, 01 Dec 2022 14:23:45 -0800
parents 796f54d4ddbf
children 597f3ee61a48
line wrap: on
line source

////////////////////////////////////////////////////////////////////////
//
// Copyright (C) 1996-2022 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 "defun.h"
#include "error.h"
#include "errwarn.h"
#include "ovl.h"

#include "EIG.h"
#include "fEIG.h"
#include "oct-string.h"

OCTAVE_BEGIN_NAMESPACE(octave)

DEFUN (eig, args, nargout,
       doc: /* -*- texinfo -*-
@deftypefn  {} {@var{lambda} =} eig (@var{A})
@deftypefnx {} {@var{lambda} =} eig (@var{A}, @var{B})
@deftypefnx {} {[@var{V}, @var{lambda}] =} eig (@var{A})
@deftypefnx {} {[@var{V}, @var{lambda}] =} eig (@var{A}, @var{B})
@deftypefnx {} {[@var{V}, @var{lambda}, @var{W}] =} eig (@var{A})
@deftypefnx {} {[@var{V}, @var{lambda}, @var{W}] =} eig (@var{A}, @var{B})
@deftypefnx {} {[@dots{}] =} eig (@var{A}, @var{balanceOption})
@deftypefnx {} {[@dots{}] =} eig (@var{A}, @var{B}, @var{algorithm})
@deftypefnx {} {[@dots{}] =} eig (@dots{}, @var{eigvalOption})
Compute the eigenvalues (@var{lambda}) and optionally the right eigenvectors
(@var{V}) and the left eigenvectors (@var{W}) of a matrix or pair of matrices.

The flag @var{balanceOption} can be one of:

@table @asis
@item @qcode{"balance"} (default)
Preliminary balancing is on.

@item @qcode{"nobalance"}
Disables preliminary balancing.
@end table

The flag @var{eigvalOption} can be one of:

@table @asis
@item @qcode{"matrix"}
Return the eigenvalues in a diagonal matrix.  (default if 2 or 3 outputs
are requested)

@item @qcode{"vector"}
Return the eigenvalues in a column vector.  (default if only 1 output is
requested, e.g., @var{lambda} = eig (@var{A}))
@end table

The flag @var{algorithm} can be one of:

@table @asis
@item @qcode{"chol"}
Use the Cholesky factorization of B.  (default if @var{A} is symmetric
(Hermitian) and @var{B} is symmetric (Hermitian) positive definite)

@item @qcode{"qz"}
Use the QZ algorithm.  (used whenever @var{A} or @var{B} are not symmetric)
@end table

@multitable @columnfractions .31 .23 .23 .23
@headitem @tab no flag @tab chol @tab qz
@item both are symmetric
@tab @qcode{"chol"}
@tab @qcode{"chol"}
@tab @qcode{"qz"}
@item at least one is not symmetric
@tab @qcode{"qz"}
@tab @qcode{"qz"}
@tab @qcode{"qz"}
@end multitable

The eigenvalues returned by @code{eig} are not ordered.
@seealso{eigs, svd}
@end deftypefn */)
{
  int nargin = args.length ();

  if (nargin > 4 || nargin == 0)
    print_usage ();

  octave_value_list retval;

  octave_value arg_a, arg_b;

  arg_a = args(0);

  if (arg_a.isempty ())
    return octave_value_list (2, Matrix ());

  if (! arg_a.isfloat ())
    err_wrong_type_arg ("eig", arg_a);

  if (arg_a.rows () != arg_a.columns ())
    err_square_matrix_required ("eig", "A");

  // determine if it's AEP or GEP
  bool AEPcase = nargin == 1 || args(1).is_string ();

  if (! AEPcase)
    {
      arg_b = args(1);

      if (arg_b.isempty ())
        return octave_value_list (2, Matrix ());

      if (! arg_b.isfloat ())
        err_wrong_type_arg ("eig", arg_b);

      if (arg_b.rows () != arg_b.columns ())
        err_square_matrix_required ("eig", "B");
    }

  bool qz_flag = false;
  bool chol_flag = false;
  bool balance_flag = false;
  bool no_balance_flag = false;
  bool matrix_flag = false;
  bool vector_flag = false;

  for (int i = (AEPcase ? 1 : 2); i < args.length (); ++i)
    {
      if (! args(i).is_string ())
        err_wrong_type_arg ("eig", args(i));

      std::string arg_i = args(i).string_value ();
      if (string::strcmpi (arg_i, "qz"))
        qz_flag = true;
      else if (string::strcmpi (arg_i, "chol"))
        chol_flag = true;
      else if (string::strcmpi (arg_i, "balance"))
        balance_flag = true;
      else if (string::strcmpi (arg_i, "nobalance"))
        no_balance_flag = true;
      else if (string::strcmpi (arg_i, "matrix"))
        matrix_flag = true;
      else if (string::strcmpi (arg_i, "vector"))
        vector_flag = true;
      else
        error (R"(eig: invalid option "%s")", arg_i.c_str ());
    }

  if (balance_flag && no_balance_flag)
    error (R"(eig: "balance" and "nobalance" options are mutually exclusive)");
  if (vector_flag && matrix_flag)
    error (R"(eig: "vector" and "matrix" options are mutually exclusive)");
  if (qz_flag && chol_flag)
    error (R"(eig: "qz" and "chol" options are mutually exclusive)");

  if (AEPcase)
    {
      if (qz_flag)
        error (R"(eig: invalid "qz" option for algebraic eigenvalue problem)");
      if (chol_flag)
        error (R"(eig: invalid "chol" option for algebraic eigenvalue problem)");
    }
  else
    {
      if (balance_flag)
        error (R"(eig: invalid "balance" option for generalized eigenvalue problem)");
      if (no_balance_flag)
        error (R"(eig: invalid "nobalance" option for generalized eigenvalue problem)");
    }

  // Default is to balance
  const bool balance = (no_balance_flag ? false : true);
  const bool force_qz = qz_flag;


  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 (AEPcase)
        {
          if (arg_a.isreal ())
            {
              ftmp_a = arg_a.float_matrix_value ();

              result = FloatEIG (ftmp_a, nargout > 1, nargout > 2, balance);
            }
          else
            {
              fctmp_a = arg_a.float_complex_matrix_value ();

              result = FloatEIG (fctmp_a, nargout > 1, nargout > 2, balance);
            }
        }
      else
        {
          if (arg_a.isreal () && arg_b.isreal ())
            {
              ftmp_a = arg_a.float_matrix_value ();
              ftmp_b = arg_b.float_matrix_value ();

              result = FloatEIG (ftmp_a, ftmp_b, nargout > 1, nargout > 2,
                                 force_qz);
            }
          else
            {
              fctmp_a = arg_a.float_complex_matrix_value ();
              fctmp_b = arg_b.float_complex_matrix_value ();

              result = FloatEIG (fctmp_a, fctmp_b, nargout > 1, nargout > 2,
                                 force_qz);
            }
        }

      if (nargout == 0 || nargout == 1)
        {
          if (matrix_flag)
            retval = ovl (FloatComplexDiagMatrix (result.eigenvalues ()));
          else
            retval = ovl (result.eigenvalues ());
        }
      else if (nargout == 2)
        {
          if (vector_flag)
            retval = ovl (result.right_eigenvectors (), result.eigenvalues ());
          else
            retval = ovl (result.right_eigenvectors (),
                          FloatComplexDiagMatrix (result.eigenvalues ()));
        }
      else
        {
          if (vector_flag)
            retval = ovl (result.right_eigenvectors (),
                          result.eigenvalues (),
                          result.left_eigenvectors ());
          else
            retval = ovl (result.right_eigenvectors (),
                          FloatComplexDiagMatrix (result.eigenvalues ()),
                          result.left_eigenvectors ());
        }
    }
  else
    {
      EIG result;

      if (AEPcase)
        {
          if (arg_a.isreal ())
            {
              tmp_a = arg_a.matrix_value ();

              result = EIG (tmp_a, nargout > 1, nargout > 2, balance);
            }
          else
            {
              ctmp_a = arg_a.complex_matrix_value ();

              result = EIG (ctmp_a, nargout > 1, nargout > 2, balance);
            }
        }
      else
        {
          if (arg_a.isreal () && arg_b.isreal ())
            {
              tmp_a = arg_a.matrix_value ();
              tmp_b = arg_b.matrix_value ();

              result = EIG (tmp_a, tmp_b, nargout > 1, nargout > 2, force_qz);
            }
          else
            {
              ctmp_a = arg_a.complex_matrix_value ();
              ctmp_b = arg_b.complex_matrix_value ();

              result = EIG (ctmp_a, ctmp_b, nargout > 1, nargout > 2, force_qz);
            }
        }

      if (nargout == 0 || nargout == 1)
        {
          if (matrix_flag)
            retval = ovl (ComplexDiagMatrix (result.eigenvalues ()));
          else
            retval = ovl (result.eigenvalues ());
        }
      else if (nargout == 2)
        {
          if (vector_flag)
            retval = ovl (result.right_eigenvectors (), result.eigenvalues ());
          else
            retval = ovl (result.right_eigenvectors (),
                          ComplexDiagMatrix (result.eigenvalues ()));
        }
      else
        {
          if (vector_flag)
            retval = ovl (result.right_eigenvectors (),
                          result.eigenvalues (),
                          result.left_eigenvectors ());
          else
            retval = ovl (result.right_eigenvectors (),
                          ComplexDiagMatrix (result.eigenvalues ()),
                          result.left_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))

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

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

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

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

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

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


## If (at least one of) the matrices are non-symmetric,
## regardless the algorithm flag the qz algorithm should be used.
## So the results without algorithm flag, with "qz" and with "chol"
## should be the same.
%!function nonsym_chol_2_output (A, B, res = sqrt (eps))
%!  [v, d] = eig (A, B);
%!  [v2, d2] = eig (A, B, "qz");
%!  [v3, d3] = eig (A, B, "chol");
%!  assert (A * v(:, 1), d(1, 1) * B * v(:, 1), res)
%!  assert (A * v(:, 2), d(2, 2) * B * v(:, 2), res)
%!  assert (v, v2)
%!  assert (v, v3)
%!  assert (d, d2)
%!  assert (d, d3)
%!endfunction

%!test nonsym_chol_2_output ([1, 2; -1, 1], [3, 3; 1, 2])
%!test nonsym_chol_2_output ([1+3i, 2+3i; 3-8i, 8+3i], [8+i, 3+i; 4-9i, 3+i])
%!test nonsym_chol_2_output ([1, 2; 3, 8], [8, 3; 4, 3])

%!test nonsym_chol_2_output (single ([1, 2; -1, 1]),
%!                           single ([3, 3; 1, 2]), sqrt (eps ("single")))
%!test nonsym_chol_2_output (single ([1+3i, 2+3i; 3-8i, 8+3i]),
%!                           single ([8+i, 3+i; 4-9i, 3+i]),
%!                           sqrt (eps ("single")))

%!function nonsym_chol_3_output (A, B, res = sqrt (eps))
%!  [v, d, w] = eig (A, B);
%!  [v2, d2, w2] = eig (A, B, "qz");
%!  [v3, d3, w3] = eig (A, B, "chol");
%!  wt = w';
%!  assert (wt(1, :)* A, d(1, 1) * wt(1, :) * B, res)
%!  assert (wt(2, :)* A, d(2, 2) * wt(2, :) * B, res)
%!  assert (v, v2)
%!  assert (v, v3)
%!  assert (d, d2)
%!  assert (d, d3)
%!  assert (w, w2)
%!  assert (w, w3)
%!endfunction

%!test nonsym_chol_3_output ([1, 2; -1, 1], [3, 3; 1, 2])
%!test nonsym_chol_3_output ([1+3i, 2+3i; 3-8i, 8+3i], [8+i, 3+i; 4-9i, 3+i])
%!test nonsym_chol_3_output ([1, 2; 3, 8], [8, 3; 4, 3])

%!test nonsym_chol_3_output (single ([1, 2; -1, 1]),
%!                           single ([3, 3; 1, 2]), sqrt (eps ("single")))
%!test nonsym_chol_3_output (single ([1+3i, 2+3i; 3-8i, 8+3i]),
%!                           single ([8+i, 3+i; 4-9i, 3+i]),
%!                           sqrt (eps ("single")))

## If the matrices are symmetric,
## then the chol method is default.
## So the results without algorithm flag and with "chol" should be the same.
%!function sym_chol_2_input (A, B, res = sqrt (eps))
%!  [v, d] = eig (A, B);
%!  [v2, d2] = eig (A, B, "chol");
%!  assert (A * v(:, 1), d(1, 1) * B * v(:, 1), res)
%!  assert (A * v(:, 2), d(2, 2) * B * v(:, 2), res)
%!  assert (v, v2)
%!  assert (d, d2)
%!endfunction

%!test sym_chol_2_input ([1, 2; 2, 1], [3, -2; -2, 3])
%!test sym_chol_2_input ([1+3i, 2+i; 2-i, 1+3i], [5+9i, 2+i; 2-i, 5+9i])
%!test sym_chol_2_input ([1, 1+i; 1-i, 1], [2, 0; 0, 2])

%!test sym_chol_2_input (single ([1, 2; 2, 1]), single ([3, -2; -2, 3]),
%!                       sqrt (eps ("single")))
%!test sym_chol_2_input (single ([1+3i, 2+i; 2-i, 1+3i]),
%!                       single ([5+9i, 2+i; 2-i, 5+9i]), sqrt (eps ("single")))
%!test sym_chol_2_input (single ([1, 1+i; 1-i, 1]), single ([2, 0; 0, 2]),
%!                       sqrt (eps ("single")))

%!function sym_chol_3_input (A, B, res = sqrt (eps))
%!  [v, d, w] = eig (A, B);
%!  [v2, d2, w2] = eig (A, B, "chol");
%!  wt = w';
%!  assert (wt(1, :)* A, d(1, 1) * wt(1, :) * B, res)
%!  assert (wt(2, :)* A, d(2, 2) * wt(2, :) * B, res)
%!  assert (v, v2)
%!  assert (d, d2)
%!  assert (w, w2)
%!endfunction

%!test sym_chol_3_input ([1, 2; 2, 1], [3, -2; -2, 3])
%!test sym_chol_3_input ([1+3i, 2+i; 2-i, 1+3i], [5+9i, 2+i; 2-i, 5+9i])
%!test sym_chol_3_input ([1, 1+i; 1-i, 1], [2, 0; 0, 2])

%!test sym_chol_3_input (single ([1, 2; 2, 1]), single ([3, -2; -2, 3]),
%!                       sqrt (eps ("single")))
%!test sym_chol_3_input (single ([1+3i, 2+i; 2-i, 1+3i]),
%!                       single ([5+9i, 2+i; 2-i, 5+9i]), sqrt (eps ("single")))
%!test sym_chol_3_input (single ([1, 1+i; 1-i, 1]), single ([2, 0; 0, 2]),
%!                       sqrt (eps ("single")))

## "balance" is always default
## so the results with and without "balance" should be the same
## while in this case "nobalance" should produce different result
%!test
%! A = [3 -2 -0.9 0; -2 4 1 -0; -0 0 -1 0; -0.5 -0.5 0.1 1];
%! [V1, D1] = eig (A);
%! [V2, D2] = eig (A, "balance");
%! [V3, D3] = eig (A, "nobalance");
%! assert (V1, V2)
%! assert (D1, D2)
%! assert (isequal (V2, V3), false)

## Testing the flags in all combination.
## If 2 flags are on, than the result should be the same regardless
## of the flags order.
## option1 represents the first order while option2 represents the other order.
## d and d2 should be a diagonal matrix if "matrix" flag is on while
## these should be column vectors if the "vector" flag is on.
%!function test_eig_args (args, options1, options2, testd = @() true)
%!  [v, d, w] = eig (args{:}, options1{:});
%!  [v2, d2, w2] = eig (args{:}, options2{:});
%!  assert (testd (d))
%!  assert (testd (d2))
%!  assert (v, v2)
%!  assert (d, d2)
%!  assert (w, w2)
%!endfunction

%!function qz_chol_with_shapes (A, B)
%!  for shapes = struct ("name", {"vector", "matrix"},
%!                       "test", {@isvector, @isdiag})
%!    test_eig_args ({A, B}, {"qz", shapes.name},
%!                   {shapes.name, "qz"}, shapes.test);
%!    test_eig_args ({A, B}, {"chol", shapes.name},
%!                   {shapes.name, "chol"}, shapes.test);
%!  endfor
%!endfunction

%!function balance_nobalance_with_shapes (A)
%!  for shapes = struct ("name", {"vector", "matrix"},
%!                       "test", {@isvector, @isdiag})
%!    test_eig_args ({A}, {"balance", shapes.name},
%!                   {shapes.name, "balance"}, shapes.test);
%!    test_eig_args ({A}, {"nobalance", shapes.name},
%!                   {shapes.name, "nobalance"}, shapes.test);
%!  endfor
%!endfunction

## Default return format:
## diagonal matrix if 2 or 3 outputs are specified
## column vector if 1 output is specified
%!function test_shapes (args)
%!  d = eig (args{:});
%!  assert (isvector (d))
%!  d2 = eig (args{:}, "vector");
%!  assert (isvector (d2))
%!  [v, d3] = eig (args{:});
%!  assert (isdiag (d3))
%!  d4 = eig (args{:}, "matrix");
%!  assert (isdiag (d4))
%!  [v, d5, w] = eig (args{:});
%!  assert (isdiag (d5))
%!  d6 = eig (args{:}, "matrix");
%!  assert (isdiag (d6))
%!  assert (d, d2)
%!  assert (d3, d4)
%!  assert (d5, d6)
%!  assert (d, diag (d3))
%!  assert (d, diag (d5))
%!endfunction

%!function shapes_AEP (A)
%!  test_shapes({A});
%!endfunction

%!function shapes_GEP (A, B)
%!  test_shapes({A, B});
%!endfunction

%!test balance_nobalance_with_shapes ([1, 2; 2, 1]);
%!test balance_nobalance_with_shapes (single ([1, 2; 2, 1]));

%!test shapes_AEP ([1, 2; 2, 1]);
%!test shapes_AEP (single ([1, 2; 2, 1]));

%!test qz_chol_with_shapes ([1, 1+i; 1-i, 1], [2, 0; 0, 2]);
%!test qz_chol_with_shapes ([1, 2; 3, 8], [8, 3; 4, 3]);
%!test qz_chol_with_shapes ([1, 2; -1, 1], [3, 3; 1, 2]);

%!test qz_chol_with_shapes (single ([1, 1+i; 1-i, 1]),  single ([2, 0; 0, 2]));
%!test qz_chol_with_shapes (single ([1, 2; 3, 8]),  single ([8, 3; 4, 3]));
%!test qz_chol_with_shapes (single ([1, 2; -1, 1]),  single ([3, 3; 1, 2]));

%!test shapes_GEP ([1, 1+i; 1-i, 1], [2, 0; 0, 2]);
%!test shapes_GEP ([1, 2; 3, 8], [8, 3; 4, 3]);
%!test shapes_GEP ([1, 2; -1, 1], [3, 3; 1, 2]);

%!test shapes_GEP (single ([1, 1+i; 1-i, 1]),  single ([2, 0; 0, 2]));
%!test shapes_GEP (single ([1, 2; 3, 8]),  single ([8, 3; 4, 3]));
%!test shapes_GEP (single ([1, 2; -1, 1]),  single ([3, 3; 1, 2]));

## Check if correct default method is used for symmetric input
%!function chol_qz_accuracy (A, B, is_qz_accurate, is_chol_accurate)
%!  [V1, D1] = eig (A, B, 'qz');
%!  [V2, D2] = eig (A, B); #default is chol
%!  assert (isequal (A*V1, A*V1*D1), is_qz_accurate)
%!  assert (isequal (A*V2, A*V2*D2), is_chol_accurate)
%!endfunction
%!test
%! minij_100 = gallery ('minij', 100);
%! chol_qz_accuracy (minij_100, minij_100, false, true);
%! moler_100 = gallery ('moler', 100);
%! chol_qz_accuracy (moler_100, moler_100, false, true);
%! A = diag([1e-16, 1e-15]);
%! chol_qz_accuracy (A, A, true, false);

%!error eig ()
%!error eig (false)
%!error eig ([1, 2; 3, 4], [4, 3; 2, 1], 1)

%!error <EIG requires same size matrices>
%!  eig ([1, 2; 3, 4], 2)
%!error <must be a square matrix>
%! eig ([1, 2; 3, 4; 5, 6])
%!error <wrong type argument>
%!  eig ("abcd")
%!error <invalid option "abcd">
%!  eig ([1 2 ; 2 3], "abcd")
%!error <invalid "chol" option for algebraic eigenvalue problem>
%!  eig ([1 2 ; 2 3], "chol")
%!error <invalid "qz" option for algebraic eigenvalue problem>
%!  eig ([1 2 ; 2 3], "qz")
%!error <wrong type argument>
%!  eig (false, [1 2 ; 2 3])
%!error <invalid option "abcd">
%!  eig ([1 2 ; 2 3], [1 2 ; 2 3], "abcd")
%!error <invalid "qz" option for algebraic eigenvalue problem>
%!  eig ([1 2 ; 2 3], "balance", "qz")
%!error <invalid option "abcd">
%!  eig ([1 2 ; 2 3], [1 2 ; 2 3], "vector", "abcd")
%!error <invalid option "abcd">
%!  eig ([1 2 ; 2 3], "balance", "matrix", "abcd")
%!error <"balance" and "nobalance" options are mutually exclusive>
%!  eig ([1 2 ; 2 3], "balance", "nobalance")
%!error <"balance" and "nobalance" options are mutually exclusive>
%!  eig ([1 2 ; 2 3], "nobalance", "balance")
%!error <"vector" and "matrix" options are mutually exclusive>
%!  eig ([1 2 ; 2 3], "matrix", "vector")
%!error <"vector" and "matrix" options are mutually exclusive>
%!  eig ([1 2 ; 2 3], "vector", "matrix")
%!error <"vector" and "matrix" options are mutually exclusive>
%!  eig ([1 2 ; 2 3], [1 2 ; 2 3], "matrix", "vector")
%!error <"vector" and "matrix" options are mutually exclusive>
%!  eig ([1 2 ; 2 3], [1 2 ; 2 3], "vector", "matrix")
%!error <wrong type argument>
%!  eig ([1 2 ; 2 3], [1 2 ; 2 3], false)
%!error <wrong type argument>
%!  eig ([1 2 ; 2 3], [1 2 ; 2 3], [1 2 ; 2 3])
*/

OCTAVE_END_NAMESPACE(octave)