Mercurial > octave
view libinterp/corefcn/ordqz.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 | aac27ad79be6 |
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//////////////////////////////////////////////////////////////////////// // // Copyright (C) 2020-2022 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/>. // //////////////////////////////////////////////////////////////////////// // Generalized eigenvalue reordering via LAPACK // Originally written by M. Koehler <koehlerm(AT)mpi-magdeburg.mpg.de> #undef DEBUG #if defined (HAVE_CONFIG_H) # include "config.h" #endif #include <cctype> #include <cmath> #include "f77-fcn.h" #include "lo-lapack-proto.h" #include "qr.h" #include "quit.h" #include "defun.h" #include "error.h" #include "errwarn.h" #include "ovl.h" #if defined (DEBUG) # include "pager.h" # include "pr-output.h" #endif OCTAVE_BEGIN_NAMESPACE(octave) DEFUN (ordqz, args, nargout, doc: /* -*- texinfo -*- @deftypefn {} {[@var{AR}, @var{BR}, @var{QR}, @var{ZR}] =} ordqz (@var{AA}, @var{BB}, @var{Q}, @var{Z}, @var{keyword}) @deftypefnx {} {[@var{AR}, @var{BR}, @var{QR}, @var{ZR}] =} ordqz (@var{AA}, @var{BB}, @var{Q}, @var{Z}, @var{select}) Reorder the QZ@tie{}decomposition of a generalized eigenvalue problem. The generalized eigenvalue problem is defined as @tex $$A x = \lambda B x$$ @end tex @ifnottex @math{A x = @var{lambda} B x} @end ifnottex Its generalized Schur decomposition is computed using the @code{qz} algorithm: @code{[@var{AA}, @var{BB}, @var{Q}, @var{Z}] = qz (@var{A}, @var{B})} where @var{AA}, @var{BB}, @var{Q}, and @var{Z} fulfill @tex $$ AA = Q \cdot A \cdot Z, BB = Q \cdot B \cdot Z $$ @end tex @ifnottex @example @group @var{AA} = @var{Q} * @var{A} * @var{Z}, @var{BB} = @var{Q} * @var{B} * @var{Z} @end group @end example @end ifnottex The @code{ordqz} function computes a unitary transformation @var{QR} and @var{ZR} such that the order of the eigenvalue on the diagonal of @var{AA} and @var{BB} is changed. The resulting reordered matrices @var{AR} and @var{BR} fulfill: @tex $$ A_R = Q_R \cdot A \cdot Z_R, B_R = Q_R \cdot B \cdot Z_R $$ @end tex @ifnottex @example @group @var{AR} = @var{QR} * @var{A} * @var{ZR}, @var{BR} = @var{QR} * @var{B} * @var{ZR} @end group @end example @end ifnottex The function can either be called with the @var{keyword} argument which selects the eigenvalues in the top left block of @var{AR} and @var{BR} in the following way: @table @asis @item @qcode{"S"}, @nospell{@qcode{"udi"}} small: leading block has all @tex $|\lambda| < 1$ @end tex @ifnottex |@var{lambda}| < 1 @end ifnottex @item @qcode{"B"}, @nospell{@qcode{"udo"}} big: leading block has all @tex $|\lambda| \geq 1$ @end tex @ifnottex |@var{lambda}| @geq{} 1 @end ifnottex @item @qcode{"-"}, @nospell{@qcode{"lhp"}} negative real part: leading block has all eigenvalues in the open left half-plane @item @qcode{"+"}, @nospell{@qcode{"rhp"}} non-negative real part: leading block has all eigenvalues in the closed right half-plane @end table If a logical vector @var{select} is given instead of a keyword the @code{ordqz} function reorders all eigenvalues @code{k} to the left block for which @code{select(k)} is true. Note: The keywords are compatible with the ones from @code{qr}. @seealso{eig, ordeig, qz, schur, ordschur} @end deftypefn */) { enum { LHP, RHP, UDI, UDO, VEC, NONE } select_mode = NONE; if (args.length () != 5) print_usage (); // Check select argument if (args(4).is_string()) { std::string opts = args(4).string_value (); std::for_each (opts.begin (), opts.end (), [] (char & c) { c = std::tolower (c); }); if (opts == "lhp" || opts == "-") select_mode = LHP; else if (opts == "rhp" || opts == "+") select_mode = RHP; else if (opts == "udi" || opts == "s") select_mode = UDI; else if (opts == "udo" || opts == "b") select_mode = UDO; else error_with_id ("Octave:ordqz:unknown-keyword", "ordqz: unknown KEYWORD, possible values: " "lhp, rhp, udi, udo"); } else if (args(4).isreal () || args(4).isinteger () || args(4).islogical ()) { if (args(4).rows () > 1 && args(4).columns () > 1) error_with_id ("Octave:ordqz:select-not-vector", "ordqz: SELECT argument must be a vector"); select_mode = VEC; } else error_with_id ("Octave:ordqz:unknown-arg", "ordqz: OPT must be string or a logical vector"); if (nargout > 4) error_with_id ("Octave:ordqz:nargout", "ordqz: at most four output arguments possible"); // Matrix A: check dimensions. F77_INT nn = to_f77_int (args(0).rows ()); F77_INT nc = to_f77_int (args(0).columns ()); if (args(0).isempty ()) { warn_empty_arg ("qz: A"); return octave_value_list (2, Matrix ()); } else if (nc != nn) err_square_matrix_required ("qz", "A"); // Matrix A: get value. Matrix aa; ComplexMatrix caa; if (args(0).iscomplex ()) caa = args(0).complex_matrix_value (); else aa = args(0).matrix_value (); // Extract argument 2 (bb, or cbb if complex). F77_INT b_nr = to_f77_int (args(1).rows ()); F77_INT b_nc = to_f77_int (args(1).columns ()); if (nn != b_nc || nn != b_nr) ::err_nonconformant (); Matrix bb; ComplexMatrix cbb; if (args(1).iscomplex ()) cbb = args(1).complex_matrix_value (); else bb = args(1).matrix_value (); // Extract argument 3 (qq, or cqq if complex). F77_INT q_nr = to_f77_int (args(2).rows ()); F77_INT q_nc = to_f77_int (args(2).columns ()); if (nn != q_nc || nn != q_nr) ::err_nonconformant (); Matrix qq; ComplexMatrix cqq; if (args(2).iscomplex ()) cqq = args(2).complex_matrix_value ().hermitian (); else qq = args(2).matrix_value ().transpose (); // Extract argument 4 (zz, or czz if complex). F77_INT z_nr = to_f77_int (args(3).rows ()); F77_INT z_nc = to_f77_int (args(3).columns ()); if (nn != z_nc || nn != z_nr) ::err_nonconformant (); Matrix zz; ComplexMatrix czz; if (args(3).iscomplex ()) czz = args(3).complex_matrix_value (); else zz = args(3).matrix_value (); bool complex_case = (args(0).iscomplex () || args(1).iscomplex () || args(2).iscomplex () || args(3).iscomplex ()); if (select_mode == VEC && args(4).rows () != nn && args(4).columns () != nn) error_with_id ("Octave:ordqz:numel_select", "ordqz: SELECT vector has the wrong number of elements"); Array<double> select_array (dim_vector (nn, 1)); if (select_mode == VEC) select_array = args(4).vector_value (); Array<F77_LOGICAL> select (dim_vector (nn, 1)); if (complex_case) { // Complex if (args(0).isreal ()) caa = ComplexMatrix (aa); if (args(1).isreal ()) cbb = ComplexMatrix (bb); if (args(2).isreal ()) cqq = ComplexMatrix (qq); if (args(3).isreal ()) czz = ComplexMatrix (zz); ComplexRowVector alpha (dim_vector (nn, 1)); ComplexRowVector beta (dim_vector (nn, 1)); octave_idx_type k; for (k = 0; k < nn-1; k++) { if (caa(k+1, k) != 0.0) error_with_id ("Octave:ordqz:unsupported_AA", "ordqz: quasi upper triangular matrices are not " "allowed with complex data"); } for (k = 0; k < nn; k++) { alpha(k) = caa(k, k); beta(k) = cbb(k, k); } for (k = 0; k < nn; k++) { switch (select_mode) { case LHP: select(k) = real (alpha(k) * beta(k)) < 0; break; case RHP: select(k) = real (alpha(k) * beta(k)) > 0; break; case UDI: if (beta(k) != 0.0) select(k) = abs (alpha(k)/beta(k)) < 1.0; else select(k) = false; break; case UDO: if (beta(k) != 0.0) select(k) = abs (alpha(k)/beta(k)) > 1.0; else select(k) = true; break; case VEC: if (select_array(k) != 0.0) select(k) = true; else select(k) = false; break; default: // default: case just here to suppress compiler warning. panic_impossible (); } } F77_LOGICAL wantq, wantz; wantq = 1, wantz = 1; F77_INT ijob, mm, lrwork3, liwork, info; ijob = 0, lrwork3 = 1, liwork = 1; F77_DBLE pl, pr; ComplexRowVector work3 (lrwork3); Array<F77_INT> iwork (dim_vector (liwork, 1)); F77_XFCN (ztgsen, ZTGSEN, (ijob, wantq, wantz, select.fortran_vec (), nn, F77_DBLE_CMPLX_ARG (caa.fortran_vec ()), nn, F77_DBLE_CMPLX_ARG (cbb.fortran_vec ()), nn, F77_DBLE_CMPLX_ARG (alpha.fortran_vec ()), F77_DBLE_CMPLX_ARG (beta.fortran_vec ()), F77_DBLE_CMPLX_ARG (cqq.fortran_vec ()), nn, F77_DBLE_CMPLX_ARG (czz.fortran_vec ()), nn, mm, pl, pr, nullptr, F77_DBLE_CMPLX_ARG (work3.fortran_vec ()), lrwork3, iwork.fortran_vec (), liwork, info)); if (info != 0) error_with_id ("Octave:ordqz:ztgsen_failed", "ordqz: failed to reorder eigenvalues"); } else { // Extract eigenvalues RowVector alphar (dim_vector (nn, 1)); RowVector alphai (dim_vector (nn, 1)); RowVector beta (dim_vector (nn, 1)); octave_idx_type k; k = 0; while (k < nn) { #ifdef DEBUG octave_stdout << "ordqz: k = " << k << " nn = " << nn << " \n"; #endif if ((k < nn-1 && aa(k+1, k) == 0.0) || k == nn-1) { alphar(k) = aa(k, k); alphai(k) = 0.0; beta(k) = bb(k, k); k++; } else { double ar[2], ai[2], b[2], work[4]; char qz_job = 'E'; char comp_q = 'N'; char comp_z = 'N'; F77_INT nl = 2; F77_INT ilo = 1; F77_INT ihi = 2; F77_INT lwork = 4; F77_INT info = 0; double * aa_vec = aa.fortran_vec (); double * bb_vec = bb.fortran_vec (); F77_XFCN (dhgeqz, DHGEQZ, (F77_CONST_CHAR_ARG2 (&qz_job, 1), F77_CONST_CHAR_ARG2 (&comp_q, 1), F77_CONST_CHAR_ARG2 (&comp_z, 1), nl, ilo, ihi, &aa_vec[k+k*nn], nn, &bb_vec[k+k*nn], nn, ar, ai, b, nullptr, nn, nullptr, nn, work, lwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (info != 0) error("ordqz: failed to extract eigenvalues"); alphar(k) = ar[0]; alphar(k+1) = ar[1]; alphai(k) = ai[0]; alphai(k+1) = ai[1]; beta(k) = b[0]; beta(k+1) = b[1]; k += 2; } } for (k = 0; k < nn; k++) { switch (select_mode) { case LHP: select(k) = alphar(k) * beta(k) < 0; break; case RHP: select(k) = alphar(k) * beta(k) > 0; break; case UDI: select(k) = alphar(k)*alphar(k) + alphai(k)*alphai(k) < beta(k)*beta(k); break; case UDO: select(k) = alphar(k)*alphar(k) + alphai(k)*alphai(k) > beta(k)*beta(k); break; case VEC: if (select_array(k) != 0.0) select(k) = true; else select(k) = false; break; default: // default: case just here to suppress compiler warning. panic_impossible(); } } F77_LOGICAL wantq, wantz; wantq = 1, wantz = 1; F77_INT ijob, mm, lrwork3, liwork, info; ijob = 0, lrwork3 = 4*nn+16, liwork = nn; F77_DBLE pl, pr; RowVector rwork3 (lrwork3); Array<F77_INT> iwork (dim_vector (liwork, 1)); F77_XFCN (dtgsen, DTGSEN, (ijob, wantq, wantz, select.fortran_vec (), nn, aa.fortran_vec (), nn, bb.fortran_vec (), nn, alphar.fortran_vec (), alphai.fortran_vec (), beta.fortran_vec (), qq.fortran_vec (), nn, zz.fortran_vec (), nn, mm, pl, pr, nullptr, rwork3.fortran_vec (), lrwork3, iwork.fortran_vec (), liwork, info)); if (info != 0) error("ordqz: failed to reorder eigenvalues"); } octave_value_list retval (nargout); switch (nargout) { case 4: if (complex_case) retval(3) = czz; else retval(3) = zz; OCTAVE_FALLTHROUGH; case 3: if (complex_case) retval(2) = cqq.hermitian(); else retval(2) = qq.transpose(); OCTAVE_FALLTHROUGH; case 2: if (complex_case) retval(1) = cbb; else retval(1) = bb; OCTAVE_FALLTHROUGH; case 1: if (complex_case) retval(0) = caa; else retval(0) = aa; break; case 0: if (complex_case) retval(0) = caa; else retval(0) = aa; break; } return retval; } /* %!shared A, B, AA, BB, QQ, ZZ, AC, BC, AAC, BBC, QQC, ZZC, select, selectc %! A = [ -1.03428 0.24929 0.43205 -0.12860; %! 1.16228 0.27870 2.12954 0.69250; %! -0.51524 -0.34939 -0.77820 2.13721; %! -1.32941 2.11870 0.72005 1.00835 ]; %! B = [ 1.407302 -0.632956 -0.360628 0.068534; %! 0.149898 0.298248 0.991777 0.023652; %! 0.169281 -0.405205 -1.775834 1.511730; %! 0.717770 1.291390 -1.766607 -0.531352 ]; %! AC = [ 0.4577 + 0.7199i 0.1476 + 0.6946i 0.6202 + 0.2092i 0.7559 + 0.2759i; %! 0.5868 + 0.7275i 0.9174 + 0.8781i 0.6741 + 0.1985i 0.4320 + 0.7023i; %! 0.2408 + 0.6359i 0.2959 + 0.8501i 0.3904 + 0.5613i 0.5000 + 0.1428i; %! 0.8177 + 0.8581i 0.2583 + 0.8970i 0.7706 + 0.5451i 0.1068 + 0.1650i]; %! BC = [ 0.089898 + 0.209257i 0.157769 + 0.311387i 0.018926 + 0.622517i 0.058825 + 0.374647i; %! 0.009367 + 0.098211i 0.736087 + 0.095797i 0.973192 + 0.583765i 0.434018 + 0.461909i; %! 0.880784 + 0.868215i 0.032839 + 0.569461i 0.873437 + 0.266081i 0.739426 + 0.362017i; %! 0.121649 + 0.115111i 0.426695 + 0.492222i 0.247670 + 0.034414i 0.771629 + 0.078153i]; %! [AA, BB, QQ, ZZ] = qz (A, B); %! [AAC, BBC, QQC, ZZC] = qz (AC, BC); %! select = [0 0 1 1]; %! selectc = [0 0 0 1]; %!test %! [AAX, BBX, QQX, ZZX] = ordqz (AA, BB, QQ, ZZ, "rhp"); %! assert (all (real (eig (AAX(1:3,1:3), BBX(1:3,1:3))) >= 0)); %! assert (all (real (eig (AAX(4:4,4:4), BBX(4:4,4:4))) < 0)); %! assert (norm (QQX'*AAX*ZZX' - A, "fro"), 0, 1e-12); %! assert (norm (QQX'*BBX*ZZX' - B, "fro"), 0, 1e-12); %!test %! [AAX, BBX, QQX, ZZX] = ordqz (AA, BB, QQ, ZZ, "+"); %! assert (all (real (eig (AAX(1:3,1:3), BBX(1:3,1:3))) >= 0)); %! assert (all (real (eig (AAX(4:4,4:4), BBX(4:4,4:4))) < 0)); %!test %! [AAX, BBX, QQX, ZZX] = ordqz (AA, BB, QQ, ZZ, "lhp"); %! assert (all (real (eig (AAX(2:4,2:4), BBX(2:4,2:4))) >= 0)); %! assert (all (real (eig (AAX(1:1,1:1), BBX(1:1,1:1))) < 0)); %! assert (norm (QQX'*AAX*ZZX' - A, "fro"), 0, 1e-12); %! assert (norm (QQX'*BBX*ZZX' - B, "fro"), 0, 1e-12); %!test %! [AAX, BBX, QQX, ZZX] = ordqz (AA, BB, QQ, ZZ, "-"); %! assert (all (real (eig (AAX(2:4,2:4), BBX(2:4,2:4))) >= 0)); %! assert (all (real (eig (AAX(1:1,1:1), BBX(1:1,1:1))) < 0)); %!test %! [AAX, BBX, QQX, ZZX] = ordqz (AA, BB, QQ, ZZ, "udi"); %! assert (all (abs (eig (AAX(1:1,1:1), BBX(1:1,1:1))) < 1)); %! assert (all (abs (eig (AAX(2:4,2:4), BBX(2:4,2:4))) > 1)); %! assert (norm (QQX'*AAX*ZZX' - A, "fro"), 0, 1e-12); %! assert (norm (QQX'*BBX*ZZX' - B, "fro"), 0, 1e-12); %!test %! [AAX, BBX, QQX, ZZX] = ordqz (AA, BB, QQ, ZZ, "S"); %! assert (all (abs (eig (AAX(1:1,1:1), BBX(1:1,1:1))) < 1)); %! assert (all (abs (eig (AAX(2:4,2:4), BBX(2:4,2:4))) > 1)); %!test %! [AAX, BBX, QQX, ZZX] = ordqz (AA, BB, QQ, ZZ, "udo"); %! assert (all (abs (eig (AAX(1:3,1:3), BBX(1:3,1:3))) >= 1)); %! assert (all (abs (eig (AAX(4:4,4:4), BBX(4:4,4:4))) < 1)); %! assert (norm (QQX'*AAX*ZZX' - A, "fro"), 0, 1e-12); %! assert (norm (QQX'*BBX*ZZX' - B, "fro"), 0, 1e-12); %!test %! [AAX, BBX, QQX, ZZX] = ordqz (AA, BB, QQ, ZZ, "B"); %! assert (all (abs (eig (AAX(1:3,1:3), BBX(1:3,1:3))) >= 1)); %! assert (all (abs (eig (AAX(4:4,4:4), BBX(4:4,4:4))) < 1)); %!test %! [AAX, BBX, QQX, ZZX] = ordqz (AA, BB, QQ, ZZ, select); %! assert (all (iscomplex (eig (AAX(1:2,1:2), BBX(1:2,1:2))))); %! assert (norm (QQX'*AAX*ZZX' - A, "fro"), 0, 1e-12); %! assert (norm (QQX'*BBX*ZZX' - B, "fro"), 0, 1e-12); %!test %! [AACX, BBCX, QQCX, ZZCX] = ordqz (AAC, BBC, QQC, ZZC, "rhp"); %! assert (all (real (eig (AACX(1:2,1:2), BBCX(1:2,1:2))) >= 0)); %! assert (all (real (eig (AACX(3:4,3:4), BBCX(3:4,3:4))) < 0)); %! assert (norm (QQCX'*AACX*ZZCX' - AC, "fro"), 0, 1e-12); %! assert (norm (QQCX'*BBCX*ZZCX' - BC, "fro"), 0, 1e-12); %!test %! [AACX, BBCX, QQCX, ZZCX] = ordqz (AAC, BBC, QQC, ZZC, "lhp"); %! assert (all (real (eig (AACX(1:2,1:2), BBCX(1:2,1:2))) < 0)); %! assert (all (real (eig (AACX(3:4,3:4), BBCX(3:4,3:4))) >= 0)); %! assert (norm (QQCX'*AACX*ZZCX' - AC, "fro"), 0, 1e-12); %! assert (norm (QQCX'*BBCX*ZZCX' - BC, "fro"), 0, 1e-12); %!test %! [AACX, BBCX, QQCX, ZZCX] = ordqz (AAC, BBC, QQC, ZZC, "udi"); %! assert (all (abs (eig (AACX(1:2,1:2), BBCX(1:2,1:2))) < 1)); %! assert (all (abs (eig (AACX(3:4,3:4), BBCX(3:4,3:4))) >= 1)); %! assert (norm (QQCX'*AACX*ZZCX' - AC, "fro"), 0, 1e-12); %! assert (norm (QQCX'*BBCX*ZZCX' - BC, "fro"), 0, 1e-12); %!test %! [AACX, BBCX, QQCX, ZZCX] = ordqz (AAC, BBC, QQC, ZZC, "udo"); %! assert (all (abs (eig (AACX(1:2,1:2), BBCX(1:2,1:2))) >= 1)); %! assert (all (abs (eig (AACX(3:4,3:4), BBCX(3:4,3:4))) < 1)); %! assert (norm (QQCX'*AACX*ZZCX' - AC, "fro"), 0, 1e-12); %! assert (norm (QQCX'*BBCX*ZZCX' - BC, "fro"), 0, 1e-12); %!test %! [AACX, BBCX, QQCX, ZZCX] = ordqz (AAC, BBC, QQC, ZZC, selectc); %! ev = abs (eig (AACX(1:1,1:1), BBCX(1:1,1:1))); %! assert(ev > 0.6 && ev < 0.7); %! assert (norm (QQCX'*AACX*ZZCX' - AC, "fro"), 0, 1e-12); %! assert (norm (QQCX'*BBCX*ZZCX' - BC, "fro"), 0, 1e-12); %!test %! A = toeplitz ([1,2,3,4]); %! [B, A] = qr (A); %! B = B'; %! [AA, BB, Q, Z] = qz (A, B); %! [AAS, BBS, QS, ZS] = ordqz (AA, BB, Q, Z, "lhp"); %! E2 = ordeig (AAS, BBS); %! ECOMP = [-3.414213562373092; -1.099019513592784; %! -0.5857864376269046; 9.099019513592784]; %! assert (norm (ECOMP - E2, "Inf"), 0, 1e-8); ## Test input validation %!error <Invalid call> ordqz () %!error <Invalid call> ordqz (eye (2)) %!error <Invalid call> ordqz (eye (2), eye (2)) %!error <Invalid call> ordqz (eye (2), eye (2), eye (2)) %!error <Invalid call> ordqz (eye (2), eye (2), eye (2), eye (2)) %!error id=Octave:ordqz:unknown-keyword %! ordqz (eye (2), eye (2), eye (2), eye (2), "foobar"); %!error id=Octave:ordqz:select-not-vector %! ordqz (eye (2), eye (2), eye (2), eye (2), eye (2)); %!error id=Octave:ordqz:unknown-arg %! ordqz (eye (2), eye (2), eye (2), eye (2), {"foobar"}); %!error id=Octave:ordqz:nargout %! [a,b,c,d,e] = ordqz (eye (2), eye (2), eye (2), eye (2), "udi"); %!warning <A: argument is empty matrix> ordqz ([], [], [], [], "udi"); %!error <A must be a square matrix> ordqz (ones (1,2), [], [], [], "udi"); %!error <nonconformant matrices> %! ordqz (eye (3), eye (2), eye (2), eye (2), "udi"); %!error <nonconformant matrices> %! ordqz (eye (2), eye (3), eye (2), eye (2), "udi"); %!error <nonconformant matrices> %! ordqz (eye (2), eye (2), eye (3), eye (2), "udi"); %!error <nonconformant matrices> %! ordqz (eye (2), eye (2), eye (2), eye (3), "udi"); %!error <SELECT vector .* wrong number of elements> %! ordqz (eye (2), eye (2), eye (2), eye (2), ones (1,5)); %!error <quasi upper triangular matrices are not allowed with complex data> %! AA = zeros (2, 2); %! AA(2,1) = i; %! ordqz (AA, eye (2), eye (2), eye (2), "udi"); */ OCTAVE_END_NAMESPACE(octave)