Mercurial > octave
view libinterp/corefcn/balance.cc @ 21268:f08ae27289e4
better use of templates for balance classes
* aepbalance.h, aepbalance.cc: New files generated from base-aepbal.h,
CmplxAEPBAL.cc, CmplxAEPBAL.h, dbleAEPBAL.cc, dbleAEPBAL.h,
fCmplxAEPBAL.cc, fCmplxAEPBAL.h, floatAEPBAL.cc, and floatAEPBAL.h and
making them templates.
* gepbalance.h, gepbalance.cc: New files generate from CmplxGEPBAL.cc,
CmplxGEPBAL.h, dbleGEPBAL.cc, dbleGEPBAL.h, fCmplxGEPBAL.cc,
fCmplxGEPBAL.h, floatGEPBAL.cc, and floatGEPBAL.h and making them
templates.
* liboctave/numeric/module.mk: Update.
* balance.cc, CMatrix.h, dMatrix.h, fCMatrix.h, fMatrix.h, mx-defs.h,
mx-ext.h: Use new classes.
author | John W. Eaton <jwe@octave.org> |
---|---|
date | Tue, 16 Feb 2016 00:32:29 -0500 |
parents | fcac5dbbf9ed |
children | 40de9f8f23a6 |
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/* Copyright (C) 1996-2015 John W. Eaton Copyright (C) 2008-2009 Jaroslav Hajek 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/>. */ // Author: A. S. Hodel <scotte@eng.auburn.edu> #ifdef HAVE_CONFIG_H # include <config.h> #endif #include <string> #include "CMatrix.h" #include "aepbalance.h" #include "dMatrix.h" #include "fCMatrix.h" #include "fMatrix.h" #include "gepbalance.h" #include "quit.h" #include "defun.h" #include "error.h" #include "f77-fcn.h" #include "errwarn.h" #include "ovl.h" #include "utils.h" DEFUN (balance, args, nargout, "-*- texinfo -*-\n\ @deftypefn {} {@var{AA} =} balance (@var{A})\n\ @deftypefnx {} {@var{AA} =} balance (@var{A}, @var{opt})\n\ @deftypefnx {} {[@var{DD}, @var{AA}] =} balance (@var{A}, @var{opt})\n\ @deftypefnx {} {[@var{D}, @var{P}, @var{AA}] =} balance (@var{A}, @var{opt})\n\ @deftypefnx {} {[@var{CC}, @var{DD}, @var{AA}, @var{BB}] =} balance (@var{A}, @var{B}, @var{opt})\n\ \n\ Balance the matrix @var{A} to reduce numerical errors in future\n\ calculations.\n\ \n\ Compute @code{@var{AA} = @var{DD} \\ @var{A} * @var{DD}} in which @var{AA}\n\ is a matrix whose row and column norms are roughly equal in magnitude, and\n\ @code{@var{DD} = @var{P} * @var{D}}, in which @var{P} is a permutation\n\ matrix and @var{D} is a diagonal matrix of powers of two. This allows the\n\ equilibration to be computed without round-off. Results of eigenvalue\n\ calculation are typically improved by balancing first.\n\ \n\ If two output values are requested, @code{balance} returns\n\ the diagonal @var{D} and the permutation @var{P} separately as vectors.\n\ In this case, @code{@var{DD} = eye(n)(:,@var{P}) * diag (@var{D})}, where\n\ @math{n} is the matrix size.\n\ \n\ If four output values are requested, compute @code{@var{AA} =\n\ @var{CC}*@var{A}*@var{DD}} and @code{@var{BB} = @var{CC}*@var{B}*@var{DD}},\n\ in which @var{AA} and @var{BB} have nonzero elements of approximately the\n\ same magnitude and @var{CC} and @var{DD} are permuted diagonal matrices as\n\ in @var{DD} for the algebraic eigenvalue problem.\n\ \n\ The eigenvalue balancing option @var{opt} may be one of:\n\ \n\ @table @asis\n\ @item @qcode{\"noperm\"}, @qcode{\"S\"}\n\ Scale only; do not permute.\n\ \n\ @item @qcode{\"noscal\"}, @qcode{\"P\"}\n\ Permute only; do not scale.\n\ @end table\n\ \n\ Algebraic eigenvalue balancing uses standard @sc{lapack} routines.\n\ \n\ Generalized eigenvalue problem balancing uses Ward's algorithm\n\ (SIAM Journal on Scientific and Statistical Computing, 1981).\n\ @end deftypefn") { int nargin = args.length (); if (nargin < 1 || nargin > 3 || nargout < 0) print_usage (); octave_value_list retval; // determine if it's AEP or GEP bool AEPcase = nargin == 1 || args(1).is_string (); // problem dimension octave_idx_type nn = args(0).rows (); if (nn != args(0).columns ()) err_square_matrix_required ("balance", "A"); bool isfloat = args(0).is_single_type () || (! AEPcase && args(1).is_single_type ()); bool complex_case = args(0).is_complex_type () || (! AEPcase && args(1).is_complex_type ()); // Extract argument 1 parameter for both AEP and GEP. Matrix aa; ComplexMatrix caa; FloatMatrix faa; FloatComplexMatrix fcaa; if (isfloat) { if (complex_case) fcaa = args(0).float_complex_matrix_value (); else faa = args(0).float_matrix_value (); } else { if (complex_case) caa = args(0).complex_matrix_value (); else aa = args(0).matrix_value (); } // Treat AEP/GEP cases. if (AEPcase) { // Algebraic eigenvalue problem. bool noperm = false; bool noscal = false; if (nargin > 1) { std::string a1s = args(1).string_value (); noperm = a1s == "noperm" || a1s == "S"; noscal = a1s == "noscal" || a1s == "P"; } // balance the AEP if (isfloat) { if (complex_case) { aepbalance<FloatComplexMatrix> result (fcaa, noperm, noscal); if (nargout == 0 || nargout == 1) retval = ovl (result.balanced_matrix ()); else if (nargout == 2) retval = ovl (result.balancing_matrix (), result.balanced_matrix ()); else retval = ovl (result.scaling_vector (), result.permuting_vector (), result.balanced_matrix ()); } else { aepbalance<FloatMatrix> result (faa, noperm, noscal); if (nargout == 0 || nargout == 1) retval = ovl (result.balanced_matrix ()); else if (nargout == 2) retval = ovl (result.balancing_matrix (), result.balanced_matrix ()); else retval = ovl (result.scaling_vector (), result.permuting_vector (), result.balanced_matrix ()); } } else { if (complex_case) { aepbalance<ComplexMatrix> result (caa, noperm, noscal); if (nargout == 0 || nargout == 1) retval = ovl (result.balanced_matrix ()); else if (nargout == 2) retval = ovl (result.balancing_matrix (), result.balanced_matrix ()); else retval = ovl (result.scaling_vector (), result.permuting_vector (), result.balanced_matrix ()); } else { aepbalance<Matrix> result (aa, noperm, noscal); if (nargout == 0 || nargout == 1) retval = ovl (result.balanced_matrix ()); else if (nargout == 2) retval = ovl (result.balancing_matrix (), result.balanced_matrix ()); else retval = ovl (result.scaling_vector (), result.permuting_vector (), result.balanced_matrix ()); } } } else { std::string bal_job; if (nargout == 1) warning ("balance: used GEP, should have two output arguments"); // Generalized eigenvalue problem. if (nargin == 2) bal_job = "B"; else bal_job = args(2).xstring_value ("balance: OPT argument must be a string"); if ((nn != args(1).columns ()) || (nn != args(1).rows ())) err_nonconformant (); Matrix bb; ComplexMatrix cbb; FloatMatrix fbb; FloatComplexMatrix fcbb; if (isfloat) { if (complex_case) fcbb = args(1).float_complex_matrix_value (); else fbb = args(1).float_matrix_value (); } else { if (complex_case) cbb = args(1).complex_matrix_value (); else bb = args(1).matrix_value (); } // balance the GEP if (isfloat) { if (complex_case) { gepbalance<FloatComplexMatrix> result (fcaa, fcbb, bal_job); switch (nargout) { case 4: retval(3) = result.balanced_matrix2 (); // fall through case 3: retval(2) = result.balanced_matrix (); retval(1) = result.balancing_matrix2 (); retval(0) = result.balancing_matrix (); break; case 2: retval(1) = result.balancing_matrix2 (); // fall through case 1: retval(0) = result.balancing_matrix (); break; default: error ("balance: invalid number of output arguments"); break; } } else { gepbalance<FloatMatrix> result (faa, fbb, bal_job); switch (nargout) { case 4: retval(3) = result.balanced_matrix2 (); // fall through case 3: retval(2) = result.balanced_matrix (); retval(1) = result.balancing_matrix2 (); retval(0) = result.balancing_matrix (); break; case 2: retval(1) = result.balancing_matrix2 (); // fall through case 1: retval(0) = result.balancing_matrix (); break; default: error ("balance: invalid number of output arguments"); break; } } } else { if (complex_case) { gepbalance<ComplexMatrix> result (caa, cbb, bal_job); switch (nargout) { case 4: retval(3) = result.balanced_matrix2 (); // fall through case 3: retval(2) = result.balanced_matrix (); retval(1) = result.balancing_matrix2 (); retval(0) = result.balancing_matrix (); break; case 2: retval(1) = result.balancing_matrix2 (); // fall through case 1: retval(0) = result.balancing_matrix (); break; default: error ("balance: invalid number of output arguments"); break; } } else { gepbalance<Matrix> result (aa, bb, bal_job); switch (nargout) { case 4: retval(3) = result.balanced_matrix2 (); // fall through case 3: retval(2) = result.balanced_matrix (); retval(1) = result.balancing_matrix2 (); retval(0) = result.balancing_matrix (); break; case 2: retval(1) = result.balancing_matrix2 (); // fall through case 1: retval(0) = result.balancing_matrix (); break; default: error ("balance: invalid number of output arguments"); break; } } } } return retval; }