Mercurial > octave
view liboctave/numeric/EIG.cc @ 21202:f7121e111991
maint: indent #ifdef blocks in liboctave and src directories.
* Array-C.cc, Array-b.cc, Array-ch.cc, Array-d.cc, Array-f.cc, Array-fC.cc,
Array-i.cc, Array-idx-vec.cc, Array-s.cc, Array-str.cc, Array-util.cc,
Array-voidp.cc, Array.cc, CColVector.cc, CDiagMatrix.cc, CMatrix.cc,
CNDArray.cc, CRowVector.cc, CSparse.cc, CSparse.h, DiagArray2.cc, MArray-C.cc,
MArray-d.cc, MArray-f.cc, MArray-fC.cc, MArray-i.cc, MArray-s.cc, MArray.cc,
MDiagArray2.cc, MSparse-C.cc, MSparse-d.cc, MSparse.h, MatrixType.cc,
PermMatrix.cc, Range.cc, Sparse-C.cc, Sparse-b.cc, Sparse-d.cc, Sparse.cc,
boolMatrix.cc, boolNDArray.cc, boolSparse.cc, chMatrix.cc, chNDArray.cc,
dColVector.cc, dDiagMatrix.cc, dMatrix.cc, dNDArray.cc, dRowVector.cc,
dSparse.cc, dSparse.h, dim-vector.cc, fCColVector.cc, fCDiagMatrix.cc,
fCMatrix.cc, fCNDArray.cc, fCRowVector.cc, fColVector.cc, fDiagMatrix.cc,
fMatrix.cc, fNDArray.cc, fRowVector.cc, idx-vector.cc, int16NDArray.cc,
int32NDArray.cc, int64NDArray.cc, int8NDArray.cc, intNDArray.cc,
uint16NDArray.cc, uint32NDArray.cc, uint64NDArray.cc, uint8NDArray.cc,
blaswrap.c, cquit.c, f77-extern.cc, f77-fcn.c, f77-fcn.h, lo-error.c, quit.cc,
quit.h, CmplxAEPBAL.cc, CmplxCHOL.cc, CmplxGEPBAL.cc, CmplxHESS.cc, CmplxLU.cc,
CmplxQR.cc, CmplxQRP.cc, CmplxSCHUR.cc, CmplxSVD.cc, CollocWt.cc, DASPK.cc,
DASRT.cc, DASSL.cc, EIG.cc, LSODE.cc, ODES.cc, Quad.cc, base-lu.cc, base-qr.cc,
dbleAEPBAL.cc, dbleCHOL.cc, dbleGEPBAL.cc, dbleHESS.cc, dbleLU.cc, dbleQR.cc,
dbleQRP.cc, dbleSCHUR.cc, dbleSVD.cc, eigs-base.cc, fCmplxAEPBAL.cc,
fCmplxCHOL.cc, fCmplxGEPBAL.cc, fCmplxHESS.cc, fCmplxLU.cc, fCmplxQR.cc,
fCmplxQRP.cc, fCmplxSCHUR.cc, fCmplxSVD.cc, fEIG.cc, floatAEPBAL.cc,
floatCHOL.cc, floatGEPBAL.cc, floatHESS.cc, floatLU.cc, floatQR.cc,
floatQRP.cc, floatSCHUR.cc, floatSVD.cc, lo-mappers.cc, lo-specfun.cc,
oct-convn.cc, oct-fftw.cc, oct-fftw.h, oct-norm.cc, oct-rand.cc,
oct-spparms.cc, randgamma.c, randmtzig.c, randpoisson.c, sparse-chol.cc,
sparse-dmsolve.cc, sparse-lu.cc, sparse-qr.cc, mx-defs.h, dir-ops.cc,
file-ops.cc, file-stat.cc, lo-sysdep.cc, mach-info.cc, oct-env.cc,
oct-group.cc, oct-openmp.h, oct-passwd.cc, oct-syscalls.cc, oct-time.cc,
oct-uname.cc, pathlen.h, sysdir.h, syswait.h, cmd-edit.cc, cmd-hist.cc,
data-conv.cc, f2c-main.c, glob-match.cc, lo-array-errwarn.cc,
lo-array-gripes.cc, lo-cutils.c, lo-cutils.h, lo-ieee.cc, lo-math.h,
lo-regexp.cc, lo-utils.cc, oct-base64.cc, oct-glob.cc, oct-inttypes.cc,
oct-inttypes.h, oct-locbuf.cc, oct-mutex.cc, oct-refcount.h, oct-rl-edit.c,
oct-rl-hist.c, oct-shlib.cc, oct-sort.cc, pathsearch.cc, singleton-cleanup.cc,
sparse-sort.cc, sparse-util.cc, statdefs.h, str-vec.cc, unwind-prot.cc,
url-transfer.cc, display-available.h, main-cli.cc, main-gui.cc, main.in.cc,
mkoctfile.in.cc, octave-config.in.cc, shared-fcns.h:
indent #ifdef blocks in liboctave and src directories.
| author | Rik <rik@octave.org> |
|---|---|
| date | Sat, 06 Feb 2016 06:40:13 -0800 |
| parents | 7cac4e7458f2 |
| children | 40de9f8f23a6 |
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/* Copyright (C) 1994-2015 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 "dColVector.h" #include "f77-fcn.h" #include "lo-error.h" extern "C" { F77_RET_T F77_FUNC (dgeev, DGEEV) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, double*, const octave_idx_type&, double*, double*, double*, const octave_idx_type&, double*, const octave_idx_type&, double*, const octave_idx_type&, octave_idx_type& F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (zgeev, ZGEEV) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, Complex*, const octave_idx_type&, Complex*, Complex*, const octave_idx_type&, Complex*, const octave_idx_type&, Complex*, const octave_idx_type&, double*, octave_idx_type& F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (dsyev, DSYEV) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, double*, const octave_idx_type&, double*, double*, const octave_idx_type&, octave_idx_type& F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (zheev, ZHEEV) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, Complex*, const octave_idx_type&, double*, Complex*, const octave_idx_type&, double*, octave_idx_type& F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (dpotrf, DPOTRF) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, double*, const octave_idx_type&, octave_idx_type& F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (zpotrf, ZPOTRF) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, Complex*, const octave_idx_type&, octave_idx_type& F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (dggev, DGGEV) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, double*, const octave_idx_type&, double*, const octave_idx_type&, double*, double*, double *, double*, const octave_idx_type&, double*, const octave_idx_type&, double*, const octave_idx_type&, octave_idx_type& F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (dsygv, DSYGV) (const octave_idx_type&, F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, double*, const octave_idx_type&, double*, const octave_idx_type&, double*, double*, const octave_idx_type&, octave_idx_type& F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (zggev, ZGGEV) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, Complex*, const octave_idx_type&, Complex*, const octave_idx_type&, Complex*, Complex*, Complex*, const octave_idx_type&, Complex*, const octave_idx_type&, Complex*, const octave_idx_type&, double*, octave_idx_type& F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (zhegv, ZHEGV) (const octave_idx_type&, F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, Complex*, const octave_idx_type&, Complex*, const octave_idx_type&, double*, Complex*, const octave_idx_type&, double*, octave_idx_type& F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); } octave_idx_type EIG::init (const Matrix& a, bool calc_ev) { 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_ev); octave_idx_type n = a.rows (); if (n != a.cols ()) (*current_liboctave_error_handler) ("EIG requires square matrix"); octave_idx_type 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 (); octave_idx_type tnvr = calc_ev ? n : 0; Matrix vr (tnvr, tnvr); double *pvr = vr.fortran_vec (); octave_idx_type lwork = -1; double dummy_work; double *dummy = 0; octave_idx_type idummy = 1; F77_XFCN (dgeev, DGEEV, (F77_CONST_CHAR_ARG2 ("N", 1), F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), n, tmp_data, n, pwr, pwi, dummy, idummy, pvr, n, &dummy_work, lwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (info != 0) (*current_liboctave_error_handler) ("dgeev workspace query failed"); lwork = static_cast<octave_idx_type> (dummy_work); Array<double> work (dim_vector (lwork, 1)); double *pwork = work.fortran_vec (); F77_XFCN (dgeev, DGEEV, (F77_CONST_CHAR_ARG2 ("N", 1), F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), n, tmp_data, n, pwr, pwi, dummy, idummy, 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 dgeev"); if (info > 0) (*current_liboctave_error_handler) ("dgeev failed to converge"); lambda.resize (n); octave_idx_type nvr = calc_ev ? n : 0; v.resize (nvr, nvr); for (octave_idx_type j = 0; j < n; j++) { if (wi.elem (j) == 0.0) { lambda.elem (j) = Complex (wr.elem (j)); for (octave_idx_type i = 0; i < nvr; i++) v.elem (i, j) = vr.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 (octave_idx_type 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); } j++; } } return info; } octave_idx_type EIG::symmetric_init (const Matrix& a, bool calc_ev) { octave_idx_type n = a.rows (); if (n != a.cols ()) (*current_liboctave_error_handler) ("EIG requires square matrix"); octave_idx_type info = 0; Matrix atmp = a; double *tmp_data = atmp.fortran_vec (); ColumnVector wr (n); double *pwr = wr.fortran_vec (); octave_idx_type lwork = -1; double dummy_work; F77_XFCN (dsyev, DSYEV, (F77_CONST_CHAR_ARG2 (calc_ev ? "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<octave_idx_type> (dummy_work); Array<double> work (dim_vector (lwork, 1)); double *pwork = work.fortran_vec (); F77_XFCN (dsyev, DSYEV, (F77_CONST_CHAR_ARG2 (calc_ev ? "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_ev ? ComplexMatrix (atmp) : ComplexMatrix (); return info; } octave_idx_type EIG::init (const ComplexMatrix& a, bool calc_ev) { 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_ev); octave_idx_type n = a.rows (); if (n != a.cols ()) (*current_liboctave_error_handler) ("EIG requires square matrix"); octave_idx_type info = 0; ComplexMatrix atmp = a; Complex *tmp_data = atmp.fortran_vec (); ComplexColumnVector w (n); Complex *pw = w.fortran_vec (); octave_idx_type nvr = calc_ev ? n : 0; ComplexMatrix vtmp (nvr, nvr); Complex *pv = vtmp.fortran_vec (); octave_idx_type lwork = -1; Complex dummy_work; octave_idx_type lrwork = 2*n; Array<double> rwork (dim_vector (lrwork, 1)); double *prwork = rwork.fortran_vec (); Complex *dummy = 0; octave_idx_type idummy = 1; F77_XFCN (zgeev, ZGEEV, (F77_CONST_CHAR_ARG2 ("N", 1), F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), n, tmp_data, n, pw, dummy, idummy, pv, n, &dummy_work, lwork, prwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (info != 0) (*current_liboctave_error_handler) ("zgeev workspace query failed"); lwork = static_cast<octave_idx_type> (dummy_work.real ()); Array<Complex> work (dim_vector (lwork, 1)); Complex *pwork = work.fortran_vec (); F77_XFCN (zgeev, ZGEEV, (F77_CONST_CHAR_ARG2 ("N", 1), F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), n, tmp_data, n, pw, dummy, idummy, pv, n, pwork, lwork, prwork, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (info < 0) (*current_liboctave_error_handler) ("unrecoverable error in zgeev"); if (info > 0) (*current_liboctave_error_handler) ("zgeev failed to converge"); lambda = w; v = vtmp; return info; } octave_idx_type EIG::hermitian_init (const ComplexMatrix& a, bool calc_ev) { octave_idx_type n = a.rows (); if (n != a.cols ()) (*current_liboctave_error_handler) ("EIG requires square matrix"); octave_idx_type info = 0; ComplexMatrix atmp = a; Complex *tmp_data = atmp.fortran_vec (); ColumnVector wr (n); double *pwr = wr.fortran_vec (); octave_idx_type lwork = -1; Complex dummy_work; octave_idx_type lrwork = 3*n; Array<double> rwork (dim_vector (lrwork, 1)); double *prwork = rwork.fortran_vec (); F77_XFCN (zheev, ZHEEV, (F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), F77_CONST_CHAR_ARG2 ("U", 1), n, tmp_data, n, pwr, &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<octave_idx_type> (dummy_work.real ()); Array<Complex> work (dim_vector (lwork, 1)); Complex *pwork = work.fortran_vec (); F77_XFCN (zheev, ZHEEV, (F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), F77_CONST_CHAR_ARG2 ("U", 1), n, tmp_data, n, pwr, 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_ev ? ComplexMatrix (atmp) : ComplexMatrix (); return info; } octave_idx_type EIG::init (const Matrix& a, const Matrix& b, bool calc_ev) { 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"); octave_idx_type n = a.rows (); octave_idx_type nb = b.rows (); if (n != a.cols () || nb != b.cols ()) (*current_liboctave_error_handler) ("EIG requires square matrix"); if (n != nb) (*current_liboctave_error_handler) ("EIG requires same size matrices"); octave_idx_type info = 0; Matrix tmp = b; double *tmp_data = tmp.fortran_vec (); F77_XFCN (dpotrf, DPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1), n, tmp_data, n, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (a.is_symmetric () && b.is_symmetric () && info == 0) return symmetric_init (a, b, calc_ev); 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 (); octave_idx_type tnvr = calc_ev ? n : 0; Matrix vr (tnvr, tnvr); double *pvr = vr.fortran_vec (); octave_idx_type lwork = -1; double dummy_work; double *dummy = 0; octave_idx_type idummy = 1; F77_XFCN (dggev, DGGEV, (F77_CONST_CHAR_ARG2 ("N", 1), F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), n, atmp_data, n, btmp_data, n, par, pai, pbeta, dummy, idummy, 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<octave_idx_type> (dummy_work); Array<double> work (dim_vector (lwork, 1)); double *pwork = work.fortran_vec (); F77_XFCN (dggev, DGGEV, (F77_CONST_CHAR_ARG2 ("N", 1), F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), n, atmp_data, n, btmp_data, n, par, pai, pbeta, dummy, idummy, 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); octave_idx_type nvr = calc_ev ? n : 0; v.resize (nvr, nvr); for (octave_idx_type j = 0; j < n; j++) { if (ai.elem (j) == 0.0) { lambda.elem (j) = Complex (ar.elem (j) / beta.elem (j)); for (octave_idx_type i = 0; i < nvr; i++) v.elem (i, j) = vr.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 (octave_idx_type 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); } j++; } } return info; } octave_idx_type EIG::symmetric_init (const Matrix& a, const Matrix& b, bool calc_ev) { octave_idx_type n = a.rows (); octave_idx_type nb = b.rows (); if (n != a.cols () || nb != b.cols ()) (*current_liboctave_error_handler) ("EIG requires square matrix"); if (n != nb) (*current_liboctave_error_handler) ("EIG requires same size matrices"); octave_idx_type 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 (); octave_idx_type lwork = -1; double dummy_work; F77_XFCN (dsygv, DSYGV, (1, F77_CONST_CHAR_ARG2 (calc_ev ? "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<octave_idx_type> (dummy_work); Array<double> work (dim_vector (lwork, 1)); double *pwork = work.fortran_vec (); F77_XFCN (dsygv, DSYGV, (1, F77_CONST_CHAR_ARG2 (calc_ev ? "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_ev ? ComplexMatrix (atmp) : ComplexMatrix (); return info; } octave_idx_type EIG::init (const ComplexMatrix& a, const ComplexMatrix& b, bool calc_ev) { 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"); octave_idx_type n = a.rows (); octave_idx_type nb = b.rows (); if (n != a.cols () || nb != b.cols ()) (*current_liboctave_error_handler) ("EIG requires square matrix"); if (n != nb) (*current_liboctave_error_handler) ("EIG requires same size matrices"); octave_idx_type info = 0; ComplexMatrix tmp = b; Complex*tmp_data = tmp.fortran_vec (); F77_XFCN (zpotrf, ZPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1), n, tmp_data, n, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); if (a.is_hermitian () && b.is_hermitian () && info == 0) return hermitian_init (a, b, calc_ev); 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 (); octave_idx_type nvr = calc_ev ? n : 0; ComplexMatrix vtmp (nvr, nvr); Complex *pv = vtmp.fortran_vec (); octave_idx_type lwork = -1; Complex dummy_work; octave_idx_type lrwork = 8*n; Array<double> rwork (dim_vector (lrwork, 1)); double *prwork = rwork.fortran_vec (); Complex *dummy = 0; octave_idx_type idummy = 1; F77_XFCN (zggev, ZGGEV, (F77_CONST_CHAR_ARG2 ("N", 1), F77_CONST_CHAR_ARG2 (calc_ev ? "V" : "N", 1), n, atmp_data, n, btmp_data, n, palpha, pbeta, dummy, idummy, pv, n, &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<octave_idx_type> (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_ev ? "V" : "N", 1), n, atmp_data, n, btmp_data, n, palpha, pbeta, dummy, idummy, pv, n, 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 (octave_idx_type j = 0; j < n; j++) lambda.elem (j) = alpha.elem (j) / beta.elem (j); v = vtmp; return info; } octave_idx_type EIG::hermitian_init (const ComplexMatrix& a, const ComplexMatrix& b, bool calc_ev) { octave_idx_type n = a.rows (); octave_idx_type nb = b.rows (); if (n != a.cols () || nb != b.cols ()) (*current_liboctave_error_handler) ("EIG requires square matrix"); if (n != nb) (*current_liboctave_error_handler) ("EIG requires same size matrices"); octave_idx_type 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 (); octave_idx_type lwork = -1; Complex dummy_work; octave_idx_type 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_ev ? "V" : "N", 1), F77_CONST_CHAR_ARG2 ("U", 1), n, atmp_data, n, btmp_data, n, pwr, &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<octave_idx_type> (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_ev ? "V" : "N", 1), F77_CONST_CHAR_ARG2 ("U", 1), n, atmp_data, n, btmp_data, n, pwr, 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_ev ? ComplexMatrix (atmp) : ComplexMatrix (); return info; }