view libinterp/corefcn/ordschur.cc @ 21200:fcac5dbbf9ed

maint: Indent #ifdef blocks in libinterp. * builtins.h, Cell.cc, __contourc__.cc, __dispatch__.cc, __dsearchn__.cc, __ichol__.cc, __ilu__.cc, __lin_interpn__.cc, __pchip_deriv__.cc, __qp__.cc, balance.cc, besselj.cc, betainc.cc, bitfcns.cc, bsxfun.cc, c-file-ptr-stream.cc, c-file-ptr-stream.h, cellfun.cc, colloc.cc, comment-list.cc, conv2.cc, daspk.cc, dasrt.cc, dassl.cc, data.cc, debug.cc, defaults.cc, defaults.in.h, defun-dld.h, defun.cc, defun.h, det.cc, dirfns.cc, display.cc, dlmread.cc, dot.cc, dynamic-ld.cc, eig.cc, ellipj.cc, error.cc, errwarn.cc, event-queue.cc, fft.cc, fft2.cc, fftn.cc, file-io.cc, filter.cc, find.cc, gammainc.cc, gcd.cc, getgrent.cc, getpwent.cc, getrusage.cc, givens.cc, gl-render.cc, gl2ps-print.cc, graphics.cc, graphics.in.h, gripes.cc, hash.cc, help.cc, hess.cc, hex2num.cc, input.cc, inv.cc, jit-ir.cc, jit-typeinfo.cc, jit-util.cc, jit-util.h, kron.cc, load-path.cc, load-save.cc, lookup.cc, ls-ascii-helper.cc, ls-hdf5.cc, ls-mat-ascii.cc, ls-mat4.cc, ls-mat5.cc, ls-oct-binary.cc, ls-oct-text.cc, ls-oct-text.h, ls-utils.cc, ls-utils.h, lsode.cc, lu.cc, luinc.cc, mappers.cc, matrix_type.cc, max.cc, mex.h, mexproto.h, mgorth.cc, nproc.cc, oct-errno.in.cc, oct-fstrm.cc, oct-hdf5-types.cc, oct-hdf5.h, oct-hist.cc, oct-iostrm.cc, oct-lvalue.cc, oct-map.cc, oct-prcstrm.cc, oct-procbuf.cc, oct-stream.cc, oct-strstrm.cc, octave-link.cc, ordschur.cc, pager.cc, pinv.cc, pr-output.cc, procstream.cc, profiler.cc, psi.cc, pt-jit.cc, quad.cc, quadcc.cc, qz.cc, rand.cc, rcond.cc, regexp.cc, schur.cc, sighandlers.cc, sparse-xdiv.cc, sparse-xpow.cc, sparse.cc, spparms.cc, sqrtm.cc, str2double.cc, strfind.cc, strfns.cc, sub2ind.cc, svd.cc, sylvester.cc, symtab.cc, syscalls.cc, sysdep.cc, sysdep.h, time.cc, toplev.cc, tril.cc, tsearch.cc, txt-eng-ft.cc, txt-eng.cc, typecast.cc, urlwrite.cc, utils.cc, variables.cc, xdiv.cc, xnorm.cc, xpow.cc, zfstream.cc, __delaunayn__.cc, __eigs__.cc, __fltk_uigetfile__.cc, __glpk__.cc, __init_fltk__.cc, __init_gnuplot__.cc, __magick_read__.cc, __osmesa_print__.cc, __voronoi__.cc, amd.cc, audiodevinfo.cc, audioread.cc, ccolamd.cc, chol.cc, colamd.cc, convhulln.cc, dmperm.cc, fftw.cc, oct-qhull.h, qr.cc, symbfact.cc, symrcm.cc, oct-conf.in.cc, ov-base-diag.cc, ov-base-int.cc, ov-base-mat.cc, ov-base-scalar.cc, ov-base-sparse.cc, ov-base.cc, ov-bool-mat.cc, ov-bool-sparse.cc, ov-bool.cc, ov-builtin.cc, ov-cell.cc, ov-ch-mat.cc, ov-class.cc, ov-classdef.cc, ov-colon.cc, ov-complex.cc, ov-cs-list.cc, ov-cx-diag.cc, ov-cx-mat.cc, ov-cx-sparse.cc, ov-dld-fcn.cc, ov-fcn-handle.cc, ov-fcn-inline.cc, ov-fcn.cc, ov-float.cc, ov-flt-complex.cc, ov-flt-cx-diag.cc, ov-flt-cx-mat.cc, ov-flt-re-diag.cc, ov-flt-re-mat.cc, ov-int16.cc, ov-int32.cc, ov-int64.cc, ov-int8.cc, ov-java.cc, ov-lazy-idx.cc, ov-mex-fcn.cc, ov-null-mat.cc, ov-oncleanup.cc, ov-perm.cc, ov-range.cc, ov-re-diag.cc, ov-re-mat.cc, ov-re-sparse.cc, ov-scalar.cc, ov-str-mat.cc, ov-struct.cc, ov-typeinfo.cc, ov-uint16.cc, ov-uint32.cc, ov-uint64.cc, ov-uint8.cc, ov-usr-fcn.cc, ov.cc, ovl.cc, octave.cc, 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-double-conv.cc, op-fcdm-fcdm.cc, op-fcdm-fdm.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-float-conv.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-int-conv.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-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, pt-arg-list.cc, pt-array-list.cc, pt-assign.cc, pt-binop.cc, pt-bp.cc, pt-cbinop.cc, pt-cell.cc, pt-check.cc, pt-classdef.cc, pt-cmd.cc, pt-colon.cc, pt-colon.h, pt-const.cc, pt-decl.cc, pt-eval.cc, pt-except.cc, pt-exp.cc, pt-fcn-handle.cc, pt-funcall.cc, pt-id.cc, pt-idx.cc, pt-jump.cc, pt-loop.cc, pt-mat.cc, pt-misc.cc, pt-pr-code.cc, pt-select.cc, pt-stmt.cc, pt-unop.cc, pt.cc, token.cc, Array-jit.cc, Array-os.cc, Array-sym.cc, Array-tc.cc, version.cc: Indent #ifdef blocks in libinterp.
author Rik <rik@octave.org>
date Fri, 05 Feb 2016 16:29:08 -0800
parents 48b2ad5ee801
children 40de9f8f23a6
line wrap: on
line source

/*

Copyright (C) 2015 Sébastien Villemot <sebastien@debian.org>

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 "defun.h"
#include "error.h"
#include "ovl.h"
#include "f77-fcn.h"

extern "C"
{
  F77_RET_T
  F77_FUNC (dtrsen, DTRSEN) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL,
                             const octave_idx_type*, const octave_idx_type&,
                             double*, const octave_idx_type&, double*, const octave_idx_type&,
                             double*, double*, octave_idx_type&, double&, double&, double*,
                             const octave_idx_type&, octave_idx_type*,
                             const octave_idx_type&, octave_idx_type&);

  F77_RET_T
  F77_FUNC (ztrsen, ZTRSEN) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL,
                             const octave_idx_type*, const octave_idx_type&,
                             Complex*, const octave_idx_type&, Complex*, const octave_idx_type&,
                             Complex*, octave_idx_type&, double&, double&, Complex*,
                             const octave_idx_type&, octave_idx_type &);

  F77_RET_T
  F77_FUNC (strsen, STRSEN) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL,
                             const octave_idx_type*, const octave_idx_type&,
                             float*, const octave_idx_type&, float*, const octave_idx_type&,
                             float*, float*, octave_idx_type&, float&, float&, float*,
                             const octave_idx_type&, octave_idx_type*,
                             const octave_idx_type&, octave_idx_type&);

  F77_RET_T
  F77_FUNC (ctrsen, CTRSEN) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL,
                             const octave_idx_type*, const octave_idx_type&,
                             FloatComplex*, const octave_idx_type&, FloatComplex*, const octave_idx_type&,
                             FloatComplex*, octave_idx_type&, float&, float&, FloatComplex*,
                             const octave_idx_type&, octave_idx_type &);
}

DEFUN (ordschur, args, ,
       "-*- texinfo -*-\n\
@deftypefn {} {[@var{UR}, @var{SR}] =} ordschur (@var{U}, @var{S}, @var{select})\n\
Reorders the real Schur factorization (@var{U},@var{S}) obtained with the\n\
@code{schur} function, so that selected eigenvalues appear in the upper left\n\
diagonal blocks of the quasi triangular Schur matrix.\n\
\n\
The logical vector @var{select} specifies the selected eigenvalues as they\n\
appear along @var{S}'s diagonal.\n\
\n\
For example, given the matrix @code{@var{A} = [1, 2; 3, 4]}, and its Schur\n\
decomposition\n\
\n\
@example\n\
[@var{U}, @var{S}] = schur (@var{A})\n\
@end example\n\
\n\
@noindent\n\
which returns\n\
\n\
@example\n\
@group\n\
@var{U} =\n\
\n\
  -0.82456  -0.56577\n\
   0.56577  -0.82456\n\
\n\
@var{S} =\n\
\n\
  -0.37228  -1.00000\n\
   0.00000   5.37228\n\
\n\
@end group\n\
@end example\n\
\n\
It is possible to reorder the decomposition so that the positive eigenvalue\n\
is in the upper left corner, by doing:\n\
\n\
@example\n\
[@var{U}, @var{S}] = ordschur (@var{U}, @var{S}, [0,1])\n\
@end example\n\
\n\
@seealso{schur}\n\
@end deftypefn")
{
  if (args.length () != 3)
    print_usage ();

  const Array<octave_idx_type> sel = args(2).octave_idx_type_vector_value ("ordschur: SELECT must be an array of integers");

  const octave_idx_type n = sel.numel ();

  const dim_vector dimU = args(0).dims ();
  const dim_vector dimS = args(1).dims ();

  if (n != dimU(0))
    error ("ordschur: SELECT must have same length as the sides of U and S");
  else if (n != dimU(0) || n != dimS(0) || n != dimU(1) || n != dimS(1))
    error ("ordschur: U and S must be square and of equal sizes");

  octave_value_list retval;

  const bool double_type  = args(0).is_double_type ()
                            || args(1).is_double_type ();
  const bool complex_type = args(0).is_complex_type ()
                            || args(1).is_complex_type ();

#define PREPARE_ARGS(TYPE, TYPE_M, TYPE_COND) \
          TYPE ## Matrix U = args(0).x ## TYPE_M ## _value ("ordschur: U and S must be real or complex floating point matrices"); \
          TYPE ## Matrix S = args(1).x ## TYPE_M ## _value ("ordschur: U and S must be real or complex floating point matrices"); \
          TYPE ## Matrix w (dim_vector (n, 1)); \
          TYPE ## Matrix work (dim_vector (n, 1)); \
          octave_idx_type m; \
          octave_idx_type info; \
          TYPE_COND cond1, cond2;

#define PREPARE_OUTPUT()\
          if (info != 0) \
            error ("ordschur: trsen failed"); \
 \
          retval = ovl (U, S);

  if (double_type)
    {
      if (complex_type)
        {
          PREPARE_ARGS (Complex, complex_matrix, double)

          F77_XFCN (ztrsen, ztrsen,
                    (F77_CONST_CHAR_ARG ("N"), F77_CONST_CHAR_ARG ("V"),
                     sel.data (), n, S.fortran_vec (), n, U.fortran_vec (), n,
                     w.fortran_vec (), m, cond1, cond2, work.fortran_vec (), n,
                     info));

          PREPARE_OUTPUT()
        }
      else
        {
          PREPARE_ARGS (, matrix, double)
          Matrix wi (dim_vector (n, 1));
          Array<octave_idx_type> iwork (dim_vector (n, 1));

          F77_XFCN (dtrsen, dtrsen,
                    (F77_CONST_CHAR_ARG ("N"), F77_CONST_CHAR_ARG ("V"),
                     sel.data (), n, S.fortran_vec (), n, U.fortran_vec (), n,
                     w.fortran_vec (), wi.fortran_vec (), m, cond1, cond2,
                     work.fortran_vec (), n, iwork.fortran_vec (), n, info));

          PREPARE_OUTPUT ()
        }
    }
  else
    {
      if (complex_type)
        {
          PREPARE_ARGS (FloatComplex, float_complex_matrix, float)

          F77_XFCN (ctrsen, ctrsen,
                    (F77_CONST_CHAR_ARG ("N"), F77_CONST_CHAR_ARG ("V"),
                     sel.data (), n, S.fortran_vec (), n, U.fortran_vec (), n,
                     w.fortran_vec (), m, cond1, cond2, work.fortran_vec (), n,
                     info));

          PREPARE_OUTPUT ()
        }
      else
        {
          PREPARE_ARGS (Float, float_matrix, float)
          FloatMatrix wi (dim_vector (n, 1));
          Array<octave_idx_type> iwork (dim_vector (n, 1));

          F77_XFCN (strsen, strsen,
                    (F77_CONST_CHAR_ARG ("N"), F77_CONST_CHAR_ARG ("V"),
                     sel.data (), n, S.fortran_vec (), n, U.fortran_vec (), n,
                     w.fortran_vec (), wi.fortran_vec (), m, cond1, cond2,
                     work.fortran_vec (), n, iwork.fortran_vec (), n, info));

          PREPARE_OUTPUT ()
        }
    }

#undef PREPARE_ARGS
#undef PREPARE_OUTPUT

  return retval;
}

/*

%!test
%! A = [1, 2, 3, -2; 4, 5, 6, -5 ; 7, 8, 9, -5; 10, 11, 12, 4 ];
%! [U, T] = schur (A);
%! [US, TS] = ordschur (U, T, [ 0, 0, 1, 1 ]);
%! assert (US*TS*US', A, sqrt (eps))
%! assert (diag (T)(3:4), diag (TS)(1:2), sqrt (eps))

%!test
%! A = [1, 2, 3, -2; 4, 5, 6, -5 ; 7, 8, 9, -5; 10, 11, 12, 4 ];
%! [U, T] = schur (A);
%! [US, TS] = ordschur (single (U), single (T), [ 0, 0, 1, 1 ]);
%! assert (US*TS*US', A, sqrt (eps ("single")))
%! assert (diag (T)(3:4), diag (TS)(1:2), sqrt (eps ("single")))

%!test
%! A = [1, 2, 3, -2; 4, 5, 6, -5 ; 7, 8, 9, -5; 10, 11, 12, 4+3i ];
%! [U, T] = schur (A);
%! [US, TS] = ordschur (U, T, [ 0, 0, 1, 1 ]);
%! assert (US*TS*US', A, sqrt (eps))
%! assert (diag (T)(3:4), diag (TS)(1:2), sqrt (eps))

%!test
%! A = [1, 2, 3, -2; 4, 5, 6, -5 ; 7, 8, 9, -5; 10, 11, 12, 4+3i ];
%! [U, T] = schur (A);
%! [US, TS] = ordschur (single (U), single (T), [ 0, 0, 1, 1 ]);
%! assert (US*TS*US', A, sqrt (eps ("single")))
%! assert (diag (T)(3:4), diag (TS)(1:2), sqrt (eps ("single")))

*/