/* Copyright (C) 1996, 1997 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 2, 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, write to the Free Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. */ #if defined (__GNUG__) #pragma implementation #endif #ifdef HAVE_CONFIG_H #include #endif #include "EIG.h" #include "dColVector.h" #include "f77-fcn.h" #include "lo-error.h" extern "C" { int F77_FCN (dgeev, DGEEV) (const char*, const char*, const int&, double*, const int&, double*, double*, double*, const int&, double*, const int&, double*, const int&, int&, long, long); int F77_FCN (zgeev, ZGEEV) (const char*, const char*, const int&, Complex*, const int&, Complex*, Complex*, const int&, Complex*, const int&, Complex*, const int&, double*, int&, long, long); int F77_FCN (dsyev, DSYEV) (const char*, const char*, const int&, double*, const int&, double*, double*, const int&, int&, long, long); int F77_FCN (zheev, ZHEEV) (const char*, const char*, const int&, Complex*, const int&, double*, Complex*, const int&, double*, int&, long, long); } int EIG::init (const Matrix& a) { if (a.is_symmetric ()) return symmetric_init (a); int n = a.rows (); if (n != a.cols ()) { (*current_liboctave_error_handler) ("EIG requires square matrix"); return -1; } int info = 0; Matrix atmp = a; double *tmp_data = atmp.fortran_vec (); Array wr (n); double *pwr = wr.fortran_vec (); Array wi (n); double *pwi = wi.fortran_vec (); Matrix vr (n, n); double *pvr = vr.fortran_vec (); // XXX FIXME XXX -- it might be possible to choose a better value of // lwork that would result in more efficient computations. int lwork = 8*n; Array work (lwork); double *pwork = work.fortran_vec (); double *dummy = 0; int idummy = 1; F77_XFCN (dgeev, DGEEV, ("N", "V", n, tmp_data, n, pwr, pwi, dummy, idummy, pvr, n, pwork, lwork, info, 1L, 1L)); if (f77_exception_encountered || info < 0) (*current_liboctave_error_handler) ("unrecoverable error in dgeev"); else { if (info > 0) (*current_liboctave_error_handler) ("dgeev failed to converge"); else { lambda.resize (n); v.resize (n, n); for (int j = 0; j < n; j++) { if (wi.elem (j) == 0.0) { lambda.elem (j) = Complex (wr.elem (j)); for (int i = 0; i < n; i++) v.elem (i, j) = vr.elem (i, j); } else { if (j+1 >= n) { (*current_liboctave_error_handler) ("EIG: internal error"); return -1; } lambda.elem(j) = Complex (wr.elem(j), wi.elem(j)); lambda.elem(j+1) = Complex (wr.elem(j+1), wi.elem(j+1)); for (int i = 0; i < n; 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; } int EIG::symmetric_init (const Matrix& a) { int n = a.rows (); if (n != a.cols ()) { (*current_liboctave_error_handler) ("EIG requires square matrix"); return -1; } int info = 0; Matrix atmp = a; double *tmp_data = atmp.fortran_vec (); Array wr (n); double *pwr = wr.fortran_vec (); // XXX FIXME XXX -- it might be possible to choose a better value of // lwork that would result in more efficient computations. int lwork = 8*n; Array work (lwork); double *pwork = work.fortran_vec (); F77_XFCN (dsyev, DSYEV, ("V", "U", n, tmp_data, n, pwr, pwork, lwork, info, 1L, 1L)); if (f77_exception_encountered || info < 0) (*current_liboctave_error_handler) ("unrecoverable error in dsyev"); else { if (info > 0) (*current_liboctave_error_handler) ("dsyev failed to converge"); else { lambda.resize (n); for (int j = 0; j < n; j++) lambda.elem (j) = Complex (wr.elem (j)); v = atmp; } } return info; } int EIG::init (const ComplexMatrix& a) { if (a.is_hermitian ()) return hermitian_init (a); int n = a.rows (); if (n != a.cols ()) { (*current_liboctave_error_handler) ("EIG requires square matrix"); return -1; } int info = 0; ComplexMatrix atmp = a; Complex *tmp_data = atmp.fortran_vec (); ComplexColumnVector w (n); Complex *pw = w.fortran_vec (); ComplexMatrix vtmp (n, n); Complex *pv = vtmp.fortran_vec (); // XXX FIXME XXX -- it might be possible to choose a better value of // lwork that would result in more efficient computations. int lwork = 8*n; Array work (lwork); Complex *pwork = work.fortran_vec (); int lrwork = 2*n; Array rwork (lrwork); double *prwork = rwork.fortran_vec (); Complex *dummy = 0; int idummy = 1; F77_XFCN (zgeev, ZGEEV, ("N", "V", n, tmp_data, n, pw, dummy, idummy, pv, n, pwork, lwork, prwork, info, 1L, 1L)); if (f77_exception_encountered || info < 0) (*current_liboctave_error_handler) ("unrecoverable error in zgeev"); else if (info > 0) (*current_liboctave_error_handler) ("zgeev failed to converge"); else { lambda = w; v = vtmp; } return info; } int EIG::hermitian_init (const ComplexMatrix& a) { int n = a.rows (); if (n != a.cols ()) { (*current_liboctave_error_handler) ("EIG requires square matrix"); return -1; } int info = 0; ComplexMatrix atmp = a; Complex *tmp_data = atmp.fortran_vec (); ColumnVector w (n); double *pw = w.fortran_vec (); // XXX FIXME XXX -- it might be possible to choose a better value of // lwork that would result in more efficient computations. int lwork = 8*n; Array work (lwork); Complex *pwork = work.fortran_vec (); int lrwork = 3*n; Array rwork (lrwork); double *prwork = rwork.fortran_vec (); F77_XFCN (zheev, ZHEEV, ("V", "U", n, tmp_data, n, pw, pwork, lwork, prwork, info, 1L, 1L)); if (f77_exception_encountered || info < 0) (*current_liboctave_error_handler) ("unrecoverable error in zheev"); else if (info > 0) (*current_liboctave_error_handler) ("zheev failed to converge"); else { lambda = w; v = atmp; } return info; } /* ;;; Local Variables: *** ;;; mode: C++ *** ;;; End: *** */