/* Copyright (C) 2005-2015 David Bateman 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 . */ #ifdef HAVE_CONFIG_H #include #endif #include #include #include #include #include "f77-fcn.h" #include "oct-locbuf.h" #include "quit.h" #include "SparsedbleLU.h" #include "SparseCmplxLU.h" #include "dSparse.h" #include "CSparse.h" #include "MatrixType.h" #include "SparsedbleCHOL.h" #include "SparseCmplxCHOL.h" #include "oct-rand.h" #include "dbleCHOL.h" #include "CmplxCHOL.h" #include "dbleLU.h" #include "CmplxLU.h" #ifdef HAVE_ARPACK typedef ColumnVector (*EigsFunc) (const ColumnVector &x, int &eigs_error); typedef ComplexColumnVector (*EigsComplexFunc) (const ComplexColumnVector &x, int &eigs_error); // Arpack and blas fortran functions we call. extern "C" { F77_RET_T F77_FUNC (dsaupd, DSAUPD) (octave_idx_type&, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, const double&, double*, const octave_idx_type&, double*, const octave_idx_type&, octave_idx_type*, 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 (dseupd, DSEUPD) (const octave_idx_type&, F77_CONST_CHAR_ARG_DECL, octave_idx_type*, double*, double*, const octave_idx_type&, const double&, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, const double&, double*, const octave_idx_type&, double*, const octave_idx_type&, octave_idx_type*, octave_idx_type*, double*, double*, const octave_idx_type&, octave_idx_type& F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (dnaupd, DNAUPD) (octave_idx_type&, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, F77_CONST_CHAR_ARG_DECL, octave_idx_type&, const double&, double*, const octave_idx_type&, double*, const octave_idx_type&, octave_idx_type*, 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 (dneupd, DNEUPD) (const octave_idx_type&, F77_CONST_CHAR_ARG_DECL, octave_idx_type*, double*, double*, double*, const octave_idx_type&, const double&, const double&, double*, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, F77_CONST_CHAR_ARG_DECL, octave_idx_type&, const double&, double*, const octave_idx_type&, double*, const octave_idx_type&, octave_idx_type*, octave_idx_type*, double*, double*, const octave_idx_type&, octave_idx_type& F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (znaupd, ZNAUPD) (octave_idx_type&, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, const double&, Complex*, const octave_idx_type&, Complex*, const octave_idx_type&, octave_idx_type*, octave_idx_type*, Complex*, Complex*, const octave_idx_type&, double *, octave_idx_type& F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (zneupd, ZNEUPD) (const octave_idx_type&, F77_CONST_CHAR_ARG_DECL, octave_idx_type*, Complex*, Complex*, const octave_idx_type&, const Complex&, Complex*, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, const double&, Complex*, const octave_idx_type&, Complex*, const octave_idx_type&, octave_idx_type*, octave_idx_type*, Complex*, Complex*, const octave_idx_type&, double *, octave_idx_type& F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (dgemv, DGEMV) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, const octave_idx_type&, const double&, const double*, const octave_idx_type&, const double*, const octave_idx_type&, const double&, double*, const octave_idx_type& F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (zgemv, ZGEMV) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, const octave_idx_type&, const Complex&, const Complex*, const octave_idx_type&, const Complex*, const octave_idx_type&, const Complex&, Complex*, const octave_idx_type& F77_CHAR_ARG_LEN_DECL); } #if !defined (CXX_NEW_FRIEND_TEMPLATE_DECL) static octave_idx_type lusolve (const SparseMatrix&, const SparseMatrix&, Matrix&); static octave_idx_type lusolve (const SparseComplexMatrix&, const SparseComplexMatrix&, ComplexMatrix&); static octave_idx_type lusolve (const Matrix&, const Matrix&, Matrix&); static octave_idx_type lusolve (const ComplexMatrix&, const ComplexMatrix&, ComplexMatrix&); static ComplexMatrix ltsolve (const SparseComplexMatrix&, const ColumnVector&, const ComplexMatrix&); static Matrix ltsolve (const SparseMatrix&, const ColumnVector&, const Matrix&,); static ComplexMatrix ltsolve (const ComplexMatrix&, const ColumnVector&, const ComplexMatrix&); static Matrix ltsolve (const Matrix&, const ColumnVector&, const Matrix&,); static ComplexMatrix utsolve (const SparseComplexMatrix&, const ColumnVector&, const ComplexMatrix&); static Matrix utsolve (const SparseMatrix&, const ColumnVector&, const Matrix&); static ComplexMatrix utsolve (const ComplexMatrix&, const ColumnVector&, const ComplexMatrix&); static Matrix utsolve (const Matrix&, const ColumnVector&, const Matrix&); #endif static void warn_convergence (void) { (*current_liboctave_warning_with_id_handler) ("Octave:convergence", "eigs: 'A - sigma*B' is singular, indicating sigma is exactly " "an eigenvalue so convergence is not guaranteed"); } template static octave_idx_type lusolve (const SM& L, const SM& U, M& m) { octave_idx_type err = 0; double rcond; MatrixType utyp (MatrixType::Upper); // Sparse L is lower triangular, Dense L is permuted lower triangular!!! m = L.solve (m, err, rcond, 0); if (err) return err; m = U.solve (utyp, m, err, rcond, 0); return err; } template static M ltsolve (const SM& L, const ColumnVector& Q, const M& m) { octave_idx_type n = L.cols (); octave_idx_type b_nc = m.cols (); octave_idx_type err = 0; double rcond; MatrixType ltyp (MatrixType::Lower); M tmp = L.solve (ltyp, m, err, rcond, 0); M retval; const double* qv = Q.fortran_vec (); if (!err) { retval.resize (n, b_nc); for (octave_idx_type j = 0; j < b_nc; j++) { for (octave_idx_type i = 0; i < n; i++) retval.elem (static_cast(qv[i]), j) = tmp.elem (i,j); } } return retval; } template static M utsolve (const SM& U, const ColumnVector& Q, const M& m) { octave_idx_type n = U.cols (); octave_idx_type b_nc = m.cols (); octave_idx_type err = 0; double rcond; MatrixType utyp (MatrixType::Upper); M retval (n, b_nc); const double* qv = Q.fortran_vec (); for (octave_idx_type j = 0; j < b_nc; j++) { for (octave_idx_type i = 0; i < n; i++) retval.elem (i,j) = m.elem (static_cast(qv[i]), j); } return U.solve (utyp, retval, err, rcond, 0); } static bool vector_product (const SparseMatrix& m, const double* x, double* y) { octave_idx_type nc = m.cols (); for (octave_idx_type j = 0; j < nc; j++) y[j] = 0.; for (octave_idx_type j = 0; j < nc; j++) for (octave_idx_type i = m.cidx (j); i < m.cidx (j+1); i++) y[m.ridx (i)] += m.data (i) * x[j]; return true; } static bool vector_product (const Matrix& m, const double *x, double *y) { octave_idx_type nr = m.rows (); octave_idx_type nc = m.cols (); F77_XFCN (dgemv, DGEMV, (F77_CONST_CHAR_ARG2 ("N", 1), nr, nc, 1.0, m.data (), nr, x, 1, 0.0, y, 1 F77_CHAR_ARG_LEN (1))); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable error in dgemv"); return false; } else return true; } static bool vector_product (const SparseComplexMatrix& m, const Complex* x, Complex* y) { octave_idx_type nc = m.cols (); for (octave_idx_type j = 0; j < nc; j++) y[j] = 0.; for (octave_idx_type j = 0; j < nc; j++) for (octave_idx_type i = m.cidx (j); i < m.cidx (j+1); i++) y[m.ridx (i)] += m.data (i) * x[j]; return true; } static bool vector_product (const ComplexMatrix& m, const Complex *x, Complex *y) { octave_idx_type nr = m.rows (); octave_idx_type nc = m.cols (); F77_XFCN (zgemv, ZGEMV, (F77_CONST_CHAR_ARG2 ("N", 1), nr, nc, 1.0, m.data (), nr, x, 1, 0.0, y, 1 F77_CHAR_ARG_LEN (1))); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable error in zgemv"); return false; } else return true; } static bool make_cholb (Matrix& b, Matrix& bt, ColumnVector& permB) { octave_idx_type info; CHOL fact (b, info); octave_idx_type n = b.cols (); if (info != 0) return false; else { bt = fact.chol_matrix (); b = bt.transpose (); permB = ColumnVector (n); for (octave_idx_type i = 0; i < n; i++) permB(i) = i; return true; } } static bool make_cholb (SparseMatrix& b, SparseMatrix& bt, ColumnVector& permB) { octave_idx_type info; SparseCHOL fact (b, info, false); if (fact.P () != 0) return false; else { b = fact.L (); bt = b.transpose (); permB = fact.perm () - 1.0; return true; } } static bool make_cholb (ComplexMatrix& b, ComplexMatrix& bt, ColumnVector& permB) { octave_idx_type info; ComplexCHOL fact (b, info); octave_idx_type n = b.cols (); if (info != 0) return false; else { bt = fact.chol_matrix (); b = bt.hermitian (); permB = ColumnVector (n); for (octave_idx_type i = 0; i < n; i++) permB(i) = i; return true; } } static bool make_cholb (SparseComplexMatrix& b, SparseComplexMatrix& bt, ColumnVector& permB) { octave_idx_type info; SparseComplexCHOL fact (b, info, false); if (fact.P () != 0) return false; else { b = fact.L (); bt = b.hermitian (); permB = fact.perm () - 1.0; return true; } } static bool LuAminusSigmaB (const SparseMatrix &m, const SparseMatrix &b, bool cholB, const ColumnVector& permB, double sigma, SparseMatrix &L, SparseMatrix &U, octave_idx_type *P, octave_idx_type *Q) { bool have_b = ! b.is_empty (); octave_idx_type n = m.rows (); // Caclulate LU decomposition of 'A - sigma * B' SparseMatrix AminusSigmaB (m); if (have_b) { if (cholB) { if (permB.length ()) { SparseMatrix tmp(n,n,n); for (octave_idx_type i = 0; i < n; i++) { tmp.xcidx (i) = i; tmp.xridx (i) = static_cast(permB(i)); tmp.xdata (i) = 1; } tmp.xcidx (n) = n; AminusSigmaB = AminusSigmaB - sigma * tmp * b.transpose () * b * tmp.transpose (); } else AminusSigmaB = AminusSigmaB - sigma * b.transpose () * b; } else AminusSigmaB = AminusSigmaB - sigma * b; } else { SparseMatrix sigmat (n, n, n); // Create sigma * speye (n,n) sigmat.xcidx (0) = 0; for (octave_idx_type i = 0; i < n; i++) { sigmat.xdata (i) = sigma; sigmat.xridx (i) = i; sigmat.xcidx (i+1) = i + 1; } AminusSigmaB = AminusSigmaB - sigmat; } SparseLU fact (AminusSigmaB); L = fact.L (); U = fact.U (); const octave_idx_type *P2 = fact.row_perm (); const octave_idx_type *Q2 = fact.col_perm (); for (octave_idx_type j = 0; j < n; j++) { P[j] = P2[j]; Q[j] = Q2[j]; } // Test condition number of LU decomposition double minU = octave_NaN; double maxU = octave_NaN; for (octave_idx_type j = 0; j < n; j++) { double d = 0.; if (U.xcidx (j+1) > U.xcidx (j) && U.xridx (U.xcidx (j+1)-1) == j) d = std::abs (U.xdata (U.xcidx (j+1)-1)); if (xisnan (minU) || d < minU) minU = d; if (xisnan (maxU) || d > maxU) maxU = d; } double rcond = (minU / maxU); volatile double rcond_plus_one = rcond + 1.0; if (rcond_plus_one == 1.0 || xisnan (rcond)) warn_convergence (); return true; } static bool LuAminusSigmaB (const Matrix &m, const Matrix &b, bool cholB, const ColumnVector& permB, double sigma, Matrix &L, Matrix &U, octave_idx_type *P, octave_idx_type *Q) { bool have_b = ! b.is_empty (); octave_idx_type n = m.cols (); // Caclulate LU decomposition of 'A - sigma * B' Matrix AminusSigmaB (m); if (have_b) { if (cholB) { Matrix tmp = sigma * b.transpose () * b; const double *pB = permB.fortran_vec (); double *p = AminusSigmaB.fortran_vec (); if (permB.length ()) { for (octave_idx_type j = 0; j < b.cols (); j++) for (octave_idx_type i = 0; i < b.rows (); i++) *p++ -= tmp.xelem (static_cast(pB[i]), static_cast(pB[j])); } else AminusSigmaB = AminusSigmaB - tmp; } else AminusSigmaB = AminusSigmaB - sigma * b; } else { double *p = AminusSigmaB.fortran_vec (); for (octave_idx_type i = 0; i < n; i++) p[i*(n+1)] -= sigma; } LU fact (AminusSigmaB); L = fact.P ().transpose () * fact.L (); U = fact.U (); for (octave_idx_type j = 0; j < n; j++) P[j] = Q[j] = j; // Test condition number of LU decomposition double minU = octave_NaN; double maxU = octave_NaN; for (octave_idx_type j = 0; j < n; j++) { double d = std::abs (U.xelem (j,j)); if (xisnan (minU) || d < minU) minU = d; if (xisnan (maxU) || d > maxU) maxU = d; } double rcond = (minU / maxU); volatile double rcond_plus_one = rcond + 1.0; if (rcond_plus_one == 1.0 || xisnan (rcond)) warn_convergence (); return true; } static bool LuAminusSigmaB (const SparseComplexMatrix &m, const SparseComplexMatrix &b, bool cholB, const ColumnVector& permB, Complex sigma, SparseComplexMatrix &L, SparseComplexMatrix &U, octave_idx_type *P, octave_idx_type *Q) { bool have_b = ! b.is_empty (); octave_idx_type n = m.rows (); // Caclulate LU decomposition of 'A - sigma * B' SparseComplexMatrix AminusSigmaB (m); if (have_b) { if (cholB) { if (permB.length ()) { SparseMatrix tmp(n,n,n); for (octave_idx_type i = 0; i < n; i++) { tmp.xcidx (i) = i; tmp.xridx (i) = static_cast(permB(i)); tmp.xdata (i) = 1; } tmp.xcidx (n) = n; AminusSigmaB = AminusSigmaB - tmp * b.hermitian () * b * tmp.transpose () * sigma; } else AminusSigmaB = AminusSigmaB - sigma * b.hermitian () * b; } else AminusSigmaB = AminusSigmaB - sigma * b; } else { SparseComplexMatrix sigmat (n, n, n); // Create sigma * speye (n,n) sigmat.xcidx (0) = 0; for (octave_idx_type i = 0; i < n; i++) { sigmat.xdata (i) = sigma; sigmat.xridx (i) = i; sigmat.xcidx (i+1) = i + 1; } AminusSigmaB = AminusSigmaB - sigmat; } SparseComplexLU fact (AminusSigmaB); L = fact.L (); U = fact.U (); const octave_idx_type *P2 = fact.row_perm (); const octave_idx_type *Q2 = fact.col_perm (); for (octave_idx_type j = 0; j < n; j++) { P[j] = P2[j]; Q[j] = Q2[j]; } // Test condition number of LU decomposition double minU = octave_NaN; double maxU = octave_NaN; for (octave_idx_type j = 0; j < n; j++) { double d = 0.; if (U.xcidx (j+1) > U.xcidx (j) && U.xridx (U.xcidx (j+1)-1) == j) d = std::abs (U.xdata (U.xcidx (j+1)-1)); if (xisnan (minU) || d < minU) minU = d; if (xisnan (maxU) || d > maxU) maxU = d; } double rcond = (minU / maxU); volatile double rcond_plus_one = rcond + 1.0; if (rcond_plus_one == 1.0 || xisnan (rcond)) warn_convergence (); return true; } static bool LuAminusSigmaB (const ComplexMatrix &m, const ComplexMatrix &b, bool cholB, const ColumnVector& permB, Complex sigma, ComplexMatrix &L, ComplexMatrix &U, octave_idx_type *P, octave_idx_type *Q) { bool have_b = ! b.is_empty (); octave_idx_type n = m.cols (); // Caclulate LU decomposition of 'A - sigma * B' ComplexMatrix AminusSigmaB (m); if (have_b) { if (cholB) { ComplexMatrix tmp = sigma * b.hermitian () * b; const double *pB = permB.fortran_vec (); Complex *p = AminusSigmaB.fortran_vec (); if (permB.length ()) { for (octave_idx_type j = 0; j < b.cols (); j++) for (octave_idx_type i = 0; i < b.rows (); i++) *p++ -= tmp.xelem (static_cast(pB[i]), static_cast(pB[j])); } else AminusSigmaB = AminusSigmaB - tmp; } else AminusSigmaB = AminusSigmaB - sigma * b; } else { Complex *p = AminusSigmaB.fortran_vec (); for (octave_idx_type i = 0; i < n; i++) p[i*(n+1)] -= sigma; } ComplexLU fact (AminusSigmaB); L = fact.P ().transpose () * fact.L (); U = fact.U (); for (octave_idx_type j = 0; j < n; j++) P[j] = Q[j] = j; // Test condition number of LU decomposition double minU = octave_NaN; double maxU = octave_NaN; for (octave_idx_type j = 0; j < n; j++) { double d = std::abs (U.xelem (j,j)); if (xisnan (minU) || d < minU) minU = d; if (xisnan (maxU) || d > maxU) maxU = d; } double rcond = (minU / maxU); volatile double rcond_plus_one = rcond + 1.0; if (rcond_plus_one == 1.0 || xisnan (rcond)) warn_convergence (); return true; } template octave_idx_type EigsRealSymmetricMatrix (const M& m, const std::string typ, octave_idx_type k, octave_idx_type p, octave_idx_type &info, Matrix &eig_vec, ColumnVector &eig_val, const M& _b, ColumnVector &permB, ColumnVector &resid, std::ostream& os, double tol, bool rvec, bool cholB, int disp, int maxit) { M b(_b); octave_idx_type n = m.cols (); octave_idx_type mode = 1; bool have_b = ! b.is_empty (); bool note3 = false; char bmat = 'I'; double sigma = 0.; M bt; if (m.rows () != m.cols ()) { (*current_liboctave_error_handler) ("eigs: A must be square"); return -1; } if (have_b && (m.rows () != b.rows () || m.rows () != b.cols ())) { (*current_liboctave_error_handler) ("eigs: B must be square and the same size as A"); return -1; } if (resid.is_empty ()) { std::string rand_dist = octave_rand::distribution (); octave_rand::distribution ("uniform"); resid = ColumnVector (octave_rand::vector (n)); octave_rand::distribution (rand_dist); } if (n < 3) { (*current_liboctave_error_handler) ("eigs: n must be at least 3"); return -1; } if (p < 0) { p = k * 2; if (p < 20) p = 20; if (p > n - 1) p = n - 1 ; } if (k < 1 || k > n - 2) { (*current_liboctave_error_handler) ("eigs: Invalid number of eigenvalues to extract (must be 0 < k < n-1-1).\n" " Use 'eig (full (A))' instead"); return -1; } if (p <= k || p >= n) { (*current_liboctave_error_handler) ("eigs: opts.p must be greater than k and less than n"); return -1; } if (have_b && cholB && permB.length () != 0) { // Check the we really have a permutation vector if (permB.length () != n) { (*current_liboctave_error_handler) ("eigs: permB vector invalid"); return -1; } else { Array checked (dim_vector (n, 1), false); for (octave_idx_type i = 0; i < n; i++) { octave_idx_type bidx = static_cast (permB(i)); if (checked(bidx) || bidx < 0 || bidx >= n || D_NINT (bidx) != bidx) { (*current_liboctave_error_handler) ("eigs: permB vector invalid"); return -1; } } } } if (typ != "LM" && typ != "SM" && typ != "LA" && typ != "SA" && typ != "BE" && typ != "LR" && typ != "SR" && typ != "LI" && typ != "SI") { (*current_liboctave_error_handler) ("eigs: unrecognized sigma value"); return -1; } if (typ == "LI" || typ == "SI" || typ == "LR" || typ == "SR") { (*current_liboctave_error_handler) ("eigs: invalid sigma value for real symmetric problem"); return -1; } if (have_b) { // See Note 3 dsaupd note3 = true; if (cholB) { bt = b; b = b.transpose (); if (permB.length () == 0) { permB = ColumnVector (n); for (octave_idx_type i = 0; i < n; i++) permB(i) = i; } } else { if (! make_cholb (b, bt, permB)) { (*current_liboctave_error_handler) ("eigs: The matrix B is not positive definite"); return -1; } } } Array ip (dim_vector (11, 1)); octave_idx_type *iparam = ip.fortran_vec (); ip(0) = 1; //ishift ip(1) = 0; // ip(1) not referenced ip(2) = maxit; // mxiter, maximum number of iterations ip(3) = 1; // NB blocksize in recurrence ip(4) = 0; // nconv, number of Ritz values that satisfy convergence ip(5) = 0; //ip(5) not referenced ip(6) = mode; // mode ip(7) = 0; ip(8) = 0; ip(9) = 0; ip(10) = 0; // ip(7) to ip(10) return values Array iptr (dim_vector (14, 1)); octave_idx_type *ipntr = iptr.fortran_vec (); octave_idx_type ido = 0; int iter = 0; octave_idx_type lwork = p * (p + 8); OCTAVE_LOCAL_BUFFER (double, v, n * p); OCTAVE_LOCAL_BUFFER (double, workl, lwork); OCTAVE_LOCAL_BUFFER (double, workd, 3 * n); double *presid = resid.fortran_vec (); do { F77_FUNC (dsaupd, DSAUPD) (ido, F77_CONST_CHAR_ARG2 (&bmat, 1), n, F77_CONST_CHAR_ARG2 ((typ.c_str ()), 2), k, tol, presid, p, v, n, iparam, ipntr, workd, workl, lwork, info F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(2)); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable exception encountered in dsaupd"); return -1; } if (disp > 0 && !xisnan (workl[iptr (5)-1])) { if (iter++) { os << "Iteration " << iter - 1 << ": a few Ritz values of the " << p << "-by-" << p << " matrix\n"; for (int i = 0 ; i < k; i++) os << " " << workl[iptr(5)+i-1] << "\n"; } // This is a kludge, as ARPACK doesn't give its // iteration pointer. But as workl[iptr(5)-1] is // an output value updated at each iteration, setting // a value in this array to NaN and testing for it // is a way of obtaining the iteration counter. if (ido != 99) workl[iptr(5)-1] = octave_NaN; } if (ido == -1 || ido == 1 || ido == 2) { if (have_b) { Matrix mtmp (n,1); for (octave_idx_type i = 0; i < n; i++) mtmp(i,0) = workd[i + iptr(0) - 1]; mtmp = utsolve (bt, permB, m * ltsolve (b, permB, mtmp)); for (octave_idx_type i = 0; i < n; i++) workd[i+iptr(1)-1] = mtmp(i,0); } else if (!vector_product (m, workd + iptr(0) - 1, workd + iptr(1) - 1)) break; } else { if (info < 0) { (*current_liboctave_error_handler) ("eigs: error %d in dsaupd", info); return -1; } break; } } while (1); octave_idx_type info2; // We have a problem in that the size of the C++ bool // type relative to the fortran logical type. It appears // that fortran uses 4- or 8-bytes per logical and C++ 1-byte // per bool, though this might be system dependent. As // long as the HOWMNY arg is not "S", the logical array // is just workspace for ARPACK, so use int type to // avoid problems. Array s (dim_vector (p, 1)); octave_idx_type *sel = s.fortran_vec (); eig_vec.resize (n, k); double *z = eig_vec.fortran_vec (); eig_val.resize (k); double *d = eig_val.fortran_vec (); F77_FUNC (dseupd, DSEUPD) (rvec, F77_CONST_CHAR_ARG2 ("A", 1), sel, d, z, n, sigma, F77_CONST_CHAR_ARG2 (&bmat, 1), n, F77_CONST_CHAR_ARG2 ((typ.c_str ()), 2), k, tol, presid, p, v, n, iparam, ipntr, workd, workl, lwork, info2 F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(2)); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable exception encountered in dseupd"); return -1; } else { if (info2 == 0) { octave_idx_type k2 = k / 2; if (typ != "SM" && typ != "BE") { for (octave_idx_type i = 0; i < k2; i++) { double dtmp = d[i]; d[i] = d[k - i - 1]; d[k - i - 1] = dtmp; } } if (rvec) { if (typ != "SM" && typ != "BE") { OCTAVE_LOCAL_BUFFER (double, dtmp, n); for (octave_idx_type i = 0; i < k2; i++) { octave_idx_type off1 = i * n; octave_idx_type off2 = (k - i - 1) * n; if (off1 == off2) continue; for (octave_idx_type j = 0; j < n; j++) dtmp[j] = z[off1 + j]; for (octave_idx_type j = 0; j < n; j++) z[off1 + j] = z[off2 + j]; for (octave_idx_type j = 0; j < n; j++) z[off2 + j] = dtmp[j]; } } if (note3) eig_vec = ltsolve (b, permB, eig_vec); } } else { (*current_liboctave_error_handler) ("eigs: error %d in dseupd", info2); return -1; } } return ip(4); } template octave_idx_type EigsRealSymmetricMatrixShift (const M& m, double sigma, octave_idx_type k, octave_idx_type p, octave_idx_type &info, Matrix &eig_vec, ColumnVector &eig_val, const M& _b, ColumnVector &permB, ColumnVector &resid, std::ostream& os, double tol, bool rvec, bool cholB, int disp, int maxit) { M b(_b); octave_idx_type n = m.cols (); octave_idx_type mode = 3; bool have_b = ! b.is_empty (); std::string typ = "LM"; if (m.rows () != m.cols ()) { (*current_liboctave_error_handler) ("eigs: A must be square"); return -1; } if (have_b && (m.rows () != b.rows () || m.rows () != b.cols ())) { (*current_liboctave_error_handler) ("eigs: B must be square and the same size as A"); return -1; } // FIXME: The "SM" type for mode 1 seems unstable though faster!! //if (! std::abs (sigma)) // return EigsRealSymmetricMatrix (m, "SM", k, p, info, eig_vec, eig_val, // _b, permB, resid, os, tol, rvec, cholB, // disp, maxit); if (resid.is_empty ()) { std::string rand_dist = octave_rand::distribution (); octave_rand::distribution ("uniform"); resid = ColumnVector (octave_rand::vector (n)); octave_rand::distribution (rand_dist); } if (n < 3) { (*current_liboctave_error_handler) ("eigs: n must be at least 3"); return -1; } if (k <= 0 || k >= n - 1) { (*current_liboctave_error_handler) ("eigs: Invalid number of eigenvalues to extract (must be 0 < k < n-1-1).\n" " Use 'eig (full (A))' instead"); return -1; } if (p < 0) { p = k * 2; if (p < 20) p = 20; if (p > n - 1) p = n - 1 ; } if (p <= k || p >= n) { (*current_liboctave_error_handler) ("eigs: opts.p must be greater than k and less than n"); return -1; } if (have_b && cholB && permB.length () != 0) { // Check the we really have a permutation vector if (permB.length () != n) { (*current_liboctave_error_handler) ("eigs: permB vector invalid"); return -1; } else { Array checked (dim_vector (n, 1), false); for (octave_idx_type i = 0; i < n; i++) { octave_idx_type bidx = static_cast (permB(i)); if (checked(bidx) || bidx < 0 || bidx >= n || D_NINT (bidx) != bidx) { (*current_liboctave_error_handler) ("eigs: permB vector invalid"); return -1; } } } } char bmat = 'I'; if (have_b) bmat = 'G'; Array ip (dim_vector (11, 1)); octave_idx_type *iparam = ip.fortran_vec (); ip(0) = 1; //ishift ip(1) = 0; // ip(1) not referenced ip(2) = maxit; // mxiter, maximum number of iterations ip(3) = 1; // NB blocksize in recurrence ip(4) = 0; // nconv, number of Ritz values that satisfy convergence ip(5) = 0; //ip(5) not referenced ip(6) = mode; // mode ip(7) = 0; ip(8) = 0; ip(9) = 0; ip(10) = 0; // ip(7) to ip(10) return values Array iptr (dim_vector (14, 1)); octave_idx_type *ipntr = iptr.fortran_vec (); octave_idx_type ido = 0; int iter = 0; M L, U; OCTAVE_LOCAL_BUFFER (octave_idx_type, P, (have_b ? b.rows () : m.rows ())); OCTAVE_LOCAL_BUFFER (octave_idx_type, Q, (have_b ? b.cols () : m.cols ())); if (! LuAminusSigmaB (m, b, cholB, permB, sigma, L, U, P, Q)) return -1; octave_idx_type lwork = p * (p + 8); OCTAVE_LOCAL_BUFFER (double, v, n * p); OCTAVE_LOCAL_BUFFER (double, workl, lwork); OCTAVE_LOCAL_BUFFER (double, workd, 3 * n); double *presid = resid.fortran_vec (); do { F77_FUNC (dsaupd, DSAUPD) (ido, F77_CONST_CHAR_ARG2 (&bmat, 1), n, F77_CONST_CHAR_ARG2 ((typ.c_str ()), 2), k, tol, presid, p, v, n, iparam, ipntr, workd, workl, lwork, info F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(2)); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable exception encountered in dsaupd"); return -1; } if (disp > 0 && !xisnan (workl[iptr (5)-1])) { if (iter++) { os << "Iteration " << iter - 1 << ": a few Ritz values of the " << p << "-by-" << p << " matrix\n"; for (int i = 0 ; i < k; i++) os << " " << workl[iptr(5)+i-1] << "\n"; } // This is a kludge, as ARPACK doesn't give its // iteration pointer. But as workl[iptr(5)-1] is // an output value updated at each iteration, setting // a value in this array to NaN and testing for it // is a way of obtaining the iteration counter. if (ido != 99) workl[iptr(5)-1] = octave_NaN; } if (ido == -1 || ido == 1 || ido == 2) { if (have_b) { if (ido == -1) { OCTAVE_LOCAL_BUFFER (double, dtmp, n); vector_product (m, workd+iptr(0)-1, dtmp); Matrix tmp(n, 1); for (octave_idx_type i = 0; i < n; i++) tmp(i,0) = dtmp[P[i]]; lusolve (L, U, tmp); double *ip2 = workd+iptr(1)-1; for (octave_idx_type i = 0; i < n; i++) ip2[Q[i]] = tmp(i,0); } else if (ido == 2) vector_product (b, workd+iptr(0)-1, workd+iptr(1)-1); else { double *ip2 = workd+iptr(2)-1; Matrix tmp(n, 1); for (octave_idx_type i = 0; i < n; i++) tmp(i,0) = ip2[P[i]]; lusolve (L, U, tmp); ip2 = workd+iptr(1)-1; for (octave_idx_type i = 0; i < n; i++) ip2[Q[i]] = tmp(i,0); } } else { if (ido == 2) { for (octave_idx_type i = 0; i < n; i++) workd[iptr(0) + i - 1] = workd[iptr(1) + i - 1]; } else { double *ip2 = workd+iptr(0)-1; Matrix tmp(n, 1); for (octave_idx_type i = 0; i < n; i++) tmp(i,0) = ip2[P[i]]; lusolve (L, U, tmp); ip2 = workd+iptr(1)-1; for (octave_idx_type i = 0; i < n; i++) ip2[Q[i]] = tmp(i,0); } } } else { if (info < 0) { (*current_liboctave_error_handler) ("eigs: error %d in dsaupd", info); return -1; } break; } } while (1); octave_idx_type info2; // We have a problem in that the size of the C++ bool // type relative to the fortran logical type. It appears // that fortran uses 4- or 8-bytes per logical and C++ 1-byte // per bool, though this might be system dependent. As // long as the HOWMNY arg is not "S", the logical array // is just workspace for ARPACK, so use int type to // avoid problems. Array s (dim_vector (p, 1)); octave_idx_type *sel = s.fortran_vec (); eig_vec.resize (n, k); double *z = eig_vec.fortran_vec (); eig_val.resize (k); double *d = eig_val.fortran_vec (); F77_FUNC (dseupd, DSEUPD) (rvec, F77_CONST_CHAR_ARG2 ("A", 1), sel, d, z, n, sigma, F77_CONST_CHAR_ARG2 (&bmat, 1), n, F77_CONST_CHAR_ARG2 ((typ.c_str ()), 2), k, tol, presid, p, v, n, iparam, ipntr, workd, workl, lwork, info2 F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(2)); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable exception encountered in dseupd"); return -1; } else { if (info2 == 0) { octave_idx_type k2 = k / 2; for (octave_idx_type i = 0; i < k2; i++) { double dtmp = d[i]; d[i] = d[k - i - 1]; d[k - i - 1] = dtmp; } if (rvec) { OCTAVE_LOCAL_BUFFER (double, dtmp, n); for (octave_idx_type i = 0; i < k2; i++) { octave_idx_type off1 = i * n; octave_idx_type off2 = (k - i - 1) * n; if (off1 == off2) continue; for (octave_idx_type j = 0; j < n; j++) dtmp[j] = z[off1 + j]; for (octave_idx_type j = 0; j < n; j++) z[off1 + j] = z[off2 + j]; for (octave_idx_type j = 0; j < n; j++) z[off2 + j] = dtmp[j]; } } } else { (*current_liboctave_error_handler) ("eigs: error %d in dseupd", info2); return -1; } } return ip(4); } octave_idx_type EigsRealSymmetricFunc (EigsFunc fun, octave_idx_type n, const std::string &_typ, double sigma, octave_idx_type k, octave_idx_type p, octave_idx_type &info, Matrix &eig_vec, ColumnVector &eig_val, ColumnVector &resid, std::ostream& os, double tol, bool rvec, bool /* cholB */, int disp, int maxit) { std::string typ (_typ); bool have_sigma = (sigma ? true : false); char bmat = 'I'; octave_idx_type mode = 1; int err = 0; if (resid.is_empty ()) { std::string rand_dist = octave_rand::distribution (); octave_rand::distribution ("uniform"); resid = ColumnVector (octave_rand::vector (n)); octave_rand::distribution (rand_dist); } if (n < 3) { (*current_liboctave_error_handler) ("eigs: n must be at least 3"); return -1; } if (p < 0) { p = k * 2; if (p < 20) p = 20; if (p > n - 1) p = n - 1 ; } if (k <= 0 || k >= n - 1) { (*current_liboctave_error_handler) ("eigs: Invalid number of eigenvalues to extract (must be 0 < k < n-1).\n" " Use 'eig (full (A))' instead"); return -1; } if (p <= k || p >= n) { (*current_liboctave_error_handler) ("eigs: opts.p must be greater than k and less than n"); return -1; } if (! have_sigma) { if (typ != "LM" && typ != "SM" && typ != "LA" && typ != "SA" && typ != "BE" && typ != "LR" && typ != "SR" && typ != "LI" && typ != "SI") (*current_liboctave_error_handler) ("eigs: unrecognized sigma value"); if (typ == "LI" || typ == "SI" || typ == "LR" || typ == "SR") { (*current_liboctave_error_handler) ("eigs: invalid sigma value for real symmetric problem"); return -1; } if (typ == "SM") { typ = "LM"; sigma = 0.; mode = 3; } } else if (! std::abs (sigma)) typ = "SM"; else { typ = "LM"; mode = 3; } Array ip (dim_vector (11, 1)); octave_idx_type *iparam = ip.fortran_vec (); ip(0) = 1; //ishift ip(1) = 0; // ip(1) not referenced ip(2) = maxit; // mxiter, maximum number of iterations ip(3) = 1; // NB blocksize in recurrence ip(4) = 0; // nconv, number of Ritz values that satisfy convergence ip(5) = 0; //ip(5) not referenced ip(6) = mode; // mode ip(7) = 0; ip(8) = 0; ip(9) = 0; ip(10) = 0; // ip(7) to ip(10) return values Array iptr (dim_vector (14, 1)); octave_idx_type *ipntr = iptr.fortran_vec (); octave_idx_type ido = 0; int iter = 0; octave_idx_type lwork = p * (p + 8); OCTAVE_LOCAL_BUFFER (double, v, n * p); OCTAVE_LOCAL_BUFFER (double, workl, lwork); OCTAVE_LOCAL_BUFFER (double, workd, 3 * n); double *presid = resid.fortran_vec (); do { F77_FUNC (dsaupd, DSAUPD) (ido, F77_CONST_CHAR_ARG2 (&bmat, 1), n, F77_CONST_CHAR_ARG2 ((typ.c_str ()), 2), k, tol, presid, p, v, n, iparam, ipntr, workd, workl, lwork, info F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(2)); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable exception encountered in dsaupd"); return -1; } if (disp > 0 && !xisnan (workl[iptr (5)-1])) { if (iter++) { os << "Iteration " << iter - 1 << ": a few Ritz values of the " << p << "-by-" << p << " matrix\n"; for (int i = 0 ; i < k; i++) os << " " << workl[iptr(5)+i-1] << "\n"; } // This is a kludge, as ARPACK doesn't give its // iteration pointer. But as workl[iptr(5)-1] is // an output value updated at each iteration, setting // a value in this array to NaN and testing for it // is a way of obtaining the iteration counter. if (ido != 99) workl[iptr(5)-1] = octave_NaN; } if (ido == -1 || ido == 1 || ido == 2) { double *ip2 = workd + iptr(0) - 1; ColumnVector x(n); for (octave_idx_type i = 0; i < n; i++) x(i) = *ip2++; ColumnVector y = fun (x, err); if (err) return false; ip2 = workd + iptr(1) - 1; for (octave_idx_type i = 0; i < n; i++) *ip2++ = y(i); } else { if (info < 0) { (*current_liboctave_error_handler) ("eigs: error %d in dsaupd", info); return -1; } break; } } while (1); octave_idx_type info2; // We have a problem in that the size of the C++ bool // type relative to the fortran logical type. It appears // that fortran uses 4- or 8-bytes per logical and C++ 1-byte // per bool, though this might be system dependent. As // long as the HOWMNY arg is not "S", the logical array // is just workspace for ARPACK, so use int type to // avoid problems. Array s (dim_vector (p, 1)); octave_idx_type *sel = s.fortran_vec (); eig_vec.resize (n, k); double *z = eig_vec.fortran_vec (); eig_val.resize (k); double *d = eig_val.fortran_vec (); F77_FUNC (dseupd, DSEUPD) (rvec, F77_CONST_CHAR_ARG2 ("A", 1), sel, d, z, n, sigma, F77_CONST_CHAR_ARG2 (&bmat, 1), n, F77_CONST_CHAR_ARG2 ((typ.c_str ()), 2), k, tol, presid, p, v, n, iparam, ipntr, workd, workl, lwork, info2 F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(2)); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable exception encountered in dseupd"); return -1; } else { if (info2 == 0) { octave_idx_type k2 = k / 2; if (typ != "SM" && typ != "BE") { for (octave_idx_type i = 0; i < k2; i++) { double dtmp = d[i]; d[i] = d[k - i - 1]; d[k - i - 1] = dtmp; } } if (rvec) { if (typ != "SM" && typ != "BE") { OCTAVE_LOCAL_BUFFER (double, dtmp, n); for (octave_idx_type i = 0; i < k2; i++) { octave_idx_type off1 = i * n; octave_idx_type off2 = (k - i - 1) * n; if (off1 == off2) continue; for (octave_idx_type j = 0; j < n; j++) dtmp[j] = z[off1 + j]; for (octave_idx_type j = 0; j < n; j++) z[off1 + j] = z[off2 + j]; for (octave_idx_type j = 0; j < n; j++) z[off2 + j] = dtmp[j]; } } } } else { (*current_liboctave_error_handler) ("eigs: error %d in dseupd", info2); return -1; } } return ip(4); } template octave_idx_type EigsRealNonSymmetricMatrix (const M& m, const std::string typ, octave_idx_type k, octave_idx_type p, octave_idx_type &info, ComplexMatrix &eig_vec, ComplexColumnVector &eig_val, const M& _b, ColumnVector &permB, ColumnVector &resid, std::ostream& os, double tol, bool rvec, bool cholB, int disp, int maxit) { M b(_b); octave_idx_type n = m.cols (); octave_idx_type mode = 1; bool have_b = ! b.is_empty (); bool note3 = false; char bmat = 'I'; double sigmar = 0.; double sigmai = 0.; M bt; if (m.rows () != m.cols ()) { (*current_liboctave_error_handler) ("eigs: A must be square"); return -1; } if (have_b && (m.rows () != b.rows () || m.rows () != b.cols ())) { (*current_liboctave_error_handler) ("eigs: B must be square and the same size as A"); return -1; } if (resid.is_empty ()) { std::string rand_dist = octave_rand::distribution (); octave_rand::distribution ("uniform"); resid = ColumnVector (octave_rand::vector (n)); octave_rand::distribution (rand_dist); } if (n < 3) { (*current_liboctave_error_handler) ("eigs: n must be at least 3"); return -1; } if (p < 0) { p = k * 2 + 1; if (p < 20) p = 20; if (p > n - 1) p = n - 1 ; } if (k <= 0 || k >= n - 1) { (*current_liboctave_error_handler) ("eigs: Invalid number of eigenvalues to extract (must be 0 < k < n-1).\n" " Use 'eig (full (A))' instead"); return -1; } if (p <= k || p >= n) { (*current_liboctave_error_handler) ("eigs: opts.p must be greater than k and less than n"); return -1; } if (have_b && cholB && permB.length () != 0) { // Check the we really have a permutation vector if (permB.length () != n) { (*current_liboctave_error_handler) ("eigs: permB vector invalid"); return -1; } else { Array checked (dim_vector (n, 1), false); for (octave_idx_type i = 0; i < n; i++) { octave_idx_type bidx = static_cast (permB(i)); if (checked(bidx) || bidx < 0 || bidx >= n || D_NINT (bidx) != bidx) { (*current_liboctave_error_handler) ("eigs: permB vector invalid"); return -1; } } } } if (typ != "LM" && typ != "SM" && typ != "LA" && typ != "SA" && typ != "BE" && typ != "LR" && typ != "SR" && typ != "LI" && typ != "SI") { (*current_liboctave_error_handler) ("eigs: unrecognized sigma value"); return -1; } if (typ == "LA" || typ == "SA" || typ == "BE") { (*current_liboctave_error_handler) ("eigs: invalid sigma value for unsymmetric problem"); return -1; } if (have_b) { // See Note 3 dsaupd note3 = true; if (cholB) { bt = b; b = b.transpose (); if (permB.length () == 0) { permB = ColumnVector (n); for (octave_idx_type i = 0; i < n; i++) permB(i) = i; } } else { if (! make_cholb (b, bt, permB)) { (*current_liboctave_error_handler) ("eigs: The matrix B is not positive definite"); return -1; } } } Array ip (dim_vector (11, 1)); octave_idx_type *iparam = ip.fortran_vec (); ip(0) = 1; //ishift ip(1) = 0; // ip(1) not referenced ip(2) = maxit; // mxiter, maximum number of iterations ip(3) = 1; // NB blocksize in recurrence ip(4) = 0; // nconv, number of Ritz values that satisfy convergence ip(5) = 0; //ip(5) not referenced ip(6) = mode; // mode ip(7) = 0; ip(8) = 0; ip(9) = 0; ip(10) = 0; // ip(7) to ip(10) return values Array iptr (dim_vector (14, 1)); octave_idx_type *ipntr = iptr.fortran_vec (); octave_idx_type ido = 0; int iter = 0; octave_idx_type lwork = 3 * p * (p + 2); OCTAVE_LOCAL_BUFFER (double, v, n * (p + 1)); OCTAVE_LOCAL_BUFFER (double, workl, lwork + 1); OCTAVE_LOCAL_BUFFER (double, workd, 3 * n + 1); double *presid = resid.fortran_vec (); do { F77_FUNC (dnaupd, DNAUPD) (ido, F77_CONST_CHAR_ARG2 (&bmat, 1), n, F77_CONST_CHAR_ARG2 ((typ.c_str ()), 2), k, tol, presid, p, v, n, iparam, ipntr, workd, workl, lwork, info F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(2)); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable exception encountered in dnaupd"); return -1; } if (disp > 0 && !xisnan(workl[iptr(5)-1])) { if (iter++) { os << "Iteration " << iter - 1 << ": a few Ritz values of the " << p << "-by-" << p << " matrix\n"; for (int i = 0 ; i < k; i++) os << " " << workl[iptr(5)+i-1] << "\n"; } // This is a kludge, as ARPACK doesn't give its // iteration pointer. But as workl[iptr(5)-1] is // an output value updated at each iteration, setting // a value in this array to NaN and testing for it // is a way of obtaining the iteration counter. if (ido != 99) workl[iptr(5)-1] = octave_NaN; } if (ido == -1 || ido == 1 || ido == 2) { if (have_b) { Matrix mtmp (n,1); for (octave_idx_type i = 0; i < n; i++) mtmp(i,0) = workd[i + iptr(0) - 1]; mtmp = utsolve (bt, permB, m * ltsolve (b, permB, mtmp)); for (octave_idx_type i = 0; i < n; i++) workd[i+iptr(1)-1] = mtmp(i,0); } else if (!vector_product (m, workd + iptr(0) - 1, workd + iptr(1) - 1)) break; } else { if (info < 0) { (*current_liboctave_error_handler) ("eigs: error %d in dnaupd", info); return -1; } break; } } while (1); octave_idx_type info2; // We have a problem in that the size of the C++ bool // type relative to the fortran logical type. It appears // that fortran uses 4- or 8-bytes per logical and C++ 1-byte // per bool, though this might be system dependent. As // long as the HOWMNY arg is not "S", the logical array // is just workspace for ARPACK, so use int type to // avoid problems. Array s (dim_vector (p, 1)); octave_idx_type *sel = s.fortran_vec (); // FIXME: initialize eig_vec2 to zero; apparently dneupd can skip // the assignment to elements of Z that represent imaginary parts. // Found with valgrind and // // A = [1,0,0,-1;0,1,0,0;0,0,1,0;0,0,2,1]; // [vecs, vals, f] = eigs (A, 1) Matrix eig_vec2 (n, k + 1, 0.0); double *z = eig_vec2.fortran_vec (); OCTAVE_LOCAL_BUFFER (double, dr, k + 1); OCTAVE_LOCAL_BUFFER (double, di, k + 1); OCTAVE_LOCAL_BUFFER (double, workev, 3 * p); for (octave_idx_type i = 0; i < k+1; i++) dr[i] = di[i] = 0.; F77_FUNC (dneupd, DNEUPD) (rvec, F77_CONST_CHAR_ARG2 ("A", 1), sel, dr, di, z, n, sigmar, sigmai, workev, F77_CONST_CHAR_ARG2 (&bmat, 1), n, F77_CONST_CHAR_ARG2 ((typ.c_str ()), 2), k, tol, presid, p, v, n, iparam, ipntr, workd, workl, lwork, info2 F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(2)); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable exception encountered in dneupd"); return -1; } else { eig_val.resize (k+1); Complex *d = eig_val.fortran_vec (); if (info2 == 0) { octave_idx_type jj = 0; for (octave_idx_type i = 0; i < k+1; i++) { if (dr[i] == 0.0 && di[i] == 0.0 && jj == 0) jj++; else d[i-jj] = Complex (dr[i], di[i]); } if (jj == 0 && !rvec) for (octave_idx_type i = 0; i < k; i++) d[i] = d[i+1]; octave_idx_type k2 = k / 2; for (octave_idx_type i = 0; i < k2; i++) { Complex dtmp = d[i]; d[i] = d[k - i - 1]; d[k - i - 1] = dtmp; } eig_val.resize (k); if (rvec) { OCTAVE_LOCAL_BUFFER (double, dtmp, n); for (octave_idx_type i = 0; i < k2; i++) { octave_idx_type off1 = i * n; octave_idx_type off2 = (k - i - 1) * n; if (off1 == off2) continue; for (octave_idx_type j = 0; j < n; j++) dtmp[j] = z[off1 + j]; for (octave_idx_type j = 0; j < n; j++) z[off1 + j] = z[off2 + j]; for (octave_idx_type j = 0; j < n; j++) z[off2 + j] = dtmp[j]; } eig_vec.resize (n, k); octave_idx_type i = 0; while (i < k) { octave_idx_type off1 = i * n; octave_idx_type off2 = (i+1) * n; if (std::imag (eig_val(i)) == 0) { for (octave_idx_type j = 0; j < n; j++) eig_vec(j,i) = Complex (z[j+off1],0.); i++; } else { for (octave_idx_type j = 0; j < n; j++) { eig_vec(j,i) = Complex (z[j+off1],z[j+off2]); if (i < k - 1) eig_vec(j,i+1) = Complex (z[j+off1],-z[j+off2]); } i+=2; } } if (note3) eig_vec = ltsolve (M(b), permB, eig_vec); } } else { (*current_liboctave_error_handler) ("eigs: error %d in dneupd", info2); return -1; } } return ip(4); } template octave_idx_type EigsRealNonSymmetricMatrixShift (const M& m, double sigmar, octave_idx_type k, octave_idx_type p, octave_idx_type &info, ComplexMatrix &eig_vec, ComplexColumnVector &eig_val, const M& _b, ColumnVector &permB, ColumnVector &resid, std::ostream& os, double tol, bool rvec, bool cholB, int disp, int maxit) { M b(_b); octave_idx_type n = m.cols (); octave_idx_type mode = 3; bool have_b = ! b.is_empty (); std::string typ = "LM"; double sigmai = 0.; if (m.rows () != m.cols ()) { (*current_liboctave_error_handler) ("eigs: A must be square"); return -1; } if (have_b && (m.rows () != b.rows () || m.rows () != b.cols ())) { (*current_liboctave_error_handler) ("eigs: B must be square and the same size as A"); return -1; } // FIXME: The "SM" type for mode 1 seems unstable though faster!! //if (! std::abs (sigmar)) // return EigsRealNonSymmetricMatrix (m, "SM", k, p, info, eig_vec, eig_val, // _b, permB, resid, os, tol, rvec, cholB, // disp, maxit); if (resid.is_empty ()) { std::string rand_dist = octave_rand::distribution (); octave_rand::distribution ("uniform"); resid = ColumnVector (octave_rand::vector (n)); octave_rand::distribution (rand_dist); } if (n < 3) { (*current_liboctave_error_handler) ("eigs: n must be at least 3"); return -1; } if (p < 0) { p = k * 2 + 1; if (p < 20) p = 20; if (p > n - 1) p = n - 1 ; } if (k <= 0 || k >= n - 1) { (*current_liboctave_error_handler) ("eigs: Invalid number of eigenvalues to extract (must be 0 < k < n-1).\n" " Use 'eig (full (A))' instead"); return -1; } if (p <= k || p >= n) { (*current_liboctave_error_handler) ("eigs: opts.p must be greater than k and less than n"); return -1; } if (have_b && cholB && permB.length () != 0) { // Check that we really have a permutation vector if (permB.length () != n) { (*current_liboctave_error_handler) ("eigs: permB vector invalid"); return -1; } else { Array checked (dim_vector (n, 1), false); for (octave_idx_type i = 0; i < n; i++) { octave_idx_type bidx = static_cast (permB(i)); if (checked(bidx) || bidx < 0 || bidx >= n || D_NINT (bidx) != bidx) { (*current_liboctave_error_handler) ("eigs: permB vector invalid"); return -1; } } } } char bmat = 'I'; if (have_b) bmat = 'G'; Array ip (dim_vector (11, 1)); octave_idx_type *iparam = ip.fortran_vec (); ip(0) = 1; //ishift ip(1) = 0; // ip(1) not referenced ip(2) = maxit; // mxiter, maximum number of iterations ip(3) = 1; // NB blocksize in recurrence ip(4) = 0; // nconv, number of Ritz values that satisfy convergence ip(5) = 0; //ip(5) not referenced ip(6) = mode; // mode ip(7) = 0; ip(8) = 0; ip(9) = 0; ip(10) = 0; // ip(7) to ip(10) return values Array iptr (dim_vector (14, 1)); octave_idx_type *ipntr = iptr.fortran_vec (); octave_idx_type ido = 0; int iter = 0; M L, U; OCTAVE_LOCAL_BUFFER (octave_idx_type, P, (have_b ? b.rows () : m.rows ())); OCTAVE_LOCAL_BUFFER (octave_idx_type, Q, (have_b ? b.cols () : m.cols ())); if (! LuAminusSigmaB (m, b, cholB, permB, sigmar, L, U, P, Q)) return -1; octave_idx_type lwork = 3 * p * (p + 2); OCTAVE_LOCAL_BUFFER (double, v, n * (p + 1)); OCTAVE_LOCAL_BUFFER (double, workl, lwork + 1); OCTAVE_LOCAL_BUFFER (double, workd, 3 * n + 1); double *presid = resid.fortran_vec (); do { F77_FUNC (dnaupd, DNAUPD) (ido, F77_CONST_CHAR_ARG2 (&bmat, 1), n, F77_CONST_CHAR_ARG2 ((typ.c_str ()), 2), k, tol, presid, p, v, n, iparam, ipntr, workd, workl, lwork, info F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(2)); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable exception encountered in dsaupd"); return -1; } if (disp > 0 && !xisnan (workl[iptr (5)-1])) { if (iter++) { os << "Iteration " << iter - 1 << ": a few Ritz values of the " << p << "-by-" << p << " matrix\n"; for (int i = 0 ; i < k; i++) os << " " << workl[iptr(5)+i-1] << "\n"; } // This is a kludge, as ARPACK doesn't give its // iteration pointer. But as workl[iptr(5)-1] is // an output value updated at each iteration, setting // a value in this array to NaN and testing for it // is a way of obtaining the iteration counter. if (ido != 99) workl[iptr(5)-1] = octave_NaN; } if (ido == -1 || ido == 1 || ido == 2) { if (have_b) { if (ido == -1) { OCTAVE_LOCAL_BUFFER (double, dtmp, n); vector_product (m, workd+iptr(0)-1, dtmp); Matrix tmp(n, 1); for (octave_idx_type i = 0; i < n; i++) tmp(i,0) = dtmp[P[i]]; lusolve (L, U, tmp); double *ip2 = workd+iptr(1)-1; for (octave_idx_type i = 0; i < n; i++) ip2[Q[i]] = tmp(i,0); } else if (ido == 2) vector_product (b, workd+iptr(0)-1, workd+iptr(1)-1); else { double *ip2 = workd+iptr(2)-1; Matrix tmp(n, 1); for (octave_idx_type i = 0; i < n; i++) tmp(i,0) = ip2[P[i]]; lusolve (L, U, tmp); ip2 = workd+iptr(1)-1; for (octave_idx_type i = 0; i < n; i++) ip2[Q[i]] = tmp(i,0); } } else { if (ido == 2) { for (octave_idx_type i = 0; i < n; i++) workd[iptr(0) + i - 1] = workd[iptr(1) + i - 1]; } else { double *ip2 = workd+iptr(0)-1; Matrix tmp(n, 1); for (octave_idx_type i = 0; i < n; i++) tmp(i,0) = ip2[P[i]]; lusolve (L, U, tmp); ip2 = workd+iptr(1)-1; for (octave_idx_type i = 0; i < n; i++) ip2[Q[i]] = tmp(i,0); } } } else { if (info < 0) { (*current_liboctave_error_handler) ("eigs: error %d in dsaupd", info); return -1; } break; } } while (1); octave_idx_type info2; // We have a problem in that the size of the C++ bool // type relative to the fortran logical type. It appears // that fortran uses 4- or 8-bytes per logical and C++ 1-byte // per bool, though this might be system dependent. As // long as the HOWMNY arg is not "S", the logical array // is just workspace for ARPACK, so use int type to // avoid problems. Array s (dim_vector (p, 1)); octave_idx_type *sel = s.fortran_vec (); // FIXME: initialize eig_vec2 to zero; apparently dneupd can skip // the assignment to elements of Z that represent imaginary parts. // Found with valgrind and // // A = [1,0,0,-1;0,1,0,0;0,0,1,0;0,0,2,1]; // [vecs, vals, f] = eigs (A, 1) Matrix eig_vec2 (n, k + 1, 0.0); double *z = eig_vec2.fortran_vec (); OCTAVE_LOCAL_BUFFER (double, dr, k + 1); OCTAVE_LOCAL_BUFFER (double, di, k + 1); OCTAVE_LOCAL_BUFFER (double, workev, 3 * p); for (octave_idx_type i = 0; i < k+1; i++) dr[i] = di[i] = 0.; F77_FUNC (dneupd, DNEUPD) (rvec, F77_CONST_CHAR_ARG2 ("A", 1), sel, dr, di, z, n, sigmar, sigmai, workev, F77_CONST_CHAR_ARG2 (&bmat, 1), n, F77_CONST_CHAR_ARG2 ((typ.c_str ()), 2), k, tol, presid, p, v, n, iparam, ipntr, workd, workl, lwork, info2 F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(2)); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable exception encountered in dneupd"); return -1; } else { eig_val.resize (k+1); Complex *d = eig_val.fortran_vec (); if (info2 == 0) { octave_idx_type jj = 0; for (octave_idx_type i = 0; i < k+1; i++) { if (dr[i] == 0.0 && di[i] == 0.0 && jj == 0) jj++; else d[i-jj] = Complex (dr[i], di[i]); } if (jj == 0 && !rvec) for (octave_idx_type i = 0; i < k; i++) d[i] = d[i+1]; octave_idx_type k2 = k / 2; for (octave_idx_type i = 0; i < k2; i++) { Complex dtmp = d[i]; d[i] = d[k - i - 1]; d[k - i - 1] = dtmp; } eig_val.resize (k); if (rvec) { OCTAVE_LOCAL_BUFFER (double, dtmp, n); for (octave_idx_type i = 0; i < k2; i++) { octave_idx_type off1 = i * n; octave_idx_type off2 = (k - i - 1) * n; if (off1 == off2) continue; for (octave_idx_type j = 0; j < n; j++) dtmp[j] = z[off1 + j]; for (octave_idx_type j = 0; j < n; j++) z[off1 + j] = z[off2 + j]; for (octave_idx_type j = 0; j < n; j++) z[off2 + j] = dtmp[j]; } eig_vec.resize (n, k); octave_idx_type i = 0; while (i < k) { octave_idx_type off1 = i * n; octave_idx_type off2 = (i+1) * n; if (std::imag (eig_val(i)) == 0) { for (octave_idx_type j = 0; j < n; j++) eig_vec(j,i) = Complex (z[j+off1],0.); i++; } else { for (octave_idx_type j = 0; j < n; j++) { eig_vec(j,i) = Complex (z[j+off1],z[j+off2]); if (i < k - 1) eig_vec(j,i+1) = Complex (z[j+off1],-z[j+off2]); } i+=2; } } } } else { (*current_liboctave_error_handler) ("eigs: error %d in dneupd", info2); return -1; } } return ip(4); } octave_idx_type EigsRealNonSymmetricFunc (EigsFunc fun, octave_idx_type n, const std::string &_typ, double sigmar, octave_idx_type k, octave_idx_type p, octave_idx_type &info, ComplexMatrix &eig_vec, ComplexColumnVector &eig_val, ColumnVector &resid, std::ostream& os, double tol, bool rvec, bool /* cholB */, int disp, int maxit) { std::string typ (_typ); bool have_sigma = (sigmar ? true : false); char bmat = 'I'; double sigmai = 0.; octave_idx_type mode = 1; int err = 0; if (resid.is_empty ()) { std::string rand_dist = octave_rand::distribution (); octave_rand::distribution ("uniform"); resid = ColumnVector (octave_rand::vector (n)); octave_rand::distribution (rand_dist); } if (n < 3) { (*current_liboctave_error_handler) ("eigs: n must be at least 3"); return -1; } if (p < 0) { p = k * 2 + 1; if (p < 20) p = 20; if (p > n - 1) p = n - 1 ; } if (k <= 0 || k >= n - 1) { (*current_liboctave_error_handler) ("eigs: Invalid number of eigenvalues to extract (must be 0 < k < n-1).\n" " Use 'eig (full (A))' instead"); return -1; } if (p <= k || p >= n) { (*current_liboctave_error_handler) ("eigs: opts.p must be greater than k and less than n"); return -1; } if (! have_sigma) { if (typ != "LM" && typ != "SM" && typ != "LA" && typ != "SA" && typ != "BE" && typ != "LR" && typ != "SR" && typ != "LI" && typ != "SI") (*current_liboctave_error_handler) ("eigs: unrecognized sigma value"); if (typ == "LA" || typ == "SA" || typ == "BE") { (*current_liboctave_error_handler) ("eigs: invalid sigma value for unsymmetric problem"); return -1; } if (typ == "SM") { typ = "LM"; sigmar = 0.; mode = 3; } } else if (! std::abs (sigmar)) typ = "SM"; else { typ = "LM"; mode = 3; } Array ip (dim_vector (11, 1)); octave_idx_type *iparam = ip.fortran_vec (); ip(0) = 1; //ishift ip(1) = 0; // ip(1) not referenced ip(2) = maxit; // mxiter, maximum number of iterations ip(3) = 1; // NB blocksize in recurrence ip(4) = 0; // nconv, number of Ritz values that satisfy convergence ip(5) = 0; //ip(5) not referenced ip(6) = mode; // mode ip(7) = 0; ip(8) = 0; ip(9) = 0; ip(10) = 0; // ip(7) to ip(10) return values Array iptr (dim_vector (14, 1)); octave_idx_type *ipntr = iptr.fortran_vec (); octave_idx_type ido = 0; int iter = 0; octave_idx_type lwork = 3 * p * (p + 2); OCTAVE_LOCAL_BUFFER (double, v, n * (p + 1)); OCTAVE_LOCAL_BUFFER (double, workl, lwork + 1); OCTAVE_LOCAL_BUFFER (double, workd, 3 * n + 1); double *presid = resid.fortran_vec (); do { F77_FUNC (dnaupd, DNAUPD) (ido, F77_CONST_CHAR_ARG2 (&bmat, 1), n, F77_CONST_CHAR_ARG2 ((typ.c_str ()), 2), k, tol, presid, p, v, n, iparam, ipntr, workd, workl, lwork, info F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(2)); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable exception encountered in dnaupd"); return -1; } if (disp > 0 && !xisnan(workl[iptr(5)-1])) { if (iter++) { os << "Iteration " << iter - 1 << ": a few Ritz values of the " << p << "-by-" << p << " matrix\n"; for (int i = 0 ; i < k; i++) os << " " << workl[iptr(5)+i-1] << "\n"; } // This is a kludge, as ARPACK doesn't give its // iteration pointer. But as workl[iptr(5)-1] is // an output value updated at each iteration, setting // a value in this array to NaN and testing for it // is a way of obtaining the iteration counter. if (ido != 99) workl[iptr(5)-1] = octave_NaN; } if (ido == -1 || ido == 1 || ido == 2) { double *ip2 = workd + iptr(0) - 1; ColumnVector x(n); for (octave_idx_type i = 0; i < n; i++) x(i) = *ip2++; ColumnVector y = fun (x, err); if (err) return false; ip2 = workd + iptr(1) - 1; for (octave_idx_type i = 0; i < n; i++) *ip2++ = y(i); } else { if (info < 0) { (*current_liboctave_error_handler) ("eigs: error %d in dsaupd", info); return -1; } break; } } while (1); octave_idx_type info2; // We have a problem in that the size of the C++ bool // type relative to the fortran logical type. It appears // that fortran uses 4- or 8-bytes per logical and C++ 1-byte // per bool, though this might be system dependent. As // long as the HOWMNY arg is not "S", the logical array // is just workspace for ARPACK, so use int type to // avoid problems. Array s (dim_vector (p, 1)); octave_idx_type *sel = s.fortran_vec (); // FIXME: initialize eig_vec2 to zero; apparently dneupd can skip // the assignment to elements of Z that represent imaginary parts. // Found with valgrind and // // A = [1,0,0,-1;0,1,0,0;0,0,1,0;0,0,2,1]; // [vecs, vals, f] = eigs (A, 1) Matrix eig_vec2 (n, k + 1, 0.0); double *z = eig_vec2.fortran_vec (); OCTAVE_LOCAL_BUFFER (double, dr, k + 1); OCTAVE_LOCAL_BUFFER (double, di, k + 1); OCTAVE_LOCAL_BUFFER (double, workev, 3 * p); for (octave_idx_type i = 0; i < k+1; i++) dr[i] = di[i] = 0.; F77_FUNC (dneupd, DNEUPD) (rvec, F77_CONST_CHAR_ARG2 ("A", 1), sel, dr, di, z, n, sigmar, sigmai, workev, F77_CONST_CHAR_ARG2 (&bmat, 1), n, F77_CONST_CHAR_ARG2 ((typ.c_str ()), 2), k, tol, presid, p, v, n, iparam, ipntr, workd, workl, lwork, info2 F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(2)); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable exception encountered in dneupd"); return -1; } else { eig_val.resize (k+1); Complex *d = eig_val.fortran_vec (); if (info2 == 0) { octave_idx_type jj = 0; for (octave_idx_type i = 0; i < k+1; i++) { if (dr[i] == 0.0 && di[i] == 0.0 && jj == 0) jj++; else d[i-jj] = Complex (dr[i], di[i]); } if (jj == 0 && !rvec) for (octave_idx_type i = 0; i < k; i++) d[i] = d[i+1]; octave_idx_type k2 = k / 2; for (octave_idx_type i = 0; i < k2; i++) { Complex dtmp = d[i]; d[i] = d[k - i - 1]; d[k - i - 1] = dtmp; } eig_val.resize (k); if (rvec) { OCTAVE_LOCAL_BUFFER (double, dtmp, n); for (octave_idx_type i = 0; i < k2; i++) { octave_idx_type off1 = i * n; octave_idx_type off2 = (k - i - 1) * n; if (off1 == off2) continue; for (octave_idx_type j = 0; j < n; j++) dtmp[j] = z[off1 + j]; for (octave_idx_type j = 0; j < n; j++) z[off1 + j] = z[off2 + j]; for (octave_idx_type j = 0; j < n; j++) z[off2 + j] = dtmp[j]; } eig_vec.resize (n, k); octave_idx_type i = 0; while (i < k) { octave_idx_type off1 = i * n; octave_idx_type off2 = (i+1) * n; if (std::imag (eig_val(i)) == 0) { for (octave_idx_type j = 0; j < n; j++) eig_vec(j,i) = Complex (z[j+off1],0.); i++; } else { for (octave_idx_type j = 0; j < n; j++) { eig_vec(j,i) = Complex (z[j+off1],z[j+off2]); if (i < k - 1) eig_vec(j,i+1) = Complex (z[j+off1],-z[j+off2]); } i+=2; } } } } else { (*current_liboctave_error_handler) ("eigs: error %d in dneupd", info2); return -1; } } return ip(4); } template octave_idx_type EigsComplexNonSymmetricMatrix (const M& m, const std::string typ, octave_idx_type k, octave_idx_type p, octave_idx_type &info, ComplexMatrix &eig_vec, ComplexColumnVector &eig_val, const M& _b, ColumnVector &permB, ComplexColumnVector &cresid, std::ostream& os, double tol, bool rvec, bool cholB, int disp, int maxit) { M b(_b); octave_idx_type n = m.cols (); octave_idx_type mode = 1; bool have_b = ! b.is_empty (); bool note3 = false; char bmat = 'I'; Complex sigma = 0.; M bt; if (m.rows () != m.cols ()) { (*current_liboctave_error_handler) ("eigs: A must be square"); return -1; } if (have_b && (m.rows () != b.rows () || m.rows () != b.cols ())) { (*current_liboctave_error_handler) ("eigs: B must be square and the same size as A"); return -1; } if (cresid.is_empty ()) { std::string rand_dist = octave_rand::distribution (); octave_rand::distribution ("uniform"); Array rr (octave_rand::vector (n)); Array ri (octave_rand::vector (n)); cresid = ComplexColumnVector (n); for (octave_idx_type i = 0; i < n; i++) cresid(i) = Complex (rr(i),ri(i)); octave_rand::distribution (rand_dist); } if (n < 3) { (*current_liboctave_error_handler) ("eigs: n must be at least 3"); return -1; } if (p < 0) { p = k * 2 + 1; if (p < 20) p = 20; if (p > n - 1) p = n - 1 ; } if (k <= 0 || k >= n - 1) { (*current_liboctave_error_handler) ("eigs: Invalid number of eigenvalues to extract (must be 0 < k < n-1).\n" " Use 'eig (full (A))' instead"); return -1; } if (p <= k || p >= n) { (*current_liboctave_error_handler) ("eigs: opts.p must be greater than k and less than n"); return -1; } if (have_b && cholB && permB.length () != 0) { // Check the we really have a permutation vector if (permB.length () != n) { (*current_liboctave_error_handler) ("eigs: permB vector invalid"); return -1; } else { Array checked (dim_vector (n, 1), false); for (octave_idx_type i = 0; i < n; i++) { octave_idx_type bidx = static_cast (permB(i)); if (checked(bidx) || bidx < 0 || bidx >= n || D_NINT (bidx) != bidx) { (*current_liboctave_error_handler) ("eigs: permB vector invalid"); return -1; } } } } if (typ != "LM" && typ != "SM" && typ != "LA" && typ != "SA" && typ != "BE" && typ != "LR" && typ != "SR" && typ != "LI" && typ != "SI") { (*current_liboctave_error_handler) ("eigs: unrecognized sigma value"); return -1; } if (typ == "LA" || typ == "SA" || typ == "BE") { (*current_liboctave_error_handler) ("eigs: invalid sigma value for complex problem"); return -1; } if (have_b) { // See Note 3 dsaupd note3 = true; if (cholB) { bt = b; b = b.hermitian (); if (permB.length () == 0) { permB = ColumnVector (n); for (octave_idx_type i = 0; i < n; i++) permB(i) = i; } } else { if (! make_cholb (b, bt, permB)) { (*current_liboctave_error_handler) ("eigs: The matrix B is not positive definite"); return -1; } } } Array ip (dim_vector (11, 1)); octave_idx_type *iparam = ip.fortran_vec (); ip(0) = 1; //ishift ip(1) = 0; // ip(1) not referenced ip(2) = maxit; // mxiter, maximum number of iterations ip(3) = 1; // NB blocksize in recurrence ip(4) = 0; // nconv, number of Ritz values that satisfy convergence ip(5) = 0; //ip(5) not referenced ip(6) = mode; // mode ip(7) = 0; ip(8) = 0; ip(9) = 0; ip(10) = 0; // ip(7) to ip(10) return values Array iptr (dim_vector (14, 1)); octave_idx_type *ipntr = iptr.fortran_vec (); octave_idx_type ido = 0; int iter = 0; octave_idx_type lwork = p * (3 * p + 5); OCTAVE_LOCAL_BUFFER (Complex, v, n * p); OCTAVE_LOCAL_BUFFER (Complex, workl, lwork); OCTAVE_LOCAL_BUFFER (Complex, workd, 3 * n); OCTAVE_LOCAL_BUFFER (double, rwork, p); Complex *presid = cresid.fortran_vec (); do { F77_FUNC (znaupd, ZNAUPD) (ido, F77_CONST_CHAR_ARG2 (&bmat, 1), n, F77_CONST_CHAR_ARG2 ((typ.c_str ()), 2), k, tol, presid, p, v, n, iparam, ipntr, workd, workl, lwork, rwork, info F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(2)); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable exception encountered in znaupd"); return -1; } if (disp > 0 && !xisnan (workl[iptr (5)-1])) { if (iter++) { os << "Iteration " << iter - 1 << ": a few Ritz values of the " << p << "-by-" << p << " matrix\n"; for (int i = 0 ; i < k; i++) os << " " << workl[iptr(5)+i-1] << "\n"; } // This is a kludge, as ARPACK doesn't give its // iteration pointer. But as workl[iptr(5)-1] is // an output value updated at each iteration, setting // a value in this array to NaN and testing for it // is a way of obtaining the iteration counter. if (ido != 99) workl[iptr(5)-1] = octave_NaN; } if (ido == -1 || ido == 1 || ido == 2) { if (have_b) { ComplexMatrix mtmp (n,1); for (octave_idx_type i = 0; i < n; i++) mtmp(i,0) = workd[i + iptr(0) - 1]; mtmp = utsolve (bt, permB, m * ltsolve (b, permB, mtmp)); for (octave_idx_type i = 0; i < n; i++) workd[i+iptr(1)-1] = mtmp(i,0); } else if (!vector_product (m, workd + iptr(0) - 1, workd + iptr(1) - 1)) break; } else { if (info < 0) { (*current_liboctave_error_handler) ("eigs: error %d in znaupd", info); return -1; } break; } } while (1); octave_idx_type info2; // We have a problem in that the size of the C++ bool // type relative to the fortran logical type. It appears // that fortran uses 4- or 8-bytes per logical and C++ 1-byte // per bool, though this might be system dependent. As // long as the HOWMNY arg is not "S", the logical array // is just workspace for ARPACK, so use int type to // avoid problems. Array s (dim_vector (p, 1)); octave_idx_type *sel = s.fortran_vec (); eig_vec.resize (n, k); Complex *z = eig_vec.fortran_vec (); eig_val.resize (k+1); Complex *d = eig_val.fortran_vec (); OCTAVE_LOCAL_BUFFER (Complex, workev, 2 * p); F77_FUNC (zneupd, ZNEUPD) (rvec, F77_CONST_CHAR_ARG2 ("A", 1), sel, d, z, n, sigma, workev, F77_CONST_CHAR_ARG2 (&bmat, 1), n, F77_CONST_CHAR_ARG2 ((typ.c_str ()), 2), k, tol, presid, p, v, n, iparam, ipntr, workd, workl, lwork, rwork, info2 F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(2)); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable exception encountered in zneupd"); return -1; } if (info2 == 0) { octave_idx_type k2 = k / 2; for (octave_idx_type i = 0; i < k2; i++) { Complex ctmp = d[i]; d[i] = d[k - i - 1]; d[k - i - 1] = ctmp; } eig_val.resize (k); if (rvec) { OCTAVE_LOCAL_BUFFER (Complex, ctmp, n); for (octave_idx_type i = 0; i < k2; i++) { octave_idx_type off1 = i * n; octave_idx_type off2 = (k - i - 1) * n; if (off1 == off2) continue; for (octave_idx_type j = 0; j < n; j++) ctmp[j] = z[off1 + j]; for (octave_idx_type j = 0; j < n; j++) z[off1 + j] = z[off2 + j]; for (octave_idx_type j = 0; j < n; j++) z[off2 + j] = ctmp[j]; } if (note3) eig_vec = ltsolve (b, permB, eig_vec); } } else { (*current_liboctave_error_handler) ("eigs: error %d in zneupd", info2); return -1; } return ip(4); } template octave_idx_type EigsComplexNonSymmetricMatrixShift (const M& m, Complex sigma, octave_idx_type k, octave_idx_type p, octave_idx_type &info, ComplexMatrix &eig_vec, ComplexColumnVector &eig_val, const M& _b, ColumnVector &permB, ComplexColumnVector &cresid, std::ostream& os, double tol, bool rvec, bool cholB, int disp, int maxit) { M b(_b); octave_idx_type n = m.cols (); octave_idx_type mode = 3; bool have_b = ! b.is_empty (); std::string typ = "LM"; if (m.rows () != m.cols ()) { (*current_liboctave_error_handler) ("eigs: A must be square"); return -1; } if (have_b && (m.rows () != b.rows () || m.rows () != b.cols ())) { (*current_liboctave_error_handler) ("eigs: B must be square and the same size as A"); return -1; } // FIXME: The "SM" type for mode 1 seems unstable though faster!! //if (! std::abs (sigma)) // return EigsComplexNonSymmetricMatrix (m, "SM", k, p, info, eig_vec, // eig_val, _b, permB, cresid, os, tol, // rvec, cholB, disp, maxit); if (cresid.is_empty ()) { std::string rand_dist = octave_rand::distribution (); octave_rand::distribution ("uniform"); Array rr (octave_rand::vector (n)); Array ri (octave_rand::vector (n)); cresid = ComplexColumnVector (n); for (octave_idx_type i = 0; i < n; i++) cresid(i) = Complex (rr(i),ri(i)); octave_rand::distribution (rand_dist); } if (n < 3) { (*current_liboctave_error_handler) ("eigs: n must be at least 3"); return -1; } if (p < 0) { p = k * 2 + 1; if (p < 20) p = 20; if (p > n - 1) p = n - 1 ; } if (k <= 0 || k >= n - 1) { (*current_liboctave_error_handler) ("eigs: Invalid number of eigenvalues to extract (must be 0 < k < n-1).\n" " Use 'eig (full (A))' instead"); return -1; } if (p <= k || p >= n) { (*current_liboctave_error_handler) ("eigs: opts.p must be greater than k and less than n"); return -1; } if (have_b && cholB && permB.length () != 0) { // Check that we really have a permutation vector if (permB.length () != n) { (*current_liboctave_error_handler) ("eigs: permB vector invalid"); return -1; } else { Array checked (dim_vector (n, 1), false); for (octave_idx_type i = 0; i < n; i++) { octave_idx_type bidx = static_cast (permB(i)); if (checked(bidx) || bidx < 0 || bidx >= n || D_NINT (bidx) != bidx) { (*current_liboctave_error_handler) ("eigs: permB vector invalid"); return -1; } } } } char bmat = 'I'; if (have_b) bmat = 'G'; Array ip (dim_vector (11, 1)); octave_idx_type *iparam = ip.fortran_vec (); ip(0) = 1; //ishift ip(1) = 0; // ip(1) not referenced ip(2) = maxit; // mxiter, maximum number of iterations ip(3) = 1; // NB blocksize in recurrence ip(4) = 0; // nconv, number of Ritz values that satisfy convergence ip(5) = 0; //ip(5) not referenced ip(6) = mode; // mode ip(7) = 0; ip(8) = 0; ip(9) = 0; ip(10) = 0; // ip(7) to ip(10) return values Array iptr (dim_vector (14, 1)); octave_idx_type *ipntr = iptr.fortran_vec (); octave_idx_type ido = 0; int iter = 0; M L, U; OCTAVE_LOCAL_BUFFER (octave_idx_type, P, (have_b ? b.rows () : m.rows ())); OCTAVE_LOCAL_BUFFER (octave_idx_type, Q, (have_b ? b.cols () : m.cols ())); if (! LuAminusSigmaB (m, b, cholB, permB, sigma, L, U, P, Q)) return -1; octave_idx_type lwork = p * (3 * p + 5); OCTAVE_LOCAL_BUFFER (Complex, v, n * p); OCTAVE_LOCAL_BUFFER (Complex, workl, lwork); OCTAVE_LOCAL_BUFFER (Complex, workd, 3 * n); OCTAVE_LOCAL_BUFFER (double, rwork, p); Complex *presid = cresid.fortran_vec (); do { F77_FUNC (znaupd, ZNAUPD) (ido, F77_CONST_CHAR_ARG2 (&bmat, 1), n, F77_CONST_CHAR_ARG2 ((typ.c_str ()), 2), k, tol, presid, p, v, n, iparam, ipntr, workd, workl, lwork, rwork, info F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(2)); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable exception encountered in znaupd"); return -1; } if (disp > 0 && !xisnan(workl[iptr(5)-1])) { if (iter++) { os << "Iteration " << iter - 1 << ": a few Ritz values of the " << p << "-by-" << p << " matrix\n"; for (int i = 0 ; i < k; i++) os << " " << workl[iptr(5)+i-1] << "\n"; } // This is a kludge, as ARPACK doesn't give its // iteration pointer. But as workl[iptr(5)-1] is // an output value updated at each iteration, setting // a value in this array to NaN and testing for it // is a way of obtaining the iteration counter. if (ido != 99) workl[iptr(5)-1] = octave_NaN; } if (ido == -1 || ido == 1 || ido == 2) { if (have_b) { if (ido == -1) { OCTAVE_LOCAL_BUFFER (Complex, ctmp, n); vector_product (m, workd+iptr(0)-1, ctmp); ComplexMatrix tmp(n, 1); for (octave_idx_type i = 0; i < n; i++) tmp(i,0) = ctmp[P[i]]; lusolve (L, U, tmp); Complex *ip2 = workd+iptr(1)-1; for (octave_idx_type i = 0; i < n; i++) ip2[Q[i]] = tmp(i,0); } else if (ido == 2) vector_product (b, workd + iptr(0) - 1, workd + iptr(1) - 1); else { Complex *ip2 = workd+iptr(2)-1; ComplexMatrix tmp(n, 1); for (octave_idx_type i = 0; i < n; i++) tmp(i,0) = ip2[P[i]]; lusolve (L, U, tmp); ip2 = workd+iptr(1)-1; for (octave_idx_type i = 0; i < n; i++) ip2[Q[i]] = tmp(i,0); } } else { if (ido == 2) { for (octave_idx_type i = 0; i < n; i++) workd[iptr(0) + i - 1] = workd[iptr(1) + i - 1]; } else { Complex *ip2 = workd+iptr(0)-1; ComplexMatrix tmp(n, 1); for (octave_idx_type i = 0; i < n; i++) tmp(i,0) = ip2[P[i]]; lusolve (L, U, tmp); ip2 = workd+iptr(1)-1; for (octave_idx_type i = 0; i < n; i++) ip2[Q[i]] = tmp(i,0); } } } else { if (info < 0) { (*current_liboctave_error_handler) ("eigs: error %d in dsaupd", info); return -1; } break; } } while (1); octave_idx_type info2; // We have a problem in that the size of the C++ bool // type relative to the fortran logical type. It appears // that fortran uses 4- or 8-bytes per logical and C++ 1-byte // per bool, though this might be system dependent. As // long as the HOWMNY arg is not "S", the logical array // is just workspace for ARPACK, so use int type to // avoid problems. Array s (dim_vector (p, 1)); octave_idx_type *sel = s.fortran_vec (); eig_vec.resize (n, k); Complex *z = eig_vec.fortran_vec (); eig_val.resize (k+1); Complex *d = eig_val.fortran_vec (); OCTAVE_LOCAL_BUFFER (Complex, workev, 2 * p); F77_FUNC (zneupd, ZNEUPD) (rvec, F77_CONST_CHAR_ARG2 ("A", 1), sel, d, z, n, sigma, workev, F77_CONST_CHAR_ARG2 (&bmat, 1), n, F77_CONST_CHAR_ARG2 ((typ.c_str ()), 2), k, tol, presid, p, v, n, iparam, ipntr, workd, workl, lwork, rwork, info2 F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(2)); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable exception encountered in zneupd"); return -1; } if (info2 == 0) { octave_idx_type k2 = k / 2; for (octave_idx_type i = 0; i < k2; i++) { Complex ctmp = d[i]; d[i] = d[k - i - 1]; d[k - i - 1] = ctmp; } eig_val.resize (k); if (rvec) { OCTAVE_LOCAL_BUFFER (Complex, ctmp, n); for (octave_idx_type i = 0; i < k2; i++) { octave_idx_type off1 = i * n; octave_idx_type off2 = (k - i - 1) * n; if (off1 == off2) continue; for (octave_idx_type j = 0; j < n; j++) ctmp[j] = z[off1 + j]; for (octave_idx_type j = 0; j < n; j++) z[off1 + j] = z[off2 + j]; for (octave_idx_type j = 0; j < n; j++) z[off2 + j] = ctmp[j]; } } } else { (*current_liboctave_error_handler) ("eigs: error %d in zneupd", info2); return -1; } return ip(4); } octave_idx_type EigsComplexNonSymmetricFunc (EigsComplexFunc fun, octave_idx_type n, const std::string &_typ, Complex sigma, octave_idx_type k, octave_idx_type p, octave_idx_type &info, ComplexMatrix &eig_vec, ComplexColumnVector &eig_val, ComplexColumnVector &cresid, std::ostream& os, double tol, bool rvec, bool /* cholB */, int disp, int maxit) { std::string typ (_typ); bool have_sigma = (std::abs (sigma) ? true : false); char bmat = 'I'; octave_idx_type mode = 1; int err = 0; if (cresid.is_empty ()) { std::string rand_dist = octave_rand::distribution (); octave_rand::distribution ("uniform"); Array rr (octave_rand::vector (n)); Array ri (octave_rand::vector (n)); cresid = ComplexColumnVector (n); for (octave_idx_type i = 0; i < n; i++) cresid(i) = Complex (rr(i),ri(i)); octave_rand::distribution (rand_dist); } if (n < 3) { (*current_liboctave_error_handler) ("eigs: n must be at least 3"); return -1; } if (p < 0) { p = k * 2 + 1; if (p < 20) p = 20; if (p > n - 1) p = n - 1 ; } if (k <= 0 || k >= n - 1) { (*current_liboctave_error_handler) ("eigs: Invalid number of eigenvalues to extract (must be 0 < k < n-1).\n" " Use 'eig (full (A))' instead"); return -1; } if (p <= k || p >= n) { (*current_liboctave_error_handler) ("eigs: opts.p must be greater than k and less than n"); return -1; } if (! have_sigma) { if (typ != "LM" && typ != "SM" && typ != "LA" && typ != "SA" && typ != "BE" && typ != "LR" && typ != "SR" && typ != "LI" && typ != "SI") (*current_liboctave_error_handler) ("eigs: unrecognized sigma value"); if (typ == "LA" || typ == "SA" || typ == "BE") { (*current_liboctave_error_handler) ("eigs: invalid sigma value for complex problem"); return -1; } if (typ == "SM") { typ = "LM"; sigma = 0.; mode = 3; } } else if (! std::abs (sigma)) typ = "SM"; else { typ = "LM"; mode = 3; } Array ip (dim_vector (11, 1)); octave_idx_type *iparam = ip.fortran_vec (); ip(0) = 1; //ishift ip(1) = 0; // ip(1) not referenced ip(2) = maxit; // mxiter, maximum number of iterations ip(3) = 1; // NB blocksize in recurrence ip(4) = 0; // nconv, number of Ritz values that satisfy convergence ip(5) = 0; //ip(5) not referenced ip(6) = mode; // mode ip(7) = 0; ip(8) = 0; ip(9) = 0; ip(10) = 0; // ip(7) to ip(10) return values Array iptr (dim_vector (14, 1)); octave_idx_type *ipntr = iptr.fortran_vec (); octave_idx_type ido = 0; int iter = 0; octave_idx_type lwork = p * (3 * p + 5); OCTAVE_LOCAL_BUFFER (Complex, v, n * p); OCTAVE_LOCAL_BUFFER (Complex, workl, lwork); OCTAVE_LOCAL_BUFFER (Complex, workd, 3 * n); OCTAVE_LOCAL_BUFFER (double, rwork, p); Complex *presid = cresid.fortran_vec (); do { F77_FUNC (znaupd, ZNAUPD) (ido, F77_CONST_CHAR_ARG2 (&bmat, 1), n, F77_CONST_CHAR_ARG2 ((typ.c_str ()), 2), k, tol, presid, p, v, n, iparam, ipntr, workd, workl, lwork, rwork, info F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(2)); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable exception encountered in znaupd"); return -1; } if (disp > 0 && !xisnan(workl[iptr(5)-1])) { if (iter++) { os << "Iteration " << iter - 1 << ": a few Ritz values of the " << p << "-by-" << p << " matrix\n"; for (int i = 0 ; i < k; i++) os << " " << workl[iptr(5)+i-1] << "\n"; } // This is a kludge, as ARPACK doesn't give its // iteration pointer. But as workl[iptr(5)-1] is // an output value updated at each iteration, setting // a value in this array to NaN and testing for it // is a way of obtaining the iteration counter. if (ido != 99) workl[iptr(5)-1] = octave_NaN; } if (ido == -1 || ido == 1 || ido == 2) { Complex *ip2 = workd + iptr(0) - 1; ComplexColumnVector x(n); for (octave_idx_type i = 0; i < n; i++) x(i) = *ip2++; ComplexColumnVector y = fun (x, err); if (err) return false; ip2 = workd + iptr(1) - 1; for (octave_idx_type i = 0; i < n; i++) *ip2++ = y(i); } else { if (info < 0) { (*current_liboctave_error_handler) ("eigs: error %d in dsaupd", info); return -1; } break; } } while (1); octave_idx_type info2; // We have a problem in that the size of the C++ bool // type relative to the fortran logical type. It appears // that fortran uses 4- or 8-bytes per logical and C++ 1-byte // per bool, though this might be system dependent. As // long as the HOWMNY arg is not "S", the logical array // is just workspace for ARPACK, so use int type to // avoid problems. Array s (dim_vector (p, 1)); octave_idx_type *sel = s.fortran_vec (); eig_vec.resize (n, k); Complex *z = eig_vec.fortran_vec (); eig_val.resize (k+1); Complex *d = eig_val.fortran_vec (); OCTAVE_LOCAL_BUFFER (Complex, workev, 2 * p); F77_FUNC (zneupd, ZNEUPD) (rvec, F77_CONST_CHAR_ARG2 ("A", 1), sel, d, z, n, sigma, workev, F77_CONST_CHAR_ARG2 (&bmat, 1), n, F77_CONST_CHAR_ARG2 ((typ.c_str ()), 2), k, tol, presid, p, v, n, iparam, ipntr, workd, workl, lwork, rwork, info2 F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(1) F77_CHAR_ARG_LEN(2)); if (f77_exception_encountered) { (*current_liboctave_error_handler) ("eigs: unrecoverable exception encountered in zneupd"); return -1; } if (info2 == 0) { octave_idx_type k2 = k / 2; for (octave_idx_type i = 0; i < k2; i++) { Complex ctmp = d[i]; d[i] = d[k - i - 1]; d[k - i - 1] = ctmp; } eig_val.resize (k); if (rvec) { OCTAVE_LOCAL_BUFFER (Complex, ctmp, n); for (octave_idx_type i = 0; i < k2; i++) { octave_idx_type off1 = i * n; octave_idx_type off2 = (k - i - 1) * n; if (off1 == off2) continue; for (octave_idx_type j = 0; j < n; j++) ctmp[j] = z[off1 + j]; for (octave_idx_type j = 0; j < n; j++) z[off1 + j] = z[off2 + j]; for (octave_idx_type j = 0; j < n; j++) z[off2 + j] = ctmp[j]; } } } else { (*current_liboctave_error_handler) ("eigs: error %d in zneupd", info2); return -1; } return ip(4); } #if !defined (CXX_NEW_FRIEND_TEMPLATE_DECL) extern octave_idx_type EigsRealSymmetricMatrix (const Matrix& m, const std::string typ, octave_idx_type k, octave_idx_type p, octave_idx_type &info, Matrix &eig_vec, ColumnVector &eig_val, const Matrix& b, ColumnVector &permB, ColumnVector &resid, std::ostream &os, double tol = std::numeric_limits::epsilon (), bool rvec = false, bool cholB = 0, int disp = 0, int maxit = 300); extern octave_idx_type EigsRealSymmetricMatrix (const SparseMatrix& m, const std::string typ, octave_idx_type k, octave_idx_type p, octave_idx_type &info, Matrix &eig_vec, ColumnVector &eig_val, const SparseMatrix& b, ColumnVector &permB, ColumnVector &resid, std::ostream& os, double tol = std::numeric_limits::epsilon (), bool rvec = false, bool cholB = 0, int disp = 0, int maxit = 300); extern octave_idx_type EigsRealSymmetricMatrixShift (const Matrix& m, double sigma, octave_idx_type k, octave_idx_type p, octave_idx_type &info, Matrix &eig_vec, ColumnVector &eig_val, const Matrix& b, ColumnVector &permB, ColumnVector &resid, std::ostream &os, double tol = std::numeric_limits::epsilon (), bool rvec = false, bool cholB = 0, int disp = 0, int maxit = 300); extern octave_idx_type EigsRealSymmetricMatrixShift (const SparseMatrix& m, double sigma, octave_idx_type k, octave_idx_type p, octave_idx_type &info, Matrix &eig_vec, ColumnVector &eig_val, const SparseMatrix& b, ColumnVector &permB, ColumnVector &resid, std::ostream &os, double tol = std::numeric_limits::epsilon (), bool rvec = false, bool cholB = 0, int disp = 0, int maxit = 300); extern octave_idx_type EigsRealSymmetricFunc (EigsFunc fun, octave_idx_type n, const std::string &typ, double sigma, octave_idx_type k, octave_idx_type p, octave_idx_type &info, Matrix &eig_vec, ColumnVector &eig_val, ColumnVector &resid, std::ostream &os, double tol = std::numeric_limits::epsilon (), bool rvec = false, bool cholB = 0, int disp = 0, int maxit = 300); extern octave_idx_type EigsRealNonSymmetricMatrix (const Matrix& m, const std::string typ, octave_idx_type k, octave_idx_type p, octave_idx_type &info, ComplexMatrix &eig_vec, ComplexColumnVector &eig_val, const Matrix& b, ColumnVector &permB, ColumnVector &resid, std::ostream &os, double tol = std::numeric_limits::epsilon (), bool rvec = false, bool cholB = 0, int disp = 0, int maxit = 300); extern octave_idx_type EigsRealNonSymmetricMatrix (const SparseMatrix& m, const std::string typ, octave_idx_type k, octave_idx_type p, octave_idx_type &info, ComplexMatrix &eig_vec, ComplexColumnVector &eig_val, const SparseMatrix& b, ColumnVector &permB, ColumnVector &resid, std::ostream &os, double tol = std::numeric_limits::epsilon (), bool rvec = false, bool cholB = 0, int disp = 0, int maxit = 300); extern octave_idx_type EigsRealNonSymmetricMatrixShift (const Matrix& m, double sigma, octave_idx_type k, octave_idx_type p, octave_idx_type &info, ComplexMatrix &eig_vec, ComplexColumnVector &eig_val, const Matrix& b, ColumnVector &permB, ColumnVector &resid, std::ostream &os, double tol = std::numeric_limits::epsilon (), bool rvec = false, bool cholB = 0, int disp = 0, int maxit = 300); extern octave_idx_type EigsRealNonSymmetricMatrixShift (const SparseMatrix& m, double sigma, octave_idx_type k, octave_idx_type p, octave_idx_type &info, ComplexMatrix &eig_vec, ComplexColumnVector &eig_val, const SparseMatrix& b, ColumnVector &permB, ColumnVector &resid, std::ostream &os, double tol = std::numeric_limits::epsilon (), bool rvec = false, bool cholB = 0, int disp = 0, int maxit = 300); extern octave_idx_type EigsRealNonSymmetricFunc (EigsFunc fun, octave_idx_type n, const std::string &_typ, double sigma, octave_idx_type k, octave_idx_type p, octave_idx_type &info, ComplexMatrix &eig_vec, ComplexColumnVector &eig_val, ColumnVector &resid, std::ostream& os, double tol = std::numeric_limits::epsilon (), bool rvec = false, bool cholB = 0, int disp = 0, int maxit = 300); extern octave_idx_type EigsComplexNonSymmetricMatrix (const ComplexMatrix& m, const std::string typ, octave_idx_type k, octave_idx_type p, octave_idx_type &info, ComplexMatrix &eig_vec, ComplexColumnVector &eig_val, const ComplexMatrix& b, ColumnVector &permB, ComplexColumnVector &resid, std::ostream &os, double tol = std::numeric_limits::epsilon (), bool rvec = false, bool cholB = 0, int disp = 0, int maxit = 300); extern octave_idx_type EigsComplexNonSymmetricMatrix (const SparseComplexMatrix& m, const std::string typ, octave_idx_type k, octave_idx_type p, octave_idx_type &info, ComplexMatrix &eig_vec, ComplexColumnVector &eig_val, const SparseComplexMatrix& b, ColumnVector &permB, ComplexColumnVector &resid, std::ostream &os, double tol = std::numeric_limits::epsilon (), bool rvec = false, bool cholB = 0, int disp = 0, int maxit = 300); extern octave_idx_type EigsComplexNonSymmetricMatrixShift (const ComplexMatrix& m, Complex sigma, octave_idx_type k, octave_idx_type p, octave_idx_type &info, ComplexMatrix &eig_vec, ComplexColumnVector &eig_val, const ComplexMatrix& b, ColumnVector &permB, ComplexColumnVector &resid, std::ostream &os, double tol = std::numeric_limits::epsilon (), bool rvec = false, bool cholB = 0, int disp = 0, int maxit = 300); extern octave_idx_type EigsComplexNonSymmetricMatrixShift (const SparseComplexMatrix& m, Complex sigma, octave_idx_type k, octave_idx_type p, octave_idx_type &info, ComplexMatrix &eig_vec, ComplexColumnVector &eig_val, const SparseComplexMatrix& b, ColumnVector &permB, ComplexColumnVector &resid, std::ostream &os, double tol = std::numeric_limits::epsilon (), bool rvec = false, bool cholB = 0, int disp = 0, int maxit = 300); extern octave_idx_type EigsComplexNonSymmetricFunc (EigsComplexFunc fun, octave_idx_type n, const std::string &_typ, Complex sigma, octave_idx_type k, octave_idx_type p, octave_idx_type &info, ComplexMatrix &eig_vec, ComplexColumnVector &eig_val, ComplexColumnVector &resid, std::ostream& os, double tol = std::numeric_limits::epsilon (), bool rvec = false, bool cholB = 0, int disp = 0, int maxit = 300); #endif #ifndef _MSC_VER template octave_idx_type lusolve (const SparseMatrix&, const SparseMatrix&, Matrix&); template octave_idx_type lusolve (const SparseComplexMatrix&, const SparseComplexMatrix&, ComplexMatrix&); template octave_idx_type lusolve (const Matrix&, const Matrix&, Matrix&); template octave_idx_type lusolve (const ComplexMatrix&, const ComplexMatrix&, ComplexMatrix&); template ComplexMatrix ltsolve (const SparseComplexMatrix&, const ColumnVector&, const ComplexMatrix&); template Matrix ltsolve (const SparseMatrix&, const ColumnVector&, const Matrix&); template ComplexMatrix ltsolve (const ComplexMatrix&, const ColumnVector&, const ComplexMatrix&); template Matrix ltsolve (const Matrix&, const ColumnVector&, const Matrix&); template ComplexMatrix utsolve (const SparseComplexMatrix&, const ColumnVector&, const ComplexMatrix&); template Matrix utsolve (const SparseMatrix&, const ColumnVector&, const Matrix&); template ComplexMatrix utsolve (const ComplexMatrix&, const ColumnVector&, const ComplexMatrix&); template Matrix utsolve (const Matrix&, const ColumnVector&, const Matrix&); #endif #endif