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annotate armadillo-2.4.4/include/armadillo_bits/fn_eig.hpp @ 18:8d046a9d36aa slimline

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Back out rev 13:ac07c60aa798. Like an idiot, I committed a whole pile of unrelated changes in the guise of a single typo fix. Will re-commit in stages
author Chris Cannam
date Thu, 10 May 2012 10:45:44 +0100
parents 8b6102e2a9b0
children
rev   line source
max@0 1 // Copyright (C) 2008-2011 NICTA (www.nicta.com.au)
max@0 2 // Copyright (C) 2008-2011 Conrad Sanderson
max@0 3 // Copyright (C) 2009 Edmund Highcock
max@0 4 // Copyright (C) 2011 Stanislav Funiak
max@0 5 //
max@0 6 // This file is part of the Armadillo C++ library.
max@0 7 // It is provided without any warranty of fitness
max@0 8 // for any purpose. You can redistribute this file
max@0 9 // and/or modify it under the terms of the GNU
max@0 10 // Lesser General Public License (LGPL) as published
max@0 11 // by the Free Software Foundation, either version 3
max@0 12 // of the License or (at your option) any later version.
max@0 13 // (see http://www.opensource.org/licenses for more info)
max@0 14
max@0 15
max@0 16 //! \addtogroup fn_eig
max@0 17 //! @{
max@0 18
max@0 19
max@0 20 //
max@0 21 // symmetric/hermitian matrices
max@0 22 //
max@0 23
max@0 24
max@0 25 //! Eigenvalues of real/complex symmetric/hermitian matrix X
max@0 26 template<typename T1>
max@0 27 inline
max@0 28 bool
max@0 29 eig_sym
max@0 30 (
max@0 31 Col<typename T1::pod_type>& eigval,
max@0 32 const Base<typename T1::elem_type,T1>& X,
max@0 33 const typename arma_blas_type_only<typename T1::elem_type>::result* junk = 0
max@0 34 )
max@0 35 {
max@0 36 arma_extra_debug_sigprint();
max@0 37 arma_ignore(junk);
max@0 38
max@0 39 // unwrap_check not used as T1::elem_type and T1::pod_type may not be the same.
max@0 40 // furthermore, it doesn't matter if X is an alias of eigval, as auxlib::eig_sym() makes a copy of X
max@0 41
max@0 42 const bool status = auxlib::eig_sym(eigval, X);
max@0 43
max@0 44 if(status == false)
max@0 45 {
max@0 46 eigval.reset();
max@0 47 arma_bad("eig_sym(): failed to converge", false);
max@0 48 }
max@0 49
max@0 50 return status;
max@0 51 }
max@0 52
max@0 53
max@0 54
max@0 55 //! Eigenvalues of real/complex symmetric/hermitian matrix X
max@0 56 template<typename T1>
max@0 57 inline
max@0 58 Col<typename T1::pod_type>
max@0 59 eig_sym
max@0 60 (
max@0 61 const Base<typename T1::elem_type,T1>& X,
max@0 62 const typename arma_blas_type_only<typename T1::elem_type>::result* junk = 0
max@0 63 )
max@0 64 {
max@0 65 arma_extra_debug_sigprint();
max@0 66 arma_ignore(junk);
max@0 67
max@0 68 Col<typename T1::pod_type> out;
max@0 69 const bool status = auxlib::eig_sym(out, X);
max@0 70
max@0 71 if(status == false)
max@0 72 {
max@0 73 out.reset();
max@0 74 arma_bad("eig_sym(): failed to converge");
max@0 75 }
max@0 76
max@0 77 return out;
max@0 78 }
max@0 79
max@0 80
max@0 81
max@0 82 //! Eigenvalues and eigenvectors of real/complex symmetric/hermitian matrix X
max@0 83 template<typename T1>
max@0 84 inline
max@0 85 bool
max@0 86 eig_sym
max@0 87 (
max@0 88 Col<typename T1::pod_type>& eigval,
max@0 89 Mat<typename T1::elem_type>& eigvec,
max@0 90 const Base<typename T1::elem_type,T1>& X,
max@0 91 const typename arma_blas_type_only<typename T1::elem_type>::result* junk = 0
max@0 92 )
max@0 93 {
max@0 94 arma_extra_debug_sigprint();
max@0 95 arma_ignore(junk);
max@0 96
max@0 97 arma_debug_check( ( ((void*)(&eigval)) == ((void*)(&eigvec)) ), "eig_sym(): eigval is an alias of eigvec" );
max@0 98
max@0 99 const bool status = auxlib::eig_sym(eigval, eigvec, X);
max@0 100
max@0 101 if(status == false)
max@0 102 {
max@0 103 eigval.reset();
max@0 104 eigvec.reset();
max@0 105 arma_bad("eig_sym(): failed to converge", false);
max@0 106 }
max@0 107
max@0 108 return status;
max@0 109 }
max@0 110
max@0 111
max@0 112
max@0 113 //
max@0 114 // general matrices
max@0 115 //
max@0 116
max@0 117
max@0 118
max@0 119 //! Eigenvalues and eigenvectors (both left and right) of general real/complex square matrix X
max@0 120 template<typename T1>
max@0 121 inline
max@0 122 bool
max@0 123 eig_gen
max@0 124 (
max@0 125 Col< std::complex<typename T1::pod_type> >& eigval,
max@0 126 Mat<typename T1::elem_type>& l_eigvec,
max@0 127 Mat<typename T1::elem_type>& r_eigvec,
max@0 128 const Base<typename T1::elem_type,T1>& X,
max@0 129 const typename arma_blas_type_only<typename T1::elem_type>::result* junk = 0
max@0 130 )
max@0 131 {
max@0 132 arma_extra_debug_sigprint();
max@0 133 arma_ignore(junk);
max@0 134
max@0 135 arma_debug_check
max@0 136 (
max@0 137 ((&l_eigvec) == (&r_eigvec)),
max@0 138 "eig_gen(): l_eigvec is an alias of r_eigvec"
max@0 139 );
max@0 140
max@0 141 arma_debug_check
max@0 142 (
max@0 143 (
max@0 144 (((void*)(&eigval)) == ((void*)(&l_eigvec)))
max@0 145 ||
max@0 146 (((void*)(&eigval)) == ((void*)(&r_eigvec)))
max@0 147 ),
max@0 148 "eig_gen(): eigval is an alias of l_eigvec or r_eigvec"
max@0 149 );
max@0 150
max@0 151 const bool status = auxlib::eig_gen(eigval, l_eigvec, r_eigvec, X, 'b');
max@0 152
max@0 153 if(status == false)
max@0 154 {
max@0 155 eigval.reset();
max@0 156 l_eigvec.reset();
max@0 157 r_eigvec.reset();
max@0 158 arma_bad("eig_gen(): failed to converge", false);
max@0 159 }
max@0 160
max@0 161 return status;
max@0 162 }
max@0 163
max@0 164
max@0 165
max@0 166 //! Eigenvalues and eigenvectors of general real square matrix X.
max@0 167 //! Optional argument 'side' specifies which eigenvectors should be computed:
max@0 168 //! 'r' for right (default) and 'l' for left.
max@0 169 template<typename eT, typename T1>
max@0 170 inline
max@0 171 bool
max@0 172 eig_gen
max@0 173 (
max@0 174 Col< std::complex<eT> >& eigval,
max@0 175 Mat< std::complex<eT> >& eigvec,
max@0 176 const Base<eT, T1>& X,
max@0 177 const char side = 'r',
max@0 178 const typename arma_blas_type_only<typename T1::elem_type>::result* junk = 0
max@0 179 )
max@0 180 {
max@0 181 arma_extra_debug_sigprint();
max@0 182 arma_ignore(junk);
max@0 183
max@0 184 //std::cout << "real" << std::endl;
max@0 185
max@0 186 arma_debug_check( ( ((void*)(&eigval)) == ((void*)(&eigvec)) ), "eig_gen(): eigval is an alias of eigvec" );
max@0 187
max@0 188 Mat<eT> dummy_eigvec;
max@0 189 Mat<eT> tmp_eigvec;
max@0 190
max@0 191 bool status;
max@0 192
max@0 193 switch(side)
max@0 194 {
max@0 195 case 'r':
max@0 196 status = auxlib::eig_gen(eigval, dummy_eigvec, tmp_eigvec, X, side);
max@0 197 break;
max@0 198
max@0 199 case 'l':
max@0 200 status = auxlib::eig_gen(eigval, tmp_eigvec, dummy_eigvec, X, side);
max@0 201 break;
max@0 202
max@0 203 default:
max@0 204 arma_stop("eig_gen(): parameter 'side' is invalid");
max@0 205 status = false;
max@0 206 }
max@0 207
max@0 208 if(status == false)
max@0 209 {
max@0 210 eigval.reset();
max@0 211 eigvec.reset();
max@0 212 arma_bad("eig_gen(): failed to converge", false);
max@0 213 }
max@0 214 else
max@0 215 {
max@0 216 const uword n = eigval.n_elem;
max@0 217
max@0 218 if(n > 0)
max@0 219 {
max@0 220 eigvec.set_size(n,n);
max@0 221
max@0 222 for(uword j=0; j<n; ++j)
max@0 223 {
max@0 224 if( (j < n-1) && (eigval[j] == std::conj(eigval[j+1])) )
max@0 225 {
max@0 226 // eigvec.col(j) = Mat< std::complex<eT> >( tmp_eigvec.col(j), tmp_eigvec.col(j+1) );
max@0 227 // eigvec.col(j+1) = Mat< std::complex<eT> >( tmp_eigvec.col(j), -tmp_eigvec.col(j+1) );
max@0 228
max@0 229 for(uword i=0; i<n; ++i)
max@0 230 {
max@0 231 eigvec.at(i,j) = std::complex<eT>( tmp_eigvec.at(i,j), tmp_eigvec.at(i,j+1) );
max@0 232 eigvec.at(i,j+1) = std::complex<eT>( tmp_eigvec.at(i,j), -tmp_eigvec.at(i,j+1) );
max@0 233 }
max@0 234
max@0 235 ++j;
max@0 236 }
max@0 237 else
max@0 238 {
max@0 239 // eigvec.col(i) = tmp_eigvec.col(i);
max@0 240
max@0 241 for(uword i=0; i<n; ++i)
max@0 242 {
max@0 243 eigvec.at(i,j) = std::complex<eT>(tmp_eigvec.at(i,j), eT(0));
max@0 244 }
max@0 245
max@0 246 }
max@0 247 }
max@0 248 }
max@0 249 }
max@0 250
max@0 251 return status;
max@0 252 }
max@0 253
max@0 254
max@0 255
max@0 256 //! Eigenvalues and eigenvectors of general complex square matrix X
max@0 257 //! Optional argument 'side' specifies which eigenvectors should be computed:
max@0 258 //! 'r' for right (default) and 'l' for left.
max@0 259 template<typename T, typename T1>
max@0 260 inline
max@0 261 bool
max@0 262 eig_gen
max@0 263 (
max@0 264 Col<std::complex<T> >& eigval,
max@0 265 Mat<std::complex<T> >& eigvec,
max@0 266 const Base<std::complex<T>, T1>& X,
max@0 267 const char side = 'r',
max@0 268 const typename arma_blas_type_only<typename T1::elem_type>::result* junk = 0
max@0 269 )
max@0 270 {
max@0 271 arma_extra_debug_sigprint();
max@0 272 arma_ignore(junk);
max@0 273
max@0 274 //std::cout << "complex" << std::endl;
max@0 275
max@0 276 arma_debug_check( ( ((void*)(&eigval)) == ((void*)(&eigvec)) ), "eig_gen(): eigval is an alias of eigvec" );
max@0 277
max@0 278 Mat< std::complex<T> > dummy_eigvec;
max@0 279
max@0 280 bool status;
max@0 281
max@0 282 switch(side)
max@0 283 {
max@0 284 case 'r':
max@0 285 status = auxlib::eig_gen(eigval, dummy_eigvec, eigvec, X, side);
max@0 286 break;
max@0 287
max@0 288 case 'l':
max@0 289 status = auxlib::eig_gen(eigval, eigvec, dummy_eigvec, X, side);
max@0 290 break;
max@0 291
max@0 292 default:
max@0 293 arma_stop("eig_gen(): parameter 'side' is invalid");
max@0 294 status = false;
max@0 295 }
max@0 296
max@0 297 if(status == false)
max@0 298 {
max@0 299 eigval.reset();
max@0 300 eigvec.reset();
max@0 301 arma_bad("eig_gen(): failed to converge", false);
max@0 302 }
max@0 303
max@0 304 return status;
max@0 305 }
max@0 306
max@0 307
max@0 308
max@0 309 //! @}
max@0 310