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- /*
- Copyright (C) 1996-2015 John W. Eaton
- This file is part of Octave.
- Octave is free software; you can redistribute it and/or modify it
- under the terms of the GNU General Public License as published by the
- Free Software Foundation; either version 3 of the License, or (at your
- option) any later version.
- Octave is distributed in the hope that it will be useful, but WITHOUT
- ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
- FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
- for more details.
- You should have received a copy of the GNU General Public License
- along with Octave; see the file COPYING. If not, see
- <http://www.gnu.org/licenses/>.
- */
- #ifdef HAVE_CONFIG_H
- # include "config.h"
- #endif
- #include "EIG.h"
- #include "fEIG.h"
- #include "defun.h"
- #include "error.h"
- #include "errwarn.h"
- #include "ovl.h"
- #include "utils.h"
- DEFUN (eig, args, nargout,
- "-*- texinfo -*-\n\
- @deftypefn {} {@var{lambda} =} eig (@var{A})\n\
- @deftypefnx {} {@var{lambda} =} eig (@var{A}, @var{B})\n\
- @deftypefnx {} {[@var{V}, @var{lambda}] =} eig (@var{A})\n\
- @deftypefnx {} {[@var{V}, @var{lambda}] =} eig (@var{A}, @var{B})\n\
- Compute the eigenvalues (and optionally the eigenvectors) of a matrix\n\
- or a pair of matrices\n\
- \n\
- The algorithm used depends on whether there are one or two input\n\
- matrices, if they are real or complex, and if they are symmetric\n\
- (Hermitian if complex) or non-symmetric.\n\
- \n\
- The eigenvalues returned by @code{eig} are not ordered.\n\
- @seealso{eigs, svd}\n\
- @end deftypefn")
- {
- int nargin = args.length ();
- if (nargin > 2 || nargin == 0)
- print_usage ();
- octave_value_list retval;
- octave_value arg_a, arg_b;
- octave_idx_type nr_a, nr_b, nc_a, nc_b;
- nr_a = nr_b = nc_a = nc_b = 0;
- arg_a = args(0);
- nr_a = arg_a.rows ();
- nc_a = arg_a.columns ();
- int arg_is_empty = empty_arg ("eig", nr_a, nc_a);
- if (arg_is_empty < 0)
- return retval;
- else if (arg_is_empty > 0)
- return octave_value_list (2, Matrix ());
- if (! arg_a.is_double_type () && ! arg_a.is_single_type ())
- err_wrong_type_arg ("eig", arg_a);
- bool balance = true;
- if (nargin == 2)
- {
- if(args(1).is_string ())
- {
- std::string a1s = args(1).string_value ();
- if(a1s != "balance" && a1s != "nobalance")
- error ("eig: unexpected second input: %s", a1s.c_str ());
- balance = a1s == "balance";
- }
- else
- {
- arg_b = args(1);
- nr_b = arg_b.rows ();
- nc_b = arg_b.columns ();
- arg_is_empty = empty_arg ("eig", nr_b, nc_b);
- if (arg_is_empty < 0)
- return retval;
- else if (arg_is_empty > 0)
- return ovl (2, Matrix ());
- if (! arg_b.is_single_type () && ! arg_b.is_double_type ())
- err_wrong_type_arg ("eig", arg_b);
- }
- }
- if (nr_a != nc_a)
- err_square_matrix_required ("eig", "A");
- // determine if it's AEP or GEP
- bool AEPcase = nargin == 1 || args(1).is_string ();
- if (!AEPcase && nr_b != nc_b)
- err_square_matrix_required ("eig", "B");
- Matrix tmp_a, tmp_b;
- ComplexMatrix ctmp_a, ctmp_b;
- FloatMatrix ftmp_a, ftmp_b;
- FloatComplexMatrix fctmp_a, fctmp_b;
- if (arg_a.is_single_type ())
- {
- FloatEIG result;
- if (AEPcase)
- {
- if (arg_a.is_real_type ())
- {
- ftmp_a = arg_a.float_matrix_value ();
- result = FloatEIG (ftmp_a, nargout > 1, balance);
- }
- else
- {
- fctmp_a = arg_a.float_complex_matrix_value ();
- result = FloatEIG (fctmp_a, nargout > 1, balance);
- }
- }
- else
- {
- if (arg_a.is_real_type () && arg_b.is_real_type ())
- {
- ftmp_a = arg_a.float_matrix_value ();
- ftmp_b = arg_b.float_matrix_value ();
- result = FloatEIG (ftmp_a, ftmp_b, nargout > 1);
- }
- else
- {
- fctmp_a = arg_a.float_complex_matrix_value ();
- fctmp_b = arg_b.float_complex_matrix_value ();
- result = FloatEIG (fctmp_a, fctmp_b, nargout > 1);
- }
- }
- if (nargout == 0 || nargout == 1)
- {
- retval = ovl (result.eigenvalues ());
- }
- else
- {
- // Blame it on Matlab.
- FloatComplexDiagMatrix d (result.eigenvalues ());
- retval = ovl (result.eigenvectors (), d);
- }
- }
- else
- {
- EIG result;
- if (AEPcase)
- {
- if (arg_a.is_real_type ())
- {
- tmp_a = arg_a.matrix_value ();
- result = EIG (tmp_a, nargout > 1, balance);
- }
- else
- {
- ctmp_a = arg_a.complex_matrix_value ();
- result = EIG (ctmp_a, nargout > 1, balance);
- }
- }
- else
- {
- if (arg_a.is_real_type () && arg_b.is_real_type ())
- {
- tmp_a = arg_a.matrix_value ();
- tmp_b = arg_b.matrix_value ();
- result = EIG (tmp_a, tmp_b, nargout > 1);
- }
- else
- {
- ctmp_a = arg_a.complex_matrix_value ();
- ctmp_b = arg_b.complex_matrix_value ();
- result = EIG (ctmp_a, ctmp_b, nargout > 1);
- }
- }
- if (nargout == 0 || nargout == 1)
- {
- retval = ovl (result.eigenvalues ());
- }
- else
- {
- // Blame it on Matlab.
- ComplexDiagMatrix d (result.eigenvalues ());
- retval = ovl (result.eigenvectors (), d);
- }
- }
- return retval;
- }
- /*
- %!assert (eig ([1, 2; 2, 1]), [-1; 3], sqrt (eps))
- %!test
- %! [v, d] = eig ([1, 2; 2, 1]);
- %! x = 1 / sqrt (2);
- %! assert (d, [-1, 0; 0, 3], sqrt (eps));
- %! assert (v, [-x, x; x, x], sqrt (eps));
- %!assert (eig (single ([1, 2; 2, 1])), single ([-1; 3]), sqrt (eps ("single")))
- %!test
- %! [v, d] = eig (single ([1, 2; 2, 1]));
- %! x = single (1 / sqrt (2));
- %! assert (d, single ([-1, 0; 0, 3]), sqrt (eps ("single")));
- %! assert (v, [-x, x; x, x], sqrt (eps ("single")));
- %!test
- %! A = [1, 2; -1, 1]; B = [3, 3; 1, 2];
- %! [v, d] = eig (A, B);
- %! assert (A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps));
- %! assert (A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps));
- %!test
- %! A = single ([1, 2; -1, 1]); B = single ([3, 3; 1, 2]);
- %! [v, d] = eig (A, B);
- %! assert (A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps ("single")));
- %! assert (A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps ("single")));
- %!test
- %! A = [1, 2; 2, 1]; B = [3, -2; -2, 3];
- %! [v, d] = eig (A, B);
- %! assert (A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps));
- %! assert (A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps));
- %!test
- %! A = single ([1, 2; 2, 1]); B = single ([3, -2; -2, 3]);
- %! [v, d] = eig (A, B);
- %! assert (A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps ("single")));
- %! assert (A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps ("single")));
- %!test
- %! A = [1+3i, 2+i; 2-i, 1+3i]; B = [5+9i, 2+i; 2-i, 5+9i];
- %! [v, d] = eig (A, B);
- %! assert (A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps));
- %! assert (A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps));
- %!test
- %! A = single ([1+3i, 2+i; 2-i, 1+3i]); B = single ([5+9i, 2+i; 2-i, 5+9i]);
- %! [v, d] = eig (A, B);
- %! assert (A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps ("single")));
- %! assert (A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps ("single")));
- %!test
- %! A = [1+3i, 2+3i; 3-8i, 8+3i]; B = [8+i, 3+i; 4-9i, 3+i];
- %! [v, d] = eig (A, B);
- %! assert (A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps));
- %! assert (A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps));
- %!test
- %! A = single ([1+3i, 2+3i; 3-8i, 8+3i]); B = single ([8+i, 3+i; 4-9i, 3+i]);
- %! [v, d] = eig (A, B);
- %! assert (A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps ("single")));
- %! assert (A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps ("single")));
- %!test
- %! A = [1, 2; 3, 8]; B = [8, 3; 4, 3];
- %! [v, d] = eig (A, B);
- %! assert (A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps));
- %! assert (A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps));
- %!test
- %! A = [1, 1+i; 1-i, 1]; B = [2, 0; 0, 2];
- %! [v, d] = eig (A, B);
- %! assert (A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps));
- %! assert (A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps));
- %!test
- %! A = single ([1, 1+i; 1-i, 1]); B = single ([2, 0; 0, 2]);
- %! [v, d] = eig (A, B);
- %! assert (A * v(:, 1), d(1, 1) * B * v(:, 1), sqrt (eps ("single")));
- %! assert (A * v(:, 2), d(2, 2) * B * v(:, 2), sqrt (eps ("single")));
- %!error eig ()
- %!error eig ([1, 2; 3, 4], [4, 3; 2, 1], 1)
- %!error <EIG requires same size matrices> eig ([1, 2; 3, 4], 2)
- %!error <must be a square matrix> eig ([1, 2; 3, 4; 5, 6])
- %!error <wrong type argument> eig ("abcd")
- %!error <wrong type argument> eig ([1 2 ; 2 3], "abcd")
- %!error <wrong type argument> eig (false, [1 2 ; 2 3])
- */
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