Mercurial > hg > octave-lyh
view src/DLD-FUNCTIONS/eig.cc @ 14501:60e5cf354d80
Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
* __contourc__.cc, __delaunayn__.cc, __dispatch__.cc, __dsearchn__.cc,
__fltk_uigetfile__.cc, __glpk__.cc, __lin_interpn__.cc, __magick_read__.cc,
__pchip_deriv__.cc, __qp__.cc, __voronoi__.cc, besselj.cc, betainc.cc,
bsxfun.cc, cellfun.cc, chol.cc, conv2.cc, convhulln.cc, dassl.cc, det.cc,
dlmread.cc, dmperm.cc, dot.cc, eig.cc, eigs.cc, fft.cc, fft2.cc, filter.cc,
find.cc, gammainc.cc, gcd.cc, givens.cc, hess.cc, hex2num.cc, inv.cc, kron.cc,
lookup.cc, lsode.cc, lu.cc, luinc.cc, matrix_type.cc, max.cc, mgorth.cc,
nproc.cc, qr.cc, quad.cc, quadcc.cc, qz.cc, rand.cc, rcond.cc, regexp.cc,
schur.cc, spparms.cc, sqrtm.cc, str2double.cc, strfind.cc, sub2ind.cc, svd.cc,
syl.cc, time.cc, tril.cc, tsearch.cc: Update %!tests in DLD-FUNCTIONS/
directory with Octave coding conventions.
author | Rik <octave@nomad.inbox5.com> |
---|---|
date | Tue, 27 Mar 2012 22:46:45 -0700 |
parents | 72c96de7a403 |
children | 460a3c6d8bf1 |
line wrap: on
line source
/* Copyright (C) 1996-2012 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-dld.h" #include "error.h" #include "gripes.h" #include "oct-obj.h" #include "utils.h" DEFUN_DLD (eig, args, nargout, "-*- texinfo -*-\n\ @deftypefn {Loadable Function} {@var{lambda} =} eig (@var{A})\n\ @deftypefnx {Loadable Function} {@var{lambda} =} eig (@var{A}, @var{B})\n\ @deftypefnx {Loadable Function} {[@var{V}, @var{lambda}] =} eig (@var{A})\n\ @deftypefnx {Loadable Function} {[@var{V}, @var{lambda}] =} eig (@var{A}, @var{B})\n\ Compute the eigenvalues and eigenvectors of a matrix.\n\ \n\ Eigenvalues are computed in a several step process which begins with a\n\ Hessenberg decomposition, followed by a Schur@tie{}decomposition, from which\n\ the eigenvalues are apparent. The eigenvectors, when desired, are computed\n\ by further manipulations of the Schur@tie{}decomposition.\n\ \n\ The eigenvalues returned by @code{eig} are not ordered.\n\ @seealso{eigs, svd}\n\ @end deftypefn") { octave_value_list retval; int nargin = args.length (); if (nargin > 2 || nargin == 0 || nargout > 2) { print_usage (); return retval; } octave_value arg_a, arg_b; octave_idx_type nr_a = 0, nr_b = 0; octave_idx_type nc_a = 0, 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_single_type () || arg_a.is_double_type ())) { gripe_wrong_type_arg ("eig", arg_a); return retval; } if (nargin == 2) { 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 octave_value_list (2, Matrix ()); if (!(arg_b.is_single_type() || arg_b.is_double_type ())) { gripe_wrong_type_arg ("eig", arg_b); return retval; } } if (nr_a != nc_a) { gripe_square_matrix_required ("eig"); return retval; } if (nargin == 2 && nr_b != nc_b) { gripe_square_matrix_required ("eig"); return retval; } 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 (nargin == 1) { if (arg_a.is_real_type ()) { ftmp_a = arg_a.float_matrix_value (); if (error_state) return retval; else result = FloatEIG (ftmp_a, nargout > 1); } else { fctmp_a = arg_a.float_complex_matrix_value (); if (error_state) return retval; else result = FloatEIG (fctmp_a, nargout > 1); } } else if (nargin == 2) { 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 (); if (error_state) return retval; else 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 (); if (error_state) return retval; else result = FloatEIG (fctmp_a, fctmp_b, nargout > 1); } } if (! error_state) { if (nargout == 0 || nargout == 1) { retval(0) = result.eigenvalues (); } else { // Blame it on Matlab. FloatComplexDiagMatrix d (result.eigenvalues ()); retval(1) = d; retval(0) = result.eigenvectors (); } } } else { EIG result; if (nargin == 1) { if (arg_a.is_real_type ()) { tmp_a = arg_a.matrix_value (); if (error_state) return retval; else result = EIG (tmp_a, nargout > 1); } else { ctmp_a = arg_a.complex_matrix_value (); if (error_state) return retval; else result = EIG (ctmp_a, nargout > 1); } } else if (nargin == 2) { if (arg_a.is_real_type () && arg_b.is_real_type ()) { tmp_a = arg_a.matrix_value (); tmp_b = arg_b.matrix_value (); if (error_state) return retval; else result = EIG (tmp_a, tmp_b, nargout > 1); } else { ctmp_a = arg_a.complex_matrix_value (); ctmp_b = arg_b.complex_matrix_value (); if (error_state) return retval; else result = EIG (ctmp_a, ctmp_b, nargout > 1); } } if (! error_state) { if (nargout == 0 || nargout == 1) { retval(0) = result.eigenvalues (); } else { // Blame it on Matlab. ComplexDiagMatrix d (result.eigenvalues ()); retval(1) = d; retval(0) = result.eigenvectors (); } } } 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)); %!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 <argument 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]) */