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- // Matrix manipulations.
- /*
-
- Copyright (C) 1996 John W. Eaton
-
- This file is part of Octave.
-
- Octave is free software; you can redistribute it and/or modify it
- under the terms of the GNU General Public License as published by the
- Free Software Foundation; either version 2, or (at your option) any
- later version.
-
- Octave is distributed in the hope that it will be useful, but WITHOUT
- ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
- FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
- for more details.
-
- You should have received a copy of the GNU General Public License
- along with Octave; see the file COPYING. If not, write to the Free
- Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
-
- */
-
- #if defined (__GNUG__)
- #pragma implementation
- #endif
-
- #ifdef HAVE_CONFIG_H
- #include <config.h>
- #endif
-
- #include <cfloat>
-
- #include <iostream.h>
-
- #include "byte-swap.h"
- #include "dbleAEPBAL.h"
- #include "dbleDET.h"
- #include "dbleSCHUR.h"
- #include "dbleSVD.h"
- #include "f77-fcn.h"
- #include "lo-error.h"
- #include "lo-ieee.h"
- #include "lo-mappers.h"
- #include "lo-utils.h"
- #include "mx-base.h"
- #include "mx-inlines.cc"
- #include "oct-cmplx.h"
-
- // Fortran functions we call.
-
- extern "C"
- {
- int F77_FCN (dgemm, DGEMM) (const char*, const char*, const int&,
- const int&, const int&, const double&,
- const double*, const int&,
- const double*, const int&,
- const double&, double*, const int&,
- long, long);
-
- int F77_FCN (dgeco, DGECO) (double*, const int&, const int&, int*,
- double&, double*);
-
- int F77_FCN (dgesl, DGESL) (const double*, const int&, const int&,
- const int*, double*, const int&);
-
- int F77_FCN (dgedi, DGEDI) (double*, const int&, const int&,
- const int*, double*, double*,
- const int&);
-
- int F77_FCN (dgelss, DGELSS) (const int&, const int&, const int&,
- double*, const int&, double*,
- const int&, double*, double&, int&,
- double*, const int&, int&);
-
- // Note that the original complex fft routines were not written for
- // double complex arguments. They have been modified by adding an
- // implicit double precision (a-h,o-z) statement at the beginning of
- // each subroutine.
-
- int F77_FCN (cffti, CFFTI) (const int&, Complex*);
-
- int F77_FCN (cfftf, CFFTF) (const int&, Complex*, Complex*);
-
- int F77_FCN (cfftb, CFFTB) (const int&, Complex*, Complex*);
-
- int F77_FCN (dlartg, DLARTG) (const double&, const double&, double&,
- double&, double&);
-
- int F77_FCN (dtrsyl, DTRSYL) (const char*, const char*, const int&,
- const int&, const int&, const double*,
- const int&, const double*, const int&,
- const double*, const int&, double&,
- int&, long, long);
-
- double F77_FCN (dlange, DLANGE) (const char*, const int&,
- const int&, const double*,
- const int&, double*);
-
- int F77_FCN (qzhes, QZHES) (const int&, const int&, double*,
- double*, const long&, double*);
-
- int F77_FCN (qzit, QZIT) (const int&, const int&, double*, double*,
- const double&, const long&, double*,
- int&);
-
- int F77_FCN (qzval, QZVAL) (const int&, const int&, double*,
- double*, double*, double*, double*,
- const long&, double*);
- }
-
- // Matrix class.
-
- Matrix::Matrix (const RowVector& rv)
- : MArray2<double> (1, rv.length (), 0.0)
- {
- for (int i = 0; i < rv.length (); i++)
- elem (0, i) = rv.elem (i);
- }
-
- Matrix::Matrix (const ColumnVector& cv)
- : MArray2<double> (cv.length (), 1, 0.0)
- {
- for (int i = 0; i < cv.length (); i++)
- elem (i, 0) = cv.elem (i);
- }
-
- Matrix::Matrix (const DiagMatrix& a)
- : MArray2<double> (a.rows (), a.cols (), 0.0)
- {
- for (int i = 0; i < a.length (); i++)
- elem (i, i) = a.elem (i, i);
- }
-
- // XXX FIXME XXX -- could we use a templated mixed-type copy function
- // here?
-
- Matrix::Matrix (const charMatrix& a)
- : MArray2<double> (a.rows (), a.cols ())
- {
- for (int i = 0; i < a.rows (); i++)
- for (int j = 0; j < a.cols (); j++)
- elem (i, j) = a.elem (i, j);
- }
-
- bool
- Matrix::operator == (const Matrix& a) const
- {
- if (rows () != a.rows () || cols () != a.cols ())
- return false;
-
- return equal (data (), a.data (), length ());
- }
-
- bool
- Matrix::operator != (const Matrix& a) const
- {
- return !(*this == a);
- }
-
- Matrix&
- Matrix::insert (const Matrix& a, int r, int c)
- {
- Array2<double>::insert (a, r, c);
- return *this;
- }
-
- Matrix&
- Matrix::insert (const RowVector& a, int r, int c)
- {
- int a_len = a.length ();
- if (r < 0 || r >= rows () || c < 0 || c + a_len > cols ())
- {
- (*current_liboctave_error_handler) ("range error for insert");
- return *this;
- }
-
- for (int i = 0; i < a_len; i++)
- elem (r, c+i) = a.elem (i);
-
- return *this;
- }
-
- Matrix&
- Matrix::insert (const ColumnVector& a, int r, int c)
- {
- int a_len = a.length ();
- if (r < 0 || r + a_len > rows () || c < 0 || c >= cols ())
- {
- (*current_liboctave_error_handler) ("range error for insert");
- return *this;
- }
-
- for (int i = 0; i < a_len; i++)
- elem (r+i, c) = a.elem (i);
-
- return *this;
- }
-
- Matrix&
- Matrix::insert (const DiagMatrix& a, int r, int c)
- {
- int a_nr = a.rows ();
- int a_nc = a.cols ();
-
- if (r < 0 || r + a_nr > rows () || c < 0 || c + a_nc > cols ())
- {
- (*current_liboctave_error_handler) ("range error for insert");
- return *this;
- }
-
- fill (0.0, r, c, r + a_nr - 1, c + a_nc - 1);
-
- for (int i = 0; i < a.length (); i++)
- elem (r+i, c+i) = a.elem (i, i);
-
- return *this;
- }
-
- Matrix&
- Matrix::fill (double val)
- {
- int nr = rows ();
- int nc = cols ();
- if (nr > 0 && nc > 0)
- for (int j = 0; j < nc; j++)
- for (int i = 0; i < nr; i++)
- elem (i, j) = val;
-
- return *this;
- }
-
- Matrix&
- Matrix::fill (double val, int r1, int c1, int r2, int c2)
- {
- int nr = rows ();
- int nc = cols ();
- if (r1 < 0 || r2 < 0 || c1 < 0 || c2 < 0
- || r1 >= nr || r2 >= nr || c1 >= nc || c2 >= nc)
- {
- (*current_liboctave_error_handler) ("range error for fill");
- return *this;
- }
-
- if (r1 > r2) { int tmp = r1; r1 = r2; r2 = tmp; }
- if (c1 > c2) { int tmp = c1; c1 = c2; c2 = tmp; }
-
- for (int j = c1; j <= c2; j++)
- for (int i = r1; i <= r2; i++)
- elem (i, j) = val;
-
- return *this;
- }
-
- Matrix
- Matrix::append (const Matrix& a) const
- {
- int nr = rows ();
- int nc = cols ();
- if (nr != a.rows ())
- {
- (*current_liboctave_error_handler) ("row dimension mismatch for append");
- return Matrix ();
- }
-
- int nc_insert = nc;
- Matrix retval (nr, nc + a.cols ());
- retval.insert (*this, 0, 0);
- retval.insert (a, 0, nc_insert);
- return retval;
- }
-
- Matrix
- Matrix::append (const RowVector& a) const
- {
- int nr = rows ();
- int nc = cols ();
- if (nr != 1)
- {
- (*current_liboctave_error_handler) ("row dimension mismatch for append");
- return Matrix ();
- }
-
- int nc_insert = nc;
- Matrix retval (nr, nc + a.length ());
- retval.insert (*this, 0, 0);
- retval.insert (a, 0, nc_insert);
- return retval;
- }
-
- Matrix
- Matrix::append (const ColumnVector& a) const
- {
- int nr = rows ();
- int nc = cols ();
- if (nr != a.length ())
- {
- (*current_liboctave_error_handler) ("row dimension mismatch for append");
- return Matrix ();
- }
-
- int nc_insert = nc;
- Matrix retval (nr, nc + 1);
- retval.insert (*this, 0, 0);
- retval.insert (a, 0, nc_insert);
- return retval;
- }
-
- Matrix
- Matrix::append (const DiagMatrix& a) const
- {
- int nr = rows ();
- int nc = cols ();
- if (nr != a.rows ())
- {
- (*current_liboctave_error_handler) ("row dimension mismatch for append");
- return *this;
- }
-
- int nc_insert = nc;
- Matrix retval (nr, nc + a.cols ());
- retval.insert (*this, 0, 0);
- retval.insert (a, 0, nc_insert);
- return retval;
- }
-
- Matrix
- Matrix::stack (const Matrix& a) const
- {
- int nr = rows ();
- int nc = cols ();
- if (nc != a.cols ())
- {
- (*current_liboctave_error_handler)
- ("column dimension mismatch for stack");
- return Matrix ();
- }
-
- int nr_insert = nr;
- Matrix retval (nr + a.rows (), nc);
- retval.insert (*this, 0, 0);
- retval.insert (a, nr_insert, 0);
- return retval;
- }
-
- Matrix
- Matrix::stack (const RowVector& a) const
- {
- int nr = rows ();
- int nc = cols ();
- if (nc != a.length ())
- {
- (*current_liboctave_error_handler)
- ("column dimension mismatch for stack");
- return Matrix ();
- }
-
- int nr_insert = nr;
- Matrix retval (nr + 1, nc);
- retval.insert (*this, 0, 0);
- retval.insert (a, nr_insert, 0);
- return retval;
- }
-
- Matrix
- Matrix::stack (const ColumnVector& a) const
- {
- int nr = rows ();
- int nc = cols ();
- if (nc != 1)
- {
- (*current_liboctave_error_handler)
- ("column dimension mismatch for stack");
- return Matrix ();
- }
-
- int nr_insert = nr;
- Matrix retval (nr + a.length (), nc);
- retval.insert (*this, 0, 0);
- retval.insert (a, nr_insert, 0);
- return retval;
- }
-
- Matrix
- Matrix::stack (const DiagMatrix& a) const
- {
- int nr = rows ();
- int nc = cols ();
- if (nc != a.cols ())
- {
- (*current_liboctave_error_handler)
- ("column dimension mismatch for stack");
- return Matrix ();
- }
-
- int nr_insert = nr;
- Matrix retval (nr + a.rows (), nc);
- retval.insert (*this, 0, 0);
- retval.insert (a, nr_insert, 0);
- return retval;
- }
-
- Matrix
- Matrix::transpose (void) const
- {
- int nr = rows ();
- int nc = cols ();
- Matrix result (nc, nr);
- if (length () > 0)
- {
- for (int j = 0; j < nc; j++)
- for (int i = 0; i < nr; i++)
- result.elem (j, i) = elem (i, j);
- }
- return result;
- }
-
- Matrix
- real (const ComplexMatrix& a)
- {
- int a_len = a.length ();
- Matrix retval;
- if (a_len > 0)
- retval = Matrix (real_dup (a.data (), a_len), a.rows (), a.cols ());
- return retval;
- }
-
- Matrix
- imag (const ComplexMatrix& a)
- {
- int a_len = a.length ();
- Matrix retval;
- if (a_len > 0)
- retval = Matrix (imag_dup (a.data (), a_len), a.rows (), a.cols ());
- return retval;
- }
-
- Matrix
- Matrix::extract (int r1, int c1, int r2, int c2) const
- {
- if (r1 > r2) { int tmp = r1; r1 = r2; r2 = tmp; }
- if (c1 > c2) { int tmp = c1; c1 = c2; c2 = tmp; }
-
- int new_r = r2 - r1 + 1;
- int new_c = c2 - c1 + 1;
-
- Matrix result (new_r, new_c);
-
- for (int j = 0; j < new_c; j++)
- for (int i = 0; i < new_r; i++)
- result.elem (i, j) = elem (r1+i, c1+j);
-
- return result;
- }
-
- // extract row or column i.
-
- RowVector
- Matrix::row (int i) const
- {
- int nc = cols ();
- if (i < 0 || i >= rows ())
- {
- (*current_liboctave_error_handler) ("invalid row selection");
- return RowVector ();
- }
-
- RowVector retval (nc);
- for (int j = 0; j < nc; j++)
- retval.elem (j) = elem (i, j);
-
- return retval;
- }
-
- RowVector
- Matrix::row (char *s) const
- {
- if (! s)
- {
- (*current_liboctave_error_handler) ("invalid row selection");
- return RowVector ();
- }
-
- char c = *s;
- if (c == 'f' || c == 'F')
- return row (0);
- else if (c == 'l' || c == 'L')
- return row (rows () - 1);
- else
- {
- (*current_liboctave_error_handler) ("invalid row selection");
- return RowVector ();
- }
- }
-
- ColumnVector
- Matrix::column (int i) const
- {
- int nr = rows ();
- if (i < 0 || i >= cols ())
- {
- (*current_liboctave_error_handler) ("invalid column selection");
- return ColumnVector ();
- }
-
- ColumnVector retval (nr);
- for (int j = 0; j < nr; j++)
- retval.elem (j) = elem (j, i);
-
- return retval;
- }
-
- ColumnVector
- Matrix::column (char *s) const
- {
- if (! s)
- {
- (*current_liboctave_error_handler) ("invalid column selection");
- return ColumnVector ();
- }
-
- char c = *s;
- if (c == 'f' || c == 'F')
- return column (0);
- else if (c == 'l' || c == 'L')
- return column (cols () - 1);
- else
- {
- (*current_liboctave_error_handler) ("invalid column selection");
- return ColumnVector ();
- }
- }
-
- Matrix
- Matrix::inverse (void) const
- {
- int info;
- double rcond;
- return inverse (info, rcond);
- }
-
- Matrix
- Matrix::inverse (int& info) const
- {
- double rcond;
- return inverse (info, rcond);
- }
-
- Matrix
- Matrix::inverse (int& info, double& rcond, int force) const
- {
- Matrix retval;
-
- int nr = rows ();
- int nc = cols ();
-
- if (nr != nc || nr == 0 || nc == 0)
- (*current_liboctave_error_handler) ("inverse requires square matrix");
- else
- {
- info = 0;
-
- Array<int> ipvt (nr);
- int *pipvt = ipvt.fortran_vec ();
-
- Array<double> z (nr);
- double *pz = z.fortran_vec ();
-
- retval = *this;
- double *tmp_data = retval.fortran_vec ();
-
- F77_XFCN (dgeco, DGECO, (tmp_data, nr, nc, pipvt, rcond, pz));
-
- if (f77_exception_encountered)
- (*current_liboctave_error_handler) ("unrecoverable error in dgeco");
- else
- {
- volatile double rcond_plus_one = rcond + 1.0;
-
- if (rcond_plus_one == 1.0)
- info = -1;
-
- if (info == -1 && ! force)
- retval = *this; // Restore matrix contents.
- else
- {
- double *dummy = 0;
-
- F77_XFCN (dgedi, DGEDI, (tmp_data, nr, nc, pipvt, dummy,
- pz, 1));
-
- if (f77_exception_encountered)
- (*current_liboctave_error_handler)
- ("unrecoverable error in dgedi");
- }
- }
- }
-
- return retval;
- }
-
- Matrix
- Matrix::pseudo_inverse (double tol)
- {
- SVD result (*this);
-
- DiagMatrix S = result.singular_values ();
- Matrix U = result.left_singular_matrix ();
- Matrix V = result.right_singular_matrix ();
-
- ColumnVector sigma = S.diag ();
-
- int r = sigma.length () - 1;
- int nr = rows ();
- int nc = cols ();
-
- if (tol <= 0.0)
- {
- if (nr > nc)
- tol = nr * sigma.elem (0) * DBL_EPSILON;
- else
- tol = nc * sigma.elem (0) * DBL_EPSILON;
- }
-
- while (r >= 0 && sigma.elem (r) < tol)
- r--;
-
- if (r < 0)
- return Matrix (nc, nr, 0.0);
- else
- {
- Matrix Ur = U.extract (0, 0, nr-1, r);
- DiagMatrix D = DiagMatrix (sigma.extract (0, r)) . inverse ();
- Matrix Vr = V.extract (0, 0, nc-1, r);
- return Vr * D * Ur.transpose ();
- }
- }
-
- ComplexMatrix
- Matrix::fourier (void) const
- {
- ComplexMatrix retval;
-
- int nr = rows ();
- int nc = cols ();
-
- int npts, nsamples;
-
- if (nr == 1 || nc == 1)
- {
- npts = nr > nc ? nr : nc;
- nsamples = 1;
- }
- else
- {
- npts = nr;
- nsamples = nc;
- }
-
- int nn = 4*npts+15;
-
- Array<Complex> wsave (nn);
- Complex *pwsave = wsave.fortran_vec ();
-
- retval = *this;
- Complex *tmp_data = retval.fortran_vec ();
-
- F77_FCN (cffti, CFFTI) (npts, pwsave);
-
- for (int j = 0; j < nsamples; j++)
- F77_FCN (cfftf, CFFTF) (npts, &tmp_data[npts*j], pwsave);
-
- return retval;
- }
-
- ComplexMatrix
- Matrix::ifourier (void) const
- {
- ComplexMatrix retval;
-
- int nr = rows ();
- int nc = cols ();
-
- int npts, nsamples;
-
- if (nr == 1 || nc == 1)
- {
- npts = nr > nc ? nr : nc;
- nsamples = 1;
- }
- else
- {
- npts = nr;
- nsamples = nc;
- }
-
- int nn = 4*npts+15;
-
- Array<Complex> wsave (nn);
- Complex *pwsave = wsave.fortran_vec ();
-
- retval = *this;
- Complex *tmp_data = retval.fortran_vec ();
-
- F77_FCN (cffti, CFFTI) (npts, pwsave);
-
- for (int j = 0; j < nsamples; j++)
- F77_FCN (cfftb, CFFTB) (npts, &tmp_data[npts*j], pwsave);
-
- for (int j = 0; j < npts*nsamples; j++)
- tmp_data[j] = tmp_data[j] / (double) npts;
-
- return retval;
- }
-
- ComplexMatrix
- Matrix::fourier2d (void) const
- {
- ComplexMatrix retval;
-
- int nr = rows ();
- int nc = cols ();
-
- int npts, nsamples;
-
- if (nr == 1 || nc == 1)
- {
- npts = nr > nc ? nr : nc;
- nsamples = 1;
- }
- else
- {
- npts = nr;
- nsamples = nc;
- }
-
- int nn = 4*npts+15;
-
- Array<Complex> wsave (nn);
- Complex *pwsave = wsave.fortran_vec ();
-
- retval = *this;
- Complex *tmp_data = retval.fortran_vec ();
-
- F77_FCN (cffti, CFFTI) (npts, pwsave);
-
- for (int j = 0; j < nsamples; j++)
- F77_FCN (cfftf, CFFTF) (npts, &tmp_data[npts*j], pwsave);
-
- npts = nc;
- nsamples = nr;
- nn = 4*npts+15;
-
- wsave.resize (nn);
- pwsave = wsave.fortran_vec ();
-
- Array<Complex> row (npts);
- Complex *prow = row.fortran_vec ();
-
- F77_FCN (cffti, CFFTI) (npts, pwsave);
-
- for (int j = 0; j < nsamples; j++)
- {
- for (int i = 0; i < npts; i++)
- prow[i] = tmp_data[i*nr + j];
-
- F77_FCN (cfftf, CFFTF) (npts, prow, pwsave);
-
- for (int i = 0; i < npts; i++)
- tmp_data[i*nr + j] = prow[i];
- }
-
- return retval;
- }
-
- ComplexMatrix
- Matrix::ifourier2d (void) const
- {
- ComplexMatrix retval;
-
- int nr = rows ();
- int nc = cols ();
-
- int npts, nsamples;
-
- if (nr == 1 || nc == 1)
- {
- npts = nr > nc ? nr : nc;
- nsamples = 1;
- }
- else
- {
- npts = nr;
- nsamples = nc;
- }
-
- int nn = 4*npts+15;
-
- Array<Complex> wsave (nn);
- Complex *pwsave = wsave.fortran_vec ();
-
- retval = *this;
- Complex *tmp_data = retval.fortran_vec ();
-
- F77_FCN (cffti, CFFTI) (npts, pwsave);
-
- for (int j = 0; j < nsamples; j++)
- F77_FCN (cfftb, CFFTB) (npts, &tmp_data[npts*j], pwsave);
-
- for (int j = 0; j < npts*nsamples; j++)
- tmp_data[j] = tmp_data[j] / (double) npts;
-
- npts = nc;
- nsamples = nr;
- nn = 4*npts+15;
-
- wsave.resize (nn);
- pwsave = wsave.fortran_vec ();
-
- Array<Complex> row (npts);
- Complex *prow = row.fortran_vec ();
-
- F77_FCN (cffti, CFFTI) (npts, pwsave);
-
- for (int j = 0; j < nsamples; j++)
- {
- for (int i = 0; i < npts; i++)
- prow[i] = tmp_data[i*nr + j];
-
- F77_FCN (cfftb, CFFTB) (npts, prow, pwsave);
-
- for (int i = 0; i < npts; i++)
- tmp_data[i*nr + j] = prow[i] / (double) npts;
- }
-
- return retval;
- }
-
- DET
- Matrix::determinant (void) const
- {
- int info;
- double rcond;
- return determinant (info, rcond);
- }
-
- DET
- Matrix::determinant (int& info) const
- {
- double rcond;
- return determinant (info, rcond);
- }
-
- DET
- Matrix::determinant (int& info, double& rcond) const
- {
- DET retval;
-
- int nr = rows ();
- int nc = cols ();
-
- if (nr == 0 || nc == 0)
- {
- double d[2];
- d[0] = 1.0;
- d[1] = 0.0;
- retval = DET (d);
- }
- else
- {
- info = 0;
-
- Array<int> ipvt (nr);
- int *pipvt = ipvt.fortran_vec ();
-
- Array<double> z (nr);
- double *pz = z.fortran_vec ();
-
- Matrix atmp = *this;
- double *tmp_data = atmp.fortran_vec ();
-
- F77_XFCN (dgeco, DGECO, (tmp_data, nr, nr, pipvt, rcond, pz));
-
- if (f77_exception_encountered)
- (*current_liboctave_error_handler) ("unrecoverable error in dgeco");
- else
- {
- volatile double rcond_plus_one = rcond + 1.0;
-
- if (rcond_plus_one == 1.0)
- {
- info = -1;
- retval = DET ();
- }
- else
- {
- double d[2];
-
- F77_XFCN (dgedi, DGEDI, (tmp_data, nr, nr, pipvt, d, pz, 10));
-
- if (f77_exception_encountered)
- (*current_liboctave_error_handler)
- ("unrecoverable error in dgedi");
- else
- retval = DET (d);
- }
- }
- }
-
- return retval;
- }
-
- Matrix
- Matrix::solve (const Matrix& b) const
- {
- int info;
- double rcond;
- return solve (b, info, rcond);
- }
-
- Matrix
- Matrix::solve (const Matrix& b, int& info) const
- {
- double rcond;
- return solve (b, info, rcond);
- }
-
- Matrix
- Matrix::solve (const Matrix& b, int& info, double& rcond) const
- {
- Matrix retval;
-
- int nr = rows ();
- int nc = cols ();
-
- if (nr == 0 || nc == 0 || nr != nc || nr != b.rows ())
- (*current_liboctave_error_handler)
- ("matrix dimension mismatch solution of linear equations");
- else
- {
- info = 0;
-
- Array<int> ipvt (nr);
- int *pipvt = ipvt.fortran_vec ();
-
- Array<double> z (nr);
- double *pz = z.fortran_vec ();
-
- Matrix atmp = *this;
- double *tmp_data = atmp.fortran_vec ();
-
- F77_XFCN (dgeco, DGECO, (tmp_data, nr, nr, pipvt, rcond, pz));
-
- if (f77_exception_encountered)
- (*current_liboctave_error_handler) ("unrecoverable error in dgeco");
- else
- {
- volatile double rcond_plus_one = rcond + 1.0;
-
- if (rcond_plus_one == 1.0)
- {
- info = -2;
- }
- else
- {
- retval = b;
- double *result = retval.fortran_vec ();
-
- int b_nc = b.cols ();
-
- for (volatile int j = 0; j < b_nc; j++)
- {
- F77_XFCN (dgesl, DGESL, (tmp_data, nr, nr, pipvt,
- &result[nr*j], 0));
-
- if (f77_exception_encountered)
- {
- (*current_liboctave_error_handler)
- ("unrecoverable error in dgesl");
-
- break;
- }
- }
- }
- }
- }
-
- return retval;
- }
-
- ComplexMatrix
- Matrix::solve (const ComplexMatrix& b) const
- {
- ComplexMatrix tmp (*this);
- return tmp.solve (b);
- }
-
- ComplexMatrix
- Matrix::solve (const ComplexMatrix& b, int& info) const
- {
- ComplexMatrix tmp (*this);
- return tmp.solve (b, info);
- }
-
- ComplexMatrix
- Matrix::solve (const ComplexMatrix& b, int& info, double& rcond) const
- {
- ComplexMatrix tmp (*this);
- return tmp.solve (b, info, rcond);
- }
-
- ColumnVector
- Matrix::solve (const ColumnVector& b) const
- {
- int info; double rcond;
- return solve (b, info, rcond);
- }
-
- ColumnVector
- Matrix::solve (const ColumnVector& b, int& info) const
- {
- double rcond;
- return solve (b, info, rcond);
- }
-
- ColumnVector
- Matrix::solve (const ColumnVector& b, int& info, double& rcond) const
- {
- ColumnVector retval;
-
- int nr = rows ();
- int nc = cols ();
-
- if (nr == 0 || nc == 0 || nr != nc || nr != b.length ())
- (*current_liboctave_error_handler)
- ("matrix dimension mismatch solution of linear equations");
- else
- {
- info = 0;
-
- Array<int> ipvt (nr);
- int *pipvt = ipvt.fortran_vec ();
-
- Array<double> z (nr);
- double *pz = z.fortran_vec ();
-
- Matrix atmp = *this;
- double *tmp_data = atmp.fortran_vec ();
-
- F77_XFCN (dgeco, DGECO, (tmp_data, nr, nr, pipvt, rcond, pz));
-
- if (f77_exception_encountered)
- (*current_liboctave_error_handler)
- ("unrecoverable error in dgeco");
- else
- {
- volatile double rcond_plus_one = rcond + 1.0;
-
- if (rcond_plus_one == 1.0)
- {
- info = -2;
- }
- else
- {
- retval = b;
- double *result = retval.fortran_vec ();
-
- F77_XFCN (dgesl, DGESL, (tmp_data, nr, nr, pipvt, result, 0));
-
- if (f77_exception_encountered)
- (*current_liboctave_error_handler)
- ("unrecoverable error in dgesl");
- }
- }
- }
-
- return retval;
- }
-
- ComplexColumnVector
- Matrix::solve (const ComplexColumnVector& b) const
- {
- ComplexMatrix tmp (*this);
- return tmp.solve (b);
- }
-
- ComplexColumnVector
- Matrix::solve (const ComplexColumnVector& b, int& info) const
- {
- ComplexMatrix tmp (*this);
- return tmp.solve (b, info);
- }
-
- ComplexColumnVector
- Matrix::solve (const ComplexColumnVector& b, int& info, double& rcond) const
- {
- ComplexMatrix tmp (*this);
- return tmp.solve (b, info, rcond);
- }
-
- Matrix
- Matrix::lssolve (const Matrix& b) const
- {
- int info;
- int rank;
- return lssolve (b, info, rank);
- }
-
- Matrix
- Matrix::lssolve (const Matrix& b, int& info) const
- {
- int rank;
- return lssolve (b, info, rank);
- }
-
- Matrix
- Matrix::lssolve (const Matrix& b, int& info, int& rank) const
- {
- Matrix retval;
-
- int nrhs = b.cols ();
-
- int m = rows ();
- int n = cols ();
-
- if (m == 0 || n == 0 || m != b.rows ())
- (*current_liboctave_error_handler)
- ("matrix dimension mismatch in solution of least squares problem");
- else
- {
- Matrix atmp = *this;
- double *tmp_data = atmp.fortran_vec ();
-
- int nrr = m > n ? m : n;
- Matrix result (nrr, nrhs);
-
- for (int j = 0; j < nrhs; j++)
- for (int i = 0; i < m; i++)
- result.elem (i, j) = b.elem (i, j);
-
- double *presult = result.fortran_vec ();
-
- int len_s = m < n ? m : n;
- Array<double> s (len_s);
- double *ps = s.fortran_vec ();
-
- double rcond = -1.0;
-
- int lwork;
- if (m < n)
- lwork = 3*m + (2*m > nrhs
- ? (2*m > n ? 2*m : n)
- : (nrhs > n ? nrhs : n));
- else
- lwork = 3*n + (2*n > nrhs
- ? (2*n > m ? 2*n : m)
- : (nrhs > m ? nrhs : m));
-
- lwork *= 16;
-
- Array<double> work (lwork);
- double *pwork = work.fortran_vec ();
-
- F77_XFCN (dgelss, DGELSS, (m, n, nrhs, tmp_data, m, presult, nrr, ps,
- rcond, rank, pwork, lwork, info));
-
- if (f77_exception_encountered)
- (*current_liboctave_error_handler) ("unrecoverable error in dgelss");
- else
- {
- retval.resize (n, nrhs);
- for (int j = 0; j < nrhs; j++)
- for (int i = 0; i < n; i++)
- retval.elem (i, j) = result.elem (i, j);
- }
- }
-
- return retval;
- }
-
- ComplexMatrix
- Matrix::lssolve (const ComplexMatrix& b) const
- {
- ComplexMatrix tmp (*this);
- int info;
- int rank;
- return tmp.lssolve (b, info, rank);
- }
-
- ComplexMatrix
- Matrix::lssolve (const ComplexMatrix& b, int& info) const
- {
- ComplexMatrix tmp (*this);
- int rank;
- return tmp.lssolve (b, info, rank);
- }
-
- ComplexMatrix
- Matrix::lssolve (const ComplexMatrix& b, int& info, int& rank) const
- {
- ComplexMatrix tmp (*this);
- return tmp.lssolve (b, info, rank);
- }
-
- ColumnVector
- Matrix::lssolve (const ColumnVector& b) const
- {
- int info;
- int rank;
- return lssolve (b, info, rank);
- }
-
- ColumnVector
- Matrix::lssolve (const ColumnVector& b, int& info) const
- {
- int rank;
- return lssolve (b, info, rank);
- }
-
- ColumnVector
- Matrix::lssolve (const ColumnVector& b, int& info, int& rank) const
- {
- ColumnVector retval;
-
- int nrhs = 1;
-
- int m = rows ();
- int n = cols ();
-
- if (m == 0 || n == 0 || m != b.length ())
- (*current_liboctave_error_handler)
- ("matrix dimension mismatch in solution of least squares problem");
- else
- {
- Matrix atmp = *this;
- double *tmp_data = atmp.fortran_vec ();
-
- int nrr = m > n ? m : n;
- ColumnVector result (nrr);
-
- for (int i = 0; i < m; i++)
- result.elem (i) = b.elem (i);
-
- double *presult = result.fortran_vec ();
-
- int len_s = m < n ? m : n;
- Array<double> s (len_s);
- double *ps = s.fortran_vec ();
-
- double rcond = -1.0;
-
- int lwork;
- if (m < n)
- lwork = 3*m + (2*m > nrhs
- ? (2*m > n ? 2*m : n)
- : (nrhs > n ? nrhs : n));
- else
- lwork = 3*n + (2*n > nrhs
- ? (2*n > m ? 2*n : m)
- : (nrhs > m ? nrhs : m));
-
- lwork *= 16;
-
- Array<double> work (lwork);
- double *pwork = work.fortran_vec ();
-
- F77_XFCN (dgelss, DGELSS, (m, n, nrhs, tmp_data, m, presult, nrr,
- ps, rcond, rank, pwork, lwork, info));
-
- if (f77_exception_encountered)
- (*current_liboctave_error_handler) ("unrecoverable error in dgelss");
- else
- {
- retval.resize (n);
- for (int i = 0; i < n; i++)
- retval.elem (i) = result.elem (i);
- }
- }
-
- return retval;
- }
-
- ComplexColumnVector
- Matrix::lssolve (const ComplexColumnVector& b) const
- {
- ComplexMatrix tmp (*this);
- return tmp.lssolve (b);
- }
-
- ComplexColumnVector
- Matrix::lssolve (const ComplexColumnVector& b, int& info) const
- {
- ComplexMatrix tmp (*this);
- return tmp.lssolve (b, info);
- }
-
- ComplexColumnVector
- Matrix::lssolve (const ComplexColumnVector& b, int& info, int& rank) const
- {
- ComplexMatrix tmp (*this);
- return tmp.lssolve (b, info, rank);
- }
-
- // Constants for matrix exponential calculation.
-
- static double padec [] =
- {
- 5.0000000000000000e-1,
- 1.1666666666666667e-1,
- 1.6666666666666667e-2,
- 1.6025641025641026e-3,
- 1.0683760683760684e-4,
- 4.8562548562548563e-6,
- 1.3875013875013875e-7,
- 1.9270852604185938e-9,
- };
-
- Matrix
- Matrix::expm (void) const
- {
- Matrix retval;
-
- Matrix m = *this;
-
- int nc = columns ();
-
- // trace shift value
- double trshift = 0;
-
- // Preconditioning step 1: trace normalization.
-
- for (int i = 0; i < nc; i++)
- trshift += m.elem (i, i);
-
- trshift /= nc;
-
- for (int i = 0; i < nc; i++)
- m.elem (i, i) -= trshift;
-
- // Preconditioning step 2: balancing.
-
- AEPBALANCE mbal (m, "B");
- m = mbal.balanced_matrix ();
- Matrix d = mbal.balancing_matrix ();
-
- // Preconditioning step 3: scaling.
-
- ColumnVector work(nc);
- double inf_norm
- = F77_FCN (dlange, DLANGE) ("I", nc, nc, m.fortran_vec (),nc,
- work.fortran_vec ());
-
- int sqpow = (int) (inf_norm > 0.0
- ? (1.0 + log (inf_norm) / log (2.0))
- : 0.0);
-
- // Check whether we need to square at all.
-
- if (sqpow < 0)
- sqpow = 0;
-
- if (sqpow > 0)
- {
- double scale_factor = 1.0;
- for (int i = 0; i < sqpow; i++)
- scale_factor *= 2.0;
-
- m = m / scale_factor;
- }
-
- // npp, dpp: pade' approx polynomial matrices.
-
- Matrix npp (nc, nc, 0.0);
- Matrix dpp = npp;
-
- // Now powers a^8 ... a^1.
-
- int minus_one_j = -1;
- for (int j = 7; j >= 0; j--)
- {
- npp = m * npp + m * padec[j];
- dpp = m * dpp + m * (minus_one_j * padec[j]);
- minus_one_j *= -1;
- }
-
- // Zero power.
-
- dpp = -dpp;
- for(int j = 0; j < nc; j++)
- {
- npp.elem (j, j) += 1.0;
- dpp.elem (j, j) += 1.0;
- }
-
- // Compute pade approximation = inverse (dpp) * npp.
-
- retval = dpp.solve (npp);
-
- // Reverse preconditioning step 3: repeated squaring.
-
- while (sqpow)
- {
- retval = retval * retval;
- sqpow--;
- }
-
- // Reverse preconditioning step 2: inverse balancing.
-
- retval = retval.transpose();
- d = d.transpose ();
- retval = retval * d;
- retval = d.solve (retval);
- retval = retval.transpose ();
-
- // Reverse preconditioning step 1: fix trace normalization.
-
- return retval * exp (trshift);
- }
-
- Matrix&
- Matrix::operator += (const Matrix& a)
- {
- int nr = rows ();
- int nc = cols ();
-
- int a_nr = a.rows ();
- int a_nc = a.cols ();
-
- if (nr != a_nr || nc != a_nc)
- {
- gripe_nonconformant ("operator +=", nr, nc, a_nr, a_nc);
- return *this;
- }
-
- if (nr == 0 || nc == 0)
- return *this;
-
- double *d = fortran_vec (); // Ensures only one reference to my privates!
-
- add2 (d, a.data (), length ());
-
- return *this;
- }
-
- Matrix&
- Matrix::operator -= (const Matrix& a)
- {
- int nr = rows ();
- int nc = cols ();
-
- int a_nr = a.rows ();
- int a_nc = a.cols ();
-
- if (nr != a_nr || nc != a_nc)
- {
- gripe_nonconformant ("operator -=", nr, nc, a_nr, a_nc);
- return *this;
- }
-
- if (nr == 0 || nc == 0)
- return *this;
-
- double *d = fortran_vec (); // Ensures only one reference to my privates!
-
- subtract2 (d, a.data (), length ());
-
- return *this;
- }
-
- Matrix&
- Matrix::operator += (const DiagMatrix& a)
- {
- int nr = rows ();
- int nc = cols ();
-
- int a_nr = a.rows ();
- int a_nc = a.cols ();
-
- if (nr != a_nr || nc != a_nc)
- {
- gripe_nonconformant ("operator +=", nr, nc, a_nr, a_nc);
- return *this;
- }
-
- for (int i = 0; i < a.length (); i++)
- elem (i, i) += a.elem (i, i);
-
- return *this;
- }
-
- Matrix&
- Matrix::operator -= (const DiagMatrix& a)
- {
- int nr = rows ();
- int nc = cols ();
-
- int a_nr = a.rows ();
- int a_nc = a.cols ();
-
- if (nr != a_nr || nc != a_nc)
- {
- gripe_nonconformant ("operator -=", nr, nc, a_nr, a_nc);
- return *this;
- }
-
- for (int i = 0; i < a.length (); i++)
- elem (i, i) -= a.elem (i, i);
-
- return *this;
- }
-
- // unary operations
-
- Matrix
- Matrix::operator ! (void) const
- {
- int nr = rows ();
- int nc = cols ();
-
- Matrix b (nr, nc);
-
- for (int j = 0; j < nc; j++)
- for (int i = 0; i < nr; i++)
- b.elem (i, j) = ! elem (i, j);
-
- return b;
- }
-
- // column vector by row vector -> matrix operations
-
- Matrix
- operator * (const ColumnVector& v, const RowVector& a)
- {
- Matrix retval;
-
- int len = v.length ();
- int a_len = a.length ();
-
- if (len != a_len)
- gripe_nonconformant ("operator *", len, 1, 1, a_len);
- else
- {
- if (len != 0)
- {
- retval.resize (len, a_len);
- double *c = retval.fortran_vec ();
-
- F77_XFCN (dgemm, DGEMM, ("N", "N", len, a_len, 1, 1.0,
- v.data (), len, a.data (), 1, 0.0,
- c, len, 1L, 1L));
-
- if (f77_exception_encountered)
- (*current_liboctave_error_handler)
- ("unrecoverable error in dgemm");
- }
- }
-
- return retval;
- }
-
- // diagonal matrix by scalar -> matrix operations
-
- Matrix
- operator + (const DiagMatrix& a, double s)
- {
- Matrix tmp (a.rows (), a.cols (), s);
- return a + tmp;
- }
-
- Matrix
- operator - (const DiagMatrix& a, double s)
- {
- Matrix tmp (a.rows (), a.cols (), -s);
- return a + tmp;
- }
-
- // scalar by diagonal matrix -> matrix operations
-
- Matrix
- operator + (double s, const DiagMatrix& a)
- {
- Matrix tmp (a.rows (), a.cols (), s);
- return tmp + a;
- }
-
- Matrix
- operator - (double s, const DiagMatrix& a)
- {
- Matrix tmp (a.rows (), a.cols (), s);
- return tmp - a;
- }
-
- // matrix by diagonal matrix -> matrix operations
-
- Matrix
- operator + (const Matrix& m, const DiagMatrix& a)
- {
- int nr = m.rows ();
- int nc = m.cols ();
-
- int a_nr = a.rows ();
- int a_nc = a.cols ();
-
- if (nr != a_nr || nc != a_nc)
- {
- gripe_nonconformant ("operator +", nr, nc, a_nr, a_nc);
- return Matrix ();
- }
-
- if (nr == 0 || nc == 0)
- return Matrix (nr, nc);
-
- Matrix result (m);
- int a_len = a.length ();
- for (int i = 0; i < a_len; i++)
- result.elem (i, i) += a.elem (i, i);
-
- return result;
- }
-
- Matrix
- operator - (const Matrix& m, const DiagMatrix& a)
- {
- int nr = m.rows ();
- int nc = m.cols ();
-
- int a_nr = a.rows ();
- int a_nc = a.cols ();
-
- if (nr != a_nr || nc != a_nc)
- {
- gripe_nonconformant ("operator -", nr, nc, a_nr, a_nc);
- return Matrix ();
- }
-
- if (nr == 0 || nc == 0)
- return Matrix (nr, nc);
-
- Matrix result (m);
- int a_len = a.length ();
- for (int i = 0; i < a_len; i++)
- result.elem (i, i) -= a.elem (i, i);
-
- return result;
- }
-
- Matrix
- operator * (const Matrix& m, const DiagMatrix& a)
- {
- Matrix retval;
-
- int nr = m.rows ();
- int nc = m.cols ();
-
- int a_nr = a.rows ();
- int a_nc = a.cols ();
-
- if (nc != a_nr)
- gripe_nonconformant ("operator *", nr, nc, a_nr, a_nc);
- else
- {
- if (nr == 0 || nc == 0 || a_nc == 0)
- retval.resize (nr, a_nc, 0.0);
- else
- {
- retval.resize (nr, a_nc);
- double *c = retval.fortran_vec ();
-
- double *ctmp = 0;
-
- int a_len = a.length ();
-
- for (int j = 0; j < a_len; j++)
- {
- int idx = j * nr;
- ctmp = c + idx;
-
- if (a.elem (j, j) == 1.0)
- {
- for (int i = 0; i < nr; i++)
- ctmp[i] = m.elem (i, j);
- }
- else if (a.elem (j, j) == 0.0)
- {
- for (int i = 0; i < nr; i++)
- ctmp[i] = 0.0;
- }
- else
- {
- for (int i = 0; i < nr; i++)
- ctmp[i] = a.elem (j, j) * m.elem (i, j);
- }
- }
-
- if (a_nr < a_nc)
- {
- for (int i = nr * nc; i < nr * a_nc; i++)
- ctmp[i] = 0.0;
- }
- }
- }
-
- return retval;
- }
-
- // diagonal matrix by matrix -> matrix operations
-
- Matrix
- operator + (const DiagMatrix& m, const Matrix& a)
- {
- int nr = m.rows ();
- int nc = m.cols ();
-
- int a_nr = a.rows ();
- int a_nc = a.cols ();
-
- if (nr != a_nr || nc != a_nc)
- {
- gripe_nonconformant ("operator +", nr, nc, a_nr, a_nc);
- return Matrix ();
- }
-
- if (nr == 0 || nc == 0)
- return Matrix (nr, nc);
-
- Matrix result (a);
- for (int i = 0; i < m.length (); i++)
- result.elem (i, i) += m.elem (i, i);
-
- return result;
- }
-
- Matrix
- operator - (const DiagMatrix& m, const Matrix& a)
- {
- int nr = m.rows ();
- int nc = m.cols ();
-
- int a_nr = a.rows ();
- int a_nc = a.cols ();
-
- if (nr != a_nr || nc != a_nc)
- {
- gripe_nonconformant ("operator -", nr, nc, a_nr, a_nc);
- return Matrix ();
- }
-
- if (nr == 0 || nc == 0)
- return Matrix (nr, nc);
-
- Matrix result (-a);
- for (int i = 0; i < m.length (); i++)
- result.elem (i, i) += m.elem (i, i);
-
- return result;
- }
-
- Matrix
- operator * (const DiagMatrix& m, const Matrix& a)
- {
- int nr = m.rows ();
- int nc = m.cols ();
- int a_nr = a.rows ();
- int a_nc = a.cols ();
- if (nc != a_nr)
- {
- gripe_nonconformant ("operator *", nr, nc, a_nr, a_nc);
- return Matrix ();
- }
-
- if (nr == 0 || nc == 0 || a_nc == 0)
- return Matrix (nr, a_nc, 0.0);
-
- Matrix c (nr, a_nc);
-
- for (int i = 0; i < m.length (); i++)
- {
- if (m.elem (i, i) == 1.0)
- {
- for (int j = 0; j < a_nc; j++)
- c.elem (i, j) = a.elem (i, j);
- }
- else if (m.elem (i, i) == 0.0)
- {
- for (int j = 0; j < a_nc; j++)
- c.elem (i, j) = 0.0;
- }
- else
- {
- for (int j = 0; j < a_nc; j++)
- c.elem (i, j) = m.elem (i, i) * a.elem (i, j);
- }
- }
-
- if (nr > nc)
- {
- for (int j = 0; j < a_nc; j++)
- for (int i = a_nr; i < nr; i++)
- c.elem (i, j) = 0.0;
- }
-
- return c;
- }
-
- // matrix by matrix -> matrix operations
-
- Matrix
- operator * (const Matrix& m, const Matrix& a)
- {
- Matrix retval;
-
- int nr = m.rows ();
- int nc = m.cols ();
-
- int a_nr = a.rows ();
- int a_nc = a.cols ();
-
- if (nc != a_nr)
- gripe_nonconformant ("operator *", nr, nc, a_nr, a_nc);
- else
- {
- if (nr == 0 || nc == 0 || a_nc == 0)
- retval.resize (nr, a_nc, 0.0);
- else
- {
- int ld = nr;
- int lda = a_nr;
-
- retval.resize (nr, a_nc);
- double *c = retval.fortran_vec ();
-
- F77_XFCN (dgemm, DGEMM, ("N", "N", nr, a_nc, nc, 1.0,
- m.data (), ld, a.data (), lda, 0.0,
- c, nr, 1L, 1L));
-
- if (f77_exception_encountered)
- (*current_liboctave_error_handler)
- ("unrecoverable error in dgemm");
- }
- }
-
- return retval;
- }
-
- // other operations.
-
- Matrix
- Matrix::map (d_d_Mapper f) const
- {
- Matrix b (*this);
- return b.apply (f);
- }
-
- Matrix&
- Matrix::apply (d_d_Mapper f)
- {
- double *d = fortran_vec (); // Ensures only one reference to my privates!
-
- for (int i = 0; i < length (); i++)
- d[i] = f (d[i]);
-
- return *this;
- }
-
- bool
- Matrix::any_element_is_negative (void) const
- {
- int nr = rows ();
- int nc = cols ();
-
- for (int j = 0; j < nc; j++)
- for (int i = 0; i < nr; i++)
- if (elem (i, j) < 0.0)
- return true;
-
- return false;
- }
-
-
- bool
- Matrix::any_element_is_inf_or_nan (void) const
- {
- int nr = rows ();
- int nc = cols ();
-
- for (int j = 0; j < nc; j++)
- for (int i = 0; i < nr; i++)
- {
- double val = elem (i, j);
- if (xisinf (val) || xisnan (val))
- return 1;
- }
- return 0;
- }
-
- bool
- Matrix::all_elements_are_int_or_inf_or_nan (void) const
- {
- int nr = rows ();
- int nc = cols ();
-
- for (int j = 0; j < nc; j++)
- for (int i = 0; i < nr; i++)
- {
- double val = elem (i, j);
- if (xisnan (val) || D_NINT (val) == val)
- continue;
- else
- return false;
- }
-
- return true;
- }
-
- // Return nonzero if any element of M is not an integer. Also extract
- // the largest and smallest values and return them in MAX_VAL and MIN_VAL.
-
- bool
- Matrix::all_integers (double& max_val, double& min_val) const
- {
- int nr = rows ();
- int nc = cols ();
-
- if (nr > 0 && nc > 0)
- {
- max_val = elem (0, 0);
- min_val = elem (0, 0);
- }
- else
- return false;
-
- for (int j = 0; j < nc; j++)
- for (int i = 0; i < nr; i++)
- {
- double val = elem (i, j);
-
- if (val > max_val)
- max_val = val;
-
- if (val < min_val)
- min_val = val;
-
- if (D_NINT (val) != val)
- return false;
- }
-
- return true;
- }
-
- bool
- Matrix::too_large_for_float (void) const
- {
- int nr = rows ();
- int nc = cols ();
-
- for (int j = 0; j < nc; j++)
- for (int i = 0; i < nr; i++)
- {
- double val = elem (i, j);
-
- if (val > FLT_MAX || val < FLT_MIN)
- return true;
- }
-
- return false;
- }
-
- // XXX FIXME XXX Do these really belong here? They should maybe be
- // cleaned up a bit, no? What about corresponding functions for the
- // Vectors?
-
- Matrix
- Matrix::all (void) const
- {
- int nr = rows ();
- int nc = cols ();
- Matrix retval;
- if (nr > 0 && nc > 0)
- {
- if (nr == 1)
- {
- retval.resize (1, 1);
- retval.elem (0, 0) = 1.0;
- for (int j = 0; j < nc; j++)
- {
- if (elem (0, j) == 0.0)
- {
- retval.elem (0, 0) = 0.0;
- break;
- }
- }
- }
- else if (nc == 1)
- {
- retval.resize (1, 1);
- retval.elem (0, 0) = 1.0;
- for (int i = 0; i < nr; i++)
- {
- if (elem (i, 0) == 0.0)
- {
- retval.elem (0, 0) = 0.0;
- break;
- }
- }
- }
- else
- {
- retval.resize (1, nc);
- for (int j = 0; j < nc; j++)
- {
- retval.elem (0, j) = 1.0;
- for (int i = 0; i < nr; i++)
- {
- if (elem (i, j) == 0.0)
- {
- retval.elem (0, j) = 0.0;
- break;
- }
- }
- }
- }
- }
- return retval;
- }
-
- Matrix
- Matrix::any (void) const
- {
- int nr = rows ();
- int nc = cols ();
- Matrix retval;
- if (nr > 0 && nc > 0)
- {
- if (nr == 1)
- {
- retval.resize (1, 1);
- retval.elem (0, 0) = 0.0;
- for (int j = 0; j < nc; j++)
- {
- if (elem (0, j) != 0.0)
- {
- retval.elem (0, 0) = 1.0;
- break;
- }
- }
- }
- else if (nc == 1)
- {
- retval.resize (1, 1);
- retval.elem (0, 0) = 0.0;
- for (int i = 0; i < nr; i++)
- {
- if (elem (i, 0) != 0.0)
- {
- retval.elem (0, 0) = 1.0;
- break;
- }
- }
- }
- else
- {
- retval.resize (1, nc);
- for (int j = 0; j < nc; j++)
- {
- retval.elem (0, j) = 0.0;
- for (int i = 0; i < nr; i++)
- {
- if (elem (i, j) != 0.0)
- {
- retval.elem (0, j) = 1.0;
- break;
- }
- }
- }
- }
- }
- return retval;
- }
-
- Matrix
- Matrix::cumprod (void) const
- {
- Matrix retval;
-
- int nr = rows ();
- int nc = cols ();
-
- if (nr == 1)
- {
- retval.resize (1, nc);
- if (nc > 0)
- {
- double prod = elem (0, 0);
- for (int j = 0; j < nc; j++)
- {
- retval.elem (0, j) = prod;
- if (j < nc - 1)
- prod *= elem (0, j+1);
- }
- }
- }
- else if (nc == 1)
- {
- retval.resize (nr, 1);
- if (nr > 0)
- {
- double prod = elem (0, 0);
- for (int i = 0; i < nr; i++)
- {
- retval.elem (i, 0) = prod;
- if (i < nr - 1)
- prod *= elem (i+1, 0);
- }
- }
- }
- else
- {
- retval.resize (nr, nc);
- if (nr > 0 && nc > 0)
- {
- for (int j = 0; j < nc; j++)
- {
- double prod = elem (0, j);
- for (int i = 0; i < nr; i++)
- {
- retval.elem (i, j) = prod;
- if (i < nr - 1)
- prod *= elem (i+1, j);
- }
- }
- }
- }
- return retval;
- }
-
- Matrix
- Matrix::cumsum (void) const
- {
- Matrix retval;
-
- int nr = rows ();
- int nc = cols ();
-
- if (nr == 1)
- {
- retval.resize (1, nc);
- if (nc > 0)
- {
- double sum = elem (0, 0);
- for (int j = 0; j < nc; j++)
- {
- retval.elem (0, j) = sum;
- if (j < nc - 1)
- sum += elem (0, j+1);
- }
- }
- }
- else if (nc == 1)
- {
- retval.resize (nr, 1);
- if (nr > 0)
- {
- double sum = elem (0, 0);
- for (int i = 0; i < nr; i++)
- {
- retval.elem (i, 0) = sum;
- if (i < nr - 1)
- sum += elem (i+1, 0);
- }
- }
- }
- else
- {
- retval.resize (nr, nc);
- if (nr > 0 && nc > 0)
- {
- for (int j = 0; j < nc; j++)
- {
- double sum = elem (0, j);
- for (int i = 0; i < nr; i++)
- {
- retval.elem (i, j) = sum;
- if (i < nr - 1)
- sum += elem (i+1, j);
- }
- }
- }
- }
- return retval;
- }
-
- Matrix
- Matrix::prod (void) const
- {
- Matrix retval;
-
- int nr = rows ();
- int nc = cols ();
-
- if (nr == 1)
- {
- retval.resize (1, 1);
- retval.elem (0, 0) = 1.0;
- for (int j = 0; j < nc; j++)
- retval.elem (0, 0) *= elem (0, j);
- }
- else if (nc == 1)
- {
- retval.resize (1, 1);
- retval.elem (0, 0) = 1.0;
- for (int i = 0; i < nr; i++)
- retval.elem (0, 0) *= elem (i, 0);
- }
- else
- {
- if (nc == 0)
- {
- retval.resize (1, 1);
- retval.elem (0, 0) = 1.0;
- }
- else
- retval.resize (1, nc);
-
- for (int j = 0; j < nc; j++)
- {
- retval.elem (0, j) = 1.0;
- for (int i = 0; i < nr; i++)
- retval.elem (0, j) *= elem (i, j);
- }
- }
- return retval;
- }
-
- Matrix
- Matrix::sum (void) const
- {
- Matrix retval;
-
- int nr = rows ();
- int nc = cols ();
-
- if (nr == 1)
- {
- retval.resize (1, 1);
- retval.elem (0, 0) = 0.0;
- for (int j = 0; j < nc; j++)
- retval.elem (0, 0) += elem (0, j);
- }
- else if (nc == 1)
- {
- retval.resize (1, 1);
- retval.elem (0, 0) = 0.0;
- for (int i = 0; i < nr; i++)
- retval.elem (0, 0) += elem (i, 0);
- }
- else
- {
- if (nc == 0)
- {
- retval.resize (1, 1);
- retval.elem (0, 0) = 0.0;
- }
- else
- retval.resize (1, nc);
-
- for (int j = 0; j < nc; j++)
- {
- retval.elem (0, j) = 0.0;
- for (int i = 0; i < nr; i++)
- retval.elem (0, j) += elem (i, j);
- }
- }
- return retval;
- }
-
- Matrix
- Matrix::sumsq (void) const
- {
- Matrix retval;
-
- int nr = rows ();
- int nc = cols ();
-
- if (nr == 1)
- {
- retval.resize (1, 1);
- retval.elem (0, 0) = 0.0;
- for (int j = 0; j < nc; j++)
- {
- double d = elem (0, j);
- retval.elem (0, 0) += d * d;
- }
- }
- else if (nc == 1)
- {
- retval.resize (1, 1);
- retval.elem (0, 0) = 0.0;
- for (int i = 0; i < nr; i++)
- {
- double d = elem (i, 0);
- retval.elem (0, 0) += d * d;
- }
- }
- else
- {
- retval.resize (1, nc);
- for (int j = 0; j < nc; j++)
- {
- retval.elem (0, j) = 0.0;
- for (int i = 0; i < nr; i++)
- {
- double d = elem (i, j);
- retval.elem (0, j) += d * d;
- }
- }
- }
- return retval;
- }
-
- Matrix
- Matrix::abs (void) const
- {
- int nr = rows ();
- int nc = cols ();
-
- Matrix retval (nr, nc);
-
- for (int j = 0; j < nc; j++)
- for (int i = 0; i < nr; i++)
- retval (i, j) = fabs (elem (i, j));
-
- return retval;
- }
-
- ColumnVector
- Matrix::diag (void) const
- {
- return diag (0);
- }
-
- ColumnVector
- Matrix::diag (int k) const
- {
- int nnr = rows ();
- int nnc = cols ();
- if (k > 0)
- nnc -= k;
- else if (k < 0)
- nnr += k;
-
- ColumnVector d;
-
- if (nnr > 0 && nnc > 0)
- {
- int ndiag = (nnr < nnc) ? nnr : nnc;
-
- d.resize (ndiag);
-
- if (k > 0)
- {
- for (int i = 0; i < ndiag; i++)
- d.elem (i) = elem (i, i+k);
- }
- else if ( k < 0)
- {
- for (int i = 0; i < ndiag; i++)
- d.elem (i) = elem (i-k, i);
- }
- else
- {
- for (int i = 0; i < ndiag; i++)
- d.elem (i) = elem (i, i);
- }
- }
- else
- cerr << "diag: requested diagonal out of range\n";
-
- return d;
- }
-
- ColumnVector
- Matrix::row_min (void) const
- {
- Array<int> index;
- return row_min (index);
- }
-
- ColumnVector
- Matrix::row_min (Array<int>& index) const
- {
- ColumnVector result;
-
- int nr = rows ();
- int nc = cols ();
-
- if (nr > 0 && nc > 0)
- {
- result.resize (nr);
- index.resize (nr);
-
- for (int i = 0; i < nr; i++)
- {
- int idx = 0;
-
- double tmp_min = elem (i, idx);
-
- if (xisnan (tmp_min))
- idx = -1;
- else
- {
- for (int j = 1; j < nc; j++)
- {
- double tmp = elem (i, j);
-
- if (xisnan (tmp))
- {
- idx = -1;
- break;
- }
- else if (tmp < tmp_min)
- {
- idx = j;
- tmp_min = tmp;
- }
- }
- }
-
- result.elem (i) = (idx < 0) ? octave_NaN : tmp_min;
- index.elem (i) = idx;
- }
- }
-
- return result;
- }
-
- ColumnVector
- Matrix::row_max (void) const
- {
- Array<int> index;
- return row_max (index);
- }
-
- ColumnVector
- Matrix::row_max (Array<int>& index) const
- {
- ColumnVector result;
-
- int nr = rows ();
- int nc = cols ();
-
- if (nr > 0 && nc > 0)
- {
- result.resize (nr);
- index.resize (nr);
-
- for (int i = 0; i < nr; i++)
- {
- int idx = 0;
-
- double tmp_max = elem (i, idx);
-
- if (xisnan (tmp_max))
- idx = -1;
- else
- {
- for (int j = 1; j < nc; j++)
- {
- double tmp = elem (i, j);
-
- if (xisnan (tmp))
- {
- idx = -1;
- break;
- }
- else if (tmp > tmp_max)
- {
- idx = j;
- tmp_max = tmp;
- }
- }
- }
-
- result.elem (i) = (idx < 0) ? octave_NaN : tmp_max;
- index.elem (i) = idx;
- }
- }
-
- return result;
- }
-
- RowVector
- Matrix::column_min (void) const
- {
- Array<int> index;
- return column_min (index);
- }
-
- RowVector
- Matrix::column_min (Array<int>& index) const
- {
- RowVector result;
-
- int nr = rows ();
- int nc = cols ();
-
- if (nr > 0 && nc > 0)
- {
- result.resize (nc);
- index.resize (nc);
-
- for (int j = 0; j < nc; j++)
- {
- int idx = 0;
-
- double tmp_min = elem (idx, j);
-
- if (xisnan (tmp_min))
- idx = -1;
- else
- {
- for (int i = 1; i < nr; i++)
- {
- double tmp = elem (i, j);
-
- if (xisnan (tmp))
- {
- idx = -1;
- break;
- }
- else if (tmp < tmp_min)
- {
- idx = i;
- tmp_min = tmp;
- }
- }
- }
-
- result.elem (j) = (idx < 0) ? octave_NaN : tmp_min;
- index.elem (j) = idx;
- }
- }
-
- return result;
- }
-
- RowVector
- Matrix::column_max (void) const
- {
- Array<int> index;
- return column_max (index);
- }
-
- RowVector
- Matrix::column_max (Array<int>& index) const
- {
- RowVector result;
-
- int nr = rows ();
- int nc = cols ();
-
- if (nr > 0 && nc > 0)
- {
- result.resize (nc);
- index.resize (nc);
-
- for (int j = 0; j < nc; j++)
- {
- int idx = 0;
-
- double tmp_max = elem (idx, j);
-
- if (xisnan (tmp_max))
- idx = -1;
- else
- {
- for (int i = 1; i < nr; i++)
- {
- double tmp = elem (i, j);
-
- if (xisnan (tmp))
- {
- idx = -1;
- break;
- }
- else if (tmp > tmp_max)
- {
- idx = i;
- tmp_max = tmp;
- }
- }
- }
-
- result.elem (j) = (idx < 0) ? octave_NaN : tmp_max;
- index.elem (j) = idx;
- }
- }
-
- return result;
- }
-
- ostream&
- operator << (ostream& os, const Matrix& a)
- {
- // int field_width = os.precision () + 7;
-
- for (int i = 0; i < a.rows (); i++)
- {
- for (int j = 0; j < a.cols (); j++)
- os << " " /* setw (field_width) */ << a.elem (i, j);
- os << "\n";
- }
- return os;
- }
-
- istream&
- operator >> (istream& is, Matrix& a)
- {
- int nr = a.rows ();
- int nc = a.cols ();
-
- if (nr < 1 || nc < 1)
- is.clear (ios::badbit);
- else
- {
- double tmp;
- for (int i = 0; i < nr; i++)
- for (int j = 0; j < nc; j++)
- {
- is >> tmp;
- if (is)
- a.elem (i, j) = tmp;
- else
- goto done;
- }
- }
-
- done:
-
- return is;
- }
-
- template <class T>
- static void
- read_int (istream& is, bool swap_bytes, T& val)
- {
- is.read ((char *) &val, sizeof (T));
-
- if (swap_bytes)
- {
- switch (sizeof (T))
- {
- case 1:
- break;
-
- case 2:
- swap_2_bytes ((char *) &val);
- break;
-
- case 4:
- swap_4_bytes ((char *) &val);
- break;
-
- case 8:
- swap_8_bytes ((char *) &val);
- break;
-
- default:
- (*current_liboctave_error_handler)
- ("read_int: unrecognized data format!");
- }
- }
- }
-
- template void read_int (istream&, bool, char&);
- template void read_int (istream&, bool, signed char&);
- template void read_int (istream&, bool, unsigned char&);
- template void read_int (istream&, bool, short&);
- template void read_int (istream&, bool, unsigned short&);
- template void read_int (istream&, bool, int&);
- template void read_int (istream&, bool, unsigned int&);
- template void read_int (istream&, bool, long&);
- template void read_int (istream&, bool, unsigned long&);
-
- static inline bool
- do_read (istream& is, oct_data_conv::data_type dt,
- oct_mach_info::float_format flt_fmt, bool swap_bytes,
- bool do_float_conversion, double& val)
- {
- bool retval = true;
-
- switch (dt)
- {
- case oct_data_conv::dt_char:
- {
- char tmp;
- read_int (is, swap_bytes, tmp);
- val = tmp;
- }
- break;
-
- case oct_data_conv::dt_schar:
- {
- signed char tmp;
- read_int (is, swap_bytes, tmp);
- val = tmp;
- }
- break;
-
- case oct_data_conv::dt_uchar:
- {
- unsigned char tmp;
- read_int (is, swap_bytes, tmp);
- val = tmp;
- }
- break;
-
- case oct_data_conv::dt_short:
- {
- short tmp;
- read_int (is, swap_bytes, tmp);
- val = tmp;
- }
- break;
-
- case oct_data_conv::dt_ushort:
- {
- unsigned short tmp;
- read_int (is, swap_bytes, tmp);
- val = tmp;
- }
- break;
-
- case oct_data_conv::dt_int:
- {
- int tmp;
- read_int (is, swap_bytes, tmp);
- val = tmp;
- }
- break;
-
- case oct_data_conv::dt_uint:
- {
- unsigned int tmp;
- read_int (is, swap_bytes, tmp);
- val = tmp;
- }
- break;
-
- case oct_data_conv::dt_long:
- {
- long tmp;
- read_int (is, swap_bytes, tmp);
- val = tmp;
- }
- break;
-
- case oct_data_conv::dt_ulong:
- {
- unsigned long tmp;
- read_int (is, swap_bytes, tmp);
- val = tmp;
- }
- break;
-
- case oct_data_conv::dt_float:
- {
- float f;
-
- is.read ((char *) &f, sizeof (float));
-
- if (do_float_conversion)
- do_float_format_conversion (&f, 1, flt_fmt);
-
- val = f;
- }
- break;
-
- case oct_data_conv::dt_double:
- {
- is.read ((char *) &val, sizeof (double));
-
- if (do_float_conversion)
- do_double_format_conversion (&val, 1, flt_fmt);
- }
- break;
-
- default:
- retval = false;
- (*current_liboctave_error_handler)
- ("read: invalid type specification");
- break;
- }
-
- return retval;
- }
-
- int
- Matrix::read (istream& is, int nr, int nc,
- oct_data_conv::data_type dt, int skip,
- oct_mach_info::float_format flt_fmt)
- {
- int retval = -1;
-
- bool ok = true;
-
- int count = 0;
-
- double *data = 0;
- int max_size = 0;
-
- int final_nr = 0;
- int final_nc = 0;
-
- if (nr > 0)
- {
- if (nc > 0)
- {
- resize (nr, nc, 0.0);
- data = fortran_vec ();
- max_size = nr * nc;
- }
- else
- {
- resize (nr, 32, 0.0);
- data = fortran_vec ();
- max_size = nr * 32;
- }
- }
- else
- {
- resize (32, 1, 0.0);
- data = fortran_vec ();
- max_size = 32;
- }
-
- oct_mach_info::float_format native_flt_fmt
- = oct_mach_info::float_format ();
-
- bool do_float_conversion = (flt_fmt != native_flt_fmt);
-
- // XXX FIXME XXX -- byte order for Cray?
-
- bool swap_bytes = false;
-
- if (oct_mach_info::words_big_endian ())
- swap_bytes = (flt_fmt == oct_mach_info::ieee_little_endian
- || flt_fmt == oct_mach_info::vax_g
- || flt_fmt == oct_mach_info::vax_g);
- else
- swap_bytes = (flt_fmt == oct_mach_info::ieee_big_endian);
-
- for (;;)
- {
- // XXX FIXME XXX -- maybe there should be a special case for
- // skip == 0.
-
- if (is)
- {
- if (nr > 0 && nc > 0 && count == max_size)
- {
- final_nr = nr;
- final_nc = nc;
-
- break;
- }
-
- if (skip != 0)
- is.seekg (skip, ios::cur);
-
- if (is)
- {
- double tmp = 0.0;
-
- ok = do_read (is, dt, flt_fmt, swap_bytes,
- do_float_conversion, tmp);
-
- if (ok)
- {
- if (is)
- {
- if (count == max_size)
- {
- max_size *= 2;
-
- if (nr > 0)
- resize (nr, max_size / nr, 0.0);
- else
- resize (max_size, 1, 0.0);
-
- data = fortran_vec ();
- }
-
- data[count++] = tmp;
- }
- else
- {
- if (is.eof ())
- {
- if (nr > 0)
- {
- if (count > nr)
- {
- final_nr = nr;
- final_nc = (count - 1) / nr + 1;
- }
- else
- {
- final_nr = count;
- final_nc = 1;
- }
- }
- else
- {
- final_nr = count;
- final_nc = 1;
- }
- }
-
- break;
- }
- }
- else
- break;
- }
- else
- {
- ok = false;
- break;
- }
- }
- else
- {
- ok = false;
- break;
- }
- }
-
- if (ok)
- {
- resize (final_nr, final_nc, 0.0);
-
- retval = count;
- }
-
- return retval;
- }
-
- template <class T>
- static void
- write_int (ostream& os, bool swap_bytes, T val)
- {
- if (swap_bytes)
- {
- switch (sizeof (T))
- {
- case 1:
- break;
-
- case 2:
- swap_2_bytes ((char *) &val);
- break;
-
- case 4:
- swap_4_bytes ((char *) &val);
- break;
-
- case 8:
- swap_8_bytes ((char *) &val);
- break;
-
- default:
- (*current_liboctave_error_handler)
- ("write_int: unrecognized data format!");
- }
- }
-
- os.write ((char *) &val, sizeof (T));
- }
-
- template void write_int (ostream&, bool, char);
- template void write_int (ostream&, bool, signed char);
- template void write_int (ostream&, bool, unsigned char);
- template void write_int (ostream&, bool, short);
- template void write_int (ostream&, bool, unsigned short);
- template void write_int (ostream&, bool, int);
- template void write_int (ostream&, bool, unsigned int);
- template void write_int (ostream&, bool, long);
- template void write_int (ostream&, bool, unsigned long);
-
- static inline bool
- do_write (ostream& os, double d, oct_data_conv::data_type dt,
- oct_mach_info::float_format flt_fmt, bool swap_bytes,
- bool do_float_conversion)
- {
- bool retval = true;
-
- switch (dt)
- {
- case oct_data_conv::dt_char:
- write_int (os, swap_bytes, (char) d);
- break;
-
- case oct_data_conv::dt_schar:
- write_int (os, swap_bytes, (signed char) d);
- break;
-
- case oct_data_conv::dt_uchar:
- write_int (os, swap_bytes, (unsigned char) d);
- break;
-
- case oct_data_conv::dt_short:
- write_int (os, swap_bytes, (short) d);
- break;
-
- case oct_data_conv::dt_ushort:
- write_int (os, swap_bytes, (unsigned short) d);
- break;
-
- case oct_data_conv::dt_int:
- write_int (os, swap_bytes, (int) d);
- break;
-
- case oct_data_conv::dt_uint:
- write_int (os, swap_bytes, (unsigned int) d);
- break;
-
- case oct_data_conv::dt_long:
- write_int (os, swap_bytes, (long) d);
- break;
-
- case oct_data_conv::dt_ulong:
- write_int (os, swap_bytes, (unsigned long) d);
- break;
-
- case oct_data_conv::dt_float:
- {
- float f = (float) d;
-
- if (do_float_conversion)
- do_float_format_conversion (&f, 1, flt_fmt);
-
- os.write ((char *) &f, sizeof (float));
- }
- break;
-
- case oct_data_conv::dt_double:
- {
- if (do_float_conversion)
- do_double_format_conversion (&d, 1, flt_fmt);
-
- os.write ((char *) &d, sizeof (double));
- }
- break;
-
- default:
- retval = false;
- (*current_liboctave_error_handler)
- ("write: invalid type specification");
- break;
- }
-
- return retval;
- }
-
- int
- Matrix::write (ostream& os, oct_data_conv::data_type dt, int skip,
- oct_mach_info::float_format flt_fmt)
- {
- int retval = -1;
-
- bool ok = true;
-
- int count = 0;
-
- const double *d = data ();
-
- int n = length ();
-
- oct_mach_info::float_format native_flt_fmt
- = oct_mach_info::float_format ();
-
- bool do_float_conversion = (flt_fmt != native_flt_fmt);
-
- // XXX FIXME XXX -- byte order for Cray?
-
- bool swap_bytes = false;
-
- if (oct_mach_info::words_big_endian ())
- swap_bytes = (flt_fmt == oct_mach_info::ieee_little_endian
- || flt_fmt == oct_mach_info::vax_g
- || flt_fmt == oct_mach_info::vax_g);
- else
- swap_bytes = (flt_fmt == oct_mach_info::ieee_big_endian);
-
- for (int i = 0; i < n; i++)
- {
- if (os)
- {
- if (skip != 0)
- os.seekp (skip, ios::cur);
-
- if (os)
- {
- ok = do_write (os, d[i], dt, flt_fmt, swap_bytes,
- do_float_conversion);
-
- if (os && ok)
- count++;
- else
- break;
- }
- else
- {
- ok = false;
- break;
- }
- }
- else
- {
- ok = false;
- break;
- }
- }
-
- if (ok)
- retval = count;
-
- return retval;
- }
-
-
-
- Matrix
- Givens (double x, double y)
- {
- double cc, s, temp_r;
-
- F77_FCN (dlartg, DLARTG) (x, y, cc, s, temp_r);
-
- Matrix g (2, 2);
-
- g.elem (0, 0) = cc;
- g.elem (1, 1) = cc;
- g.elem (0, 1) = s;
- g.elem (1, 0) = -s;
-
- return g;
- }
-
- Matrix
- Sylvester (const Matrix& a, const Matrix& b, const Matrix& c)
- {
- Matrix retval;
-
- // XXX FIXME XXX -- need to check that a, b, and c are all the same
- // size.
-
- // Compute Schur decompositions.
-
- SCHUR as (a, "U");
- SCHUR bs (b, "U");
-
- // Transform c to new coordinates.
-
- Matrix ua = as.unitary_matrix ();
- Matrix sch_a = as.schur_matrix ();
-
- Matrix ub = bs.unitary_matrix ();
- Matrix sch_b = bs.schur_matrix ();
-
- Matrix cx = ua.transpose () * c * ub;
-
- // Solve the sylvester equation, back-transform, and return the
- // solution.
-
- int a_nr = a.rows ();
- int b_nr = b.rows ();
-
- double scale;
- int info;
-
- double *pa = sch_a.fortran_vec ();
- double *pb = sch_b.fortran_vec ();
- double *px = cx.fortran_vec ();
-
- F77_XFCN (dtrsyl, DTRSYL, ("N", "N", 1, a_nr, b_nr, pa, a_nr, pb,
- b_nr, px, a_nr, scale, info, 1L, 1L));
-
-
- if (f77_exception_encountered)
- (*current_liboctave_error_handler) ("unrecoverable error in dtrsyl");
- else
- {
- // XXX FIXME XXX -- check info?
-
- retval = -ua*cx*ub.transpose ();
- }
-
- return retval;
- }
-
- ComplexColumnVector
- Qzval (const Matrix& a, const Matrix& b)
- {
- ComplexColumnVector retval;
-
- int a_nr = a.rows();
- int a_nc = a.cols();
-
- int b_nr = b.rows();
- int b_nc = b.cols();
-
- if (a_nr == a_nc)
- {
- if (a_nr == b_nr && a_nc == b_nc)
- {
- if (a_nr != 0)
- {
- Matrix jnk (a_nr, a_nr, 0.0);
- double *pjnk = jnk.fortran_vec ();
-
- ColumnVector alfr (a_nr);
- double *palfr = alfr.fortran_vec ();
-
- ColumnVector alfi (a_nr);
- double *palfi = alfi.fortran_vec ();
-
- ColumnVector beta (a_nr);
- double *pbeta = beta.fortran_vec ();
-
- Matrix atmp = a;
- double *pa = atmp.fortran_vec ();
-
- Matrix btmp = b;
- double *pb = btmp.fortran_vec ();
-
- long matz = 0;
- int info;
-
- // XXX FIXME ??? XXX
- double eps = DBL_EPSILON;
-
- F77_FCN (qzhes, QZHES) (a_nr, a_nr, pa, pb, matz, pjnk);
-
- F77_FCN (qzit, QZIT) (a_nr, a_nr, pa, pb, eps, matz, pjnk, info);
-
- if (! info)
- {
- F77_FCN (qzval, QZVAL) (a_nr, a_nr, pa, pb, palfr,
- palfi, pbeta, matz, pjnk);
-
- // Count and extract finite generalized eigenvalues.
-
- int cnt = 0;
-
- for (int i = 0; i < a_nr; i++)
- if (beta(i) != 0)
- cnt++;
-
- ComplexColumnVector cx (cnt);
-
- cnt = 0;
-
- for (int i = 0; i < a_nr; i++)
- {
- if (beta(i) != 0)
- {
- // Finite generalized eigenvalue.
-
- cx(cnt++) = Complex (alfr(i), alfi(i)) / beta(i);
- }
- }
-
- retval = cx;
- }
- else
- (*current_liboctave_error_handler)
- ("qzval: trouble in qzit, info = %d", info);
- }
- }
- else
- gripe_nonconformant ("qzval", a_nr, a_nc, b_nr, b_nc);
- }
- else
- (*current_liboctave_error_handler) ("qzval: square matrices required");
-
- return retval;
- }
-
- /*
- ;;; Local Variables: ***
- ;;; mode: C++ ***
- ;;; End: ***
- */
-