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f-qzval.cc
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1996-09-28
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// f-qzval.cc -*- C++ -*-
/*
Copyright (C) 1993, 1994, 1995 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, 675 Mass Ave, Cambridge, MA 02139, USA.
*/
// Written by A. S. Hodel <scotte@eng.auburn.edu>
#ifdef HAVE_CONFIG_H
#include "config.h"
#endif
#include <float.h>
#include "dMatrix.h"
#include "dColVector.h"
#include "CColVector.h"
#include "f77-uscore.h"
#include "tree-const.h"
#include "user-prefs.h"
#include "gripes.h"
#include "error.h"
#include "utils.h"
#include "help.h"
#include "defun-dld.h"
extern "C"
{
int F77_FCN (qzhes) (const int*, const int*, double*, double*, const
long*, double*);
int F77_FCN (qzit) (const int*, const int*, double*, double*, const
double*, const long*, double*, int*);
int F77_FCN (qzval) (const int*, const int*, double*, double*,
double*, double*, double*, const long*, double*);
}
DEFUN_DLD_BUILTIN ("qzval", Fqzval, Sqzval, 3, 1,
"X = qzval (A, B)\n\
\n\
compute generalized eigenvalues of the matrix pencil (A - lambda B).\n\
A and B must be real matrices.")
{
Octave_object retval;
int nargin = args.length ();
if (nargin != 2 || nargout > 1)
{
print_usage ("qzval");
return retval;
}
tree_constant arg_a = args(0);
tree_constant arg_b = args(1);
int a_nr = arg_a.rows();
int a_nc = arg_a.columns();
int b_nr = arg_b.rows();
int b_nc = arg_b.columns();
int arg_a_is_empty = empty_arg ("qzval", a_nr, a_nc);
int arg_b_is_empty = empty_arg ("qzval", b_nr, b_nc);
if (arg_a_is_empty > 0 && arg_b_is_empty > 0)
return Matrix ();
else if (arg_a_is_empty || arg_b_is_empty)
return retval;
// Arguments are not empty, so check for correct dimensions.
if (a_nr != a_nc || b_nr != b_nc)
{
gripe_square_matrix_required ("qzval: first two parameters:");
return retval;
}
if (a_nr != b_nr)
{
gripe_nonconformant ();
return retval;
}
// Dimensions look o.k., let's solve the problem.
if (arg_a.is_complex_type () || arg_b.is_complex_type ())
{
error ("qzval: cannot yet do complex matrix arguments\n");
return retval;
}
// Do everything in real arithmetic.
Matrix jnk (a_nr, a_nr, 0.0);
ColumnVector alfr (a_nr);
ColumnVector alfi (a_nr);
ColumnVector beta (a_nr);
long matz = 0;
int info;
// XXX FIXME ??? XXX
double eps = DBL_EPSILON;
Matrix ca = arg_a.matrix_value ();
if (error_state)
return retval;
Matrix cb = arg_b.matrix_value ();
if (error_state)
return retval;
// Use EISPACK qz functions.
F77_FCN (qzhes) (&a_nr, &a_nr, ca.fortran_vec (),
cb.fortran_vec (), &matz, jnk.fortran_vec ());
F77_FCN (qzit) (&a_nr, &a_nr, ca.fortran_vec (),
cb.fortran_vec (), &eps, &matz,
jnk.fortran_vec (), &info);
if (info)
error ("qzval: trouble in qzit, info = %d", info);
F77_FCN (qzval) (&a_nr, &a_nr, ca.fortran_vec (),
cb.fortran_vec (), alfr.fortran_vec (),
alfi.fortran_vec (), beta.fortran_vec (),
&matz, jnk.fortran_vec ());
// Count and extract finite generalized eigenvalues.
int i;
int cnt = 0;
Complex Im (0, 1);
for (i = 0; i < a_nr; i++)
if (beta (i) != 0)
cnt++;
ComplexColumnVector cx (cnt, 0.0);
for (i = 0; i < a_nr; i++)
{
if (beta (i) != 0)
{
// Finite generalized eigenvalue.
cnt--;
cx (cnt) = (alfr (i) + Im * alfi (i)) / beta (i);
}
}
retval = cx;
return retval;
}
/*
;;; Local Variables: ***
;;; mode: C++ ***
;;; page-delimiter: "^/\\*" ***
;;; End: ***
*/