enabled complex eigenvalues for lapack
This commit is contained in:
Marc Haubenstock
parent
b656faa233
commit
9f8cfa207a
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@ -69,8 +69,8 @@ where
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"Unable to compute the eigenvalue decomposition of a non-square matrix."
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);
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let ljob = if left_eigenvectors { b'V' } else { b'T' };
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let rjob = if eigenvectors { b'V' } else { b'T' };
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let ljob = if left_eigenvectors { b'V' } else { b'N' };
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let rjob = if eigenvectors { b'V' } else { b'N' };
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let (nrows, ncols) = m.shape_generic();
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let n = nrows.value();
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@ -232,22 +232,27 @@ where
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/// The complex eigenvalues of the given matrix.
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///
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/// Panics if the eigenvalue computation does not converge.
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pub fn complex_eigenvalues(mut m: OMatrix<T, D, D>) -> OVector<Complex<T>, D>
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pub fn complex_eigenvalues(mut m: OMatrix<T, D, D>, left_eigenvectors: bool, eigenvectors: bool)
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-> (OVector<Complex<T>, D>, Option<OMatrix<T, D, D>>, Option<OMatrix<T, D, D>>)
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where
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DefaultAllocator: Allocator<Complex<T>, D>,
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DefaultAllocator: Allocator<Complex<T>, D> + Allocator<Complex<T>, D, D>,
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{
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assert!(
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m.is_square(),
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"Unable to compute the eigenvalue decomposition of a non-square matrix."
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);
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let nrows = m.shape_generic().0;
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let ljob = if left_eigenvectors { b'V' } else { b'N' };
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let rjob = if eigenvectors { b'V' } else { b'N' };
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let (nrows, ncols) = m.shape_generic();
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let n = nrows.value();
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let lda = n as i32;
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// TODO: avoid the initialization?
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let mut wr = Matrix::zeros_generic(nrows, Const::<1>);
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// TODO: Tap into the workspace.
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let mut wi = Matrix::zeros_generic(nrows, Const::<1>);
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let mut info = 0;
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@ -255,8 +260,8 @@ where
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let mut placeholder2 = [T::zero()];
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let lwork = T::xgeev_work_size(
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b'T',
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b'T',
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ljob,
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rjob,
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n as i32,
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m.as_mut_slice(),
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lda,
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@ -273,31 +278,127 @@ where
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let mut work = vec![T::zero(); lwork as usize];
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T::xgeev(
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b'T',
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b'T',
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n as i32,
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m.as_mut_slice(),
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lda,
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wr.as_mut_slice(),
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wi.as_mut_slice(),
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&mut placeholder1,
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1 as i32,
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&mut placeholder2,
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1 as i32,
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&mut work,
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lwork,
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&mut info,
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);
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lapack_panic!(info);
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match (left_eigenvectors, eigenvectors) {
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(true, true) => {
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// TODO: avoid the initializations?
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let mut vl = Matrix::zeros_generic(nrows, ncols);
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let mut vr = Matrix::zeros_generic(nrows, ncols);
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let mut res = Matrix::zeros_generic(nrows, Const::<1>);
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T::xgeev(
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ljob,
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rjob,
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n as i32,
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m.as_mut_slice(),
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lda,
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wr.as_mut_slice(),
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wi.as_mut_slice(),
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&mut vl.as_mut_slice(),
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n as i32,
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&mut vr.as_mut_slice(),
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n as i32,
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&mut work,
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lwork,
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&mut info,
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);
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lapack_panic!(info);
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for i in 0..res.len() {
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res[i] = Complex::new(wr[i].clone(), wi[i].clone());
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let mut res = Matrix::zeros_generic(nrows, Const::<1>);
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for i in 0..res.len() {
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res[i] = Complex::new(wr[i].clone(), wi[i].clone());
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}
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return (res, Some(vl), Some(vr))
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}
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(true, false) => {
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// TODO: avoid the initialization?
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let mut vl = Matrix::zeros_generic(nrows, ncols);
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T::xgeev(
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ljob,
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rjob,
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n as i32,
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m.as_mut_slice(),
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lda,
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wr.as_mut_slice(),
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wi.as_mut_slice(),
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&mut vl.as_mut_slice(),
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n as i32,
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&mut placeholder2,
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1 as i32,
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&mut work,
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lwork,
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&mut info,
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);
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lapack_panic!(info);
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let mut res = Matrix::zeros_generic(nrows, Const::<1>);
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for i in 0..res.len() {
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res[i] = Complex::new(wr[i].clone(), wi[i].clone());
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}
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return (res, Some(vl), None)
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}
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(false, true) => {
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// TODO: avoid the initialization?
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let mut vr = Matrix::zeros_generic(nrows, ncols);
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T::xgeev(
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ljob,
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rjob,
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n as i32,
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m.as_mut_slice(),
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lda,
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wr.as_mut_slice(),
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wi.as_mut_slice(),
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&mut placeholder1,
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1 as i32,
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&mut vr.as_mut_slice(),
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n as i32,
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&mut work,
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lwork,
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&mut info,
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);
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lapack_panic!(info);
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let mut res = Matrix::zeros_generic(nrows, Const::<1>);
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for i in 0..res.len() {
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res[i] = Complex::new(wr[i].clone(), wi[i].clone());
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}
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return (res, None, Some(vr))
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}
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(false, false) => {
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T::xgeev(
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ljob,
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rjob,
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n as i32,
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m.as_mut_slice(),
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lda,
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wr.as_mut_slice(),
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wi.as_mut_slice(),
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&mut placeholder1,
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1 as i32,
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&mut placeholder2,
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1 as i32,
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&mut work,
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lwork,
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&mut info,
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);
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lapack_panic!(info);
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let mut res = Matrix::zeros_generic(nrows, Const::<1>);
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for i in 0..res.len() {
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res[i] = Complex::new(wr[i].clone(), wi[i].clone());
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}
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return (res, None, None)
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}
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}
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res
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}
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/// The determinant of the decomposed matrix.
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