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Correction in eigenvector matrices build up algorithm

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metric-space 2022-02-12 02:26:46 -05:00 committed by Saurabh
parent 2e35cd6aa7
commit f6c35b34ec
1 changed files with 7 additions and 21 deletions
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28
nalgebra-lapack/src/generalized_eigenvalues.rs
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@ -220,12 +220,13 @@ where
let mut c = 0; let mut c = 0;
let epsilon = T::RealField::default_epsilon();
while c < n { while c < n {
if eigenvalues[c].im.abs() > T::RealField::default_epsilon() && c + 1 < n && { if eigenvalues[c].im.abs() > epsilon && c + 1 < n && {
let e_conj = eigenvalues[c].conj(); let e_conj = eigenvalues[c].conj();
let e = eigenvalues[c + 1]; let e = eigenvalues[c + 1];
((e_conj.re - e.re).abs() < T::RealField::default_epsilon()) (&e_conj.re).ulps_eq(&e.re, epsilon, 6) && (&e_conj.im).ulps_eq(&e.im, epsilon, 6)
&& ((e_conj.im - e.im).abs() < T::RealField::default_epsilon())
} { } {
// taking care of the left eigenvector matrix // taking care of the left eigenvector matrix
l.column_mut(c).zip_apply(&self.vsl.column(c + 1), |r, i| { l.column_mut(c).zip_apply(&self.vsl.column(c + 1), |r, i| {
@ -255,7 +256,7 @@ where
/// computes the generalized eigenvalues i.e values of lambda that satisfy the following equation /// computes the generalized eigenvalues i.e values of lambda that satisfy the following equation
/// determinant(A - lambda* B) = 0 /// determinant(A - lambda* B) = 0
#[must_use] #[must_use]
fn eigenvalues(&self) -> OVector<Complex<T>, D> pub fn eigenvalues(&self) -> OVector<Complex<T>, D>
where where
DefaultAllocator: Allocator<Complex<T>, D>, DefaultAllocator: Allocator<Complex<T>, D>,
{ {
@ -265,23 +266,8 @@ where
out[i] = if self.beta[i].clone().abs() < T::RealField::default_epsilon() { out[i] = if self.beta[i].clone().abs() < T::RealField::default_epsilon() {
Complex::zero() Complex::zero()
} else { } else {
let mut cr = self.alphar[i].clone(); Complex::new(self.alphar[i].clone(), self.alphai[i].clone())
let mut ci = self.alphai[i].clone(); * (Complex::new(self.beta[i].clone(), T::RealField::zero()).inv())
let b = self.beta[i].clone();
if cr.clone().abs() < T::RealField::default_epsilon() {
cr = T::RealField::zero()
} else {
cr = cr / b.clone()
};
if ci.clone().abs() < T::RealField::default_epsilon() {
ci = T::RealField::zero()
} else {
ci = ci / b
};
Complex::new(cr, ci)
} }
} }