use num::Zero; use num_complex::Complex; use alga::general::Real; use ::ComplexHelper; use na::{Scalar, DefaultAllocator, Matrix, VectorN, MatrixN}; use na::dimension::{Dim, U1}; use na::storage::Storage; use na::allocator::Allocator; use lapack::fortran as interface; /// Eigendecomposition of a real square matrix with real eigenvalues. pub struct RealSchur where DefaultAllocator: Allocator + Allocator { re: VectorN, im: VectorN, t: MatrixN, q: MatrixN } impl RealSchur where DefaultAllocator: Allocator + Allocator { /// Computes the eigenvalues and real Schur foorm of the matrix `m`. /// /// Panics if the method did not converge. pub fn new(m: MatrixN) -> Self { Self::try_new(m).expect("RealSchur decomposition: convergence failed.") } /// Computes the eigenvalues and real Schur foorm of the matrix `m`. /// /// Returns `None` if the method did not converge. pub fn try_new(mut m: MatrixN) -> Option { assert!(m.is_square(), "Unable to compute the eigenvalue decomposition of a non-square matrix."); let (nrows, ncols) = m.data.shape(); let n = nrows.value(); let lda = n as i32; let mut info = 0; let mut wr = unsafe { Matrix::new_uninitialized_generic(nrows, U1) }; let mut wi = unsafe { Matrix::new_uninitialized_generic(nrows, U1) }; let mut q = unsafe { Matrix::new_uninitialized_generic(nrows, ncols) }; // Placeholders: let mut bwork = [ 0i32 ]; let mut unused = 0; let lwork = N::xgees_work_size(b'V', b'N', n as i32, m.as_mut_slice(), lda, &mut unused, wr.as_mut_slice(), wi.as_mut_slice(), q.as_mut_slice(), n as i32, &mut bwork, &mut info); lapack_check!(info); let mut work = unsafe { ::uninitialized_vec(lwork as usize) }; N::xgees(b'V', b'N', n as i32, m.as_mut_slice(), lda, &mut unused, wr.as_mut_slice(), wi.as_mut_slice(), q.as_mut_slice(), n as i32, &mut work, lwork, &mut bwork, &mut info); lapack_check!(info); Some(RealSchur { re: wr, im: wi, t: m, q: q }) } /// Retrieves the unitary matrix `Q` and the upper-quasitriangular matrix `T` such that the /// decomposed matrix equals `Q * T * Q.transpose()`. pub fn unpack(self) -> (MatrixN, MatrixN) { (self.q, self.t) } /// Computes the real eigenvalues of the decomposed matrix. /// /// Return `None` if some eigenvalues are complex. pub fn eigenvalues(&self) -> Option> { if self.im.iter().all(|e| e.is_zero()) { Some(self.re.clone()) } else { None } } /// Computes the complex eigenvalues of the decomposed matrix. pub fn complex_eigenvalues(&self) -> VectorN, D> where DefaultAllocator: Allocator, D> { let mut out = unsafe { VectorN::new_uninitialized_generic(self.t.data.shape().0, U1) }; for i in 0 .. out.len() { out[i] = Complex::new(self.re[i], self.im[i]) } out } } /* * * Lapack functions dispatch. * */ pub trait EigenScalar: Scalar { fn xgees(jobvs: u8, sort: u8, // select: ??? n: i32, a: &mut [Self], lda: i32, sdim: &mut i32, wr: &mut [Self], wi: &mut [Self], vs: &mut [Self], ldvs: i32, work: &mut [Self], lwork: i32, bwork: &mut [i32], info: &mut i32); fn xgees_work_size(jobvs: u8, sort: u8, // select: ??? n: i32, a: &mut [Self], lda: i32, sdim: &mut i32, wr: &mut [Self], wi: &mut [Self], vs: &mut [Self], ldvs: i32, bwork: &mut [i32], info: &mut i32) -> i32; } macro_rules! real_eigensystem_scalar_impl ( ($N: ty, $xgees: path) => ( impl EigenScalar for $N { #[inline] fn xgees(jobvs: u8, sort: u8, // select: ??? n: i32, a: &mut [$N], lda: i32, sdim: &mut i32, wr: &mut [$N], wi: &mut [$N], vs: &mut [$N], ldvs: i32, work: &mut [$N], lwork: i32, bwork: &mut [i32], info: &mut i32) { $xgees(jobvs, sort, None, n, a, lda, sdim, wr, wi, vs, ldvs, work, lwork, bwork, info); } #[inline] fn xgees_work_size(jobvs: u8, sort: u8, // select: ??? n: i32, a: &mut [$N], lda: i32, sdim: &mut i32, wr: &mut [$N], wi: &mut [$N], vs: &mut [$N], ldvs: i32, bwork: &mut [i32], info: &mut i32) -> i32 { let mut work = [ Zero::zero() ]; let lwork = -1 as i32; $xgees(jobvs, sort, None, n, a, lda, sdim, wr, wi, vs, ldvs, &mut work, lwork, bwork, info); ComplexHelper::real_part(work[0]) as i32 } } ) ); real_eigensystem_scalar_impl!(f32, interface::sgees); real_eigensystem_scalar_impl!(f64, interface::dgees);