forked from M-Labs/nalgebra
nalgebra-lapack: merge both Eigen decomposition function into a single one.
This commit is contained in:
Sébastien Crozet
parent
a0412c39f2
commit
3d52327f82
@ -13,7 +13,7 @@ use na::{DefaultAllocator, Matrix, OMatrix, OVector, Scalar};
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use lapack;
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/// Eigendecomposition of a real square matrix with real eigenvalues.
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/// Eigendecomposition of a real square matrix with real or complex eigenvalues.
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#[cfg_attr(feature = "serde-serialize", derive(Serialize, Deserialize))]
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#[cfg_attr(
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feature = "serde-serialize",
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@ -36,8 +36,10 @@ pub struct Eigen<T: Scalar, D: Dim>
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where
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DefaultAllocator: Allocator<T, D> + Allocator<T, D, D>,
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{
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/// The eigenvalues of the decomposed matrix.
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pub eigenvalues: OVector<T, D>,
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/// The real parts of eigenvalues of the decomposed matrix.
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pub eigenvalues_re: OVector<T, D>,
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/// The imaginary parts of the eigenvalues of the decomposed matrix.
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pub eigenvalues_im: OVector<T, D>,
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/// The (right) eigenvectors of the decomposed matrix.
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pub eigenvectors: Option<OMatrix<T, D, D>>,
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/// The left eigenvectors of the decomposed matrix.
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@ -104,192 +106,25 @@ where
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lapack_check!(info);
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let mut work = vec![T::zero(); lwork as usize];
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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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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_check!(info);
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if wi.iter().all(|e| e.is_zero()) {
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return Some(Self {
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eigenvalues: wr,
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left_eigenvectors: Some(vl),
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eigenvectors: Some(vr),
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});
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}
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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_check!(info);
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if wi.iter().all(|e| e.is_zero()) {
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return Some(Self {
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eigenvalues: wr,
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left_eigenvectors: Some(vl),
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eigenvectors: None,
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});
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}
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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_check!(info);
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if wi.iter().all(|e| e.is_zero()) {
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return Some(Self {
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eigenvalues: wr,
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left_eigenvectors: None,
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eigenvectors: Some(vr),
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});
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}
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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_check!(info);
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if wi.iter().all(|e| e.is_zero()) {
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return Some(Self {
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eigenvalues: wr,
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left_eigenvectors: None,
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eigenvectors: None,
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});
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}
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}
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}
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let mut vl = if left_eigenvectors {
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Some(Matrix::zeros_generic(nrows, ncols))
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} else {
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None
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}
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};
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let mut vr = if eigenvectors {
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Some(Matrix::zeros_generic(nrows, ncols))
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} else {
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None
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};
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/// The complex eigen decomposition 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_eigen_decomposition(
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mut m: OMatrix<T, D, D>,
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left_eigenvectors: bool,
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eigenvectors: bool,
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) -> (
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OVector<Complex<T>, D>,
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Option<OMatrix<T, D, D>>,
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Option<OMatrix<T, D, D>>,
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)
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where
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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 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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let mut placeholder1 = [T::zero()];
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let mut placeholder2 = [T::zero()];
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let lwork = T::xgeev_work_size(
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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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n as i32,
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&mut placeholder2,
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n as i32,
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&mut info,
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);
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lapack_panic!(info);
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let mut work = vec![T::zero(); lwork as usize];
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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 vl_ref = vl
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.as_mut()
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.map(|m| m.as_mut_slice())
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.unwrap_or(&mut placeholder1);
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let vr_ref = vr
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.as_mut()
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.map(|m| m.as_mut_slice())
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.unwrap_or(&mut placeholder2);
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T::xgeev(
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ljob,
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@ -299,117 +134,36 @@ where
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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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vl_ref,
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if left_eigenvectors { n as i32 } else { 1 },
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vr_ref,
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if eigenvectors { n as i32 } else { 1 },
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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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lapack_check!(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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Some(Self {
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eigenvalues_re: wr,
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eigenvalues_im: wi,
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left_eigenvectors: vl,
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eigenvectors: vr,
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})
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}
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(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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(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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(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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(res, None, None)
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}
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}
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/// Returns `true` if all the eigenvalues are real.
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pub fn eigenvalues_are_real(&self) -> bool {
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self.eigenvalues_im.iter().all(|e| e.is_zero())
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}
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/// The determinant of the decomposed matrix.
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#[inline]
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#[must_use]
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pub fn determinant(&self) -> T {
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let mut det = T::one();
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for e in self.eigenvalues.iter() {
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det *= e.clone();
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pub fn determinant(&self) -> Complex<T> {
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let mut det: Complex<T> = na::one();
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for (re, im) in self.eigenvalues_re.iter().zip(self.eigenvalues_im.iter()) {
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det *= Complex::new(re.clone(), im.clone());
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}
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det
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