schur.cpp

强大的C++库

/*!
 * \file
 * \brief Schur decomposition functions
 * \author Adam Piatyszek
 *
 * -------------------------------------------------------------------------
 *
 * IT++ - C++ library of mathematical, signal processing, speech processing,
 *        and communications classes and functions
 *
 * Copyright (C) 1995-2008  (see AUTHORS file for a list of contributors)
 *
 * This program 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 of the License, or
 * (at your option) any later version.
 *
 * This program 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 this program; if not, write to the Free Software
 * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
 *
 * -------------------------------------------------------------------------
 */

#ifndef _MSC_VER
#  include <itpp/config.h>
#else
#  include <itpp/config_msvc.h>
#endif

#if defined(HAVE_LAPACK)
#  include <itpp/base/algebra/lapack.h>
#endif

#include <itpp/base/algebra/schur.h>


namespace itpp {

#if defined(HAVE_LAPACK)

  bool schur(const mat &A, mat &U, mat &T) {
    it_assert_debug(A.rows() == A.cols(), "schur(): Matrix is not square");

    char jobvs = 'V';
    char sort = 'N';
    int info;
    int n = A.rows();
    int lda = n;
    int ldvs = n;
    int lwork = 3 * n; // This may be choosen better!
    int sdim = 0;
    vec wr(n);
    vec wi(n);
    vec work(lwork);

    T.set_size(lda, n, false);
    U.set_size(ldvs, n, false);

    T = A; // The routine overwrites input matrix with eigenvectors

    dgees_(&jobvs, &sort, 0, &n, T._data(), &lda, &sdim, wr._data(), wi._data(),
	   U._data(), &ldvs, work._data(), &lwork, 0, &info);

    return (info == 0);
  }


  bool schur(const cmat &A, cmat &U, cmat &T) {
    it_assert_debug(A.rows() == A.cols(), "schur(): Matrix is not square");

    char jobvs = 'V';
    char sort = 'N';
    int info;
    int n = A.rows();
    int lda = n;
    int ldvs = n;
    int lwork = 2 * n; // This may be choosen better!
    int sdim = 0;
    vec rwork(n);
    cvec w(n);
    cvec work(lwork);

    T.set_size(lda, n, false);
    U.set_size(ldvs, n, false);

    T = A; // The routine overwrites input matrix with eigenvectors

    zgees_(&jobvs, &sort, 0, &n, T._data(), &lda, &sdim, w._data(), U._data(),
	   &ldvs, work._data(), &lwork, rwork._data(), 0, &info);

    return (info == 0);
  }

#else

  bool schur(const mat &A, mat &U, mat &T) {
    it_error("LAPACK library is needed to use schur() function");
    return false;
  }


  bool schur(const cmat &A, cmat &U, cmat &T) {
    it_error("LAPACK library is needed to use schur() function");
    return false;
  }

#endif // HAVE_LAPACK

  mat schur(const mat &A) {
    mat U, T;
    schur(A, U, T);
    return T;
  }


  cmat schur(const cmat &A) {
    cmat U, T;
    schur(A, U, T);
    return T;
  }

} // namespace itpp