diff options
author | Gael Guennebaud <g.gael@free.fr> | 2011-02-18 11:25:04 +0100 |
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committer | Gael Guennebaud <g.gael@free.fr> | 2011-02-18 11:25:04 +0100 |
commit | 390724b4b66aa950cde7e0e7d0e70de05a924169 (patch) | |
tree | 08a2b8b3913c8ea16f4742c27f9ffe9b125cb1b3 /lapack/eigenvalues.cpp | |
parent | d8ca9481487ba04c2b9185562e654fa38a478f36 (diff) |
add lapack interface to real symmetric eigenvalue dec and enable building of the lapack shared library
Diffstat (limited to 'lapack/eigenvalues.cpp')
-rw-r--r-- | lapack/eigenvalues.cpp | 93 |
1 files changed, 93 insertions, 0 deletions
diff --git a/lapack/eigenvalues.cpp b/lapack/eigenvalues.cpp new file mode 100644 index 000000000..0bc8367db --- /dev/null +++ b/lapack/eigenvalues.cpp @@ -0,0 +1,93 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr> +// +// Eigen is free software; you can redistribute it and/or +// modify it under the terms of the GNU Lesser General Public +// License as published by the Free Software Foundation; either +// version 3 of the License, or (at your option) any later version. +// +// Alternatively, 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. +// +// Eigen 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 Lesser General Public License or the +// GNU General Public License for more details. +// +// You should have received a copy of the GNU Lesser General Public +// License and a copy of the GNU General Public License along with +// Eigen. If not, see <http://www.gnu.org/licenses/>. + +#include "common.h" +#include <Eigen/Eigenvalues> + +// computes an LU factorization of a general M-by-N matrix A using partial pivoting with row interchanges +EIGEN_LAPACK_FUNC(syev,(char *jobz, char *uplo, int* n, Scalar* a, int *lda, Scalar* w, Scalar* work, int* lwork, int *info)) +{ + bool query_size = *lwork==-1; + + *info = 0; + if(*jobz!='N' && *jobz!='V') *info = -1; + else if(UPLO(*uplo)==INVALID) *info = -2; + else if(*n<0) *info = -3; + else if(*lda<std::max(1,*n)) *info = -5; + else if((!query_size) && *lwork<std::max(1,3**n-1)) *info = -8; + +// if(*info==0) +// { +// int nb = ILAENV( 1, 'SSYTRD', UPLO, N, -1, -1, -1 ) +// LWKOPT = MAX( 1, ( NB+2 )*N ) +// WORK( 1 ) = LWKOPT +// * +// IF( LWORK.LT.MAX( 1, 3*N-1 ) .AND. .NOT.LQUERY ) +// $ INFO = -8 +// END IF +// * +// IF( INFO.NE.0 ) THEN +// CALL XERBLA( 'SSYEV ', -INFO ) +// RETURN +// ELSE IF( LQUERY ) THEN +// RETURN +// END IF + + if(*info!=0) + { + int e = -*info; + return xerbla_(SCALAR_SUFFIX_UP"SYEV ", &e, 6); + } + + if(query_size) + { + *lwork = 0; + return 0; + } + + if(*n==0) + return 0; + + PlainMatrixType mat(*n,*n); + if(UPLO(*uplo)==UP) mat = matrix(a,*n,*n,*lda).adjoint(); + else mat = matrix(a,*n,*n,*lda); + + bool computeVectors = *jobz=='V' || *jobz=='v'; + SelfAdjointEigenSolver<PlainMatrixType> eig(mat,computeVectors?ComputeEigenvectors:EigenvaluesOnly); + + if(eig.info()==NoConvergence) + { + vector(w,*n).setZero(); + if(computeVectors) + matrix(a,*n,*n,*lda).setIdentity(); + //*info = 1; + return 0; + } + + vector(w,*n) = eig.eigenvalues(); + if(computeVectors) + matrix(a,*n,*n,*lda) = eig.eigenvectors(); + + return 0; +} |