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- /* eigen/gsl_eigen.h
- *
- * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2006, 2007 Gerard Jungman, Brian Gough, Patrick Alken
- *
- * 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 3 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 Street, Fifth Floor, Boston, MA 02110-1301, USA.
- */
- #ifndef __GSL_EIGEN_H__
- #define __GSL_EIGEN_H__
- #include "gsl_vector.h"
- #include "gsl_matrix.h"
- #undef __BEGIN_DECLS
- #undef __END_DECLS
- #ifdef __cplusplus
- # define __BEGIN_DECLS extern "C" {
- # define __END_DECLS }
- #else
- # define __BEGIN_DECLS /* empty */
- # define __END_DECLS /* empty */
- #endif
- __BEGIN_DECLS
- typedef struct {
- size_t size;
- double * d;
- double * sd;
- } gsl_eigen_symm_workspace;
- gsl_eigen_symm_workspace * gsl_eigen_symm_alloc (const size_t n);
- void gsl_eigen_symm_free (gsl_eigen_symm_workspace * w);
- int gsl_eigen_symm (gsl_matrix * A, gsl_vector * eval, gsl_eigen_symm_workspace * w);
- typedef struct {
- size_t size;
- double * d;
- double * sd;
- double * gc;
- double * gs;
- } gsl_eigen_symmv_workspace;
- gsl_eigen_symmv_workspace * gsl_eigen_symmv_alloc (const size_t n);
- void gsl_eigen_symmv_free (gsl_eigen_symmv_workspace * w);
- int gsl_eigen_symmv (gsl_matrix * A, gsl_vector * eval, gsl_matrix * evec, gsl_eigen_symmv_workspace * w);
- typedef struct {
- size_t size;
- double * d;
- double * sd;
- double * tau;
- } gsl_eigen_herm_workspace;
- gsl_eigen_herm_workspace * gsl_eigen_herm_alloc (const size_t n);
- void gsl_eigen_herm_free (gsl_eigen_herm_workspace * w);
- int gsl_eigen_herm (gsl_matrix_complex * A, gsl_vector * eval,
- gsl_eigen_herm_workspace * w);
- typedef struct {
- size_t size;
- double * d;
- double * sd;
- double * tau;
- double * gc;
- double * gs;
- } gsl_eigen_hermv_workspace;
- gsl_eigen_hermv_workspace * gsl_eigen_hermv_alloc (const size_t n);
- void gsl_eigen_hermv_free (gsl_eigen_hermv_workspace * w);
- int gsl_eigen_hermv (gsl_matrix_complex * A, gsl_vector * eval,
- gsl_matrix_complex * evec,
- gsl_eigen_hermv_workspace * w);
- typedef struct {
- size_t size; /* matrix size */
- size_t max_iterations; /* max iterations since last eigenvalue found */
- size_t n_iter; /* number of iterations since last eigenvalue found */
- size_t n_evals; /* number of eigenvalues found so far */
- int compute_t; /* compute Schur form T = Z^t A Z */
- gsl_matrix *H; /* pointer to Hessenberg matrix */
- gsl_matrix *Z; /* pointer to Schur vector matrix */
- } gsl_eigen_francis_workspace;
- gsl_eigen_francis_workspace * gsl_eigen_francis_alloc (void);
- void gsl_eigen_francis_free (gsl_eigen_francis_workspace * w);
- void gsl_eigen_francis_T (const int compute_t,
- gsl_eigen_francis_workspace * w);
- int gsl_eigen_francis (gsl_matrix * H, gsl_vector_complex * eval,
- gsl_eigen_francis_workspace * w);
- int gsl_eigen_francis_Z (gsl_matrix * H, gsl_vector_complex * eval,
- gsl_matrix * Z,
- gsl_eigen_francis_workspace * w);
- typedef struct {
- size_t size; /* size of matrices */
- gsl_vector *diag; /* diagonal matrix elements from balancing */
- gsl_vector *tau; /* Householder coefficients */
- gsl_matrix *Z; /* pointer to Z matrix */
- int do_balance; /* perform balancing transformation? */
- size_t n_evals; /* number of eigenvalues found */
- gsl_eigen_francis_workspace *francis_workspace_p;
- } gsl_eigen_nonsymm_workspace;
- gsl_eigen_nonsymm_workspace * gsl_eigen_nonsymm_alloc (const size_t n);
- void gsl_eigen_nonsymm_free (gsl_eigen_nonsymm_workspace * w);
- void gsl_eigen_nonsymm_params (const int compute_t, const int balance,
- gsl_eigen_nonsymm_workspace *w);
- int gsl_eigen_nonsymm (gsl_matrix * A, gsl_vector_complex * eval,
- gsl_eigen_nonsymm_workspace * w);
- int gsl_eigen_nonsymm_Z (gsl_matrix * A, gsl_vector_complex * eval,
- gsl_matrix * Z, gsl_eigen_nonsymm_workspace * w);
- typedef struct {
- size_t size; /* size of matrices */
- gsl_vector *work; /* scratch workspace */
- gsl_vector *work2; /* scratch workspace */
- gsl_vector *work3; /* scratch workspace */
- gsl_matrix *Z; /* pointer to Schur vectors */
- gsl_eigen_nonsymm_workspace *nonsymm_workspace_p;
- } gsl_eigen_nonsymmv_workspace;
- gsl_eigen_nonsymmv_workspace * gsl_eigen_nonsymmv_alloc (const size_t n);
- void gsl_eigen_nonsymmv_free (gsl_eigen_nonsymmv_workspace * w);
- int gsl_eigen_nonsymmv (gsl_matrix * A, gsl_vector_complex * eval,
- gsl_matrix_complex * evec,
- gsl_eigen_nonsymmv_workspace * w);
- int gsl_eigen_nonsymmv_Z (gsl_matrix * A, gsl_vector_complex * eval,
- gsl_matrix_complex * evec, gsl_matrix * Z,
- gsl_eigen_nonsymmv_workspace * w);
- typedef struct {
- size_t size; /* size of matrices */
- gsl_eigen_symm_workspace *symm_workspace_p;
- } gsl_eigen_gensymm_workspace;
- gsl_eigen_gensymm_workspace * gsl_eigen_gensymm_alloc (const size_t n);
- void gsl_eigen_gensymm_free (gsl_eigen_gensymm_workspace * w);
- int gsl_eigen_gensymm (gsl_matrix * A, gsl_matrix * B,
- gsl_vector * eval, gsl_eigen_gensymm_workspace * w);
- int gsl_eigen_gensymm_standardize (gsl_matrix * A, const gsl_matrix * B);
- typedef struct {
- size_t size; /* size of matrices */
- gsl_eigen_symmv_workspace *symmv_workspace_p;
- } gsl_eigen_gensymmv_workspace;
- gsl_eigen_gensymmv_workspace * gsl_eigen_gensymmv_alloc (const size_t n);
- void gsl_eigen_gensymmv_free (gsl_eigen_gensymmv_workspace * w);
- int gsl_eigen_gensymmv (gsl_matrix * A, gsl_matrix * B,
- gsl_vector * eval, gsl_matrix * evec,
- gsl_eigen_gensymmv_workspace * w);
- typedef struct {
- size_t size; /* size of matrices */
- gsl_eigen_herm_workspace *herm_workspace_p;
- } gsl_eigen_genherm_workspace;
- gsl_eigen_genherm_workspace * gsl_eigen_genherm_alloc (const size_t n);
- void gsl_eigen_genherm_free (gsl_eigen_genherm_workspace * w);
- int gsl_eigen_genherm (gsl_matrix_complex * A, gsl_matrix_complex * B,
- gsl_vector * eval, gsl_eigen_genherm_workspace * w);
- int gsl_eigen_genherm_standardize (gsl_matrix_complex * A,
- const gsl_matrix_complex * B);
- typedef struct {
- size_t size; /* size of matrices */
- gsl_eigen_hermv_workspace *hermv_workspace_p;
- } gsl_eigen_genhermv_workspace;
- gsl_eigen_genhermv_workspace * gsl_eigen_genhermv_alloc (const size_t n);
- void gsl_eigen_genhermv_free (gsl_eigen_genhermv_workspace * w);
- int gsl_eigen_genhermv (gsl_matrix_complex * A, gsl_matrix_complex * B,
- gsl_vector * eval, gsl_matrix_complex * evec,
- gsl_eigen_genhermv_workspace * w);
- typedef struct {
- size_t size; /* size of matrices */
- gsl_vector *work; /* scratch workspace */
- size_t n_evals; /* number of eigenvalues found */
- size_t max_iterations; /* maximum QZ iterations allowed */
- size_t n_iter; /* number of iterations since last eigenvalue found */
- double eshift; /* exceptional shift counter */
- int needtop; /* need to compute top index? */
- double atol; /* tolerance for splitting A matrix */
- double btol; /* tolerance for splitting B matrix */
- double ascale; /* scaling factor for shifts */
- double bscale; /* scaling factor for shifts */
- gsl_matrix *H; /* pointer to hessenberg matrix */
- gsl_matrix *R; /* pointer to upper triangular matrix */
- int compute_s; /* compute generalized Schur form S */
- int compute_t; /* compute generalized Schur form T */
- gsl_matrix *Q; /* pointer to left Schur vectors */
- gsl_matrix *Z; /* pointer to right Schur vectors */
- } gsl_eigen_gen_workspace;
- gsl_eigen_gen_workspace * gsl_eigen_gen_alloc (const size_t n);
- void gsl_eigen_gen_free (gsl_eigen_gen_workspace * w);
- void gsl_eigen_gen_params (const int compute_s, const int compute_t,
- const int balance, gsl_eigen_gen_workspace * w);
- int gsl_eigen_gen (gsl_matrix * A, gsl_matrix * B,
- gsl_vector_complex * alpha, gsl_vector * beta,
- gsl_eigen_gen_workspace * w);
- int gsl_eigen_gen_QZ (gsl_matrix * A, gsl_matrix * B,
- gsl_vector_complex * alpha, gsl_vector * beta,
- gsl_matrix * Q, gsl_matrix * Z,
- gsl_eigen_gen_workspace * w);
- typedef struct {
- size_t size; /* size of matrices */
- gsl_vector *work1; /* 1-norm of columns of A */
- gsl_vector *work2; /* 1-norm of columns of B */
- gsl_vector *work3; /* real part of eigenvector */
- gsl_vector *work4; /* imag part of eigenvector */
- gsl_vector *work5; /* real part of back-transformed eigenvector */
- gsl_vector *work6; /* imag part of back-transformed eigenvector */
- gsl_matrix *Q; /* pointer to left Schur vectors */
- gsl_matrix *Z; /* pointer to right Schur vectors */
- gsl_eigen_gen_workspace *gen_workspace_p;
- } gsl_eigen_genv_workspace;
- gsl_eigen_genv_workspace * gsl_eigen_genv_alloc (const size_t n);
- void gsl_eigen_genv_free (gsl_eigen_genv_workspace * w);
- int gsl_eigen_genv (gsl_matrix * A, gsl_matrix * B,
- gsl_vector_complex * alpha, gsl_vector * beta,
- gsl_matrix_complex * evec,
- gsl_eigen_genv_workspace * w);
- int gsl_eigen_genv_QZ (gsl_matrix * A, gsl_matrix * B,
- gsl_vector_complex * alpha, gsl_vector * beta,
- gsl_matrix_complex * evec,
- gsl_matrix * Q, gsl_matrix * Z,
- gsl_eigen_genv_workspace * w);
- typedef enum {
- GSL_EIGEN_SORT_VAL_ASC,
- GSL_EIGEN_SORT_VAL_DESC,
- GSL_EIGEN_SORT_ABS_ASC,
- GSL_EIGEN_SORT_ABS_DESC
- }
- gsl_eigen_sort_t;
- /* Sort eigensystem results based on eigenvalues.
- * Sorts in order of increasing value or increasing
- * absolute value.
- *
- * exceptions: GSL_EBADLEN
- */
- int gsl_eigen_symmv_sort(gsl_vector * eval, gsl_matrix * evec,
- gsl_eigen_sort_t sort_type);
- int gsl_eigen_hermv_sort(gsl_vector * eval, gsl_matrix_complex * evec,
- gsl_eigen_sort_t sort_type);
- int gsl_eigen_nonsymmv_sort(gsl_vector_complex * eval,
- gsl_matrix_complex * evec,
- gsl_eigen_sort_t sort_type);
- int gsl_eigen_gensymmv_sort (gsl_vector * eval, gsl_matrix * evec,
- gsl_eigen_sort_t sort_type);
- int gsl_eigen_genhermv_sort (gsl_vector * eval, gsl_matrix_complex * evec,
- gsl_eigen_sort_t sort_type);
- int gsl_eigen_genv_sort (gsl_vector_complex * alpha, gsl_vector * beta,
- gsl_matrix_complex * evec,
- gsl_eigen_sort_t sort_type);
- /* Prototypes for the schur module */
- int gsl_schur_gen_eigvals(const gsl_matrix *A, const gsl_matrix *B,
- double *wr1, double *wr2, double *wi,
- double *scale1, double *scale2);
- int gsl_schur_solve_equation(double ca, const gsl_matrix *A, double z,
- double d1, double d2, const gsl_vector *b,
- gsl_vector *x, double *s, double *xnorm,
- double smin);
- int gsl_schur_solve_equation_z(double ca, const gsl_matrix *A,
- gsl_complex *z, double d1, double d2,
- const gsl_vector_complex *b,
- gsl_vector_complex *x, double *s,
- double *xnorm, double smin);
- /* The following functions are obsolete: */
- /* Eigensolve by Jacobi Method
- *
- * The data in the matrix input is destroyed.
- *
- * exceptions:
- */
- int
- gsl_eigen_jacobi(gsl_matrix * matrix,
- gsl_vector * eval,
- gsl_matrix * evec,
- unsigned int max_rot,
- unsigned int * nrot);
- /* Invert by Jacobi Method
- *
- * exceptions:
- */
- int
- gsl_eigen_invert_jacobi(const gsl_matrix * matrix,
- gsl_matrix * ainv,
- unsigned int max_rot);
- __END_DECLS
- #endif /* __GSL_EIGEN_H__ */
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