eigenvalues.cpp
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1 // This file is part of Eigen, a lightweight C++ template library
2 // for linear algebra.
3 //
4 // Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr>
5 //
6 // This Source Code Form is subject to the terms of the Mozilla
7 // Public License v. 2.0. If a copy of the MPL was not distributed
8 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
9 
10 #include "lapack_common.h"
11 #include <Eigen/Eigenvalues>
12 
13 // computes eigen values and vectors of a general N-by-N matrix A
14 EIGEN_LAPACK_FUNC(syev,(char *jobz, char *uplo, int* n, Scalar* a, int *lda, Scalar* w, Scalar* /*work*/, int* lwork, int *info))
15 {
16  // TODO exploit the work buffer
17  bool query_size = *lwork==-1;
18 
19  *info = 0;
20  if(*jobz!='N' && *jobz!='V') *info = -1;
21  else if(UPLO(*uplo)==INVALID) *info = -2;
22  else if(*n<0) *info = -3;
23  else if(*lda<std::max(1,*n)) *info = -5;
24  else if((!query_size) && *lwork<std::max(1,3**n-1)) *info = -8;
25 
26  if(*info!=0)
27  {
28  int e = -*info;
29  return xerbla_(SCALAR_SUFFIX_UP"SYEV ", &e, 6);
30  }
31 
32  if(query_size)
33  {
34  *lwork = 0;
35  return 0;
36  }
37 
38  if(*n==0)
39  return 0;
40 
42  if(UPLO(*uplo)==UP) mat = matrix(a,*n,*n,*lda).adjoint();
43  else mat = matrix(a,*n,*n,*lda);
44 
45  bool computeVectors = *jobz=='V' || *jobz=='v';
47 
48  if(eig.info()==NoConvergence)
49  {
50  make_vector(w,*n).setZero();
51  if(computeVectors)
52  matrix(a,*n,*n,*lda).setIdentity();
53  //*info = 1;
54  return 0;
55  }
56 
57  make_vector(w,*n) = eig.eigenvalues();
58  if(computeVectors)
59  matrix(a,*n,*n,*lda) = eig.eigenvectors();
60 
61  return 0;
62 }
w
RowVector3d w
Definition: Matrix_resize_int.cpp:3
computeVectors
bool computeVectors
Definition: eigenvalues.cpp:45
UPLO
#define UPLO(X)
Definition: gtsam/3rdparty/Eigen/blas/common.h:56
info
* info
Definition: eigenvalues.cpp:19
e
Array< double, 1, 3 > e(1./3., 0.5, 2.)
EIGEN_LAPACK_FUNC
#define EIGEN_LAPACK_FUNC(FUNC, ARGLIST)
Definition: lapack_common.h:16
Eigen::ComputeEigenvectors
@ ComputeEigenvectors
Definition: Constants.h:405
Eigen::NoConvergence
@ NoConvergence
Definition: Constants.h:446
Eigen::SelfAdjointEigenSolver
Computes eigenvalues and eigenvectors of selfadjoint matrices.
Definition: SelfAdjointEigenSolver.h:76
make_vector
make_vector(w, *n)
SCALAR_SUFFIX_UP
#define SCALAR_SUFFIX_UP
Definition: blas/complex_double.cpp:12
lapack_common.h
Eigen::EigenvaluesOnly
@ EigenvaluesOnly
Definition: Constants.h:402
eig
SelfAdjointEigenSolver< PlainMatrixType > eig(mat, computeVectors?ComputeEigenvectors:EigenvaluesOnly)
lda
* lda
Definition: eigenvalues.cpp:59
matrix
Map< Matrix< T, Dynamic, Dynamic, ColMajor >, 0, OuterStride<> > matrix(T *data, int rows, int cols, int stride)
Definition: gtsam/3rdparty/Eigen/blas/common.h:110
a
ArrayXXi a
Definition: Array_initializer_list_23_cxx11.cpp:1
xerbla_
EIGEN_WEAK_LINKING int xerbla_(const char *msg, int *info, int)
Definition: xerbla.cpp:15
Eigen::Matrix
The matrix class, also used for vectors and row-vectors.
Definition: 3rdparty/Eigen/Eigen/src/Core/Matrix.h:178
n
PlainMatrixType mat * n
Definition: eigenvalues.cpp:41
max
#define max(a, b)
Definition: datatypes.h:20
INVALID
#define INVALID
Definition: gtsam/3rdparty/Eigen/blas/common.h:45
UP
#define UP
Definition: gtsam/3rdparty/Eigen/blas/common.h:39
Scalar
SCALAR Scalar
Definition: bench_gemm.cpp:46
mat
else mat
Definition: eigenvalues.cpp:43


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autogenerated on Thu Dec 19 2024 04:01:05