bool Matrix::eig(vector<double> &eigval,Matrix *eigvec){
bool flag = false;
if(this->rows!=this->cols){
cout<<"Inappropriate Input Matrix! Only SQUARE Matrix Permitted In EIGEN Calculating"<<endl;
return false;
}
int size = rows;
valarray<double> main_diag(size), minor_diag(size);
Matrix q(size,size);
Matrix digenvalue(size,size);
digenvalue.setdata(data);
double accuracy = 1.0e-8;
int k=Householder(digenvalue,q,main_diag,minor_diag);
if(k==0){
cout<<"The Matrix is not SYMMETRICAL"<<endl;
return false;
}
k = QR(main_diag,minor_diag,q,accuracy,160);
if(k<0){
cout<<"Calculating failed in Required Iteration Times"<<endl;
return false;
}
vector<int> id;
sortArray(main_diag,id);
for(int j=0;j<size;j++)
eigval.push_back(main_diag[j]);
q = q.sort(id,2);
*eigvec = q;
flag = true;
return flag;
}
void ExplicitTriang( ElementalMatrix<F>& A )
{
DEBUG_ONLY(CSE cse("rq::ExplicitTriang"))
DistMatrix<F,MD,STAR> t(A.Grid());
DistMatrix<Base<F>,MD,STAR> d(A.Grid());
Householder( A, t, d );
MakeTrapezoidal( UPPER, A, A.Width()-A.Height() );
}
void ExplicitTriang( Matrix<F>& A )
{
DEBUG_ONLY(CSE cse("rq::ExplicitTriang"))
Matrix<F> t;
Matrix<Base<F>> d;
Householder( A, t, d );
MakeTrapezoidal( UPPER, A, A.Width()-A.Height() );
}
void ExplicitTriang( AbstractDistMatrix<F>& A )
{
DEBUG_ONLY(CallStackEntry cse("rq::ExplicitTriang"))
DistMatrix<F,MD,STAR> t(A.Grid());
DistMatrix<Base<F>,MD,STAR> d(A.Grid());
Householder( A, t, d );
MakeTrapezoidal( UPPER, A, A.Width()-A.Height() );
}
inline void
Householder( Matrix<F>& A )
{
#ifndef RELEASE
CallStackEntry entry("qr::Householder");
#endif
Matrix<F> t;
Householder( A, t );
}
inline void
Householder( DistMatrix<F>& A )
{
#ifndef RELEASE
CallStackEntry entry("qr::Householder");
#endif
DistMatrix<F,MD,STAR> t(A.Grid());
Householder( A, t );
}
void ExplicitTriang( AbstractDistMatrix<F>& A, const QRCtrl<Base<F>>& ctrl )
{
DEBUG_ONLY(CallStackEntry cse("qr::ExplicitTriang"))
DistMatrix<F,MD,STAR> t(A.Grid());
DistMatrix<Base<F>,MD,STAR> d(A.Grid());
if( ctrl.colPiv )
{
DistMatrix<Int,VC,STAR> p(A.Grid());
BusingerGolub( A, t, d, p, ctrl );
}
else
Householder( A, t, d );
A.Resize( t.Height(), A.Width() );
MakeTrapezoidal( UPPER, A );
}
void ExplicitTriang( Matrix<F>& A, const QRCtrl<Base<F>>& ctrl )
{
DEBUG_ONLY(CallStackEntry cse("qr::ExplicitTriang"))
Matrix<F> t;
Matrix<Base<F>> d;
if( ctrl.colPiv )
{
Matrix<Int> p;
BusingerGolub( A, t, d, p, ctrl );
}
else
Householder( A, t, d );
A.Resize( t.Height(), A.Width() );
MakeTrapezoidal( UPPER, A );
}
void ExplicitTriang( ElementalMatrix<F>& A, const QRCtrl<Base<F>>& ctrl )
{
DEBUG_CSE
DistMatrix<F,MD,STAR> householderScalars(A.Grid());
DistMatrix<Base<F>,MD,STAR> signature(A.Grid());
if( ctrl.colPiv )
{
DistPermutation Omega(A.Grid());
BusingerGolub( A, householderScalars, signature, Omega, ctrl );
}
else
Householder( A, householderScalars, signature );
A.Resize( householderScalars.Height(), A.Width() );
MakeTrapezoidal( UPPER, A );
}
void ExplicitTriang( Matrix<F>& A, const QRCtrl<Base<F>>& ctrl )
{
DEBUG_CSE
Matrix<F> householderScalars;
Matrix<Base<F>> signature;
if( ctrl.colPiv )
{
Permutation Omega;
BusingerGolub( A, householderScalars, signature, Omega, ctrl );
}
else
Householder( A, householderScalars, signature );
A.Resize( householderScalars.Height(), A.Width() );
MakeTrapezoidal( UPPER, A );
}
void ExplicitTriang( ElementalMatrix<F>& A, const QRCtrl<Base<F>>& ctrl )
{
DEBUG_ONLY(CSE cse("qr::ExplicitTriang"))
DistMatrix<F,MD,STAR> t(A.Grid());
DistMatrix<Base<F>,MD,STAR> d(A.Grid());
if( ctrl.colPiv )
{
DistPermutation Omega(A.Grid());
BusingerGolub( A, t, d, Omega, ctrl );
}
else
Householder( A, t, d );
A.Resize( t.Height(), A.Width() );
MakeTrapezoidal( UPPER, A );
}
void ExplicitTriang( Matrix<F>& A, const QRCtrl<Base<F>>& ctrl )
{
DEBUG_ONLY(CSE cse("qr::ExplicitTriang"))
Matrix<F> t;
Matrix<Base<F>> d;
if( ctrl.colPiv )
{
Permutation Omega;
BusingerGolub( A, t, d, Omega, ctrl );
}
else
Householder( A, t, d );
A.Resize( t.Height(), A.Width() );
MakeTrapezoidal( UPPER, A );
}
int
eig( int N, const lower_triangular_matrix& C, valarray<double>& diag, square_matrix& Q,
int niter)
{
int ret;
int i, j;
if (niter == 0) niter = 30*N;
for (i=0; i < N; ++i)
{
vector<double>::const_iterator row = C[i];
for (j = 0; j <= i; ++j)
Q[i][j] = Q[j][i] = row[j];
}
double* rgtmp = new double[N+1];
Householder( N, Q, diag, rgtmp);
ret = QLalgo( N, diag, Q, niter, rgtmp+1);
delete [] rgtmp;
return ret;
}
/* ========================================================= */
static void Eigen( int N, double **C, double *diag, double **Q, double *rgtmp)
/*
* Calculating eigenvalues and vectors.
* Input:
* N: dimension.
* C: symmetric (1:N)xN-matrix, solely used to copy data to Q
* niter: number of maximal iterations for QL-Algorithm.
* rgtmp: N+1-dimensional vector for temporal use.
* Output:
* diag: N eigenvalues.
* Q: Columns are normalized eigenvectors.
*/
{
int i, j;
if (rgtmp == NULL){ /* was OK in former versions */
//FATAL("cmaes_t:Eigen(): input parameter double *rgtmp must be non-NULL", 0,0,0);
fprintf(stderr,"cmaes_t:Eigen(): input parameter double *rgtmp must be non-NULL");
exit(1);
}
/* copy C to Q */
if (C != Q) {
for (i=0; i < N; ++i)
for (j = 0; j <= i; ++j)
Q[i][j] = Q[j][i] = C[i][j];
}
#if 0
Householder( N, Q, diag, rgtmp);
QLalgo( N, diag, Q, 30*N, rgtmp+1);
#else
Householder2( N, Q, diag, rgtmp);
QLalgo2( N, diag, rgtmp, Q);
#endif
}
