gsl_eigen_genhermv_workspace *
gsl_eigen_genhermv_alloc(const size_t n)
{
gsl_eigen_genhermv_workspace *w;
if (n == 0)
{
GSL_ERROR_NULL ("matrix dimension must be positive integer",
GSL_EINVAL);
}
w = calloc (1, sizeof (gsl_eigen_genhermv_workspace));
if (w == 0)
{
GSL_ERROR_NULL ("failed to allocate space for workspace", GSL_ENOMEM);
}
w->size = n;
w->hermv_workspace_p = gsl_eigen_hermv_alloc(n);
if (!w->hermv_workspace_p)
{
gsl_eigen_genhermv_free(w);
GSL_ERROR_NULL("failed to allocate space for hermv workspace", GSL_ENOMEM);
}
return (w);
} /* gsl_eigen_genhermv_alloc() */
void
test_eigen_genherm(void)
{
size_t N_max = 20;
size_t n, i;
gsl_rng *r = gsl_rng_alloc(gsl_rng_default);
for (n = 1; n <= N_max; ++n)
{
gsl_matrix_complex * A = gsl_matrix_complex_alloc(n, n);
gsl_matrix_complex * B = gsl_matrix_complex_alloc(n, n);
gsl_matrix_complex * ma = gsl_matrix_complex_alloc(n, n);
gsl_matrix_complex * mb = gsl_matrix_complex_alloc(n, n);
gsl_vector * eval = gsl_vector_alloc(n);
gsl_vector * evalv = gsl_vector_alloc(n);
gsl_vector * x = gsl_vector_alloc(n);
gsl_vector * y = gsl_vector_alloc(n);
gsl_vector_complex * work = gsl_vector_complex_alloc(n);
gsl_matrix_complex * evec = gsl_matrix_complex_alloc(n, n);
gsl_eigen_genherm_workspace * w = gsl_eigen_genherm_alloc(n);
gsl_eigen_genhermv_workspace * wv = gsl_eigen_genhermv_alloc(n);
for (i = 0; i < 5; ++i)
{
create_random_herm_matrix(A, r, -10, 10);
create_random_complex_posdef_matrix(B, r, work);
gsl_matrix_complex_memcpy(ma, A);
gsl_matrix_complex_memcpy(mb, B);
gsl_eigen_genhermv(ma, mb, evalv, evec, wv);
test_eigen_genherm_results(A, B, evalv, evec, i, "random", "unsorted");
gsl_matrix_complex_memcpy(ma, A);
gsl_matrix_complex_memcpy(mb, B);
gsl_eigen_genherm(ma, mb, eval, w);
/* eval and evalv have to be sorted? not sure why */
gsl_vector_memcpy(x, eval);
gsl_vector_memcpy(y, evalv);
gsl_sort_vector(x);
gsl_sort_vector(y);
test_eigenvalues_real(y, x, "genherm, random", "unsorted");
gsl_eigen_genhermv_sort(evalv, evec, GSL_EIGEN_SORT_VAL_ASC);
test_eigen_genherm_results(A, B, evalv, evec, i, "random", "val/asc");
gsl_eigen_genhermv_sort(evalv, evec, GSL_EIGEN_SORT_VAL_DESC);
test_eigen_genherm_results(A, B, evalv, evec, i, "random", "val/desc");
gsl_eigen_genhermv_sort(evalv, evec, GSL_EIGEN_SORT_ABS_ASC);
test_eigen_genherm_results(A, B, evalv, evec, i, "random", "abs/asc");
gsl_eigen_genhermv_sort(evalv, evec, GSL_EIGEN_SORT_ABS_DESC);
test_eigen_genherm_results(A, B, evalv, evec, i, "random", "abs/desc");
}
gsl_matrix_complex_free(A);
gsl_matrix_complex_free(B);
gsl_matrix_complex_free(ma);
gsl_matrix_complex_free(mb);
gsl_vector_free(eval);
gsl_vector_free(evalv);
gsl_vector_free(x);
gsl_vector_free(y);
gsl_vector_complex_free(work);
gsl_matrix_complex_free(evec);
gsl_eigen_genherm_free(w);
gsl_eigen_genhermv_free(wv);
}
gsl_rng_free(r);
} /* test_eigen_genherm() */
