void eigs_gen_Cpp(MatrixXd &M, VectorXd &init_resid, int k, int m,
double &time_used, double &prec_err)
{
double start, end;
start = get_wall_time();
DenseGenMatProd<double> op(M);
GenEigsSolver< double, LARGEST_MAGN, DenseGenMatProd<double> > eigs(&op, k, m);
eigs.init(init_resid.data());
int nconv = eigs.compute();
int niter = eigs.num_iterations();
int nops = eigs.num_operations();
// std::cout << "nops = " << nops << std::endl;
VectorXcd evals = eigs.eigenvalues();
MatrixXcd evecs = eigs.eigenvectors();
/*
std::cout << "computed eigenvalues D = \n" << evals.transpose() << std::endl;
std::cout << "first 5 rows of computed eigenvectors U = \n" << evecs.topRows<5>() << std::endl;
std::cout << "nconv = " << nconv << std::endl;
std::cout << "niter = " << niter << std::endl;
std::cout << "nops = " << nops << std::endl;
MatrixXcd err = M * evecs - evecs * evals.asDiagonal();
std::cout << "||AU - UD||_inf = " << err.array().abs().maxCoeff() << std::endl;
*/
end = get_wall_time();
time_used = (end - start) * 1000;
MatrixXcd err = M * evecs - evecs * evals.asDiagonal();
prec_err = err.cwiseAbs().maxCoeff();
}
/*!
Applies the inverse.
*/
void apply_Inverse(MatrixXcd& matrix, int mStart) {
int n = matrix.cols();
int start = nStart-mStart;
if (isLeaf == true) {
matrix.block(start, 0, nSize, n) = Kinverse.solve(matrix.block(start, 0, nSize, n));
}
else if (isLeaf == false) {
// Computes temp = Vinverse*matrix
MatrixXcd temp(nRank[0]+nRank[1], n);
temp.block(0, 0, nRank[0] , n) = Vinverse[1]*matrix.block(start+child[0]->nSize, 0 , child[1]->nSize, n);
temp.block(nRank[0], 0, nRank[1] , n) = Vinverse[0]*matrix.block(start, 0 , child[0]->nSize, n);
// Computes tempSolve = Kinverse\temp
MatrixXcd tempSolve = Kinverse.solve(temp);
// Computes matrix = matrix-Uinverse*tempSolve
matrix.block(start, 0, child[0]->nSize, n) = matrix.block(start, 0, child[0]->nSize, n) - Uinverse[0]*tempSolve.block(0, 0, nRank[0], n);
matrix.block(start + child[0]->nSize, 0, child[1]->nSize, n) = matrix.block(start + child[0]->nSize, 0, child[1]->nSize, n) - Uinverse[1]*tempSolve.block(nRank[0], 0, nRank[1], n);
}
};
Measurement::Measurement(MatrixXcd observable)
{
ComplexEigenSolver<MatrixXcd> solver(observable);
MatrixXcd vectors = solver.eigenvectors();
for (int i = 0; i < vectors.cols(); ++i)
addOperator(vectors.col(i) * vectors.col(i).transpose(), i_to_string(i));
_checkOperatorsAreValid();
}
void blas_gemm(const MatrixXcd& a, const MatrixXcd& b, MatrixXcd& c)
{
int M = c.rows(); int N = c.cols(); int K = a.cols();
int lda = a.rows(); int ldb = b.rows(); int ldc = c.rows();
zgemm_(¬rans,¬rans,&M,&N,&K,(double*)&cdone,
const_cast<double*>((const double*)a.data()),&lda,
const_cast<double*>((const double*)b.data()),&ldb,(double*)&cdone,
(double*)c.data(),&ldc);
}
complex<double> compute_Determinant(MatrixXcd& K) {
FullPivLU<MatrixXcd> Kinverse;
Kinverse.compute(K);
complex<double> determinant;
if (K.rows()>0) { // Check needed when the matrix is predominantly diagonal.
MatrixXcd LU = Kinverse.matrixLU();
determinant = log(LU(0,0));
for (int k=1; k<K.rows(); ++k) {
determinant+=log(LU(k,k));
}
// Previous version which had some underflow.
// determinant = log(abs(K.determinant()));
}
return determinant;
};
void compute_K() {
if (isLeaf == false) {
int m0 = V[0].rows();
int m1 = V[1].rows();
K = MatrixXcd::Identity(m0+m1, m0+m1);
K.block(0, m1, m1, m0) = Vinverse[1]*Uinverse[1];
K.block(m1, 0, m0, m1) = Vinverse[0]*Uinverse[0];
}
};
int main(int, char**)
{
cout.precision(3);
MatrixXcd X = MatrixXcd::Random(4,4);
MatrixXcd A = X + X.adjoint();
cout << "Here is a random self-adjoint 4x4 matrix:" << endl << A << endl << endl;
Tridiagonalization<MatrixXcd> triOfA(A);
MatrixXd T = triOfA.matrixT();
cout << "The tridiagonal matrix T is:" << endl << T << endl << endl;
cout << "We can also extract the diagonals of T directly ..." << endl;
VectorXd diag = triOfA.diagonal();
cout << "The diagonal is:" << endl << diag << endl;
VectorXd subdiag = triOfA.subDiagonal();
cout << "The subdiagonal is:" << endl << subdiag << endl;
return 0;
}
PyObject* calc_Gavg(PyObject *pyw, const double &delta, const double &mu,
PyObject *pySE, PyObject *pyTB, const double &Hf, PyObject *py_bp,
PyObject *py_wf, const int nthreads) {
try {
if (nthreads > 0) omp_set_num_threads(nthreads);
MatrixXcd SE;
VectorXcd w;
VectorXd bp, wf;
VectorXd SlaterKosterCoeffs;
numpy::from_numpy(pySE, SE);
numpy::from_numpy(pyTB, SlaterKosterCoeffs);
numpy::from_numpy(py_bp, bp);
numpy::from_numpy(py_wf, wf);
numpy::from_numpy(pyw, w);
assert(w.size() == SE.rows());
double t = SlaterKosterCoeffs(0);
VectorXd xl(DIM), xh(DIM);
xl << -2*t;
xh << 2*t;
double BZ1 = 1.;
MatrixXcd result(SE.rows(), MSIZE*MSIZE);
VectorXcd tmp(MSIZE);
GreenIntegrand green_integrand(w, mu, SE, SlaterKosterCoeffs, Hf);
result.setZero();
for (int n = 0; n < w.size(); ++n) {
green_integrand.set_data(n);
tmp = md_int::Integrate(xl, xh, green_integrand, bp, wf);
for (int i = 0; i < MSIZE; ++i)
result(n, MSIZE*i + i) = tmp(i);
}
result /= BZ1;
return numpy::to_numpy(result);
} catch (const char *str) {
std::cerr << str << std::endl;
return Py_None;
}
}
void computeAlphaGradHess(cV& D_inv_m,
cM& D00, cM& D10, cM& D20, cM& D11,
cV& m0, cV&m1, cV& m2,
CD* a,
VectorXcd* g, MatrixXcd* h) {
// VectorXcd D_inv_m = D00.fullPivLu().solve(m0);
VectorXcd tmp = VectorXcd::Zero(m0.rows());
// alpha
*a = (m0.array() * D_inv_m.array()).sum();
// grad
Calc_a_Aj_b(D_inv_m, D10, D_inv_m, g);
Calc_ai_b(m1, D_inv_m, &tmp);
(*g) *= -1;
(*g) += 2 * tmp;
// hess
MatrixXcd Dinv = D00.inverse();
MatrixXcd tmp1 = (2*m2.array()*D_inv_m.array()).matrix().asDiagonal();
MatrixXcd tmp2 = 2 * (m1 * m1.transpose()).array() * Dinv.array();
MatrixXcd tmp3;
Calc_a_Aij_a(D_inv_m, D20, D11, &tmp3);
tmp3 *= -1;
MatrixXcd tmp4;
Calc_ai_A_Bj_b(m1, Dinv, D10, D_inv_m, &tmp4);
tmp4 *= -2;
MatrixXcd tmp5;
tmp5 = tmp4.transpose();
MatrixXcd tmp6;
Calc_a_Ai_B_Aj_b(D_inv_m, D10, Dinv, D_inv_m, &tmp6);
tmp6 *= 2;
*h = tmp1 + tmp2 + tmp3 + tmp4 + tmp5 + tmp6;
}
/*!
Matrix matrix product.
*/
void matrix_Matrix_Product(MatrixXcd& x, MatrixXcd& b) {
int n = x.cols();
if (isLeaf == true) {
b.block(nStart, 0, nSize, n) = b.block(nStart, 0, nSize, n) + K*x.block(nStart, 0, nSize, n);
}
else if (isLeaf == false) {
int n0 = child[0]->nStart;
int n1 = child[1]->nStart;
int m0 = child[0]->nSize;
int m1 = child[1]->nSize;
b.block(n0, 0, m0, n) = b.block(n0, 0, m0, n) + U[0]*(V[1]*x.block(n1, 0, m1, n));
b.block(n1, 0, m1, n) = b.block(n1, 0, m1, n) + U[1]*(V[0]*x.block(n0, 0, m0, n));
}
};
bool Ellipsoid::overlapsWith(Ellipsoid ellipsoid, bool &ellipsoidMatrixDecompositionIsSuccessful)
{
// Construct translation matrix
MatrixXd T1 = MatrixXd::Identity(Ndimensions+1,Ndimensions+1);
MatrixXd T2 = MatrixXd::Identity(Ndimensions+1,Ndimensions+1);
T1.bottomLeftCorner(1,Ndimensions) = (-1.0) * centerCoordinates.transpose();
T2.bottomLeftCorner(1,Ndimensions) = (-1.0) * ellipsoid.getCenterCoordinates().transpose();
// Construct ellipsoid matrix in homogeneous coordinates
MatrixXd A = MatrixXd::Zero(Ndimensions+1,Ndimensions+1);
MatrixXd B = A;
A(Ndimensions,Ndimensions) = -1;
B(Ndimensions,Ndimensions) = -1;
A.topLeftCorner(Ndimensions,Ndimensions) = covarianceMatrix.matrix().inverse();
B.topLeftCorner(Ndimensions,Ndimensions) = ellipsoid.getCovarianceMatrix().matrix().inverse();
MatrixXd AT = T1*A*T1.transpose(); // Translating to ellipsoid center
MatrixXd BT = T2*B*T2.transpose(); // Translating to ellipsoid center
// Compute Hyper Quadric Matrix generating from the two ellipsoids
// and derive its eigenvalues decomposition
MatrixXd C = AT.inverse() * BT;
MatrixXcd CC(Ndimensions+1,Ndimensions+1);
CC.imag() = MatrixXd::Zero(Ndimensions+1,Ndimensions+1);
CC.real() = C;
ComplexEigenSolver<MatrixXcd> eigenSolver(CC);
// If eigenvalue decomposition fails, set control flag to false
// to stop the nested sampling and print the results
if (eigenSolver.info() != Success)
{
ellipsoidMatrixDecompositionIsSuccessful = false;
}
MatrixXcd E = eigenSolver.eigenvalues();
MatrixXcd V = eigenSolver.eigenvectors();
bool ellipsoidsDoOverlap = false; // Assume no overlap in the beginning
double pointA; // Point laying in this ellipsoid
double pointB; // Point laying in the other ellipsoid
// Loop over all eigenvectors
for (int i = 0; i < Ndimensions+1; i++)
{
// Skip inadmissible eigenvectors
if (V(Ndimensions,i).real() == 0)
{
continue;
}
else if (E(i).imag() != 0)
{
V.col(i) = V.col(i).array() * (V.conjugate())(Ndimensions,i); // Multiply eigenvector by complex conjugate of last element
V.col(i) = V.col(i).array() / V(Ndimensions,i).real(); // Normalize eigenvector to last component value
pointA = V.col(i).transpose().real() * AT * V.col(i).real(); // Evaluate point from this ellipsoid
pointB = V.col(i).transpose().real() * BT * V.col(i).real(); // Evaluate point from the other ellipsoid
// Accept only if point belongs to both ellipsoids
if ((pointA <= 0) && (pointB <= 0))
{
ellipsoidsDoOverlap = true; // Exit if ellipsoidsDoOverlap is found
break;
}
}
}
return ellipsoidsDoOverlap;
}
int main() {
srand (time(NULL));
unsigned N = 2000;
unsigned nRhs = 1;
unsigned nLeaf = 100;
double tolerance= 1e-15;
Test_Kernel kernel(N);
MatrixXcd xExact = MatrixXcd::Random(N, nRhs);
MatrixXcd bExact(N,nRhs), bFast(N,nRhs), xFast(N,nRhs);
cout << endl << "Number of particles is: " << N << endl;
clock_t start, end;
cout << endl << "Setting things up..." << endl;
start = clock();
HODLR_Tree<Test_Kernel>* A = new HODLR_Tree<Test_Kernel>(&kernel, N, nLeaf);
end = clock();
cout << "Time taken is: " << double(end-start)/double(CLOCKS_PER_SEC)<< endl;
cout << endl << "Assembling the matrix in HODLR form..." << endl;
start = clock();
VectorXcd diagonal = 4.0*VectorXcd::Ones(N);
A->assemble_Matrix(diagonal, tolerance);
end = clock();
cout << "Time taken is: " << double(end-start)/double(CLOCKS_PER_SEC)<< endl;
cout << endl << "Exact matrix vector product..." << endl;
start = clock();
for (unsigned i=0; i<N; ++i) {
bExact(i,0) = diagonal(i)*xExact(i,0);
for (unsigned j=0; j<i; ++j) {
bExact(i,0) = bExact(i,0)+kernel.get_Matrix_Entry(i, j)*xExact(j,0);
}
for (unsigned j=i+1; j<N; ++j) {
bExact(i,0) = bExact(i,0)+kernel.get_Matrix_Entry(i, j)*xExact(j,0);
}
}
end = clock();
cout << "Time taken is: " << double(end-start)/double(CLOCKS_PER_SEC)<< endl;
cout << endl << "Fast matrix matrix product..." << endl;
start = clock();
A->matMatProduct(xExact, bFast);
end = clock();
cout << "Time taken is: " << double(end-start)/double(CLOCKS_PER_SEC)<< endl;
cout << endl << "Factoring the matrix..." << endl;
start = clock();
A->compute_Factor();
end = clock();
cout << "Time taken is: " << double(end-start)/double(CLOCKS_PER_SEC)<< endl;
cout << endl << "Solving the system..." << endl;
start = clock();
A->solve(bExact, xFast);
end = clock();
cout << "Time taken is: " << double(end-start)/double(CLOCKS_PER_SEC)<< endl;
cout << endl << "Error in computed solution: " << (xFast-xExact).norm()/xExact.norm()<< endl;
cout << endl << "Error in matrix matrix product: " << (bFast-bExact).cwiseAbs().maxCoeff() << endl;
// MatrixXcd B;
// cout << endl << "Assembling the entire matrix..." << endl;
// start = clock();
// get_Matrix(0, 0, N, N, B);
// end = clock();
// cout << endl << "Time taken is: " << double(end-start)/double(CLOCKS_PER_SEC)<< endl;
//
// cout << endl << "Exact determinant is: " << setprecision(16) << log(fabs(B.partialPivLu().determinant())) << endl;
complex<double> determinant;
cout << endl << "Computing the log determinant..." << endl;
start = clock();
A->compute_Determinant(determinant);
end = clock();
cout << "Time taken is: " << double(end-start)/double(CLOCKS_PER_SEC)<< endl;
cout << endl << "Log determinant is: " << setprecision(16) << determinant << endl;
MatrixXcd K;
kernel.get_Matrix(0, 0, N, N, K);
for (unsigned k=0; k<N; ++k) {
K(k,k) = diagonal(k);
}
complex<double> exact_determinant;
exact_determinant = compute_Determinant(K);
cout << endl << "Exact log determinant is: " << setprecision(16) << exact_determinant << endl;
//
// cout << endl << "Exact matrix matrix product..." << endl;
// start = clock();
// MatrixXcd bExact = B*x;
// end = clock();
// cout << endl << "Time taken is: " << double(end-start)/double(CLOCKS_PER_SEC)<< endl;
//
// cout << endl << (bExact-b).cwiseAbs().maxCoeff() << endl;
}
/*!
\brief Partial pivoted LU to construct low-rank.
*/
void partial_Piv_LU(const int start_Row, const int start_Col, const int n_Rows, const int n_Cols, const double tolerance, int& computed_Rank, MatrixXcd& U, MatrixXcd& V) {
/********************************/
/* PURPOSE OF EXISTENCE */
/********************************/
/*!
Obtains the low-rank decomposition of the matrix to a desired tolerance using the partial pivoting LU algorithm, i.e., given a sub-matrix 'A' and tolerance 'epsilon', computes matrices 'U' and 'V' such that ||A-UV||_F < epsilon. The norm is Frobenius norm.
*/
/************************/
/* INPUTS */
/************************/
/// start_Row - Starting row of the sub-matrix.
/// start_Col - Starting column of the sub-matrix.
/// n_Rows - Number of rows of the sub-matrix.
/// n_Cols - Number of columns of the sub-matrix.
/// tolerance - Tolerance of low-rank approximation.
/************************/
/* OUTPUTS */
/************************/
/// computed_Rank - Rank obtained for the given tolerance.
/// U - Matrix forming the column basis.
/// V - Matrix forming the row basis.
/// If the matrix is small enough, do not do anything
int tolerable_Rank = 5;
if (n_Cols <= tolerable_Rank){
kernel->get_Matrix(start_Row, start_Col, n_Rows, n_Cols, U);
V = MatrixXcd::Identity(n_Cols, n_Cols);
computed_Rank = n_Cols;
return;
}
else if (n_Rows <= tolerable_Rank){
U = MatrixXcd::Identity(n_Rows, n_Rows);
kernel->get_Matrix(start_Row, start_Col, n_Rows, n_Cols, V);
computed_Rank = n_Rows;
return;
}
vector<int> rowIndex; /// This stores the row indices, which have already been used.
vector<int> colIndex; /// This stores the column indices, which have already been used.
vector<VectorXcd> u; /// Stores the column basis.
vector<VectorXcd> v; /// Stores the row basis.
srand (time(NULL));
complex<double> max, unused_max, Gamma;
/* INITIALIZATION */
/// Initialize the matrix norm and the the first row index
double matrix_Norm = 0;
rowIndex.push_back(0);
int pivot;
computed_Rank = 0;
VectorXcd a, row, col;
double row_Squared_Norm, row_Norm, col_Squared_Norm, col_Norm;
/// Repeat till the desired tolerance is obtained
do {
/// Generation of the row
kernel->get_Matrix_Row(start_Col, n_Cols, start_Row+rowIndex.back(), a);
/// Row of the residuum and the pivot column
row = a;
for (int l=0; l<computed_Rank; ++l) {
row = row-u[l](rowIndex.back())*v[l];
}
pivot = kernel->max_Abs_Vector(row, colIndex, max);
int max_tries = 100;
int count = 0;
int count1 = 0;
/// This randomization is needed if in the middle of the algorithm the row happens to be exactly the linear combination of the previous rows.
while (abs(max)<tolerance && count < max_tries) {
int new_rowIndex;
rowIndex.pop_back();
do {
new_rowIndex = rand()%n_Rows;
++count1;
} while (find(rowIndex.begin(),rowIndex.end(),new_rowIndex)!=rowIndex.end() && count1 < max_tries);
count1 = 0;
rowIndex.push_back(new_rowIndex);
/// Generation of the row
kernel->get_Matrix_Row(start_Col, n_Cols, start_Row+rowIndex.back(), a);
/// Row of the residuum and the pivot column
row = a;
for (int l=0; l<computed_Rank; ++l) {
row = row-u[l](rowIndex.back())*v[l];
}
pivot = kernel->max_Abs_Vector(row, colIndex, max);
++count;
}
if (count == max_tries) break;
count = 0;
colIndex.push_back(pivot);
/// Normalizing constant
Gamma = 1.0/(max);
/// Generation of the column
kernel->get_Matrix_Col(start_Row, n_Rows, start_Col+colIndex.back(), a);
/// Column of the residuum and the pivot row
col = a;
for (int l=0; l<computed_Rank; ++l) {
col = col-v[l](colIndex.back())*u[l];
}
pivot = kernel->max_Abs_Vector(col, rowIndex, unused_max);
/// This randomization is needed if in the middle of the algorithm the columns happens to be exactly the linear combination of the previous columns.
while (abs(max)<tolerance && count < max_tries) {
colIndex.pop_back();
int new_colIndex;
do {
new_colIndex = rand()%n_Cols;
} while (find(colIndex.begin(),colIndex.end(),new_colIndex)!=colIndex.end() && count1 < max_tries);
count1 = 0;
colIndex.push_back(new_colIndex);
/// Generation of the column
kernel->get_Matrix_Col(start_Row, n_Rows, start_Col+colIndex.back(), a);
/// Column of the residuum and the pivot row
col = a;
for (int l=0; l<computed_Rank; ++l) {
col = col-u[l](colIndex.back())*v[l];
}
pivot = kernel->max_Abs_Vector(col, rowIndex, unused_max);
++count;
}
if (count == max_tries) break;
count = 0;
rowIndex.push_back(pivot);
/// New vectors
u.push_back(Gamma*col);
v.push_back(row);
/// New approximation of matrix norm
row_Squared_Norm = row.squaredNorm();
row_Norm = sqrt(row_Squared_Norm);
col_Squared_Norm = col.squaredNorm();
col_Norm = sqrt(col_Squared_Norm);
matrix_Norm = matrix_Norm + abs(Gamma*Gamma*row_Squared_Norm*col_Squared_Norm);
for (int j=0; j<computed_Rank; ++j) {
matrix_Norm = matrix_Norm + 2.0*abs(u[j].dot(u.back()))*abs(v[j].dot(v.back()));
}
++computed_Rank;
} while (row_Norm*col_Norm > abs(max)*tolerance*matrix_Norm && computed_Rank <= fmin(n_Rows, n_Cols));
/// If the computed_Rank is close to full-rank then return the trivial full-rank decomposition
if (computed_Rank>=fmin(n_Rows, n_Cols)) {
if (n_Rows < n_Cols) {
U = MatrixXcd::Identity(n_Rows,n_Rows);
kernel->get_Matrix(start_Row, start_Col, n_Rows, n_Cols, V);
computed_Rank = n_Rows;
return;
}
else {
kernel->get_Matrix(start_Row, start_Col, n_Rows, n_Cols, U);
V = MatrixXcd::Identity(n_Cols,n_Cols);
computed_Rank = n_Cols;
return;
}
}
U = MatrixXcd(n_Rows,computed_Rank);
V = MatrixXcd(computed_Rank,n_Cols);
for (int j=0; j<computed_Rank; ++j) {
U.col(j) = u[j];
V.row(j) = v[j];
}
};
void UnbiasedSquaredPhaseLagIndex::compute(ConnectivitySettings::IntermediateTrialData& inputData,
QVector<QPair<int,MatrixXcd> >& vecPairCsdSum,
QVector<QPair<int,MatrixXd> >& vecPairCsdImagSignSum,
QMutex& mutex,
int iNRows,
int iNFreqs,
int iNfft,
const QPair<MatrixXd, VectorXd>& tapers)
{
if(inputData.vecPairCsdImagSign.size() == iNRows) {
//qDebug() << "UnbiasedSquaredPhaseLagIndex::compute - vecPairCsdImagSign was already computed for this trial.";
return;
}
inputData.vecPairCsdImagSign.clear();
int i,j;
// Calculate tapered spectra if not available already
// This code was copied and changed modified Utils/Spectra since we do not want to call the function due to time loss.
if(inputData.vecTapSpectra.size() != iNRows) {
inputData.vecTapSpectra.clear();
RowVectorXd vecInputFFT, rowData;
RowVectorXcd vecTmpFreq;
MatrixXcd matTapSpectrum(tapers.first.rows(), iNFreqs);
QVector<Eigen::MatrixXcd> vecTapSpectra;
FFT<double> fft;
fft.SetFlag(fft.HalfSpectrum);
for (i = 0; i < iNRows; ++i) {
// Substract mean
rowData.array() = inputData.matData.row(i).array() - inputData.matData.row(i).mean();
// Calculate tapered spectra if not available already
for(j = 0; j < tapers.first.rows(); j++) {
vecInputFFT = rowData.cwiseProduct(tapers.first.row(j));
// FFT for freq domain returning the half spectrum and multiply taper weights
fft.fwd(vecTmpFreq, vecInputFFT, iNfft);
matTapSpectrum.row(j) = vecTmpFreq * tapers.second(j);
}
inputData.vecTapSpectra.append(matTapSpectrum);
}
}
// Compute CSD
if(inputData.vecPairCsd.isEmpty()) {
double denomCSD = sqrt(tapers.second.cwiseAbs2().sum()) * sqrt(tapers.second.cwiseAbs2().sum()) / 2.0;
bool bNfftEven = false;
if (iNfft % 2 == 0){
bNfftEven = true;
}
MatrixXcd matCsd = MatrixXcd(iNRows, iNFreqs);
for (i = 0; i < iNRows; ++i) {
for (j = i; j < iNRows; ++j) {
// Compute CSD (average over tapers if necessary)
matCsd.row(j) = inputData.vecTapSpectra.at(i).cwiseProduct(inputData.vecTapSpectra.at(j).conjugate()).colwise().sum() / denomCSD;
// Divide first and last element by 2 due to half spectrum
matCsd.row(j)(0) /= 2.0;
if(bNfftEven) {
matCsd.row(j).tail(1) /= 2.0;
}
}
inputData.vecPairCsd.append(QPair<int,MatrixXcd>(i,matCsd));
inputData.vecPairCsdImagSign.append(QPair<int,MatrixXd>(i,matCsd.imag().cwiseSign()));
}
mutex.lock();
if(vecPairCsdSum.isEmpty()) {
vecPairCsdSum = inputData.vecPairCsd;
vecPairCsdImagSignSum = inputData.vecPairCsdImagSign;
} else {
for (int j = 0; j < vecPairCsdSum.size(); ++j) {
vecPairCsdSum[j].second += inputData.vecPairCsd.at(j).second;
vecPairCsdImagSignSum[j].second += inputData.vecPairCsdImagSign.at(j).second;
}
}
mutex.unlock();
} else {
if(inputData.vecPairCsdImagSign.isEmpty()) {
for (i = 0; i < inputData.vecPairCsd.size(); ++i) {
inputData.vecPairCsdImagSign.append(QPair<int,MatrixXd>(i,inputData.vecPairCsd.at(i).second.imag().cwiseSign()));
}
mutex.lock();
if(vecPairCsdImagSignSum.isEmpty()) {
vecPairCsdImagSignSum = inputData.vecPairCsdImagSign;
} else {
for (int j = 0; j < vecPairCsdImagSignSum.size(); ++j) {
vecPairCsdImagSignSum[j].second += inputData.vecPairCsdImagSign.at(j).second;
}
}
mutex.unlock();
}
}
}
MatrixXcd X = MatrixXcd::Random(4,4); MatrixXcd A = X + X.adjoint(); cout << "Here is a random self-adjoint 4x4 matrix:" << endl << A << endl << endl; Tridiagonalization<MatrixXcd> triOfA(A); MatrixXd T = triOfA.matrixT(); cout << "The tridiagonal matrix T is:" << endl << T << endl << endl; cout << "We can also extract the diagonals of T directly ..." << endl; VectorXd diag = triOfA.diagonal(); cout << "The diagonal is:" << endl << diag << endl; VectorXd subdiag = triOfA.subDiagonal(); cout << "The subdiagonal is:" << endl << subdiag << endl;
Rcpp::List EigsGen::extract()
{
int nconv = iparam[5 - 1];
int niter = iparam[9 - 1];
// Sometimes there are nconv = nev + 1 converged eigenvalues,
// mainly due to pairs of complex eigenvalues.
// We will truncate at nev.
int truenconv = nconv > nev ? nev : nconv;
// Converged eigenvalues from aupd()
VectorXcd evalsConverged(nconv);
evalsConverged.real() = MapVec(workl + ncv * ncv, nconv);
evalsConverged.imag() = MapVec(workl + ncv * ncv + ncv, nconv);
// If only eigenvalues are requested
if(!retvec)
{
if(nconv < nev)
::Rf_warning("only %d eigenvalues converged, less than k", nconv);
sortDesc(evalsConverged);
if(evalsConverged.size() > truenconv)
evalsConverged.conservativeResize(truenconv);
return returnResult(returnRealIfPossible(evalsConverged),
R_NilValue, wrap(truenconv), wrap(niter));
}
// Recompute the Hessenburg matrix, since occasionally
// aupd() will give us the incorrect one
recomputeH();
MapMat Hm(workl, ncv, ncv);
MapMat Vm(V, n, ncv);
RealSchur<MatrixXd> schur(Hm);
MatrixXd Qm = schur.matrixU();
MatrixXd Rm = schur.matrixT();
VectorXcd evalsRm(ncv);
VectorXi selectInd(nconv);
eigenvalueSchur(Rm, evalsRm);
findMatchedIndex(evalsConverged.head(nconv), evalsRm, selectInd);
//Rcpp::Rcout << evalsRm << "\n\n";
//Rcpp::Rcout << evalsConverged << "\n\n";
truenconv = selectInd.size();
if(truenconv < 1)
{
::Rf_warning("no converged eigenvalues found");
return returnResult(R_NilValue, R_NilValue, wrap(0L),
wrap(niter));
}
// Shrink Qm and Rm to the dimension given by the largest value
// in selectInd. Since selectInd is strictly increasing,
// we can just use its last value.
int lastInd = selectInd[selectInd.size() - 1];
Qm.conservativeResize(Eigen::NoChange, lastInd + 1);
Rm.conservativeResize(lastInd + 1, lastInd + 1);
// Eigen decomposition of Rm
EigenSolver<MatrixXd> es(Rm);
evalsRm = es.eigenvalues();
MatrixXcd evecsA = Vm * (Qm * es.eigenvectors());
// Order and select eigenvalues/eigenvectors
for(int i = 0; i < truenconv; i++)
{
// Since selectInd[i] >= i for all i, it is safe to
// overwrite the elements and columns.
evalsRm[i] = evalsRm[selectInd[i]];
}
if(evalsRm.size() > truenconv)
evalsRm.conservativeResize(truenconv);
transformEigenvalues(evalsRm);
// Now (evalsRm, selectInd) gives the pair of (value, location)
sortDescPair(evalsRm, selectInd);
if(truenconv > nev)
{
truenconv = nev;
evalsRm.conservativeResize(truenconv);
}
MatrixXcd evecsConverged(n, truenconv);
for(int i = 0; i < truenconv; i++)
{
evecsConverged.col(i) = evecsA.col(selectInd[i]);
}
if(truenconv < nev)
::Rf_warning("only %d eigenvalues converged, less than k", truenconv);
return returnResult(returnRealIfPossible(evalsRm),
returnRealIfPossible(evecsConverged),
wrap(truenconv),
wrap(niter));
}
int main() {
// The eigen approach
ArrayXd n = ArrayXd::LinSpaced(N+1,0,N);
double multiplier = M_PI/N;
Array<double, 1, N+1> nT = n.transpose();
ArrayXd x = - cos(multiplier*n);
ArrayXd xsub = x.middleRows(1, N-1);
ArrayXd ysub = (x1-x0)/2*xsub + (x1+x0)/2;
ArrayXXd T = cos((acos(x).matrix()*nT.matrix()).array());
ArrayXXd Tsub = cos((acos(xsub).matrix()*nT.matrix()).array());
ArrayXd sqinx = 1/sqrt(1-xsub*xsub);
MatrixXd inv1x2 = (sqinx).matrix().asDiagonal();
// Can't use the following to test elements of inv1x2
// std::cout << inv1x2(0,0) << "\n";
MatrixXd Usub = inv1x2 * sin(((acos(xsub).matrix())*nT.matrix()).array()).matrix();
MatrixXd dTsub = Usub*(n.matrix().asDiagonal());
MatrixXd d2Tsub = ((sqinx*sqinx).matrix().asDiagonal())*((xsub.matrix().asDiagonal()) * (dTsub.matrix()) - (Tsub.matrix()) * ((n*n).matrix().asDiagonal()));
MatrixXd d2T(N+1, N+1);
RowVectorXd a = (pow((-1),nT))*(nT*nT+1)*(nT*nT)/3;
RowVectorXd b = (nT*nT+1)*(nT*nT)/3;
d2T.middleRows(1,N-1) = d2Tsub;
d2T.row(0) = a;
d2T.row(N) = b;
MatrixXd D2 = d2T.matrix() * ((T.matrix()).inverse());
MatrixXd E2 = D2.middleRows(1,N-1).middleCols(1,N-1);
MatrixXd Y = ysub.matrix().asDiagonal();
MatrixXd H = - (4 / ((x1-x0)*(x1-x0))) * E2 + k*Y;
Eigen::EigenSolver<Eigen::MatrixXd> HE(H);
VectorXcd D = HE.eigenvalues();
MatrixXcd V = HE.eigenvectors();
std::cout << HE.info() << std::endl;
// Open ofstream
ofstream Dfile;
Dfile.open("D-output.txt");
ofstream Vfile;
Vfile.open("V-output.txt");
ofstream V544file;
V544file.open("V544-output.txt");
Dfile.precision(15);
Dfile << D.real() << "\n";
Vfile.precision(15);
Vfile << V.real() << "\n";
V544file.precision(15);
for(int i = 1; i<N-1; i++)
{
V544file << ysub[i-1];
V544file << " " << V.col(544).row(i-1).real() << "\n";
}
Dfile.close();
Vfile.close();
V544file.close();
system("gnuplot -p plot.gp");
system("rsvg-convert -w 2000 -o V544-plot.png V544-plot.svg");
}