void FUNCTION (test, ops) (size_t stride1, size_t stride2, size_t N) { size_t i; TYPE (gsl_vector) * a = FUNCTION (create, vector) (stride1, N); TYPE (gsl_vector) * b = FUNCTION (create, vector) (stride2, N); TYPE (gsl_vector) * v = FUNCTION (create, vector) (stride1, N); for (i = 0; i < N; i++) { BASE z, z1; GSL_REAL (z) = (ATOMIC) 3+i; GSL_IMAG (z) = (ATOMIC) (3+i + 10); GSL_REAL (z1) = (ATOMIC) (3 + 2*i + 5); GSL_IMAG (z1) = (ATOMIC) (3 + 2*i + 20); FUNCTION (gsl_vector, set) (a, i, z); FUNCTION (gsl_vector, set) (b, i, z1); } { int status = (FUNCTION(gsl_vector,equal) (a,b) != 0); TEST2 (status, "_equal vectors unequal"); } FUNCTION(gsl_vector, memcpy) (v, a); { int status = (FUNCTION(gsl_vector,equal) (a,v) != 1); TEST2 (status, "_equal vectors equal"); } FUNCTION(gsl_vector, add) (v, b); { int status = 0; for (i = 0; i < N; i++) { BASE r = FUNCTION(gsl_vector,get) (v,i); if (GSL_REAL(r) != (ATOMIC) (3*i+11) || GSL_IMAG(r) != (ATOMIC) (3*i+36)) status = 1; } TEST2 (status, "_add vector addition"); } { int status = 0; FUNCTION(gsl_vector, swap) (a, b); for (i = 0; i < N; i++) { BASE z, z1; BASE x = FUNCTION (gsl_vector, get) (a, i); BASE y = FUNCTION (gsl_vector, get) (b, i); GSL_REAL (z) = (ATOMIC) 3+i; GSL_IMAG (z) = (ATOMIC) (3+i + 10); GSL_REAL (z1) = (ATOMIC) (3 + 2*i + 5); GSL_IMAG (z1) = (ATOMIC) (3 + 2*i + 20); status |= !GSL_COMPLEX_EQ(z,y); status |= !GSL_COMPLEX_EQ(z1,x); } FUNCTION(gsl_vector, swap) (a, b); for (i = 0; i < N; i++) { BASE z, z1; BASE x = FUNCTION (gsl_vector, get) (a, i); BASE y = FUNCTION (gsl_vector, get) (b, i); GSL_REAL (z) = (ATOMIC) 3+i; GSL_IMAG (z) = (ATOMIC) (3+i + 10); GSL_REAL (z1) = (ATOMIC) (3 + 2*i + 5); GSL_IMAG (z1) = (ATOMIC) (3 + 2*i + 20); status |= !GSL_COMPLEX_EQ(z,x); status |= !GSL_COMPLEX_EQ(z1,y); } TEST2 (status, "_swap exchange vectors"); } FUNCTION(gsl_vector, memcpy) (v, a); FUNCTION(gsl_vector, sub) (v, b); { int status = 0; for (i = 0; i < N; i++) { BASE r = FUNCTION(gsl_vector,get) (v,i); if (GSL_REAL(r) != (-(ATOMIC)i-(ATOMIC)5) || GSL_IMAG(r) != (-(ATOMIC)i-(ATOMIC)10)) status = 1; } TEST2 (status, "_sub vector subtraction"); } FUNCTION(gsl_vector, memcpy) (v, a); FUNCTION(gsl_vector, mul) (v, b); { int status = 0; for (i = 0; i < N; i++) { BASE r = FUNCTION(gsl_vector,get) (v,i); ATOMIC real = (-35*(ATOMIC)i-275); ATOMIC imag = (173+((ATOMIC)i)*(63+4*(ATOMIC)i)); if (fabs(GSL_REAL(r) - real) > 100 * BASE_EPSILON || fabs(GSL_IMAG(r) - imag) > 100 * BASE_EPSILON) status = 1; } TEST2 (status, "_mul multiplication"); } FUNCTION(gsl_vector, memcpy) (v, a); FUNCTION(gsl_vector, div) (v, b); { int status = 0; for (i = 0; i < N; i++) { BASE r = FUNCTION(gsl_vector,get) (v,i); ATOMIC denom = 593 + ((ATOMIC)i)*(124+((ATOMIC)i)*8); ATOMIC real = (323+((ATOMIC)i)*(63+4*((ATOMIC)i))) / denom; ATOMIC imag = (35 +((ATOMIC)i)*5) / denom; if (fabs(GSL_REAL(r) - real) > 100 * BASE_EPSILON) status = 1; if (fabs(GSL_IMAG(r) - imag) > 100 * BASE_EPSILON) status = 1; } TEST2 (status, "_div division"); } FUNCTION(gsl_vector, free) (a); FUNCTION(gsl_vector, free) (b); FUNCTION(gsl_vector, free) (v); }
void MBlockUser::Run() { // // Allocation Matrices // gsl_matrix_uint signature_frequencies=min2.GetDataObj(); gsl_matrix signature_powers=min3.GetDataObj(); // // input bits // gsl_matrix_uint inputbits = min1.GetDataObj(); // // outer loop: the users // for (int u=0;u<M();u++) { gsl_vector_complex_view tmpout = gsl_matrix_complex_column(outmat,u); // // // FETCH K INPUT SYMBOLS // // for (int j=0;j<K();j++) { symbol_id=0; //////// I take Nb bits from input and map it in new_symbol for (int i=0;i<Nb();i++) { symbol_id = (symbol_id << 1); // symbol_id += in1.GetDataObj(); symbol_id += gsl_matrix_uint_get(&inputbits,u,j*Nb()+i); } new_symbol = gsl_complex_polar(1.0, symbol_arg * double(gsl_vector_uint_get(gray_encoding, symbol_id))); gsl_vector_complex_set(tmp,j,new_symbol); } // // // SELECTION MATRIX UPDATE and POWER // // // gsl_matrix_complex_set_identity(selection_mat); gsl_matrix_complex_set_zero(selection_mat); for (int i=0;i<J(); i++) { unsigned int carrier=gsl_matrix_uint_get(&signature_frequencies,u,i); double power=gsl_matrix_get(&signature_powers,u,i); gsl_complex one=gsl_complex_polar(power,0.0); gsl_matrix_complex_set(selection_mat,carrier,i,one); } // // // PRECODING MATRIX UPDATE // // #ifdef GIANNAKIS_PRECODING double roarg=2.0*double(M_PI/N()); for (int i=0;i<J(); i++) { unsigned int carrier=gsl_matrix_uint_get(&signature_frequencies,u,i); for (int j=0; j<K(); j++) { gsl_complex ro=gsl_complex_polar(sqrt(1.0/double(J())),-j*carrier*roarg); gsl_matrix_complex_set(coding_mat,i,j,ro); } } #else double roarg=2.0*double(M_PI/J()); for (int i=0;i<J(); i++) { for (int j=0; j<K(); j++) { gsl_complex ro=gsl_complex_polar(sqrt(1.0/double(J())),-j*i*roarg); gsl_matrix_complex_set(coding_mat,i,j,ro); } } #endif #ifdef SHOW_MATRIX cout << endl << BlockName << " user: "******"coding matrix (theta) = " << endl; gsl_matrix_complex_show(coding_mat); cout << "T^h*T matrix = " << endl; gsl_matrix_complex_show(THT); cout << "T^h*T trace = " << GSL_REAL(trace) << ", " << GSL_IMAG(trace) << endl; gsl_matrix_complex_free(THT); #endif // // // PRECODING // // gsl_blas_zgemv(CblasNoTrans, gsl_complex_rect(1.0,0), coding_mat, tmp, gsl_complex_rect(0,0), tmp1); // // // CARRIER SELECTION // // gsl_blas_zgemv(CblasNoTrans, gsl_complex_rect(1.0,0), selection_mat, tmp1, gsl_complex_rect(0,0), tmp2); // // // IFFT TRANSFORM // // gsl_blas_zgemv(CblasNoTrans, gsl_complex_rect(1.0,0), transform_mat, tmp2, gsl_complex_rect(0,0), &tmpout.vector); // cout << "\n\n symbols (user " << u << ") = " << endl; // gsl_vector_complex_fprintf(stdout,tmp,"%f"); #ifdef SHOW_MATRIX cout << "\n\n symbols (user " << u << ") = " << endl; gsl_vector_complex_fprintf(stdout,tmp,"%f"); cout << "\n\n precoded = " << endl; gsl_vector_complex_fprintf(stdout,tmp1,"%f"); cout << "\n\n precoded selected = " << endl; gsl_vector_complex_fprintf(stdout,tmp2,"%f"); cout << "\n\n precoded selected transformed = " << endl; gsl_vector_complex_fprintf(stdout,&tmpout.vector,"%f"); #endif } // close user loop mout1.DeliverDataObj(*outmat); }
int gsl_eigen_herm (gsl_matrix_complex * A, gsl_vector * eval, gsl_eigen_herm_workspace * w) { if (A->size1 != A->size2) { GSL_ERROR ("matrix must be square to compute eigenvalues", GSL_ENOTSQR); } else if (eval->size != A->size1) { GSL_ERROR ("eigenvalue vector must match matrix size", GSL_EBADLEN); } else { const size_t N = A->size1; double *const d = w->d; double *const sd = w->sd; size_t a, b; /* handle special case */ if (N == 1) { gsl_complex A00 = gsl_matrix_complex_get (A, 0, 0); gsl_vector_set (eval, 0, GSL_REAL(A00)); return GSL_SUCCESS; } { gsl_vector_view d_vec = gsl_vector_view_array (d, N); gsl_vector_view sd_vec = gsl_vector_view_array (sd, N - 1); gsl_vector_complex_view tau_vec = gsl_vector_complex_view_array (w->tau, N-1); gsl_linalg_hermtd_decomp (A, &tau_vec.vector); gsl_linalg_hermtd_unpack_T (A, &d_vec.vector, &sd_vec.vector); } /* Make an initial pass through the tridiagonal decomposition to remove off-diagonal elements which are effectively zero */ chop_small_elements (N, d, sd); /* Progressively reduce the matrix until it is diagonal */ b = N - 1; while (b > 0) { if (sd[b - 1] == 0.0 || isnan(sd[b - 1])) { b--; continue; } /* Find the largest unreduced block (a,b) starting from b and working backwards */ a = b - 1; while (a > 0) { if (sd[a - 1] == 0.0) { break; } a--; } { const size_t n_block = b - a + 1; double *d_block = d + a; double *sd_block = sd + a; /* apply QR reduction with implicit deflation to the unreduced block */ qrstep (n_block, d_block, sd_block, NULL, NULL); /* remove any small off-diagonal elements */ chop_small_elements (n_block, d_block, sd_block); } } { gsl_vector_view d_vec = gsl_vector_view_array (d, N); gsl_vector_memcpy (eval, &d_vec.vector); } return GSL_SUCCESS; } }
void test_eigen_gen_pencil(const gsl_matrix * A, const gsl_matrix * B, size_t count, const char * desc, int test_schur, test_eigen_gen_workspace *w) { const size_t N = A->size1; size_t i; gsl_matrix_memcpy(w->A, A); gsl_matrix_memcpy(w->B, B); if (test_schur) { gsl_eigen_genv_QZ(w->A, w->B, w->alphav, w->betav, w->evec, w->Q, w->Z, w->genv_p); test_eigen_schur(A, w->A, w->Q, w->Z, count, "genv/A", desc); test_eigen_schur(B, w->B, w->Q, w->Z, count, "genv/B", desc); } else gsl_eigen_genv(w->A, w->B, w->alphav, w->betav, w->evec, w->genv_p); test_eigen_gen_results(A, B, w->alphav, w->betav, w->evec, count, desc, "unsorted"); gsl_matrix_memcpy(w->A, A); gsl_matrix_memcpy(w->B, B); if (test_schur) { gsl_eigen_gen_params(1, 1, 0, w->gen_p); gsl_eigen_gen_QZ(w->A, w->B, w->alpha, w->beta, w->Q, w->Z, w->gen_p); test_eigen_schur(A, w->A, w->Q, w->Z, count, "gen/A", desc); test_eigen_schur(B, w->B, w->Q, w->Z, count, "gen/B", desc); } else { gsl_eigen_gen_params(0, 0, 0, w->gen_p); gsl_eigen_gen(w->A, w->B, w->alpha, w->beta, w->gen_p); } /* compute eval = alpha / beta values */ for (i = 0; i < N; ++i) { gsl_complex z, ai; double bi; ai = gsl_vector_complex_get(w->alpha, i); bi = gsl_vector_get(w->beta, i); GSL_SET_COMPLEX(&z, GSL_REAL(ai) / bi, GSL_IMAG(ai) / bi); gsl_vector_complex_set(w->eval, i, z); ai = gsl_vector_complex_get(w->alphav, i); bi = gsl_vector_get(w->betav, i); GSL_SET_COMPLEX(&z, GSL_REAL(ai) / bi, GSL_IMAG(ai) / bi); gsl_vector_complex_set(w->evalv, i, z); } /* sort eval and evalv and test them */ gsl_eigen_nonsymmv_sort(w->eval, NULL, GSL_EIGEN_SORT_ABS_ASC); gsl_eigen_nonsymmv_sort(w->evalv, NULL, GSL_EIGEN_SORT_ABS_ASC); test_eigenvalues_complex(w->evalv, w->eval, "gen", desc); gsl_eigen_genv_sort(w->alphav, w->betav, w->evec, GSL_EIGEN_SORT_ABS_ASC); test_eigen_gen_results(A, B, w->alphav, w->betav, w->evec, count, desc, "abs/asc"); gsl_eigen_genv_sort(w->alphav, w->betav, w->evec, GSL_EIGEN_SORT_ABS_DESC); test_eigen_gen_results(A, B, w->alphav, w->betav, w->evec, count, desc, "abs/desc"); } /* test_eigen_gen_pencil() */
void test_eigen_nonsymm_results (const gsl_matrix * m, const gsl_vector_complex * eval, const gsl_matrix_complex * evec, size_t count, const char * desc, const char * desc2) { size_t i,j; size_t N = m->size1; gsl_vector_complex * x = gsl_vector_complex_alloc(N); gsl_vector_complex * y = gsl_vector_complex_alloc(N); gsl_matrix_complex * A = gsl_matrix_complex_alloc(N, N); /* we need a complex matrix for the blas routines, so copy m into A */ for (i = 0; i < N; ++i) { for (j = 0; j < N; ++j) { gsl_complex z; GSL_SET_COMPLEX(&z, gsl_matrix_get(m, i, j), 0.0); gsl_matrix_complex_set(A, i, j, z); } } for (i = 0; i < N; i++) { gsl_complex ei = gsl_vector_complex_get (eval, i); gsl_vector_complex_const_view vi = gsl_matrix_complex_const_column(evec, i); double norm = gsl_blas_dznrm2(&vi.vector); /* check that eigenvector is normalized */ gsl_test_rel(norm, 1.0, N * GSL_DBL_EPSILON, "nonsymm(N=%u,cnt=%u), %s, normalized(%d), %s", N, count, desc, i, desc2); gsl_vector_complex_memcpy(x, &vi.vector); /* compute y = m x (should = lambda v) */ gsl_blas_zgemv (CblasNoTrans, GSL_COMPLEX_ONE, A, x, GSL_COMPLEX_ZERO, y); /* compute x = lambda v */ gsl_blas_zscal(ei, x); /* now test if y = x */ for (j = 0; j < N; j++) { gsl_complex xj = gsl_vector_complex_get (x, j); gsl_complex yj = gsl_vector_complex_get (y, j); /* use abs here in case the values are close to 0 */ gsl_test_abs(GSL_REAL(yj), GSL_REAL(xj), 1e8*GSL_DBL_EPSILON, "nonsymm(N=%u,cnt=%u), %s, eigenvalue(%d,%d), real, %s", N, count, desc, i, j, desc2); gsl_test_abs(GSL_IMAG(yj), GSL_IMAG(xj), 1e8*GSL_DBL_EPSILON, "nonsymm(N=%u,cnt=%u), %s, eigenvalue(%d,%d), imag, %s", N, count, desc, i, j, desc2); } } gsl_matrix_complex_free(A); gsl_vector_complex_free(x); gsl_vector_complex_free(y); }
complex::complex(const gsl_complex& z) { // _complex = (gsl_complex*)malloc(sizeof(gsl_complex)); GSL_SET_COMPLEX(&_complex, GSL_REAL(z), GSL_IMAG(z)); }
double& complex::real() { return GSL_REAL(_complex); }
gsl_complex f_bessel(gsl_complex p, const Params *params) { double m = params->m; return gsl_complex_rect(0, 2*m * gsl_sf_bessel_K1(m * GSL_REAL(p))); }
gsl_complex integrate_line_segment(Params *params, gsl_complex p0, gsl_complex p1) { gsl_complex k = gsl_complex_sub(p1, p0); const double r = params->r; const double a = 0.0; // parameter interval start const double b = 1.0; // parameter interval end const double L = b - a; // length of parameter interval const size_t table_size = 1000; // calculate frequency of oscillatory part double omega = GSL_REAL(k) * r; gsl_integration_workspace *ws = gsl_integration_workspace_alloc(table_size); // prepare sine/cosine tables for integration gsl_integration_qawo_table *table_cos = gsl_integration_qawo_table_alloc(omega, L, GSL_INTEG_COSINE, table_size); gsl_integration_qawo_table *table_sin = gsl_integration_qawo_table_alloc(omega, L, GSL_INTEG_SINE, table_size); LineSegmentParams lsp; lsp.p0 = p0; lsp.k = k; lsp.damping = params->r * GSL_IMAG(k); lsp.params = params; //fprintf(stderr, "p0 = %g %g, p1 = %g %g, k = %g %g, r = %g, omega = %g, damping = %g\n", // GSL_REAL(p0), GSL_IMAG(p0), GSL_REAL(p1), GSL_IMAG(p1), // GSL_REAL(k), GSL_IMAG(k), r, omega, lsp.damping); gsl_function F; F.function = &line_segment_integrand_wrapper; F.params = &lsp; double result_real_cos, abserr_real_cos; double result_real_sin, abserr_real_sin; double result_imag_cos, abserr_imag_cos; double result_imag_sin, abserr_imag_sin; double epsabs = 1e-9; double epsrel = 1e-9; lsp.part = REAL; gsl_integration_qawo(&F, a, epsabs, epsrel, table_size, ws, table_cos, &result_real_cos, &abserr_real_cos); gsl_integration_qawo(&F, a, epsabs, epsrel, table_size, ws, table_sin, &result_real_sin, &abserr_real_sin); lsp.part = IMAG; gsl_integration_qawo(&F, a, epsabs, epsrel, table_size, ws, table_cos, &result_imag_cos, &abserr_imag_cos); gsl_integration_qawo(&F, a, epsabs, epsrel, table_size, ws, table_sin, &result_imag_sin, &abserr_imag_sin); //fprintf(stderr, " cos: %g (+- %g) %g (+- %g) sin: %g (+- %g) %g (+- %g)\n", // result_real_cos, abserr_real_cos, result_imag_cos, abserr_imag_cos, // result_real_sin, abserr_real_sin, result_imag_sin, abserr_imag_sin); gsl_complex cos_part = gsl_complex_rect(result_real_cos, result_imag_cos); gsl_complex sin_part = gsl_complex_rect(-result_imag_sin, result_real_sin); gsl_complex sum = gsl_complex_add(cos_part, sin_part); gsl_complex result = gsl_complex_mul( k, gsl_complex_mul(sum, gsl_complex_exp(gsl_complex_mul_imag(p0, params->r)))); gsl_integration_qawo_table_free(table_sin); gsl_integration_qawo_table_free(table_cos); gsl_integration_workspace_free(ws); return result; }
void gsl_complex_negative (complex_t const *a, complex_t *res) { /* z=1/a */ complex_init (res, -GSL_REAL (a), -GSL_IMAG (a)); }
int main(void) { gsl_matrix *TS; /* the training set of real waveforms */ gsl_matrix_complex *cTS; /* the training set of complex waveforms */ size_t TSsize; /* the size of the training set (number of waveforms) */ size_t wl; /* the length of each waveform */ size_t k = 0, j = 0, i = 0, nbases = 0, cnbases = 0; REAL8 *RB = NULL; /* the real reduced basis set */ COMPLEX16 *cRB = NULL; /* the complex reduced basis set */ LALInferenceREALROQInterpolant *interp = NULL; LALInferenceCOMPLEXROQInterpolant *cinterp = NULL; gsl_vector *freqs; double tolerance = TOLERANCE; /* tolerance for reduced basis generation loop */ TSsize = TSSIZE; wl = WL; /* allocate memory for training set */ TS = gsl_matrix_calloc(TSsize, wl); cTS = gsl_matrix_complex_calloc(TSsize, wl); /* the waveform model is just a simple chirp so set up chirp mass range for training set */ double fmin0 = 48, fmax0 = 256, f0 = 0., m0 = 0.; double df = (fmax0-fmin0)/(wl-1.); /* model time steps */ freqs = gsl_vector_alloc(wl); /* times at which to calculate the model */ double Mcmax = 2., Mcmin = 1.5, Mc = 0.; gsl_vector_view fweights = gsl_vector_view_array(&df, 1); /* set up training sets (one real and one complex) */ for ( k=0; k < TSsize; k++ ){ Mc = pow(pow(Mcmin, 5./3.) + (double)k*(pow(Mcmax, 5./3.)-pow(Mcmin, 5./3.))/((double)TSsize-1), 3./5.); for ( j=0; j < wl; j++ ){ f0 = fmin0 + (double)j*(fmax0-fmin0)/((double)wl-1.); gsl_complex gctmp; COMPLEX16 ctmp; m0 = real_model(f0, Mc); ctmp = imag_model(f0, Mc); GSL_SET_COMPLEX(&gctmp, creal(ctmp), cimag(ctmp)); gsl_vector_set(freqs, j, f0); gsl_matrix_set(TS, k, j, m0); gsl_matrix_complex_set(cTS, k, j, gctmp); } } /* create reduced orthonormal basis from training set */ if ( (RB = LALInferenceGenerateREAL8OrthonormalBasis(&fweights.vector, tolerance, TS, &nbases)) == NULL){ fprintf(stderr, "Error... problem producing basis\n"); return 1; } if ( (cRB = LALInferenceGenerateCOMPLEX16OrthonormalBasis(&fweights.vector, tolerance, cTS, &cnbases)) == NULL){ fprintf(stderr, "Error... problem producing basis\n"); return 1; } /* free the training set */ gsl_matrix_free(TS); gsl_matrix_complex_free(cTS); gsl_matrix_view RBview = gsl_matrix_view_array(RB, nbases, wl); gsl_matrix_complex_view cRBview = gsl_matrix_complex_view_array((double*)cRB, cnbases, wl); fprintf(stderr, "No. nodes (real) = %zu, %zu x %zu\n", nbases, RBview.matrix.size1, RBview.matrix.size2); fprintf(stderr, "No. nodes (complex) = %zu, %zu x %zu\n", cnbases, cRBview.matrix.size1, cRBview.matrix.size2); /* get the interpolant */ interp = LALInferenceGenerateREALROQInterpolant(&RBview.matrix); cinterp = LALInferenceGenerateCOMPLEXROQInterpolant(&cRBview.matrix); /* free the reduced basis */ XLALFree(RB); XLALFree(cRB); /* now get the terms for the likelihood with and without the reduced order quadrature * and do some timing tests */ /* create the model dot model weights */ REAL8 varval = 1.; gsl_vector_view vars = gsl_vector_view_array(&varval, 1); gsl_matrix *mmw = LALInferenceGenerateREALModelModelWeights(interp->B, &vars.vector); gsl_matrix_complex *cmmw = LALInferenceGenerateCOMPLEXModelModelWeights(cinterp->B, &vars.vector); /* let's create some Gaussian random data */ const gsl_rng_type *T; gsl_rng *r; gsl_rng_env_setup(); T = gsl_rng_default; r = gsl_rng_alloc(T); REAL8 *data = XLALCalloc(wl, sizeof(REAL8)); COMPLEX16 *cdata = XLALCalloc(wl, sizeof(COMPLEX16)); for ( i=0; i<wl; i++ ){ data[i] = gsl_ran_gaussian(r, 1.0); /* real data */ cdata[i] = gsl_ran_gaussian(r, 1.0) + I*gsl_ran_gaussian(r, 1.0); /* complex data */ } /* create the data dot model weights */ gsl_vector_view dataview = gsl_vector_view_array(data, wl); gsl_vector *dmw = LALInferenceGenerateREAL8DataModelWeights(interp->B, &dataview.vector, &vars.vector); gsl_vector_complex_view cdataview = gsl_vector_complex_view_array((double*)cdata, wl); gsl_vector_complex *cdmw = LALInferenceGenerateCOMPLEX16DataModelWeights(cinterp->B, &cdataview.vector, &vars.vector); /* pick a chirp mass and generate a model to compare likelihoods */ double randMc = 1.873; /* a random frequency to create a model */ gsl_vector *modelfull = gsl_vector_alloc(wl); gsl_vector *modelreduced = gsl_vector_alloc(nbases); gsl_vector_complex *cmodelfull = gsl_vector_complex_alloc(wl); gsl_vector_complex *cmodelreduced = gsl_vector_complex_alloc(cnbases); /* create models */ for ( i=0; i<wl; i++ ){ /* models at all frequencies */ gsl_vector_set(modelfull, i, real_model(gsl_vector_get(freqs, i), randMc)); COMPLEX16 cval = imag_model(gsl_vector_get(freqs, i), randMc); gsl_complex gcval; GSL_SET_COMPLEX(&gcval, creal(cval), cimag(cval)); gsl_vector_complex_set(cmodelfull, i, gcval); } /* models at interpolant nodes */ for ( i=0; i<nbases; i++ ){ /* real model */ gsl_vector_set(modelreduced, i, real_model(gsl_vector_get(freqs, interp->nodes[i]), randMc)); } for ( i=0; i<cnbases; i++ ){ /* complex model */ COMPLEX16 cval = imag_model(gsl_vector_get(freqs, cinterp->nodes[i]), randMc); gsl_complex gcval; GSL_SET_COMPLEX(&gcval, creal(cval), cimag(cval)); gsl_vector_complex_set(cmodelreduced, i, gcval); } /* timing variables */ struct timeval t1, t2, t3, t4; double dt1, dt2; /* start with the real model */ /* get the model model term with the full model */ REAL8 mmfull, mmred; gettimeofday(&t1, NULL); XLAL_CALLGSL( gsl_blas_ddot(modelfull, modelfull, &mmfull) ); /* real model */ gettimeofday(&t2, NULL); /* now get it with the reduced order quadrature */ gettimeofday(&t3, NULL); mmred = LALInferenceROQREAL8ModelDotModel(mmw, modelreduced); gettimeofday(&t4, NULL); dt1 = (double)((t2.tv_sec + t2.tv_usec*1.e-6) - (t1.tv_sec + t1.tv_usec*1.e-6)); dt2 = (double)((t4.tv_sec + t4.tv_usec*1.e-6) - (t3.tv_sec + t3.tv_usec*1.e-6)); fprintf(stderr, "Real Signal:\n - M dot M (full) = %le [%.9lf s], M dot M (reduced) = %le [%.9lf s], time ratio = %lf\n", mmfull, dt1, mmred, dt2, dt1/dt2); /* get the data model term with the full model */ REAL8 dmfull, dmred; gettimeofday(&t1, NULL); XLAL_CALLGSL( gsl_blas_ddot(&dataview.vector, modelfull, &dmfull) ); gettimeofday(&t2, NULL); /* now get it with the reduced order quadrature */ gettimeofday(&t3, NULL); dmred = LALInferenceROQREAL8DataDotModel(dmw, modelreduced); gettimeofday(&t4, NULL); dt1 = (double)((t2.tv_sec + t2.tv_usec*1.e-6) - (t1.tv_sec + t1.tv_usec*1.e-6)); dt2 = (double)((t4.tv_sec + t4.tv_usec*1.e-6) - (t3.tv_sec + t3.tv_usec*1.e-6)); fprintf(stderr, " - D dot M (full) = %le [%.9lf s], D dot M (reduced) = %le [%.9lf s], time ratio = %lf\n", dmfull, dt1, dmred, dt2, dt1/dt2); /* check difference in log likelihoods */ double Lfull, Lred, Lfrac; Lfull = mmfull - 2.*dmfull; Lred = mmred - 2.*dmred; Lfrac = 100.*fabs(Lfull-Lred)/fabs(Lfull); /* fractional log likelihood difference (in %) */ fprintf(stderr, " - Fractional difference in log likelihoods = %lf%%\n", Lfrac); XLALFree(data); gsl_vector_free(modelfull); gsl_vector_free(modelreduced); gsl_matrix_free(mmw); gsl_vector_free(dmw); /* check log likelihood difference is within tolerance */ if ( Lfrac > LTOL ) { return 1; } /* now do the same with the complex model */ /* get the model model term with the full model */ COMPLEX16 cmmred, cmmfull; gsl_complex cmmfulltmp; gettimeofday(&t1, NULL); XLAL_CALLGSL( gsl_blas_zdotc(cmodelfull, cmodelfull, &cmmfulltmp) ); /* complex model */ cmmfull = GSL_REAL(cmmfulltmp) + I*GSL_IMAG(cmmfulltmp); gettimeofday(&t2, NULL); gettimeofday(&t3, NULL); cmmred = LALInferenceROQCOMPLEX16ModelDotModel(cmmw, cmodelreduced); gettimeofday(&t4, NULL); dt1 = (double)((t2.tv_sec + t2.tv_usec*1.e-6) - (t1.tv_sec + t1.tv_usec*1.e-6)); dt2 = (double)((t4.tv_sec + t4.tv_usec*1.e-6) - (t3.tv_sec + t3.tv_usec*1.e-6)); fprintf(stderr, "Complex Signal:\n - M dot M (full) = %le [%.9lf s], M dot M (reduced) = %le [%.9lf s], time ratio = %lf\n", creal(cmmfull), dt1, creal(cmmred), dt2, dt1/dt2); COMPLEX16 cdmfull, cdmred; gsl_complex cdmfulltmp; gettimeofday(&t1, NULL); XLAL_CALLGSL( gsl_blas_zdotc(&cdataview.vector, cmodelfull, &cdmfulltmp) ); cdmfull = GSL_REAL(cdmfulltmp) + I*GSL_IMAG(cdmfulltmp); gettimeofday(&t2, NULL); gettimeofday(&t3, NULL); cdmred = LALInferenceROQCOMPLEX16DataDotModel(cdmw, cmodelreduced); gettimeofday(&t4, NULL); dt1 = (double)((t2.tv_sec + t2.tv_usec*1.e-6) - (t1.tv_sec + t1.tv_usec*1.e-6)); dt2 = (double)((t4.tv_sec + t4.tv_usec*1.e-6) - (t3.tv_sec + t3.tv_usec*1.e-6)); fprintf(stderr, " - D dot M (full) = %le [%.9lf s], D dot M (reduced) = %le [%.9lf s], time ratio = %lf\n", creal(cdmfull), dt1, creal(cdmred), dt2, dt1/dt2); /* check difference in log likelihoods */ Lfull = creal(cmmfull) - 2.*creal(cdmfull); Lred = creal(cmmred) - 2.*creal(cdmred); Lfrac = 100.*fabs(Lfull-Lred)/fabs(Lfull); /* fractional log likelihood difference (in %) */ fprintf(stderr, " - Fractional difference in log likelihoods = %lf%%\n", Lfrac); XLALFree(cdata); gsl_vector_complex_free(cmodelfull); gsl_vector_complex_free(cmodelreduced); gsl_matrix_complex_free(cmmw); gsl_vector_complex_free(cdmw); LALInferenceRemoveREALROQInterpolant( interp ); LALInferenceRemoveCOMPLEXROQInterpolant( cinterp ); /* check log likelihood difference is within tolerance */ if ( Lfrac > LTOL ) { return 1; } return 0; }
static inline void gsl_complex_mul_imag (complex_t const *a, gnm_float y, complex_t *res) { /* z=a*iy */ complex_init (res, -y * GSL_IMAG (a), y * GSL_REAL (a)); }
void SteadyState::classifyState( const double* T ) { #ifdef USE_GSL // unsigned int nConsv = numVarPools_ - rank_; gsl_matrix* J = gsl_matrix_calloc ( numVarPools_, numVarPools_ ); // double* yprime = new double[ numVarPools_ ]; // vector< double > yprime( numVarPools_, 0.0 ); // Generate an approximation to the Jacobean by generating small // increments to each of the molecules in the steady state, one // at a time, and putting the resultant rate vector into a column // of the J matrix. // This needs a bit of heuristic to decide what is a 'small' increment. // Use the CoInits for this. Stoichiometry shouldn't matter too much. // I used the totals from consv rules earlier, but that can have // negative values. double tot = 0.0; Stoich* s = reinterpret_cast< Stoich* >( stoich_.eref().data() ); vector< double > nVec = LookupField< unsigned int, vector< double > >::get( s->getKsolve(), "nVec", 0 ); for ( unsigned int i = 0; i < numVarPools_; ++i ) { tot += nVec[i]; } tot *= DELTA; vector< double > yprime( nVec.size(), 0.0 ); // Fill up Jacobian for ( unsigned int i = 0; i < numVarPools_; ++i ) { double orig = nVec[i]; if ( isNaN( orig ) ) { cout << "Warning: SteadyState::classifyState: orig=nan\n"; solutionStatus_ = 2; // Steady state OK, eig failed gsl_matrix_free ( J ); return; } if ( isNaN( tot ) ) { cout << "Warning: SteadyState::classifyState: tot=nan\n"; solutionStatus_ = 2; // Steady state OK, eig failed gsl_matrix_free ( J ); return; } nVec[i] = orig + tot; pool_.updateRates( &nVec[0], &yprime[0] ); nVec[i] = orig; // Assign the rates for each mol. for ( unsigned int j = 0; j < numVarPools_; ++j ) { gsl_matrix_set( J, i, j, yprime[j] ); } } // Jacobian is now ready. Find eigenvalues. gsl_vector_complex* vec = gsl_vector_complex_alloc( numVarPools_ ); gsl_eigen_nonsymm_workspace* workspace = gsl_eigen_nonsymm_alloc( numVarPools_ ); int status = gsl_eigen_nonsymm( J, vec, workspace ); eigenvalues_.clear(); eigenvalues_.resize( numVarPools_, 0.0 ); if ( status != GSL_SUCCESS ) { cout << "Warning: SteadyState::classifyState failed to find eigenvalues. Status = " << status << endl; solutionStatus_ = 2; // Steady state OK, eig classification failed } else { // Eigenvalues are ready. Classify state. nNegEigenvalues_ = 0; nPosEigenvalues_ = 0; for ( unsigned int i = 0; i < numVarPools_; ++i ) { gsl_complex z = gsl_vector_complex_get( vec, i ); double r = GSL_REAL( z ); nNegEigenvalues_ += ( r < -EPSILON ); nPosEigenvalues_ += ( r > EPSILON ); eigenvalues_[i] = r; // We have a problem here because numVarPools_ usually > rank // This means we have several zero eigenvalues. } if ( nNegEigenvalues_ == rank_ ) stateType_ = 0; // Stable else if ( nPosEigenvalues_ == rank_ ) // Never see it. stateType_ = 1; // Unstable else if (nPosEigenvalues_ == 1) stateType_ = 2; // Saddle else if ( nPosEigenvalues_ >= 2 ) stateType_ = 3; // putative oscillatory else if ( nNegEigenvalues_ == ( rank_ - 1) && nPosEigenvalues_ == 0 ) stateType_ = 4; // one zero or unclassified eigenvalue. Messy. else stateType_ = 5; // Other } gsl_vector_complex_free( vec ); gsl_matrix_free ( J ); gsl_eigen_nonsymm_free( workspace ); #endif }
void smf_filter_mce( smfFilter *filt, int noinverse, int *status ) { /* Filter parameters */ double B_1_1; double B_1_2; double B_2_1; double B_2_2; double CLOCK_PERIOD; double ROW_DWELL; double NUM_ROWS=41; double DELTA_TIME; double SRATE; double datechange; /* UTC MJD for change in MCE filter parameters */ AstTimeFrame *tf=NULL; /* time frame for date conversion */ size_t i; /* Loop counter */ if( *status != SAI__OK ) return; if( !filt ) { *status = SAI__ERROR; errRep( FUNC_NAME, "NULL smfFilter supplied.", status ); return; } if( filt->ndims != 1 ) { *status = SAI__ERROR; errRep( "", FUNC_NAME ": function only generates filters for time-series", status ); return; } if( !filt->fdims[0] ) { *status = SAI__ERROR; errRep( "", FUNC_NAME ": 0-length smfFilter supplied.", status ); return; } if( filt->dateobs == VAL__BADD ) { *status = SAI__ERROR; errRep( "", FUNC_NAME ": dateobs (date of data to which filter will be " "applied) is not set - can't determine correct MCE filter " "parameters.", status ); return; } /* If filt->real is NULL, create a complex identity filter first. Similarly, if the filter is currently only real-valued, add an imaginary part. */ if( !filt->real ) { smf_filter_ident( filt, 1, status ); if( *status != SAI__OK ) return; } else if( !filt->imag ) { filt->imag = astCalloc( filt->fdims[0], sizeof(*filt->imag) ); if( *status != SAI__OK ) return; filt->isComplex = 1; } /* Set up filter parameters */ tf = astTimeFrame( " " ); astSet( tf, "TimeScale=UTC" ); astSet( tf, "TimeOrigin=%s", "2011-06-03T00:00:00" ); datechange = astGetD( tf, "TimeOrigin" ); tf = astAnnul( tf ); if( filt->dateobs > datechange ) { /* Data taken after 20110603 */ B_1_1 = -1.9712524; /* -2.*32297./2.^15. */ B_1_2 = 0.97253418; /* 2.*15934./2.^15. */ B_2_1 = -1.9337769; /* -2.*31683./2.^15. */ B_2_2 = 0.93505859; /* 2.*15320./2.^15. */ ROW_DWELL = 94.; /* time to dwell at each row (in clocks) */ msgOutiff(MSG__DEBUG, "", FUNC_NAME ": filter for data UTC MJD %lf after %lf", status, filt->dateobs, datechange ); } else { /* Older data */ B_1_1 = -1.9587402; /* -2.*32092./2.^15. */ B_1_2 = 0.96130371; /* 2.*15750./2.^15. */ B_2_1 = -1.9066162; /* -2.*31238./2.^15. */ B_2_2 = 0.90911865; /* 2.*14895./2.^15. */ ROW_DWELL = 128.; /* time to dwell at each row (in clocks) */ msgOutiff(MSG__DEBUG, "", FUNC_NAME ": filter for data UTC MJD %lf before %lf", status, filt->dateobs, datechange ); } CLOCK_PERIOD = 20E-9; /* 50 MHz clock */ NUM_ROWS = 41.; /* number of rows addressed */ DELTA_TIME = (CLOCK_PERIOD*ROW_DWELL*NUM_ROWS); /* sample length */ SRATE = (1./DELTA_TIME); /* sample rate */ /* Loop over all frequencies in the filter */ for( i=0; i<filt->fdims[0]; i++ ) { double cos_m_o; double sin_m_o; double cos_m_2o; double sin_m_2o; double f; gsl_complex den; gsl_complex h1_omega; gsl_complex h2_omega; gsl_complex h_omega; gsl_complex num; gsl_complex temp; double omega; f = filt->df[0]*i; /* Frequency at this step */ omega = (f / SRATE)*2*AST__DPI; /* Angular frequency */ cos_m_o = cos(-omega); sin_m_o = sin(-omega); cos_m_2o = cos(-2*omega); sin_m_2o = sin(-2*omega); /* h1_omega=(1 + 2*complex(cos_m_o,sin_m_o) + complex(cos_m_2o,sin_m_2o)) / (1 + b_1_1*complex(cos_m_o,sin_m_o) + b_1_2 * complex(cos_m_2o,sin_m_2o)) */ /* numerator */ GSL_SET_COMPLEX(&num, 1, 0); GSL_SET_COMPLEX(&temp, cos_m_o, sin_m_o); num = gsl_complex_add( num, gsl_complex_mul_real(temp, 2) ); GSL_SET_COMPLEX(&temp, cos_m_2o, sin_m_2o); num = gsl_complex_add( num, temp ); /* denominator */ GSL_SET_COMPLEX(&den, 1, 0); GSL_SET_COMPLEX(&temp, cos_m_o, sin_m_o); den = gsl_complex_add( den, gsl_complex_mul_real(temp,B_1_1) ); GSL_SET_COMPLEX(&temp, cos_m_2o, sin_m_2o); den = gsl_complex_add( den, gsl_complex_mul_real(temp,B_1_2) ); /* quotient */ h1_omega = gsl_complex_div( num, den ); /* h2_omega=(1 + 2*complex(cos_m_o,sin_m_o) + complex(cos_m_2o,sin_m_2o)) / (1 + b_2_1*complex(cos_m_o,sin_m_o) + b_2_2*complex(cos_m_2o,sin_m_2o)) note: we can re-use numerator from above */ /* denominator */ GSL_SET_COMPLEX(&den, 1, 0); GSL_SET_COMPLEX(&temp, cos_m_o, sin_m_o); den = gsl_complex_add( den, gsl_complex_mul_real(temp,B_2_1) ); GSL_SET_COMPLEX(&temp, cos_m_2o, sin_m_2o); den = gsl_complex_add( den, gsl_complex_mul_real(temp,B_2_2) ); /* quotient */ h2_omega = gsl_complex_div( num, den ); /* And finally... h_omega=h1_omega*h2_omega/2048. */ h_omega = gsl_complex_mul( h1_omega, gsl_complex_div_real(h2_omega,2048.) ); /* Normally we are applying the inverse of the filter to remove its effect from the time-series. */ if( !noinverse ) { h_omega = gsl_complex_inverse( h_omega ); } /* Then apply this factor to the filter. */ GSL_SET_COMPLEX( &temp, filt->real[i], filt->imag[i] ); temp = gsl_complex_mul( temp, h_omega ); filt->real[i] = GSL_REAL( temp ); filt->imag[i] = GSL_IMAG( temp ); } }
int gsl_linalg_complex_cholesky_invert(gsl_matrix_complex * LLT) { if (LLT->size1 != LLT->size2) { GSL_ERROR ("cholesky matrix must be square", GSL_ENOTSQR); } else { size_t N = LLT->size1; size_t i, j; gsl_vector_complex_view v1; /* invert the lower triangle of LLT */ for (i = 0; i < N; ++i) { double ajj; gsl_complex z; j = N - i - 1; { gsl_complex z0 = gsl_matrix_complex_get(LLT, j, j); ajj = 1.0 / GSL_REAL(z0); } GSL_SET_COMPLEX(&z, ajj, 0.0); gsl_matrix_complex_set(LLT, j, j, z); { gsl_complex z1 = gsl_matrix_complex_get(LLT, j, j); ajj = -GSL_REAL(z1); } if (j < N - 1) { gsl_matrix_complex_view m; m = gsl_matrix_complex_submatrix(LLT, j + 1, j + 1, N - j - 1, N - j - 1); v1 = gsl_matrix_complex_subcolumn(LLT, j, j + 1, N - j - 1); gsl_blas_ztrmv(CblasLower, CblasNoTrans, CblasNonUnit, &m.matrix, &v1.vector); gsl_blas_zdscal(ajj, &v1.vector); } } /* for (i = 0; i < N; ++i) */ /* * The lower triangle of LLT now contains L^{-1}. Now compute * A^{-1} = L^{-H} L^{-1} * * The (ij) element of A^{-1} is column i of conj(L^{-1}) dotted into * column j of L^{-1} */ for (i = 0; i < N; ++i) { gsl_complex sum; for (j = i + 1; j < N; ++j) { gsl_vector_complex_view v2; v1 = gsl_matrix_complex_subcolumn(LLT, i, j, N - j); v2 = gsl_matrix_complex_subcolumn(LLT, j, j, N - j); /* compute Ainv[i,j] = sum_k{conj(Linv[k,i]) * Linv[k,j]} */ gsl_blas_zdotc(&v1.vector, &v2.vector, &sum); /* store in upper triangle */ gsl_matrix_complex_set(LLT, i, j, sum); } /* now compute the diagonal element */ v1 = gsl_matrix_complex_subcolumn(LLT, i, i, N - i); gsl_blas_zdotc(&v1.vector, &v1.vector, &sum); gsl_matrix_complex_set(LLT, i, i, sum); } /* copy the Hermitian upper triangle to the lower triangle */ for (j = 1; j < N; j++) { for (i = 0; i < j; i++) { gsl_complex z = gsl_matrix_complex_get(LLT, i, j); gsl_matrix_complex_set(LLT, j, i, gsl_complex_conjugate(z)); } } return GSL_SUCCESS; } } /* gsl_linalg_complex_cholesky_invert() */
int main(int argc, char **argv) { Params params; params.m = 1; params.r = 2; params.Pr = 60; params.Pi = 60; params.peps = 0.2; params.t = 0.0; params.smear = 0; params.sigma = 0.0; const char* opt_prefix = ""; int opt_select = OPT_SELECT_INTEGRAL; int opt_contour = OPT_CONTOUR_M; gsl_complex opt_z0 = { { 0.0 } }; gsl_complex opt_z1 = { { 0.0 } }; int opt_n = 10000; const char* const short_options = ""; const struct option long_options[] = { { "help", 0, NULL, 'h' }, { "envelope", 0, &opt_select, OPT_SELECT_ENVELOPE }, { "integrand", 0, &opt_select, OPT_SELECT_INTEGRAND }, { "bessel", 0, &opt_select, OPT_SELECT_BESSEL }, { "contour-II", 0, &opt_contour, OPT_CONTOUR_II }, { "contour-IUI", 0, &opt_contour, OPT_CONTOUR_IUI }, { "d", 1, NULL, 'd' }, { "n", 1, NULL, 'n' }, { "m", 1, NULL, 'm' }, { "prefix", 1, NULL, 'p' }, { "r", 1, NULL, 'r' }, { "t", 1, NULL, 't' }, { "z0", 1, NULL, '0' }, { "z1", 1, NULL, '1' }, { "Pr", 1, NULL, 'P' }, { "Pi", 1, NULL, 'I' }, { "smear", 1, NULL, 's' }, { NULL, 0, NULL, 0 } /* end */ }; int next_option; do { next_option = getopt_long(argc, argv, short_options, long_options, NULL); switch (next_option) { case 'h': print_usage(stdout, 0); case 'd': parse_double(optarg, ¶ms.d); break; case 'm': parse_double(optarg, ¶ms.m); break; case 'n': opt_n = atoi(optarg); if (opt_n < 1) opt_n = 1; break; case 'p': opt_prefix = optarg; break; case 'r': parse_double(optarg, ¶ms.r); break; case 's': parse_double(optarg, ¶ms.sigma); params.smear = 1; break; case 't': parse_double(optarg, ¶ms.t); break; case '?': // invalid option print_usage(stderr, 1); case '0': parse_complex(optarg, &opt_z0); break; case '1': parse_complex(optarg, &opt_z1); break; case 'P': parse_double(optarg, ¶ms.Pr); break; case 'I': parse_double(optarg, ¶ms.Pi); break; case 0: break; // flag handled case -1: break; // end of options default: abort(); } } while (next_option != -1); PlotContext ctx; memset(&ctx, 0, sizeof(ctx)); ctx.filename_contour = alloc_sprintf("%sCONTOUR.dat", opt_prefix); ctx.filename_data = alloc_sprintf("%sFUNCTION.dat", opt_prefix); if (opt_select != OPT_SELECT_INTEGRAL) { FILE *os = fopen(ctx.filename_data, "w"); ComplexFunction func; switch (opt_select) { case OPT_SELECT_ENVELOPE : func = (ComplexFunction) &f_envelope; break; case OPT_SELECT_INTEGRAND: func = (ComplexFunction) &f_integrand; break; case OPT_SELECT_BESSEL : func = (ComplexFunction) &f_bessel; break; default: abort(); } tabulate(os, func, ¶ms, opt_z0, opt_z1, opt_n); fclose(os); Contour contour; define_contour_line_segment(opt_z0, opt_z1, &contour); os = fopen(ctx.filename_contour, "w"); emit_contour_points(¶ms, &contour, os); fclose(os); } else { Contour contour; switch (opt_contour) { case OPT_CONTOUR_II: define_contour_II(¶ms, params.d, &contour); break; case OPT_CONTOUR_IUI: define_contour_M(¶ms, params.d, 1, &contour); break; case OPT_CONTOUR_M: define_contour_M(¶ms, params.d, 0, &contour); break; default: abort(); } FILE *os = fopen(ctx.filename_data, "w"); tabulate_integral( ¶ms, &contour, GSL_REAL(opt_z0), GSL_REAL(opt_z1), opt_n, os); fclose(os); os = fopen(ctx.filename_contour, "w"); emit_contour_points(¶ms, &contour, os); fclose(os); } return 0; }
int gsl_linalg_complex_cholesky_decomp(gsl_matrix_complex *A) { const size_t N = A->size1; if (N != A->size2) { GSL_ERROR("cholesky decomposition requires square matrix", GSL_ENOTSQR); } else { size_t i, j; gsl_complex z; double ajj; for (j = 0; j < N; ++j) { z = gsl_matrix_complex_get(A, j, j); ajj = GSL_REAL(z); if (j > 0) { gsl_vector_complex_const_view aj = gsl_matrix_complex_const_subrow(A, j, 0, j); gsl_blas_zdotc(&aj.vector, &aj.vector, &z); ajj -= GSL_REAL(z); } if (ajj <= 0.0) { GSL_ERROR("matrix is not positive definite", GSL_EDOM); } ajj = sqrt(ajj); GSL_SET_COMPLEX(&z, ajj, 0.0); gsl_matrix_complex_set(A, j, j, z); if (j < N - 1) { gsl_vector_complex_view av = gsl_matrix_complex_subcolumn(A, j, j + 1, N - j - 1); if (j > 0) { gsl_vector_complex_view aj = gsl_matrix_complex_subrow(A, j, 0, j); gsl_matrix_complex_view am = gsl_matrix_complex_submatrix(A, j + 1, 0, N - j - 1, j); cholesky_complex_conj_vector(&aj.vector); gsl_blas_zgemv(CblasNoTrans, GSL_COMPLEX_NEGONE, &am.matrix, &aj.vector, GSL_COMPLEX_ONE, &av.vector); cholesky_complex_conj_vector(&aj.vector); } gsl_blas_zdscal(1.0 / ajj, &av.vector); } } /* Now store L^H in upper triangle */ for (i = 1; i < N; ++i) { for (j = 0; j < i; ++j) { z = gsl_matrix_complex_get(A, i, j); gsl_matrix_complex_set(A, j, i, gsl_complex_conjugate(z)); } } return GSL_SUCCESS; } } /* gsl_linalg_complex_cholesky_decomp() */
gsl_complex gsl_complex_arccos (gsl_complex a) { /* z = arccos(a) */ double R = GSL_REAL (a), I = GSL_IMAG (a); gsl_complex z; if (I == 0) { z = gsl_complex_arccos_real (R); } else { double x = fabs (R), y = fabs (I); double r = hypot (x + 1, y), s = hypot (x - 1, y); double A = 0.5 * (r + s); double B = x / A; double y2 = y * y; double real, imag; const double A_crossover = 1.5, B_crossover = 0.6417; if (B <= B_crossover) { real = acos (B); } else { if (x <= 1) { double D = 0.5 * (A + x) * (y2 / (r + x + 1) + (s + (1 - x))); real = atan (sqrt (D) / x); } else { double Apx = A + x; double D = 0.5 * (Apx / (r + x + 1) + Apx / (s + (x - 1))); real = atan ((y * sqrt (D)) / x); } } if (A <= A_crossover) { double Am1; if (x < 1) { Am1 = 0.5 * (y2 / (r + (x + 1)) + y2 / (s + (1 - x))); } else { Am1 = 0.5 * (y2 / (r + (x + 1)) + (s + (x - 1))); } imag = log1p (Am1 + sqrt (Am1 * (A + 1))); } else { imag = log (A + sqrt (A * A - 1)); } GSL_SET_COMPLEX (&z, (R >= 0) ? real : M_PI - real, (I >= 0) ? -imag : imag); } return z; }
const double& complex::real() const { return GSL_REAL(_complex); }
double gsl_complex_arg (gsl_complex z) { /* return arg(z), -pi < arg(z) <= +pi */ return atan2 (GSL_IMAG (z), GSL_REAL (z)); }
void test_eigen_gen_results (const gsl_matrix * A, const gsl_matrix * B, const gsl_vector_complex * alpha, const gsl_vector * beta, const gsl_matrix_complex * evec, size_t count, const char * desc, const char * desc2) { const size_t N = A->size1; size_t i, j; gsl_matrix_complex *ma, *mb; gsl_vector_complex *x, *y; gsl_complex z_one, z_zero; ma = gsl_matrix_complex_alloc(N, N); mb = gsl_matrix_complex_alloc(N, N); y = gsl_vector_complex_alloc(N); x = gsl_vector_complex_alloc(N); /* ma <- A, mb <- B */ for (i = 0; i < N; ++i) { for (j = 0; j < N; ++j) { gsl_complex z; GSL_SET_COMPLEX(&z, gsl_matrix_get(A, i, j), 0.0); gsl_matrix_complex_set(ma, i, j, z); GSL_SET_COMPLEX(&z, gsl_matrix_get(B, i, j), 0.0); gsl_matrix_complex_set(mb, i, j, z); } } GSL_SET_COMPLEX(&z_one, 1.0, 0.0); GSL_SET_COMPLEX(&z_zero, 0.0, 0.0); /* check eigenvalues */ for (i = 0; i < N; ++i) { gsl_vector_complex_const_view vi = gsl_matrix_complex_const_column(evec, i); gsl_complex ai = gsl_vector_complex_get(alpha, i); double bi = gsl_vector_get(beta, i); /* compute x = alpha * B * v */ gsl_blas_zgemv(CblasNoTrans, z_one, mb, &vi.vector, z_zero, x); gsl_blas_zscal(ai, x); /* compute y = beta * A v */ gsl_blas_zgemv(CblasNoTrans, z_one, ma, &vi.vector, z_zero, y); gsl_blas_zdscal(bi, y); /* now test if y = x */ for (j = 0; j < N; ++j) { gsl_complex xj = gsl_vector_complex_get(x, j); gsl_complex yj = gsl_vector_complex_get(y, j); gsl_test_abs(GSL_REAL(yj), GSL_REAL(xj), 1e8*GSL_DBL_EPSILON, "gen(N=%u,cnt=%u), %s, eigenvalue(%d,%d), real, %s", N, count, desc, i, j, desc2); gsl_test_abs(GSL_IMAG(yj), GSL_IMAG(xj), 1e8*GSL_DBL_EPSILON, "gen(N=%u,cnt=%u), %s, eigenvalue(%d,%d), real, %s", N, count, desc, i, j, desc2); } } gsl_matrix_complex_free(ma); gsl_matrix_complex_free(mb); gsl_vector_complex_free(y); gsl_vector_complex_free(x); } /* test_eigen_gen_results() */
double gsl_complex_abs (gsl_complex z) { /* return |z| */ return hypot (GSL_REAL (z), GSL_IMAG (z)); }
void test_eigen_herm_results (const gsl_matrix_complex * A, const gsl_vector * eval, const gsl_matrix_complex * evec, size_t count, const char * desc, const char * desc2) { const size_t N = A->size1; size_t i, j; gsl_vector_complex * x = gsl_vector_complex_alloc(N); gsl_vector_complex * y = gsl_vector_complex_alloc(N); /* check eigenvalues */ for (i = 0; i < N; i++) { double ei = gsl_vector_get (eval, i); gsl_vector_complex_const_view vi = gsl_matrix_complex_const_column(evec, i); gsl_vector_complex_memcpy(x, &vi.vector); /* compute y = m x (should = lambda v) */ gsl_blas_zgemv (CblasNoTrans, GSL_COMPLEX_ONE, A, x, GSL_COMPLEX_ZERO, y); for (j = 0; j < N; j++) { gsl_complex xj = gsl_vector_complex_get (x, j); gsl_complex yj = gsl_vector_complex_get (y, j); gsl_test_rel(GSL_REAL(yj), ei * GSL_REAL(xj), 1e8*GSL_DBL_EPSILON, "%s, eigenvalue(%d,%d), real, %s", desc, i, j, desc2); gsl_test_rel(GSL_IMAG(yj), ei * GSL_IMAG(xj), 1e8*GSL_DBL_EPSILON, "%s, eigenvalue(%d,%d), imag, %s", desc, i, j, desc2); } } /* check eigenvectors are orthonormal */ for (i = 0; i < N; i++) { gsl_vector_complex_const_view vi = gsl_matrix_complex_const_column(evec, i); double nrm_v = gsl_blas_dznrm2(&vi.vector); gsl_test_rel (nrm_v, 1.0, N * GSL_DBL_EPSILON, "%s, normalized(%d), %s", desc, i, desc2); } for (i = 0; i < N; i++) { gsl_vector_complex_const_view vi = gsl_matrix_complex_const_column(evec, i); for (j = i + 1; j < N; j++) { gsl_vector_complex_const_view vj = gsl_matrix_complex_const_column(evec, j); gsl_complex vivj; gsl_blas_zdotc (&vi.vector, &vj.vector, &vivj); gsl_test_abs (gsl_complex_abs(vivj), 0.0, 10.0 * N * GSL_DBL_EPSILON, "%s, orthogonal(%d,%d), %s", desc, i, j, desc2); } } gsl_vector_complex_free(x); gsl_vector_complex_free(y); } /* test_eigen_herm_results() */
int gsl_eigen_genv_sort (gsl_vector_complex * alpha, gsl_vector * beta, gsl_matrix_complex * evec, gsl_eigen_sort_t sort_type) { if (evec->size1 != evec->size2) { GSL_ERROR ("eigenvector matrix must be square", GSL_ENOTSQR); } else if (alpha->size != evec->size1 || beta->size != evec->size1) { GSL_ERROR ("eigenvalues must match eigenvector matrix", GSL_EBADLEN); } else { const size_t N = alpha->size; size_t i; for (i = 0; i < N - 1; i++) { size_t j; size_t k = i; gsl_complex ak = gsl_vector_complex_get (alpha, i); double bk = gsl_vector_get(beta, i); gsl_complex ek; if (bk < GSL_DBL_EPSILON) { GSL_SET_COMPLEX(&ek, GSL_SIGN(GSL_REAL(ak)) ? GSL_POSINF : GSL_NEGINF, GSL_SIGN(GSL_IMAG(ak)) ? GSL_POSINF : GSL_NEGINF); } else ek = gsl_complex_div_real(ak, bk); /* search for something to swap */ for (j = i + 1; j < N; j++) { int test; const gsl_complex aj = gsl_vector_complex_get (alpha, j); double bj = gsl_vector_get(beta, j); gsl_complex ej; if (bj < GSL_DBL_EPSILON) { GSL_SET_COMPLEX(&ej, GSL_SIGN(GSL_REAL(aj)) ? GSL_POSINF : GSL_NEGINF, GSL_SIGN(GSL_IMAG(aj)) ? GSL_POSINF : GSL_NEGINF); } else ej = gsl_complex_div_real(aj, bj); switch (sort_type) { case GSL_EIGEN_SORT_ABS_ASC: test = (gsl_complex_abs (ej) < gsl_complex_abs (ek)); break; case GSL_EIGEN_SORT_ABS_DESC: test = (gsl_complex_abs (ej) > gsl_complex_abs (ek)); break; case GSL_EIGEN_SORT_VAL_ASC: case GSL_EIGEN_SORT_VAL_DESC: default: GSL_ERROR ("invalid sort type", GSL_EINVAL); } if (test) { k = j; ek = ej; } } if (k != i) { /* swap eigenvalues */ gsl_vector_complex_swap_elements (alpha, i, k); gsl_vector_swap_elements (beta, i, k); /* swap eigenvectors */ gsl_matrix_complex_swap_columns (evec, i, k); } } return GSL_SUCCESS; } }
static void nonsymmv_get_right_eigenvectors(gsl_matrix *T, gsl_matrix *Z, gsl_vector_complex *eval, gsl_matrix_complex *evec, gsl_eigen_nonsymmv_workspace *w) { const size_t N = T->size1; const double smlnum = GSL_DBL_MIN * N / GSL_DBL_EPSILON; const double bignum = (1.0 - GSL_DBL_EPSILON) / smlnum; int i; /* looping */ size_t iu, /* looping */ ju, ii; gsl_complex lambda; /* current eigenvalue */ double lambda_re, /* Re(lambda) */ lambda_im; /* Im(lambda) */ gsl_matrix_view Tv, /* temporary views */ Zv; gsl_vector_view y, /* temporary views */ y2, ev, ev2; double dat[4], /* scratch arrays */ dat_X[4]; double scale; /* scale factor */ double xnorm; /* |X| */ gsl_vector_complex_view ecol, /* column of evec */ ecol2; int complex_pair; /* complex eigenvalue pair? */ double smin; /* * Compute 1-norm of each column of upper triangular part of T * to control overflow in triangular solver */ gsl_vector_set(w->work3, 0, 0.0); for (ju = 1; ju < N; ++ju) { gsl_vector_set(w->work3, ju, 0.0); for (iu = 0; iu < ju; ++iu) { gsl_vector_set(w->work3, ju, gsl_vector_get(w->work3, ju) + fabs(gsl_matrix_get(T, iu, ju))); } } for (i = (int) N - 1; i >= 0; --i) { iu = (size_t) i; /* get current eigenvalue and store it in lambda */ lambda_re = gsl_matrix_get(T, iu, iu); if (iu != 0 && gsl_matrix_get(T, iu, iu - 1) != 0.0) { lambda_im = sqrt(fabs(gsl_matrix_get(T, iu, iu - 1))) * sqrt(fabs(gsl_matrix_get(T, iu - 1, iu))); } else { lambda_im = 0.0; } GSL_SET_COMPLEX(&lambda, lambda_re, lambda_im); smin = GSL_MAX(GSL_DBL_EPSILON * (fabs(lambda_re) + fabs(lambda_im)), smlnum); smin = GSL_MAX(smin, GSL_NONSYMMV_SMLNUM); if (lambda_im == 0.0) { int k, l; gsl_vector_view bv, xv; /* real eigenvector */ /* * The ordering of eigenvalues in 'eval' is arbitrary and * does not necessarily follow the Schur form T, so store * lambda in the right slot in eval to ensure it corresponds * to the eigenvector we are about to compute */ gsl_vector_complex_set(eval, iu, lambda); /* * We need to solve the system: * * (T(1:iu-1, 1:iu-1) - lambda*I)*X = -T(1:iu-1,iu) */ /* construct right hand side */ for (k = 0; k < i; ++k) { gsl_vector_set(w->work, (size_t) k, -gsl_matrix_get(T, (size_t) k, iu)); } gsl_vector_set(w->work, iu, 1.0); for (l = i - 1; l >= 0; --l) { size_t lu = (size_t) l; if (lu == 0) complex_pair = 0; else complex_pair = gsl_matrix_get(T, lu, lu - 1) != 0.0; if (!complex_pair) { double x; /* * 1-by-1 diagonal block - solve the system: * * (T_{ll} - lambda)*x = -T_{l(iu)} */ Tv = gsl_matrix_submatrix(T, lu, lu, 1, 1); bv = gsl_vector_view_array(dat, 1); gsl_vector_set(&bv.vector, 0, gsl_vector_get(w->work, lu)); xv = gsl_vector_view_array(dat_X, 1); gsl_schur_solve_equation(1.0, &Tv.matrix, lambda_re, 1.0, 1.0, &bv.vector, &xv.vector, &scale, &xnorm, smin); /* scale x to avoid overflow */ x = gsl_vector_get(&xv.vector, 0); if (xnorm > 1.0) { if (gsl_vector_get(w->work3, lu) > bignum / xnorm) { x /= xnorm; scale /= xnorm; } } if (scale != 1.0) { gsl_vector_view wv; wv = gsl_vector_subvector(w->work, 0, iu + 1); gsl_blas_dscal(scale, &wv.vector); } gsl_vector_set(w->work, lu, x); if (lu > 0) { gsl_vector_view v1, v2; /* update right hand side */ v1 = gsl_matrix_subcolumn(T, lu, 0, lu); v2 = gsl_vector_subvector(w->work, 0, lu); gsl_blas_daxpy(-x, &v1.vector, &v2.vector); } /* if (l > 0) */ } /* if (!complex_pair) */ else { double x11, x21; /* * 2-by-2 diagonal block */ Tv = gsl_matrix_submatrix(T, lu - 1, lu - 1, 2, 2); bv = gsl_vector_view_array(dat, 2); gsl_vector_set(&bv.vector, 0, gsl_vector_get(w->work, lu - 1)); gsl_vector_set(&bv.vector, 1, gsl_vector_get(w->work, lu)); xv = gsl_vector_view_array(dat_X, 2); gsl_schur_solve_equation(1.0, &Tv.matrix, lambda_re, 1.0, 1.0, &bv.vector, &xv.vector, &scale, &xnorm, smin); /* scale X(1,1) and X(2,1) to avoid overflow */ x11 = gsl_vector_get(&xv.vector, 0); x21 = gsl_vector_get(&xv.vector, 1); if (xnorm > 1.0) { double beta; beta = GSL_MAX(gsl_vector_get(w->work3, lu - 1), gsl_vector_get(w->work3, lu)); if (beta > bignum / xnorm) { x11 /= xnorm; x21 /= xnorm; scale /= xnorm; } } /* scale if necessary */ if (scale != 1.0) { gsl_vector_view wv; wv = gsl_vector_subvector(w->work, 0, iu + 1); gsl_blas_dscal(scale, &wv.vector); } gsl_vector_set(w->work, lu - 1, x11); gsl_vector_set(w->work, lu, x21); /* update right hand side */ if (lu > 1) { gsl_vector_view v1, v2; v1 = gsl_matrix_subcolumn(T, lu - 1, 0, lu - 1); v2 = gsl_vector_subvector(w->work, 0, lu - 1); gsl_blas_daxpy(-x11, &v1.vector, &v2.vector); v1 = gsl_matrix_subcolumn(T, lu, 0, lu - 1); gsl_blas_daxpy(-x21, &v1.vector, &v2.vector); } --l; } /* if (complex_pair) */ } /* for (l = i - 1; l >= 0; --l) */ /* * At this point, w->work is an eigenvector of the * Schur form T. To get an eigenvector of the original * matrix, we multiply on the left by Z, the matrix of * Schur vectors */ ecol = gsl_matrix_complex_column(evec, iu); y = gsl_matrix_column(Z, iu); if (iu > 0) { gsl_vector_view x; Zv = gsl_matrix_submatrix(Z, 0, 0, N, iu); x = gsl_vector_subvector(w->work, 0, iu); /* compute Z * w->work and store it in Z(:,iu) */ gsl_blas_dgemv(CblasNoTrans, 1.0, &Zv.matrix, &x.vector, gsl_vector_get(w->work, iu), &y.vector); } /* if (iu > 0) */ /* store eigenvector into evec */ ev = gsl_vector_complex_real(&ecol.vector); ev2 = gsl_vector_complex_imag(&ecol.vector); scale = 0.0; for (ii = 0; ii < N; ++ii) { double a = gsl_vector_get(&y.vector, ii); /* store real part of eigenvector */ gsl_vector_set(&ev.vector, ii, a); /* set imaginary part to 0 */ gsl_vector_set(&ev2.vector, ii, 0.0); if (fabs(a) > scale) scale = fabs(a); } if (scale != 0.0) scale = 1.0 / scale; /* scale by magnitude of largest element */ gsl_blas_dscal(scale, &ev.vector); } /* if (GSL_IMAG(lambda) == 0.0) */ else { gsl_vector_complex_view bv, xv; size_t k; int l; gsl_complex lambda2; /* complex eigenvector */ /* * Store the complex conjugate eigenvalues in the right * slots in eval */ GSL_SET_REAL(&lambda2, GSL_REAL(lambda)); GSL_SET_IMAG(&lambda2, -GSL_IMAG(lambda)); gsl_vector_complex_set(eval, iu - 1, lambda); gsl_vector_complex_set(eval, iu, lambda2); /* * First solve: * * [ T(i:i+1,i:i+1) - lambda*I ] * X = 0 */ if (fabs(gsl_matrix_get(T, iu - 1, iu)) >= fabs(gsl_matrix_get(T, iu, iu - 1))) { gsl_vector_set(w->work, iu - 1, 1.0); gsl_vector_set(w->work2, iu, lambda_im / gsl_matrix_get(T, iu - 1, iu)); } else { gsl_vector_set(w->work, iu - 1, -lambda_im / gsl_matrix_get(T, iu, iu - 1)); gsl_vector_set(w->work2, iu, 1.0); } gsl_vector_set(w->work, iu, 0.0); gsl_vector_set(w->work2, iu - 1, 0.0); /* construct right hand side */ for (k = 0; k < iu - 1; ++k) { gsl_vector_set(w->work, k, -gsl_vector_get(w->work, iu - 1) * gsl_matrix_get(T, k, iu - 1)); gsl_vector_set(w->work2, k, -gsl_vector_get(w->work2, iu) * gsl_matrix_get(T, k, iu)); } /* * We must solve the upper quasi-triangular system: * * [ T(1:i-2,1:i-2) - lambda*I ] * X = s*(work + i*work2) */ for (l = i - 2; l >= 0; --l) { size_t lu = (size_t) l; if (lu == 0) complex_pair = 0; else complex_pair = gsl_matrix_get(T, lu, lu - 1) != 0.0; if (!complex_pair) { gsl_complex bval; gsl_complex x; /* * 1-by-1 diagonal block - solve the system: * * (T_{ll} - lambda)*x = work + i*work2 */ Tv = gsl_matrix_submatrix(T, lu, lu, 1, 1); bv = gsl_vector_complex_view_array(dat, 1); xv = gsl_vector_complex_view_array(dat_X, 1); GSL_SET_COMPLEX(&bval, gsl_vector_get(w->work, lu), gsl_vector_get(w->work2, lu)); gsl_vector_complex_set(&bv.vector, 0, bval); gsl_schur_solve_equation_z(1.0, &Tv.matrix, &lambda, 1.0, 1.0, &bv.vector, &xv.vector, &scale, &xnorm, smin); if (xnorm > 1.0) { if (gsl_vector_get(w->work3, lu) > bignum / xnorm) { gsl_blas_zdscal(1.0/xnorm, &xv.vector); scale /= xnorm; } } /* scale if necessary */ if (scale != 1.0) { gsl_vector_view wv; wv = gsl_vector_subvector(w->work, 0, iu + 1); gsl_blas_dscal(scale, &wv.vector); wv = gsl_vector_subvector(w->work2, 0, iu + 1); gsl_blas_dscal(scale, &wv.vector); } x = gsl_vector_complex_get(&xv.vector, 0); gsl_vector_set(w->work, lu, GSL_REAL(x)); gsl_vector_set(w->work2, lu, GSL_IMAG(x)); /* update the right hand side */ if (lu > 0) { gsl_vector_view v1, v2; v1 = gsl_matrix_subcolumn(T, lu, 0, lu); v2 = gsl_vector_subvector(w->work, 0, lu); gsl_blas_daxpy(-GSL_REAL(x), &v1.vector, &v2.vector); v2 = gsl_vector_subvector(w->work2, 0, lu); gsl_blas_daxpy(-GSL_IMAG(x), &v1.vector, &v2.vector); } /* if (lu > 0) */ } /* if (!complex_pair) */ else { gsl_complex b1, b2, x1, x2; /* * 2-by-2 diagonal block - solve the system */ Tv = gsl_matrix_submatrix(T, lu - 1, lu - 1, 2, 2); bv = gsl_vector_complex_view_array(dat, 2); xv = gsl_vector_complex_view_array(dat_X, 2); GSL_SET_COMPLEX(&b1, gsl_vector_get(w->work, lu - 1), gsl_vector_get(w->work2, lu - 1)); GSL_SET_COMPLEX(&b2, gsl_vector_get(w->work, lu), gsl_vector_get(w->work2, lu)); gsl_vector_complex_set(&bv.vector, 0, b1); gsl_vector_complex_set(&bv.vector, 1, b2); gsl_schur_solve_equation_z(1.0, &Tv.matrix, &lambda, 1.0, 1.0, &bv.vector, &xv.vector, &scale, &xnorm, smin); x1 = gsl_vector_complex_get(&xv.vector, 0); x2 = gsl_vector_complex_get(&xv.vector, 1); if (xnorm > 1.0) { double beta; beta = GSL_MAX(gsl_vector_get(w->work3, lu - 1), gsl_vector_get(w->work3, lu)); if (beta > bignum / xnorm) { gsl_blas_zdscal(1.0/xnorm, &xv.vector); scale /= xnorm; } } /* scale if necessary */ if (scale != 1.0) { gsl_vector_view wv; wv = gsl_vector_subvector(w->work, 0, iu + 1); gsl_blas_dscal(scale, &wv.vector); wv = gsl_vector_subvector(w->work2, 0, iu + 1); gsl_blas_dscal(scale, &wv.vector); } gsl_vector_set(w->work, lu - 1, GSL_REAL(x1)); gsl_vector_set(w->work, lu, GSL_REAL(x2)); gsl_vector_set(w->work2, lu - 1, GSL_IMAG(x1)); gsl_vector_set(w->work2, lu, GSL_IMAG(x2)); /* update right hand side */ if (lu > 1) { gsl_vector_view v1, v2, v3, v4; v1 = gsl_matrix_subcolumn(T, lu - 1, 0, lu - 1); v4 = gsl_matrix_subcolumn(T, lu, 0, lu - 1); v2 = gsl_vector_subvector(w->work, 0, lu - 1); v3 = gsl_vector_subvector(w->work2, 0, lu - 1); gsl_blas_daxpy(-GSL_REAL(x1), &v1.vector, &v2.vector); gsl_blas_daxpy(-GSL_REAL(x2), &v4.vector, &v2.vector); gsl_blas_daxpy(-GSL_IMAG(x1), &v1.vector, &v3.vector); gsl_blas_daxpy(-GSL_IMAG(x2), &v4.vector, &v3.vector); } /* if (lu > 1) */ --l; } /* if (complex_pair) */ } /* for (l = i - 2; l >= 0; --l) */ /* * At this point, work + i*work2 is an eigenvector * of T - backtransform to get an eigenvector of the * original matrix */ y = gsl_matrix_column(Z, iu - 1); y2 = gsl_matrix_column(Z, iu); if (iu > 1) { gsl_vector_view x; /* compute real part of eigenvectors */ Zv = gsl_matrix_submatrix(Z, 0, 0, N, iu - 1); x = gsl_vector_subvector(w->work, 0, iu - 1); gsl_blas_dgemv(CblasNoTrans, 1.0, &Zv.matrix, &x.vector, gsl_vector_get(w->work, iu - 1), &y.vector); /* now compute the imaginary part */ x = gsl_vector_subvector(w->work2, 0, iu - 1); gsl_blas_dgemv(CblasNoTrans, 1.0, &Zv.matrix, &x.vector, gsl_vector_get(w->work2, iu), &y2.vector); } else { gsl_blas_dscal(gsl_vector_get(w->work, iu - 1), &y.vector); gsl_blas_dscal(gsl_vector_get(w->work2, iu), &y2.vector); } /* * Now store the eigenvectors into evec - the real parts * are Z(:,iu - 1) and the imaginary parts are * +/- Z(:,iu) */ /* get views of the two eigenvector slots */ ecol = gsl_matrix_complex_column(evec, iu - 1); ecol2 = gsl_matrix_complex_column(evec, iu); /* * save imaginary part first as it may get overwritten * when copying the real part due to our storage scheme * in Z/evec */ ev = gsl_vector_complex_imag(&ecol.vector); ev2 = gsl_vector_complex_imag(&ecol2.vector); scale = 0.0; for (ii = 0; ii < N; ++ii) { double a = gsl_vector_get(&y2.vector, ii); scale = GSL_MAX(scale, fabs(a) + fabs(gsl_vector_get(&y.vector, ii))); gsl_vector_set(&ev.vector, ii, a); gsl_vector_set(&ev2.vector, ii, -a); } /* now save the real part */ ev = gsl_vector_complex_real(&ecol.vector); ev2 = gsl_vector_complex_real(&ecol2.vector); for (ii = 0; ii < N; ++ii) { double a = gsl_vector_get(&y.vector, ii); gsl_vector_set(&ev.vector, ii, a); gsl_vector_set(&ev2.vector, ii, a); } if (scale != 0.0) scale = 1.0 / scale; /* scale by largest element magnitude */ gsl_blas_zdscal(scale, &ecol.vector); gsl_blas_zdscal(scale, &ecol2.vector); /* * decrement i since we took care of two eigenvalues at * the same time */ --i; } /* if (GSL_IMAG(lambda) != 0.0) */ } /* for (i = (int) N - 1; i >= 0; --i) */ } /* nonsymmv_get_right_eigenvectors() */
/* Compares real parts of a and b and returns nonzero if they are not * approximately equal and Re(a) < Re(b); otherwise returns Im(a) < Im(b). */ static INLINE_DECL int complex_less(gsl_complex a, gsl_complex b) { return gsl_fcmp(GSL_REAL(a), GSL_REAL(b), GSL_DBL_EPSILON) == 0 ? GSL_IMAG(a) < GSL_IMAG(b) : GSL_REAL(a) < GSL_REAL(b); }
/* * Calculate eigenvectors and eigenvalues for a non-symmetric complex matrix * using the CLAPACK zgeev_ function. * */ int gsl_ext_eigen_zgeev(gsl_matrix_complex *A_gsl, gsl_matrix_complex *evec, gsl_vector_complex *eval) { //integer *pivot; integer n,i,j,info,lwork, ldvl, ldvr, lda; doublecomplex *A,*vr,*vl,*w,*work; doublereal *rwork; char jobvl,jobvr; n = A_gsl->size1; // pivot = (integer *)malloc((size_t)n * sizeof(int)); A = (doublecomplex *)malloc((size_t)n * n * sizeof(doublecomplex)); w = (doublecomplex *)malloc((size_t)n * sizeof(doublecomplex)); vr = (doublecomplex *)malloc((size_t)n * n * sizeof(doublecomplex)); vl = (doublecomplex *)malloc((size_t)n * n * sizeof(doublecomplex)); lwork = 16 * n; work = (doublecomplex *)malloc((size_t)lwork * sizeof(doublecomplex)); rwork = (doublereal *)malloc((size_t)lwork * sizeof(doublereal)); for (i = 0; i < n; i++) { for (j = 0; j < n; j++) { gsl_complex z; double re,im; z = gsl_matrix_complex_get(A_gsl, i, j); re = GSL_REAL(z); im = GSL_IMAG(z); A[j*n+i] = (doublecomplex){re,im}; } } jobvl='N'; jobvr='V'; lda = n; ldvr = n; ldvl = n; zgeev_(&jobvl, &jobvr, &n, A, &lda, w, vl, &ldvl, vr, &ldvr, work, &lwork, rwork, &info); //ZGEEVX(BALANC, JOBVL, JOBVR, SENSE, N, A, LDA, W, VL, LDVL, VR, LDVR, ILO, IHI, SCALE, ABNRM, RCONDE, RCONDV, WORK, LWORK, RWORK, INFO ) for (i = 0; i < n; i++) { gsl_complex z; GSL_SET_COMPLEX(&z, w[i].r, w[i].i); gsl_vector_complex_set(eval, i, z); } for (j = 0; j < n; j++) { for (i = 0; i < n; i++) { gsl_complex z; GSL_SET_COMPLEX(&z, vr[j*n+i].r, vr[j*n+i].i); gsl_matrix_complex_set(evec, i, j, z); } } if (info != 0) { printf("zgeev_: error: info = %d\n", (int)info); } // free(pivot); free(A); free(w); free(vr); free(vl); free(work); free(rwork); return 0; }
int gsl_linalg_complex_LU_decomp (gsl_matrix_complex * A, gsl_permutation * p, int *signum) { if (A->size1 != A->size2) { GSL_ERROR ("LU decomposition requires square matrix", GSL_ENOTSQR); } else if (p->size != A->size1) { GSL_ERROR ("permutation length must match matrix size", GSL_EBADLEN); } else { const size_t N = A->size1; size_t i, j, k; *signum = 1; gsl_permutation_init (p); for (j = 0; j < N - 1; j++) { /* Find maximum in the j-th column */ gsl_complex ajj = gsl_matrix_complex_get (A, j, j); double max = gsl_complex_abs (ajj); size_t i_pivot = j; for (i = j + 1; i < N; i++) { gsl_complex aij = gsl_matrix_complex_get (A, i, j); double ai = gsl_complex_abs (aij); if (ai > max) { max = ai; i_pivot = i; } } if (i_pivot != j) { gsl_matrix_complex_swap_rows (A, j, i_pivot); gsl_permutation_swap (p, j, i_pivot); *signum = -(*signum); } ajj = gsl_matrix_complex_get (A, j, j); if (!(GSL_REAL(ajj) == 0.0 && GSL_IMAG(ajj) == 0.0)) { for (i = j + 1; i < N; i++) { gsl_complex aij_orig = gsl_matrix_complex_get (A, i, j); gsl_complex aij = gsl_complex_div (aij_orig, ajj); gsl_matrix_complex_set (A, i, j, aij); for (k = j + 1; k < N; k++) { gsl_complex aik = gsl_matrix_complex_get (A, i, k); gsl_complex ajk = gsl_matrix_complex_get (A, j, k); /* aik = aik - aij * ajk */ gsl_complex aijajk = gsl_complex_mul (aij, ajk); gsl_complex aik_new = gsl_complex_sub (aik, aijajk); gsl_matrix_complex_set (A, i, k, aik_new); } } } } return GSL_SUCCESS; } }
int gsl_eigen_hermv (gsl_matrix_complex * A, gsl_vector * eval, gsl_matrix_complex * evec, gsl_eigen_hermv_workspace * w) { if (A->size1 != A->size2) { GSL_ERROR ("matrix must be square to compute eigenvalues", GSL_ENOTSQR); } else if (eval->size != A->size1) { GSL_ERROR ("eigenvalue vector must match matrix size", GSL_EBADLEN); } else if (evec->size1 != A->size1 || evec->size2 != A->size1) { GSL_ERROR ("eigenvector matrix must match matrix size", GSL_EBADLEN); } else { const size_t N = A->size1; double *const d = w->d; double *const sd = w->sd; size_t a, b; /* handle special case */ if (N == 1) { gsl_complex A00 = gsl_matrix_complex_get (A, 0, 0); gsl_vector_set (eval, 0, GSL_REAL(A00)); gsl_matrix_complex_set (evec, 0, 0, GSL_COMPLEX_ONE); return GSL_SUCCESS; } /* Transform the matrix into a symmetric tridiagonal form */ { gsl_vector_view d_vec = gsl_vector_view_array (d, N); gsl_vector_view sd_vec = gsl_vector_view_array (sd, N - 1); gsl_vector_complex_view tau_vec = gsl_vector_complex_view_array (w->tau, N-1); gsl_linalg_hermtd_decomp (A, &tau_vec.vector); gsl_linalg_hermtd_unpack (A, &tau_vec.vector, evec, &d_vec.vector, &sd_vec.vector); } /* Make an initial pass through the tridiagonal decomposition to remove off-diagonal elements which are effectively zero */ chop_small_elements (N, d, sd); /* Progressively reduce the matrix until it is diagonal */ b = N - 1; while (b > 0) { if (sd[b - 1] == 0.0 || isnan(sd[b - 1])) { b--; continue; } /* Find the largest unreduced block (a,b) starting from b and working backwards */ a = b - 1; while (a > 0) { if (sd[a - 1] == 0.0) { break; } a--; } { size_t i; const size_t n_block = b - a + 1; double *d_block = d + a; double *sd_block = sd + a; double * const gc = w->gc; double * const gs = w->gs; /* apply QR reduction with implicit deflation to the unreduced block */ qrstep (n_block, d_block, sd_block, gc, gs); /* Apply Givens rotation Gij(c,s) to matrix Q, Q <- Q G */ for (i = 0; i < n_block - 1; i++) { const double c = gc[i], s = gs[i]; size_t k; for (k = 0; k < N; k++) { gsl_complex qki = gsl_matrix_complex_get (evec, k, a + i); gsl_complex qkj = gsl_matrix_complex_get (evec, k, a + i + 1); /* qki <= qki * c - qkj * s */ /* qkj <= qki * s + qkj * c */ gsl_complex x1 = gsl_complex_mul_real(qki, c); gsl_complex y1 = gsl_complex_mul_real(qkj, -s); gsl_complex x2 = gsl_complex_mul_real(qki, s); gsl_complex y2 = gsl_complex_mul_real(qkj, c); gsl_complex qqki = gsl_complex_add(x1, y1); gsl_complex qqkj = gsl_complex_add(x2, y2); gsl_matrix_complex_set (evec, k, a + i, qqki); gsl_matrix_complex_set (evec, k, a + i + 1, qqkj); } } /* remove any small off-diagonal elements */ chop_small_elements (n_block, d_block, sd_block); } } { gsl_vector_view d_vec = gsl_vector_view_array (d, N); gsl_vector_memcpy (eval, &d_vec.vector); } return GSL_SUCCESS; } }
void FUNCTION (test, func) (size_t stride, size_t N) { TYPE (gsl_vector) * v0; TYPE (gsl_vector) * v; QUALIFIED_VIEW(gsl_vector,view) view; size_t i, j; if (stride == 1) { v = FUNCTION (gsl_vector, calloc) (N); TEST(v->data == 0, "_calloc pointer"); TEST(v->size != N, "_calloc size"); TEST(v->stride != 1, "_calloc stride"); { int status = (FUNCTION(gsl_vector,isnull)(v) != 1); TEST (status, "_isnull" DESC " on calloc vector"); status = (FUNCTION(gsl_vector,ispos)(v) != 0); TEST (status, "_ispos" DESC " on calloc vector"); status = (FUNCTION(gsl_vector,isneg)(v) != 0); TEST (status, "_isneg" DESC " on calloc vector"); } FUNCTION (gsl_vector, free) (v); /* free whatever is in v */ } if (stride == 1) { v = FUNCTION (gsl_vector, alloc) (N); TEST(v->data == 0, "_alloc pointer"); TEST(v->size != N, "_alloc size"); TEST(v->stride != 1, "_alloc stride"); FUNCTION (gsl_vector, free) (v); /* free whatever is in v */ } if (stride == 1) { v0 = FUNCTION (gsl_vector, alloc) (N); view = FUNCTION (gsl_vector, subvector) (v0, 0, N); v = &view.vector; } else { v0 = FUNCTION (gsl_vector, alloc) (N * stride); for (i = 0; i < N*stride; i++) { BASE x = ZERO; GSL_REAL (x) = (ATOMIC)i; GSL_IMAG (x) = (ATOMIC)(i + 1234); FUNCTION (gsl_vector, set) (v0, i, x); } view = FUNCTION (gsl_vector, subvector_with_stride) (v0, 0, stride, N); v = &view.vector; } { int status = 0; for (i = 0; i < N; i++) { BASE x = ZERO; GSL_REAL (x) = (ATOMIC)i; GSL_IMAG (x) = (ATOMIC)(i + 1234); FUNCTION (gsl_vector, set) (v, i, x); } for (i = 0; i < N; i++) { if (v->data[2*i*stride] != (ATOMIC) (i) || v->data[2 * i * stride + 1] != (ATOMIC) (i + 1234)) status = 1; }; TEST(status,"_set" DESC " writes into array"); } { int status = 0; for (i = 0; i < N; i++) { BASE x, y; GSL_REAL (x) = (ATOMIC)i; GSL_IMAG (x) = (ATOMIC)(i + 1234); y = FUNCTION (gsl_vector, get) (v, i); if (!GSL_COMPLEX_EQ (x, y)) status = 1; }; TEST (status, "_get" DESC " reads from array"); } { int status = 0; for (i = 0; i < N; i++) { if (FUNCTION (gsl_vector, ptr) (v, i) != (BASE *)v->data + i*stride) status = 1; }; TEST (status, "_ptr" DESC " access to array"); } { int status = 0; for (i = 0; i < N; i++) { if (FUNCTION (gsl_vector, const_ptr) (v, i) != (BASE *)v->data + i*stride) status = 1; }; TEST (status, "_const_ptr" DESC " access to array"); } { int status = 0; for (i = 0; i < N; i++) { BASE x = ZERO; FUNCTION (gsl_vector, set) (v, i, x); } status = (FUNCTION(gsl_vector,isnull)(v) != 1); TEST (status, "_isnull" DESC " on null vector") ; status = (FUNCTION(gsl_vector,ispos)(v) != 0); TEST (status, "_ispos" DESC " on null vector") ; status = (FUNCTION(gsl_vector,isneg)(v) != 0); TEST (status, "_isneg" DESC " on null vector") ; } { int status = 0; for (i = 0; i < N; i++) { BASE x = ZERO; GSL_REAL (x) = (ATOMIC)i; GSL_IMAG (x) = (ATOMIC)(i + 1234); FUNCTION (gsl_vector, set) (v, i, x); } status = (FUNCTION(gsl_vector,isnull)(v) != 0); TEST (status, "_isnull" DESC " on non-null vector") ; status = (FUNCTION(gsl_vector,ispos)(v) != 0); TEST (status, "_ispos" DESC " on non-null vector") ; status = (FUNCTION(gsl_vector,ispos)(v) != 0); TEST (status, "_isneg" DESC " on non-null vector") ; } { int status = 0; FUNCTION (gsl_vector, set_zero) (v); for (i = 0; i < N; i++) { BASE x, y = ZERO; x = FUNCTION (gsl_vector, get) (v, i); if (!GSL_COMPLEX_EQ (x, y)) status = 1; }; TEST (status, "_setzero" DESC " on non-null vector") ; } { int status = 0; BASE x; GSL_REAL (x) = (ATOMIC)27; GSL_IMAG (x) = (ATOMIC)(27 + 1234); FUNCTION (gsl_vector, set_all) (v, x); for (i = 0; i < N; i++) { BASE y = FUNCTION (gsl_vector, get) (v, i); if (!GSL_COMPLEX_EQ (x, y)) status = 1; }; TEST (status, "_setall" DESC " to non-zero value") ; } { int status = 0; for (i = 0; i < N; i++) { FUNCTION (gsl_vector, set_basis) (v, i); for (j = 0; j < N; j++) { BASE x = FUNCTION (gsl_vector, get) (v, j); BASE one = ONE; BASE zero = ZERO; if (i == j) { if (!GSL_COMPLEX_EQ (x, one)) status = 1 ; } else { if (!GSL_COMPLEX_EQ (x, zero)) status = 1; } }; } TEST (status, "_setbasis" DESC " over range") ; } { int status = 0; for (i = 0; i < N; i++) { BASE x = ZERO; GSL_REAL (x) = (ATOMIC)i; GSL_IMAG (x) = (ATOMIC)(i + 1234); FUNCTION (gsl_vector, set) (v, i, x); } { BASE x = ZERO; GSL_REAL(x) = 2.0; GSL_IMAG(x) = 3.0; FUNCTION (gsl_vector, scale) (v, x); } for (i = 0; i < N; i++) { BASE r = FUNCTION(gsl_vector,get) (v,i); ATOMIC real = -(ATOMIC)i-(ATOMIC)3702; ATOMIC imag = 5*(ATOMIC)i+(ATOMIC)2468; if (GSL_REAL(r) != real || GSL_IMAG(r) != imag) status = 1; }; TEST (status, "_scale" DESC " by 2") ; } { int status = 0; { BASE x = ZERO; GSL_REAL(x) = 7.0; GSL_IMAG(x) = 13.0; FUNCTION (gsl_vector, add_constant) (v, x); } for (i = 0; i < N; i++) { BASE r = FUNCTION(gsl_vector,get) (v,i); ATOMIC real = -(ATOMIC)i-(ATOMIC)3695; ATOMIC imag = 5*(ATOMIC)i+(ATOMIC)2481; if (GSL_REAL(r) != real || GSL_IMAG(r) != imag) status = 1; }; TEST (status, "_add_constant" DESC) ; } for (i = 0; i < N; i++) { BASE x = ZERO; GSL_REAL (x) = (ATOMIC)i; GSL_IMAG (x) = (ATOMIC)(i + 1234); FUNCTION (gsl_vector, set) (v, i, x); } { int status; BASE x, y, r, s ; GSL_REAL(x) = 2 ; GSL_IMAG(x) = 2 + 1234; GSL_REAL(y) = 5 ; GSL_IMAG(y) = 5 + 1234; FUNCTION (gsl_vector,swap_elements) (v, 2, 5) ; r = FUNCTION(gsl_vector,get)(v,2); s = FUNCTION(gsl_vector,get)(v,5); status = ! GSL_COMPLEX_EQ(r,y) ; status |= ! GSL_COMPLEX_EQ(s,x) ; FUNCTION (gsl_vector,swap_elements) (v, 2, 5) ; r = FUNCTION(gsl_vector,get)(v,2); s = FUNCTION(gsl_vector,get)(v,5); status |= ! GSL_COMPLEX_EQ(r,x) ; status |= ! GSL_COMPLEX_EQ(s,y) ; TEST (status, "_swap_elements" DESC " exchanges elements") ; } { int status = 0; FUNCTION (gsl_vector,reverse) (v) ; for (i = 0; i < N; i++) { BASE x,r ; GSL_REAL(x) = (ATOMIC)(N - i - 1) ; GSL_IMAG(x) = (ATOMIC)(N - i - 1 + 1234); r = FUNCTION (gsl_vector, get) (v, i); status |= !GSL_COMPLEX_EQ(r,x); } gsl_test (status, NAME(gsl_vector) "_reverse" DESC " reverses elements") ; } { int status = 0; QUALIFIED_VIEW(gsl_vector,view) v1 = FUNCTION(gsl_vector, view_array) (v->data, N*stride); for (i = 0; i < N; i++) { BASE x = FUNCTION (gsl_vector, get) (&v1.vector, i*stride) ; BASE y = FUNCTION (gsl_vector, get) (v, i); if (!GSL_COMPLEX_EQ(x,y)) status = 1; }; TEST (status, "_view_array" DESC); } { int status = 0; QUALIFIED_VIEW(gsl_vector,view) v1 = FUNCTION(gsl_vector, view_array_with_stride) (v->data, stride, N*stride); for (i = 0; i < N; i++) { BASE x = FUNCTION (gsl_vector, get) (&v1.vector, i) ; BASE y = FUNCTION (gsl_vector, get) (v, i); if (!GSL_COMPLEX_EQ(x,y)) status = 1; }; TEST (status, "_view_array_with_stride" DESC); } { int status = 0; QUALIFIED_VIEW(gsl_vector,view) v1 = FUNCTION(gsl_vector, subvector) (v, N/3, N/2); for (i = 0; i < N/2; i++) { BASE x = FUNCTION (gsl_vector, get) (&v1.vector, i) ; BASE y = FUNCTION (gsl_vector, get) (v, (N/3)+i); if (!GSL_COMPLEX_EQ(x,y)) status = 1; }; TEST (status, "_view_subvector" DESC); } { int status = 0; QUALIFIED_VIEW(gsl_vector,view) v1 = FUNCTION(gsl_vector, subvector_with_stride) (v, N/5, 3, N/4); for (i = 0; i < N/4; i++) { BASE x = FUNCTION (gsl_vector, get) (&v1.vector, i) ; BASE y = FUNCTION (gsl_vector, get) (v, (N/5)+3*i); if (!GSL_COMPLEX_EQ(x,y)) status = 1; }; TEST (status, "_view_subvector_with_stride" DESC); } { int status = 0; QUALIFIED_REAL_VIEW(gsl_vector,view) vv = FUNCTION(gsl_vector, real) (v); for (i = 0; i < N; i++) { ATOMIC xr = REAL_VIEW (gsl_vector, get) (&vv.vector, i) ; BASE y = FUNCTION (gsl_vector, get) (v, i); ATOMIC yr = GSL_REAL(y); if (xr != yr) status = 1; }; TEST (status, "_real" DESC); } { int status = 0; QUALIFIED_REAL_VIEW(gsl_vector,view) vv = FUNCTION(gsl_vector, imag) (v); for (i = 0; i < N; i++) { ATOMIC xr = REAL_VIEW (gsl_vector, get) (&vv.vector, i) ; BASE y = FUNCTION (gsl_vector, get) (v, i); ATOMIC yr = GSL_IMAG(y); if (xr != yr) status = 1; }; TEST (status, "_imag" DESC); } FUNCTION (gsl_vector, free) (v0); /* free whatever is in v */ }