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