bool eigenvalue_decomposition_sym(Mda& U, Mda& S, Mda& X)
{
//X=U*diag(S)*U'
//X is MxM, U is MxM, S is 1xM
//X must be real and symmetric
int M = X.N1();
if (M != X.N2()) {
qWarning() << "Unexpected problem in eigenvalue_decomposition_sym" << X.N1() << X.N2();
exit(-1);
}
U.allocate(M, M);
S.allocate(1, M);
double* Uptr = U.dataPtr();
double* Sptr = S.dataPtr();
double* Xptr = X.dataPtr();
for (int ii = 0; ii < M * M; ii++) {
Uptr[ii] = Xptr[ii];
}
//'V' means compute eigenvalues and eigenvectors (use 'N' for eigenvalues only)
//'U' means upper triangle of A is stored.
//QTime timer; timer.start();
int info = LAPACKE_dsyevd(LAPACK_COL_MAJOR, 'V', 'U', M, Uptr, M, Sptr);
//printf("Time for call to LAPACKE_dsyev: %g sec\n",timer.elapsed()*1.0/1000);
if (info != 0) {
qWarning() << "Error in LAPACKE_dsyev" << info;
return false;
}
return true;
}
void dc_eig(gsl_matrix *sym, gsl_vector *eval, gsl_matrix *evec ,size_t NCOMP){
// Divide and conquer Eigen decomposition
// gsl_matrix *evec = gsl_matrix_alloc(NSUB, NSUB);
// gsl_vector *eval = gsl_vector_alloc(NCOMP); //eigen values
size_t NSUB = sym->size1;
gsl_vector *eval_temp =gsl_vector_alloc(NSUB);
LAPACKE_dsyevd(LAPACK_ROW_MAJOR, 'V', 'U',
NSUB, sym->data, NSUB, eval_temp->data);
gsl_eigen_symmv_sort (eval_temp, sym, GSL_EIGEN_SORT_ABS_DESC);
gsl_matrix_view temp = gsl_matrix_submatrix(sym, 0,0 , NSUB, NCOMP);
gsl_matrix_memcpy(evec,&temp.matrix);
gsl_vector_view temp_vec = gsl_vector_subvector(eval_temp, 0, NCOMP);
gsl_vector_memcpy(eval, &temp_vec.vector);
gsl_vector_free(eval_temp);
}
void solve_entire_dc(int n, double *A, double *E, double *Q, char type){
(void) Q;
int info = LAPACKE_dsyevd(LAPACK_COL_MAJOR, type, 'L', n, A, n, E);
assert(!info);
}
