//---------------------------------------------------------
void eig(const DMat& A, DVec& Re, DMat& VL, DMat& VR, bool bL, bool bR)
//---------------------------------------------------------
{
// Compute eigensystem of a real general matrix
// Currently NOT returning imaginary components
static DMat B;
if (!A.is_square()) { umERROR("eig(A)", "matrix is not square."); }
int N = A.num_rows();
int LDA=N, LDVL=N, LDVR=N, ldwork=10*N, info=0;
Re.resize(N); // store REAL components of eigenvalues in Re
VL.resize(N,N); // storage for LEFT eigenvectors
VR.resize(N,N); // storage for RIGHT eigenvectors
DVec Im(N); // NOT returning imaginary components
DVec work(ldwork, 0.0);
// Work on a copy of A
B = A;
char jobL = bL ? 'V' : 'N'; // calc LEFT eigenvectors?
char jobR = bR ? 'V' : 'N'; // calc RIGHT eigenvectors?
GEEV (jobL,jobR, N, B.data(), LDA, Re.data(), Im.data(),
VL.data(), LDVL, VR.data(), LDVR, work.data(), ldwork, info);
if (info < 0) {
umERROR("eig(A, Re,Im)", "Error in input argument (%d)\nNo solution computed.", -info);
} else if (info > 0) {
umLOG(1, "eig(A, Re,Im): ...\n"
"\nThe QR algorithm failed to compute all the"
"\neigenvalues, and no eigenvectors have been"
"\ncomputed; elements %d+1:N of WR and WI contain"
"\neigenvalues which have converged.\n", info);
}
#if (0)
// Return (Re,Imag) parts of eigenvalues as columns of Ev
Ev.resize(N,2);
Ev.set_col(1, Re);
Ev.set_col(2, Im);
#endif
#ifdef _DEBUG
//#####################################################
// Check for imaginary components in eigenvalues
//#####################################################
double im_max = Im.max_val_abs();
if (im_max > 1e-6) {
umERROR("eig(A)", "imaginary components in eigenvalues.");
}
//#####################################################
#endif
}
int main(int argc, char *argv[]){
FLOAT *a,*vl,*vr,*wi,*wr,*work,*rwork;
FLOAT wkopt[4];
char job='V';
char jobr='N';
char *p;
blasint m, i, j, info,lwork;
double factor = 26.33;
int from = 1;
int to = 200;
int step = 1;
struct timeval start, stop;
double time1;
argc--;argv++;
if (argc > 0) { from = atol(*argv); argc--; argv++;}
if (argc > 0) { to = MAX(atol(*argv), from); argc--; argv++;}
if (argc > 0) { step = atol(*argv); argc--; argv++;}
if ((p = getenv("OPENBLAS_JOB"))) job=*p;
if ( job == 'N' ) factor = 10.0;
fprintf(stderr, "From : %3d To : %3d Step = %3d Job=%c\n", from, to, step,job);
if (( a = (FLOAT *)malloc(sizeof(FLOAT) * to * to * COMPSIZE)) == NULL){
fprintf(stderr,"Out of Memory!!\n");exit(1);
}
if (( vl = (FLOAT *)malloc(sizeof(FLOAT) * to * to * COMPSIZE)) == NULL){
fprintf(stderr,"Out of Memory!!\n");exit(1);
}
if (( vr = (FLOAT *)malloc(sizeof(FLOAT) * to * to * COMPSIZE)) == NULL){
fprintf(stderr,"Out of Memory!!\n");exit(1);
}
if (( wr = (FLOAT *)malloc(sizeof(FLOAT) * to * COMPSIZE)) == NULL){
fprintf(stderr,"Out of Memory!!\n");exit(1);
}
if (( wi = (FLOAT *)malloc(sizeof(FLOAT) * to * COMPSIZE)) == NULL){
fprintf(stderr,"Out of Memory!!\n");exit(1);
}
if (( rwork = (FLOAT *)malloc(sizeof(FLOAT) * to * COMPSIZE)) == NULL){
fprintf(stderr,"Out of Memory!!\n");exit(1);
}
for(j = 0; j < to; j++){
for(i = 0; i < to * COMPSIZE; i++){
a[i + j * to * COMPSIZE] = ((FLOAT) rand() / (FLOAT) RAND_MAX) - 0.5;
}
}
lwork = -1;
m=to;
#ifndef COMPLEX
GEEV (&job, &jobr, &m, a, &m, wr, wi, vl, &m, vr, &m, wkopt, &lwork, &info);
#else
GEEV (&job, &jobr, &m, a, &m, wr, vl, &m, vr, &m, wkopt, &lwork,rwork, &info);
#endif
lwork = (blasint)wkopt[0];
if (( work = (FLOAT *)malloc(sizeof(FLOAT) * lwork * COMPSIZE)) == NULL){
fprintf(stderr,"Out of Memory!!\n");exit(1);
}
#ifdef linux
srandom(getpid());
#endif
fprintf(stderr, " SIZE FLops Time Lwork\n");
for(m = from; m <= to; m += step){
fprintf(stderr, " %6d : ", (int)m);
gettimeofday( &start, (struct timezone *)0);
lwork = -1;
#ifndef COMPLEX
GEEV (&job, &jobr, &m, a, &m, wr, wi, vl, &m, vr, &m, wkopt, &lwork, &info);
#else
GEEV (&job, &jobr, &m, a, &m, wr, vl, &m, vr, &m, wkopt, &lwork,rwork, &info);
#endif
lwork = (blasint)wkopt[0];
#ifndef COMPLEX
GEEV (&job, &jobr, &m, a, &m, wr, wi, vl, &m, vr, &m, work, &lwork, &info);
#else
GEEV (&job, &jobr, &m, a, &m, wr, vl, &m, vr, &m, work, &lwork,rwork, &info);
#endif
gettimeofday( &stop, (struct timezone *)0);
if (info) {
fprintf(stderr, "failed to compute eigenvalues .. %d\n", info);
exit(1);
}
time1 = (double)(stop.tv_sec - start.tv_sec) + (double)((stop.tv_usec - start.tv_usec)) * 1.e-6;
fprintf(stderr,
" %10.2f MFlops : %10.2f Sec : %d\n",
COMPSIZE * COMPSIZE * factor * (double)m * (double)m * (double)m / time1 * 1.e-6,time1,lwork);
}
return 0;
}
