eigen/lapack/eigenvalues.cpp
2014-10-17 15:31:11 +02:00

63 lines
1.8 KiB
C++

// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
#include "lapack_common.h"
#include <Eigen/Eigenvalues>
// computes eigen values and vectors of a general N-by-N matrix A
EIGEN_LAPACK_FUNC(syev,(char *jobz, char *uplo, int* n, Scalar* a, int *lda, Scalar* w, Scalar* /*work*/, int* lwork, int *info))
{
// TODO exploit the work buffer
bool query_size = *lwork==-1;
*info = 0;
if(*jobz!='N' && *jobz!='V') *info = -1;
else if(UPLO(*uplo)==INVALID) *info = -2;
else if(*n<0) *info = -3;
else if(*lda<std::max(1,*n)) *info = -5;
else if((!query_size) && *lwork<std::max(1,3**n-1)) *info = -8;
if(*info!=0)
{
int e = -*info;
return xerbla_(SCALAR_SUFFIX_UP"SYEV ", &e, 6);
}
if(query_size)
{
*lwork = 0;
return 0;
}
if(*n==0)
return 0;
PlainMatrixType mat(*n,*n);
if(UPLO(*uplo)==UP) mat = matrix(a,*n,*n,*lda).adjoint();
else mat = matrix(a,*n,*n,*lda);
bool computeVectors = *jobz=='V' || *jobz=='v';
SelfAdjointEigenSolver<PlainMatrixType> eig(mat,computeVectors?ComputeEigenvectors:EigenvaluesOnly);
if(eig.info()==NoConvergence)
{
make_vector(w,*n).setZero();
if(computeVectors)
matrix(a,*n,*n,*lda).setIdentity();
//*info = 1;
return 0;
}
make_vector(w,*n) = eig.eigenvalues();
if(computeVectors)
matrix(a,*n,*n,*lda) = eig.eigenvectors();
return 0;
}