/usr/include/dlib/matrix/lapack/geev.h is in libdlib-dev 18.18-1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 | // Copyright (C) 2010 Davis E. King (davis@dlib.net)
// License: Boost Software License See LICENSE.txt for the full license.
#ifndef DLIB_LAPACk_GEEV_Hh_
#define DLIB_LAPACk_GEEV_Hh_
#include "fortran_id.h"
#include "../matrix.h"
namespace dlib
{
namespace lapack
{
namespace binding
{
extern "C"
{
void DLIB_FORTRAN_ID(dgeev) (char *jobvl, char *jobvr, integer *n, double * a,
integer *lda, double *wr, double *wi, double *vl,
integer *ldvl, double *vr, integer *ldvr, double *work,
integer *lwork, integer *info);
void DLIB_FORTRAN_ID(sgeev) (char *jobvl, char *jobvr, integer *n, float * a,
integer *lda, float *wr, float *wi, float *vl,
integer *ldvl, float *vr, integer *ldvr, float *work,
integer *lwork, integer *info);
}
inline int geev (char jobvl, char jobvr, integer n, double *a,
integer lda, double *wr, double *wi, double *vl,
integer ldvl, double *vr, integer ldvr, double *work,
integer lwork)
{
integer info = 0;
DLIB_FORTRAN_ID(dgeev)(&jobvl, &jobvr, &n, a,
&lda, wr, wi, vl,
&ldvl, vr, &ldvr, work,
&lwork, &info);
return info;
}
inline int geev (char jobvl, char jobvr, integer n, float *a,
integer lda, float *wr, float *wi, float *vl,
integer ldvl, float *vr, integer ldvr, float *work,
integer lwork)
{
integer info = 0;
DLIB_FORTRAN_ID(sgeev)(&jobvl, &jobvr, &n, a,
&lda, wr, wi, vl,
&ldvl, vr, &ldvr, work,
&lwork, &info);
return info;
}
}
// ------------------------------------------------------------------------------------
/* -- LAPACK driver routine (version 3.1) -- */
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/* November 2006 */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* Purpose */
/* ======= */
/* DGEEV computes for an N-by-N real nonsymmetric matrix A, the */
/* eigenvalues and, optionally, the left and/or right eigenvectors. */
/* The right eigenvector v(j) of A satisfies */
/* A * v(j) = lambda(j) * v(j) */
/* where lambda(j) is its eigenvalue. */
/* The left eigenvector u(j) of A satisfies */
/* u(j)**H * A = lambda(j) * u(j)**H */
/* where u(j)**H denotes the conjugate transpose of u(j). */
/* The computed eigenvectors are normalized to have Euclidean norm */
/* equal to 1 and largest component real. */
/* Arguments */
/* ========= */
/* JOBVL (input) CHARACTER*1 */
/* = 'N': left eigenvectors of A are not computed; */
/* = 'V': left eigenvectors of A are computed. */
/* JOBVR (input) CHARACTER*1 */
/* = 'N': right eigenvectors of A are not computed; */
/* = 'V': right eigenvectors of A are computed. */
/* N (input) INTEGER */
/* The order of the matrix A. N >= 0. */
/* A (input/output) DOUBLE PRECISION array, dimension (LDA,N) */
/* On entry, the N-by-N matrix A. */
/* On exit, A has been overwritten. */
/* LDA (input) INTEGER */
/* The leading dimension of the array A. LDA >= max(1,N). */
/* WR (output) DOUBLE PRECISION array, dimension (N) */
/* WI (output) DOUBLE PRECISION array, dimension (N) */
/* WR and WI contain the real and imaginary parts, */
/* respectively, of the computed eigenvalues. Complex */
/* conjugate pairs of eigenvalues appear consecutively */
/* with the eigenvalue having the positive imaginary part */
/* first. */
/* VL (output) DOUBLE PRECISION array, dimension (LDVL,N) */
/* If JOBVL = 'V', the left eigenvectors u(j) are stored one */
/* after another in the columns of VL, in the same order */
/* as their eigenvalues. */
/* If JOBVL = 'N', VL is not referenced. */
/* If the j-th eigenvalue is real, then u(j) = VL(:,j), */
/* the j-th column of VL. */
/* If the j-th and (j+1)-st eigenvalues form a complex */
/* conjugate pair, then u(j) = VL(:,j) + i*VL(:,j+1) and */
/* u(j+1) = VL(:,j) - i*VL(:,j+1). */
/* LDVL (input) INTEGER */
/* The leading dimension of the array VL. LDVL >= 1; if */
/* JOBVL = 'V', LDVL >= N. */
/* VR (output) DOUBLE PRECISION array, dimension (LDVR,N) */
/* If JOBVR = 'V', the right eigenvectors v(j) are stored one */
/* after another in the columns of VR, in the same order */
/* as their eigenvalues. */
/* If JOBVR = 'N', VR is not referenced. */
/* If the j-th eigenvalue is real, then v(j) = VR(:,j), */
/* the j-th column of VR. */
/* If the j-th and (j+1)-st eigenvalues form a complex */
/* conjugate pair, then v(j) = VR(:,j) + i*VR(:,j+1) and */
/* v(j+1) = VR(:,j) - i*VR(:,j+1). */
/* LDVR (input) INTEGER */
/* The leading dimension of the array VR. LDVR >= 1; if */
/* JOBVR = 'V', LDVR >= N. */
/* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK)) */
/* On exit, if INFO = 0, WORK(1) returns the optimal LWORK. */
/* LWORK (input) INTEGER */
/* The dimension of the array WORK. LWORK >= max(1,3*N), and */
/* if JOBVL = 'V' or JOBVR = 'V', LWORK >= 4*N. For good */
/* performance, LWORK must generally be larger. */
/* If LWORK = -1, then a workspace query is assumed; the routine */
/* only calculates the optimal size of the WORK array, returns */
/* this value as the first entry of the WORK array, and no error */
/* message related to LWORK is issued by XERBLA. */
/* INFO (output) INTEGER */
/* = 0: successful exit */
/* < 0: if INFO = -i, the i-th argument had an illegal value. */
/* > 0: if INFO = i, the QR algorithm failed to compute all the */
/* eigenvalues, and no eigenvectors have been computed; */
/* elements i+1:N of WR and WI contain eigenvalues which */
/* have converged. */
// ------------------------------------------------------------------------------------
template <
typename T,
long NR1, long NR2, long NR3, long NR4, long NR5,
long NC1, long NC2, long NC3, long NC4, long NC5,
typename MM,
typename layout
>
int geev (
const char jobvl,
const char jobvr,
matrix<T,NR1,NC1,MM,column_major_layout>& a,
matrix<T,NR2,NC2,MM,layout>& wr,
matrix<T,NR3,NC3,MM,layout>& wi,
matrix<T,NR4,NC4,MM,column_major_layout>& vl,
matrix<T,NR5,NC5,MM,column_major_layout>& vr
)
{
matrix<T,0,1,MM,column_major_layout> work;
const long n = a.nr();
wr.set_size(n,1);
wi.set_size(n,1);
if (jobvl == 'V')
vl.set_size(n,n);
else
vl.set_size(NR4?NR4:1, NC4?NC4:1);
if (jobvr == 'V')
vr.set_size(n,n);
else
vr.set_size(NR5?NR5:1, NC5?NC5:1);
// figure out how big the workspace needs to be.
T work_size = 1;
int info = binding::geev(jobvl, jobvr, n, &a(0,0),
a.nr(), &wr(0,0), &wi(0,0), &vl(0,0),
vl.nr(), &vr(0,0), vr.nr(), &work_size,
-1);
if (info != 0)
return info;
if (work.size() < work_size)
work.set_size(static_cast<long>(work_size), 1);
// compute the actual decomposition
info = binding::geev(jobvl, jobvr, n, &a(0,0),
a.nr(), &wr(0,0), &wi(0,0), &vl(0,0),
vl.nr(), &vr(0,0), vr.nr(), &work(0,0),
work.size());
return info;
}
// ------------------------------------------------------------------------------------
}
}
// ----------------------------------------------------------------------------------------
#endif // DLIB_LAPACk_GEEV_Hh_
|