3 * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2006, 2007 Gerard Jungman, Brian Gough, Patrick Alken
5 * This program is free software; you can redistribute it and/or modify
6 * it under the terms of the GNU General Public License as published by
7 * the Free Software Foundation; either version 3 of the License, or (at
8 * your option) any later version.
10 * This program is distributed in the hope that it will be useful, but
11 * WITHOUT ANY WARRANTY; without even the implied warranty of
12 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
13 * General Public License for more details.
15 * You should have received a copy of the GNU General Public License
16 * along with this program; if not, write to the Free Software
17 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
20 #ifndef __GSL_EIGEN_H__
21 #define __GSL_EIGEN_H__
23 #include <gsl/gsl_vector.h>
24 #include <gsl/gsl_matrix.h>
29 # define __BEGIN_DECLS extern "C" {
30 # define __END_DECLS }
32 # define __BEGIN_DECLS /* empty */
33 # define __END_DECLS /* empty */
42 } gsl_eigen_symm_workspace;
44 gsl_eigen_symm_workspace * gsl_eigen_symm_alloc (const size_t n);
45 void gsl_eigen_symm_free (gsl_eigen_symm_workspace * w);
46 int gsl_eigen_symm (gsl_matrix * A, gsl_vector * eval, gsl_eigen_symm_workspace * w);
54 } gsl_eigen_symmv_workspace;
56 gsl_eigen_symmv_workspace * gsl_eigen_symmv_alloc (const size_t n);
57 void gsl_eigen_symmv_free (gsl_eigen_symmv_workspace * w);
58 int gsl_eigen_symmv (gsl_matrix * A, gsl_vector * eval, gsl_matrix * evec, gsl_eigen_symmv_workspace * w);
65 } gsl_eigen_herm_workspace;
67 gsl_eigen_herm_workspace * gsl_eigen_herm_alloc (const size_t n);
68 void gsl_eigen_herm_free (gsl_eigen_herm_workspace * w);
69 int gsl_eigen_herm (gsl_matrix_complex * A, gsl_vector * eval,
70 gsl_eigen_herm_workspace * w);
79 } gsl_eigen_hermv_workspace;
81 gsl_eigen_hermv_workspace * gsl_eigen_hermv_alloc (const size_t n);
82 void gsl_eigen_hermv_free (gsl_eigen_hermv_workspace * w);
83 int gsl_eigen_hermv (gsl_matrix_complex * A, gsl_vector * eval,
84 gsl_matrix_complex * evec,
85 gsl_eigen_hermv_workspace * w);
88 size_t size; /* matrix size */
89 size_t max_iterations; /* max iterations since last eigenvalue found */
90 size_t n_iter; /* number of iterations since last eigenvalue found */
91 size_t n_evals; /* number of eigenvalues found so far */
93 int compute_t; /* compute Schur form T = Z^t A Z */
95 gsl_matrix *H; /* pointer to Hessenberg matrix */
96 gsl_matrix *Z; /* pointer to Schur vector matrix */
97 } gsl_eigen_francis_workspace;
99 gsl_eigen_francis_workspace * gsl_eigen_francis_alloc (void);
100 void gsl_eigen_francis_free (gsl_eigen_francis_workspace * w);
101 void gsl_eigen_francis_T (const int compute_t,
102 gsl_eigen_francis_workspace * w);
103 int gsl_eigen_francis (gsl_matrix * H, gsl_vector_complex * eval,
104 gsl_eigen_francis_workspace * w);
105 int gsl_eigen_francis_Z (gsl_matrix * H, gsl_vector_complex * eval,
107 gsl_eigen_francis_workspace * w);
110 size_t size; /* size of matrices */
111 gsl_vector *diag; /* diagonal matrix elements from balancing */
112 gsl_vector *tau; /* Householder coefficients */
113 gsl_matrix *Z; /* pointer to Z matrix */
114 int do_balance; /* perform balancing transformation? */
115 size_t n_evals; /* number of eigenvalues found */
117 gsl_eigen_francis_workspace *francis_workspace_p;
118 } gsl_eigen_nonsymm_workspace;
120 gsl_eigen_nonsymm_workspace * gsl_eigen_nonsymm_alloc (const size_t n);
121 void gsl_eigen_nonsymm_free (gsl_eigen_nonsymm_workspace * w);
122 void gsl_eigen_nonsymm_params (const int compute_t, const int balance,
123 gsl_eigen_nonsymm_workspace *w);
124 int gsl_eigen_nonsymm (gsl_matrix * A, gsl_vector_complex * eval,
125 gsl_eigen_nonsymm_workspace * w);
126 int gsl_eigen_nonsymm_Z (gsl_matrix * A, gsl_vector_complex * eval,
127 gsl_matrix * Z, gsl_eigen_nonsymm_workspace * w);
130 size_t size; /* size of matrices */
131 gsl_vector *work; /* scratch workspace */
132 gsl_vector *work2; /* scratch workspace */
133 gsl_vector *work3; /* scratch workspace */
135 gsl_matrix *Z; /* pointer to Schur vectors */
137 gsl_eigen_nonsymm_workspace *nonsymm_workspace_p;
138 } gsl_eigen_nonsymmv_workspace;
140 gsl_eigen_nonsymmv_workspace * gsl_eigen_nonsymmv_alloc (const size_t n);
141 void gsl_eigen_nonsymmv_free (gsl_eigen_nonsymmv_workspace * w);
142 int gsl_eigen_nonsymmv (gsl_matrix * A, gsl_vector_complex * eval,
143 gsl_matrix_complex * evec,
144 gsl_eigen_nonsymmv_workspace * w);
145 int gsl_eigen_nonsymmv_Z (gsl_matrix * A, gsl_vector_complex * eval,
146 gsl_matrix_complex * evec, gsl_matrix * Z,
147 gsl_eigen_nonsymmv_workspace * w);
150 size_t size; /* size of matrices */
151 gsl_eigen_symm_workspace *symm_workspace_p;
152 } gsl_eigen_gensymm_workspace;
154 gsl_eigen_gensymm_workspace * gsl_eigen_gensymm_alloc (const size_t n);
155 void gsl_eigen_gensymm_free (gsl_eigen_gensymm_workspace * w);
156 int gsl_eigen_gensymm (gsl_matrix * A, gsl_matrix * B,
157 gsl_vector * eval, gsl_eigen_gensymm_workspace * w);
158 int gsl_eigen_gensymm_standardize (gsl_matrix * A, const gsl_matrix * B);
161 size_t size; /* size of matrices */
162 gsl_eigen_symmv_workspace *symmv_workspace_p;
163 } gsl_eigen_gensymmv_workspace;
165 gsl_eigen_gensymmv_workspace * gsl_eigen_gensymmv_alloc (const size_t n);
166 void gsl_eigen_gensymmv_free (gsl_eigen_gensymmv_workspace * w);
167 int gsl_eigen_gensymmv (gsl_matrix * A, gsl_matrix * B,
168 gsl_vector * eval, gsl_matrix * evec,
169 gsl_eigen_gensymmv_workspace * w);
172 size_t size; /* size of matrices */
173 gsl_eigen_herm_workspace *herm_workspace_p;
174 } gsl_eigen_genherm_workspace;
176 gsl_eigen_genherm_workspace * gsl_eigen_genherm_alloc (const size_t n);
177 void gsl_eigen_genherm_free (gsl_eigen_genherm_workspace * w);
178 int gsl_eigen_genherm (gsl_matrix_complex * A, gsl_matrix_complex * B,
179 gsl_vector * eval, gsl_eigen_genherm_workspace * w);
180 int gsl_eigen_genherm_standardize (gsl_matrix_complex * A,
181 const gsl_matrix_complex * B);
184 size_t size; /* size of matrices */
185 gsl_eigen_hermv_workspace *hermv_workspace_p;
186 } gsl_eigen_genhermv_workspace;
188 gsl_eigen_genhermv_workspace * gsl_eigen_genhermv_alloc (const size_t n);
189 void gsl_eigen_genhermv_free (gsl_eigen_genhermv_workspace * w);
190 int gsl_eigen_genhermv (gsl_matrix_complex * A, gsl_matrix_complex * B,
191 gsl_vector * eval, gsl_matrix_complex * evec,
192 gsl_eigen_genhermv_workspace * w);
195 size_t size; /* size of matrices */
196 gsl_vector *work; /* scratch workspace */
198 size_t n_evals; /* number of eigenvalues found */
199 size_t max_iterations; /* maximum QZ iterations allowed */
200 size_t n_iter; /* number of iterations since last eigenvalue found */
201 double eshift; /* exceptional shift counter */
203 int needtop; /* need to compute top index? */
205 double atol; /* tolerance for splitting A matrix */
206 double btol; /* tolerance for splitting B matrix */
208 double ascale; /* scaling factor for shifts */
209 double bscale; /* scaling factor for shifts */
211 gsl_matrix *H; /* pointer to hessenberg matrix */
212 gsl_matrix *R; /* pointer to upper triangular matrix */
214 int compute_s; /* compute generalized Schur form S */
215 int compute_t; /* compute generalized Schur form T */
217 gsl_matrix *Q; /* pointer to left Schur vectors */
218 gsl_matrix *Z; /* pointer to right Schur vectors */
219 } gsl_eigen_gen_workspace;
221 gsl_eigen_gen_workspace * gsl_eigen_gen_alloc (const size_t n);
222 void gsl_eigen_gen_free (gsl_eigen_gen_workspace * w);
223 void gsl_eigen_gen_params (const int compute_s, const int compute_t,
224 const int balance, gsl_eigen_gen_workspace * w);
225 int gsl_eigen_gen (gsl_matrix * A, gsl_matrix * B,
226 gsl_vector_complex * alpha, gsl_vector * beta,
227 gsl_eigen_gen_workspace * w);
228 int gsl_eigen_gen_QZ (gsl_matrix * A, gsl_matrix * B,
229 gsl_vector_complex * alpha, gsl_vector * beta,
230 gsl_matrix * Q, gsl_matrix * Z,
231 gsl_eigen_gen_workspace * w);
234 size_t size; /* size of matrices */
236 gsl_vector *work1; /* 1-norm of columns of A */
237 gsl_vector *work2; /* 1-norm of columns of B */
238 gsl_vector *work3; /* real part of eigenvector */
239 gsl_vector *work4; /* imag part of eigenvector */
240 gsl_vector *work5; /* real part of back-transformed eigenvector */
241 gsl_vector *work6; /* imag part of back-transformed eigenvector */
243 gsl_matrix *Q; /* pointer to left Schur vectors */
244 gsl_matrix *Z; /* pointer to right Schur vectors */
246 gsl_eigen_gen_workspace *gen_workspace_p;
247 } gsl_eigen_genv_workspace;
249 gsl_eigen_genv_workspace * gsl_eigen_genv_alloc (const size_t n);
250 void gsl_eigen_genv_free (gsl_eigen_genv_workspace * w);
251 int gsl_eigen_genv (gsl_matrix * A, gsl_matrix * B,
252 gsl_vector_complex * alpha, gsl_vector * beta,
253 gsl_matrix_complex * evec,
254 gsl_eigen_genv_workspace * w);
255 int gsl_eigen_genv_QZ (gsl_matrix * A, gsl_matrix * B,
256 gsl_vector_complex * alpha, gsl_vector * beta,
257 gsl_matrix_complex * evec,
258 gsl_matrix * Q, gsl_matrix * Z,
259 gsl_eigen_genv_workspace * w);
264 GSL_EIGEN_SORT_VAL_ASC,
265 GSL_EIGEN_SORT_VAL_DESC,
266 GSL_EIGEN_SORT_ABS_ASC,
267 GSL_EIGEN_SORT_ABS_DESC
271 /* Sort eigensystem results based on eigenvalues.
272 * Sorts in order of increasing value or increasing
275 * exceptions: GSL_EBADLEN
278 int gsl_eigen_symmv_sort(gsl_vector * eval, gsl_matrix * evec,
279 gsl_eigen_sort_t sort_type);
281 int gsl_eigen_hermv_sort(gsl_vector * eval, gsl_matrix_complex * evec,
282 gsl_eigen_sort_t sort_type);
284 int gsl_eigen_nonsymmv_sort(gsl_vector_complex * eval,
285 gsl_matrix_complex * evec,
286 gsl_eigen_sort_t sort_type);
288 int gsl_eigen_gensymmv_sort (gsl_vector * eval, gsl_matrix * evec,
289 gsl_eigen_sort_t sort_type);
291 int gsl_eigen_genhermv_sort (gsl_vector * eval, gsl_matrix_complex * evec,
292 gsl_eigen_sort_t sort_type);
294 int gsl_eigen_genv_sort (gsl_vector_complex * alpha, gsl_vector * beta,
295 gsl_matrix_complex * evec,
296 gsl_eigen_sort_t sort_type);
298 /* Prototypes for the schur module */
300 int gsl_schur_gen_eigvals(const gsl_matrix *A, const gsl_matrix *B,
301 double *wr1, double *wr2, double *wi,
302 double *scale1, double *scale2);
304 int gsl_schur_solve_equation(double ca, const gsl_matrix *A, double z,
305 double d1, double d2, const gsl_vector *b,
306 gsl_vector *x, double *s, double *xnorm,
309 int gsl_schur_solve_equation_z(double ca, const gsl_matrix *A,
310 gsl_complex *z, double d1, double d2,
311 const gsl_vector_complex *b,
312 gsl_vector_complex *x, double *s,
313 double *xnorm, double smin);
316 /* The following functions are obsolete: */
318 /* Eigensolve by Jacobi Method
320 * The data in the matrix input is destroyed.
325 gsl_eigen_jacobi(gsl_matrix * matrix,
328 unsigned int max_rot,
329 unsigned int * nrot);
332 /* Invert by Jacobi Method
337 gsl_eigen_invert_jacobi(const gsl_matrix * matrix,
339 unsigned int max_rot);
345 #endif /* __GSL_EIGEN_H__ */