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/*!
* \file
* \brief Schur decomposition functions
* \author Adam Piatyszek
*
* -------------------------------------------------------------------------
*
* IT++ - C++ library of mathematical, signal processing, speech processing,
* and communications classes and functions
*
* Copyright (C) 1995-2008 (see AUTHORS file for a list of contributors)
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 2 of the License, or
* (at your option) any later version.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
*
* -------------------------------------------------------------------------
*/
#ifndef _MSC_VER
# include <itpp/config.h>
#else
# include <itpp/config_msvc.h>
#endif
#if defined(HAVE_LAPACK)
# include <itpp/base/algebra/lapack.h>
#endif
#include <itpp/base/algebra/schur.h>
namespace itpp {
#if defined(HAVE_LAPACK)
bool schur(const mat &A, mat &U, mat &T) {
it_assert_debug(A.rows() == A.cols(), "schur(): Matrix is not square");
char jobvs = 'V';
char sort = 'N';
int info;
int n = A.rows();
int lda = n;
int ldvs = n;
int lwork = 3 * n; // This may be choosen better!
int sdim = 0;
vec wr(n);
vec wi(n);
vec work(lwork);
T.set_size(lda, n, false);
U.set_size(ldvs, n, false);
T = A; // The routine overwrites input matrix with eigenvectors
dgees_(&jobvs, &sort, 0, &n, T._data(), &lda, &sdim, wr._data(), wi._data(),
U._data(), &ldvs, work._data(), &lwork, 0, &info);
return (info == 0);
}
bool schur(const cmat &A, cmat &U, cmat &T) {
it_assert_debug(A.rows() == A.cols(), "schur(): Matrix is not square");
char jobvs = 'V';
char sort = 'N';
int info;
int n = A.rows();
int lda = n;
int ldvs = n;
int lwork = 2 * n; // This may be choosen better!
int sdim = 0;
vec rwork(n);
cvec w(n);
cvec work(lwork);
T.set_size(lda, n, false);
U.set_size(ldvs, n, false);
T = A; // The routine overwrites input matrix with eigenvectors
zgees_(&jobvs, &sort, 0, &n, T._data(), &lda, &sdim, w._data(), U._data(),
&ldvs, work._data(), &lwork, rwork._data(), 0, &info);
return (info == 0);
}
#else
bool schur(const mat &A, mat &U, mat &T) {
it_error("LAPACK library is needed to use schur() function");
return false;
}
bool schur(const cmat &A, cmat &U, cmat &T) {
it_error("LAPACK library is needed to use schur() function");
return false;
}
#endif // HAVE_LAPACK
mat schur(const mat &A) {
mat U, T;
schur(A, U, T);
return T;
}
cmat schur(const cmat &A) {
cmat U, T;
schur(A, U, T);
return T;
}
} // namespace itpp
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