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////////////////////////////////////////////////////////////////////////
//
// Copyright (C) 1998-2021 The Octave Project Developers
//
// See the file COPYRIGHT.md in the top-level directory of this
// distribution or <https://octave.org/copyright/>.
//
// This file is part of Octave.
//
// Octave 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 3 of the License, or
// (at your option) any later version.
//
// Octave 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 Octave; see the file COPYING. If not, see
// <https://www.gnu.org/licenses/>.
//
////////////////////////////////////////////////////////////////////////
// Generalized eigenvalue balancing via LAPACK
// Originally written by A. S. Hodel <scotte@eng.auburn.edu>, but is
// substantially different with the change to use LAPACK.
#undef DEBUG
#undef DEBUG_SORT
#undef DEBUG_EIG
#if defined (HAVE_CONFIG_H)
# include "config.h"
#endif
#include <cctype>
#include <cmath>
#if defined (DEBUG_EIG)
# include <iomanip>
#endif
#include "f77-fcn.h"
#include "lo-lapack-proto.h"
#include "qr.h"
#include "quit.h"
#include "defun.h"
#include "error.h"
#include "errwarn.h"
#include "ovl.h"
#if defined (DEBUG) || defined (DEBUG_SORT)
# include "pager.h"
# include "pr-output.h"
#endif
// FIXME: Matlab does not produce lambda as the first output argument.
// Compatibility problem?
DEFUN (qz, args, nargout,
doc: /* -*- texinfo -*-
@deftypefn {} {@var{lambda} =} qz (@var{A}, @var{B})
@deftypefnx {} {[@var{AA}, @var{BB}, @var{Q}, @var{Z}, @var{V}, @var{W}, @var{lambda}] =} qz (@var{A}, @var{B})
@deftypefnx {} {[@var{AA}, @var{BB}, @var{Z}] =} qz (@var{A}, @var{B}, @var{opt})
@deftypefnx {} {[@var{AA}, @var{BB}, @var{Z}, @var{lambda}] =} qz (@var{A}, @var{B}, @var{opt})
Compute the QZ@tie{}decomposition of a generalized eigenvalue problem.
The generalized eigenvalue problem is defined as
@tex
$$A x = \lambda B x$$
@end tex
@ifnottex
@math{A x = @var{lambda} B x}
@end ifnottex
There are three calling forms of the function:
@enumerate
@item @code{@var{lambda} = qz (@var{A}, @var{B})}
Compute the generalized eigenvalues
@tex
$\lambda.$
@end tex
@ifnottex
@var{lambda}.
@end ifnottex
@item @code{[@var{AA}, @var{BB}, @var{Q}, @var{Z}, @var{V}, @var{W}, @var{lambda}] = qz (@var{A}, @var{B})}
Compute QZ@tie{}decomposition, generalized eigenvectors, and generalized
eigenvalues.
@tex
$$ AV = BV{ \rm diag }(\lambda) $$
$$ W^T A = { \rm diag }(\lambda)W^T B $$
$$ AA = Q^T AZ, BB = Q^T BZ $$
@end tex
@ifnottex
@example
@group
@var{A} * @var{V} = @var{B} * @var{V} * diag (@var{lambda})
@var{W}' * @var{A} = diag (@var{lambda}) * @var{W}' * @var{B}
@var{AA} = @var{Q} * @var{A} * @var{Z}, @var{BB} = @var{Q} * @var{B} * @var{Z}
@end group
@end example
@end ifnottex
with @var{Q} and @var{Z} orthogonal (unitary for complex case).
@item @code{[@var{AA}, @var{BB}, @var{Z} @{, @var{lambda}@}] = qz (@var{A}, @var{B}, @var{opt})}
As in form 2 above, but allows ordering of generalized eigenpairs for, e.g.,
solution of discrete time algebraic @nospell{Riccati} equations. Form 3 is not
available for complex matrices, and does not compute the generalized
eigenvectors @var{V}, @var{W}, nor the orthogonal matrix @var{Q}.
@table @var
@item opt
for ordering eigenvalues of the @nospell{GEP} pencil. The leading block of
the revised pencil contains all eigenvalues that satisfy:
@table @asis
@item @qcode{"N"}
unordered (default)
@item @qcode{"S"}
small: leading block has all
@tex
$|\lambda| < 1$
@end tex
@ifnottex
|@var{lambda}| < 1
@end ifnottex
@item @qcode{"B"}
big: leading block has all
@tex
$|\lambda| \geq 1$
@end tex
@ifnottex
|@var{lambda}| @geq{} 1
@end ifnottex
@item @qcode{"-"}
negative real part: leading block has all eigenvalues in the open left
half-plane
@item @qcode{"+"}
non-negative real part: leading block has all eigenvalues in the closed right
half-plane
@end table
@end table
@end enumerate
Note: @code{qz} performs permutation balancing, but not scaling
(@pxref{XREFbalance,,balance}), which may be lead to less accurate results than
@code{eig}. The order of output arguments was selected for compatibility with
@sc{matlab}.
@seealso{eig, ordeig, balance, lu, chol, hess, qr, qzhess, schur, svd}
@end deftypefn */)
{
int nargin = args.length ();
#if defined (DEBUG)
octave_stdout << "qz: nargin = " << nargin
<< ", nargout = " << nargout << std::endl;
#endif
if (nargin < 2 || nargin > 3 || nargout > 7)
print_usage ();
if (nargin == 3 && (nargout < 3 || nargout > 4))
error ("qz: invalid number of output arguments for form 3 call");
#if defined (DEBUG)
octave_stdout << "qz: determine ordering option" << std::endl;
#endif
// Determine ordering option.
char ord_job = 'N';
double safmin = 0.0;
if (nargin == 3)
{
std::string opt = args(2).xstring_value ("qz: OPT must be a string");
if (opt.empty ())
error ("qz: OPT must be a non-empty string");
ord_job = std::toupper (opt[0]);
std::string valid_opts = "NSB+-";
if (valid_opts.find_first_of (ord_job) == std::string::npos)
error ("qz: invalid order option '%c'", ord_job);
// overflow constant required by dlag2
F77_FUNC (xdlamch, XDLAMCH) (F77_CONST_CHAR_ARG2 ("S", 1),
safmin
F77_CHAR_ARG_LEN (1));
#if defined (DEBUG_EIG)
octave_stdout << "qz: initial value of safmin="
<< setiosflags (std::ios::scientific)
<< safmin << std::endl;
#endif
// Some machines (e.g., DEC alpha) get safmin = 0;
// for these, use eps instead to avoid problems in dlag2.
if (safmin == 0)
{
#if defined (DEBUG_EIG)
octave_stdout << "qz: DANGER WILL ROBINSON: safmin is 0!"
<< std::endl;
#endif
F77_FUNC (xdlamch, XDLAMCH) (F77_CONST_CHAR_ARG2 ("E", 1),
safmin
F77_CHAR_ARG_LEN (1));
#if defined (DEBUG_EIG)
octave_stdout << "qz: safmin set to "
<< setiosflags (std::ios::scientific)
<< safmin << std::endl;
#endif
}
}
#if defined (DEBUG)
octave_stdout << "qz: check matrix A" << std::endl;
#endif
// Matrix A: check dimensions.
F77_INT nn = octave::to_f77_int (args(0).rows ());
F77_INT nc = octave::to_f77_int (args(0).columns ());
#if defined (DEBUG)
octave_stdout << "Matrix A dimensions: (" << nn << ',' << nc << ')'
<< std::endl;
#endif
if (args(0).isempty ())
{
warn_empty_arg ("qz: A");
return octave_value_list (2, Matrix ());
}
else if (nc != nn)
err_square_matrix_required ("qz", "A");
// Matrix A: get value.
Matrix aa;
ComplexMatrix caa;
if (args(0).iscomplex ())
caa = args(0).complex_matrix_value ();
else
aa = args(0).matrix_value ();
#if defined (DEBUG)
octave_stdout << "qz: check matrix B" << std::endl;
#endif
// Extract argument 2 (bb, or cbb if complex).
F77_INT b_nr = octave::to_f77_int (args(1).rows ());
F77_INT b_nc = octave::to_f77_int (args(1).columns ());
if (nn != b_nc || nn != b_nr)
err_nonconformant ();
Matrix bb;
ComplexMatrix cbb;
if (args(1).iscomplex ())
cbb = args(1).complex_matrix_value ();
else
bb = args(1).matrix_value ();
// Both matrices loaded, now check whether to calculate complex or real val.
bool complex_case = (args(0).iscomplex () || args(1).iscomplex ());
if (nargin == 3 && complex_case)
error ("qz: cannot re-order complex qz decomposition");
// First, declare variables used in both the real and complex cases.
// FIXME: There are a lot of excess variables declared.
// Probably a better way to handle this.
Matrix QQ (nn,nn), ZZ (nn,nn), VR (nn,nn), VL (nn,nn);
RowVector alphar (nn), alphai (nn), betar (nn);
ComplexRowVector xalpha (nn), xbeta (nn);
ComplexMatrix CQ (nn,nn), CZ (nn,nn), CVR (nn,nn), CVL (nn,nn);
F77_INT ilo, ihi, info;
char comp_q = (nargout >= 3 ? 'V' : 'N');
char comp_z = ((nargout >= 4 || nargin == 3)? 'V' : 'N');
// Initialize Q, Z to identity matrix if either is needed
if (comp_q == 'V' || comp_z == 'V')
{
double *QQptr = QQ.fortran_vec ();
double *ZZptr = ZZ.fortran_vec ();
std::fill_n (QQptr, QQ.numel (), 0.0);
std::fill_n (ZZptr, ZZ.numel (), 0.0);
for (F77_INT i = 0; i < nn; i++)
{
QQ(i,i) = 1.0;
ZZ(i,i) = 1.0;
}
}
// Always perform permutation balancing.
const char bal_job = 'P';
RowVector lscale (nn), rscale (nn), work (6 * nn), rwork (nn);
if (complex_case)
{
#if defined (DEBUG)
if (comp_q == 'V')
octave_stdout << "qz: performing balancing; CQ =\n" << CQ << std::endl;
#endif
if (args(0).isreal ())
caa = ComplexMatrix (aa);
if (args(1).isreal ())
cbb = ComplexMatrix (bb);
if (comp_q == 'V')
CQ = ComplexMatrix (QQ);
if (comp_z == 'V')
CZ = ComplexMatrix (ZZ);
F77_XFCN (zggbal, ZGGBAL,
(F77_CONST_CHAR_ARG2 (&bal_job, 1),
nn, F77_DBLE_CMPLX_ARG (caa.fortran_vec ()), nn,
F77_DBLE_CMPLX_ARG (cbb.fortran_vec ()),
nn, ilo, ihi, lscale.fortran_vec (),
rscale.fortran_vec (), work.fortran_vec (), info
F77_CHAR_ARG_LEN (1)));
}
else
{
#if defined (DEBUG)
if (comp_q == 'V')
octave_stdout << "qz: performing balancing; QQ =\n" << QQ << std::endl;
#endif
F77_XFCN (dggbal, DGGBAL,
(F77_CONST_CHAR_ARG2 (&bal_job, 1),
nn, aa.fortran_vec (), nn, bb.fortran_vec (),
nn, ilo, ihi, lscale.fortran_vec (),
rscale.fortran_vec (), work.fortran_vec (), info
F77_CHAR_ARG_LEN (1)));
}
// Only permutation balance above is done. Skip scaling balance.
#if 0
// Since we just want the balancing matrices, we can use dggbal
// for both the real and complex cases; left first
if (comp_q == 'V')
{
F77_XFCN (dggbak, DGGBAK,
(F77_CONST_CHAR_ARG2 (&bal_job, 1),
F77_CONST_CHAR_ARG2 ("L", 1),
nn, ilo, ihi, lscale.data (), rscale.data (),
nn, QQ.fortran_vec (), nn, info
F77_CHAR_ARG_LEN (1)
F77_CHAR_ARG_LEN (1)));
#if defined (DEBUG)
if (comp_q == 'V')
octave_stdout << "qz: balancing done; QQ =\n" << QQ << std::endl;
#endif
}
// then right
if (comp_z == 'V')
{
F77_XFCN (dggbak, DGGBAK,
(F77_CONST_CHAR_ARG2 (&bal_job, 1),
F77_CONST_CHAR_ARG2 ("R", 1),
nn, ilo, ihi, lscale.data (), rscale.data (),
nn, ZZ.fortran_vec (), nn, info
F77_CHAR_ARG_LEN (1)
F77_CHAR_ARG_LEN (1)));
#if defined (DEBUG)
if (comp_z == 'V')
octave_stdout << "qz: balancing done; ZZ=\n" << ZZ << std::endl;
#endif
}
#endif
char qz_job = (nargout < 2 ? 'E' : 'S');
if (complex_case)
{
// Complex case.
// The QR decomposition of cbb.
octave::math::qr<ComplexMatrix> cbqr (cbb);
// The R matrix of QR decomposition for cbb.
cbb = cbqr.R ();
// (Q*)caa for following work.
caa = (cbqr.Q ().hermitian ()) * caa;
CQ = CQ * cbqr.Q ();
F77_XFCN (zgghrd, ZGGHRD,
(F77_CONST_CHAR_ARG2 (&comp_q, 1),
F77_CONST_CHAR_ARG2 (&comp_z, 1),
nn, ilo, ihi, F77_DBLE_CMPLX_ARG (caa.fortran_vec ()),
nn, F77_DBLE_CMPLX_ARG (cbb.fortran_vec ()), nn,
F77_DBLE_CMPLX_ARG (CQ.fortran_vec ()), nn,
F77_DBLE_CMPLX_ARG (CZ.fortran_vec ()), nn, info
F77_CHAR_ARG_LEN (1)
F77_CHAR_ARG_LEN (1)));
ComplexRowVector cwork (nn);
F77_XFCN (zhgeqz, ZHGEQZ,
(F77_CONST_CHAR_ARG2 (&qz_job, 1),
F77_CONST_CHAR_ARG2 (&comp_q, 1),
F77_CONST_CHAR_ARG2 (&comp_z, 1),
nn, ilo, ihi,
F77_DBLE_CMPLX_ARG (caa.fortran_vec ()), nn,
F77_DBLE_CMPLX_ARG (cbb.fortran_vec ()), nn,
F77_DBLE_CMPLX_ARG (xalpha.fortran_vec ()),
F77_DBLE_CMPLX_ARG (xbeta.fortran_vec ()),
F77_DBLE_CMPLX_ARG (CQ.fortran_vec ()), nn,
F77_DBLE_CMPLX_ARG (CZ.fortran_vec ()), nn,
F77_DBLE_CMPLX_ARG (cwork.fortran_vec ()), nn,
rwork.fortran_vec (), info
F77_CHAR_ARG_LEN (1)
F77_CHAR_ARG_LEN (1)
F77_CHAR_ARG_LEN (1)));
if (comp_q == 'V')
{
// Left eigenvector.
F77_XFCN (zggbak, ZGGBAK,
(F77_CONST_CHAR_ARG2 (&bal_job, 1),
F77_CONST_CHAR_ARG2 ("L", 1),
nn, ilo, ihi, lscale.data (), rscale.data (),
nn, F77_DBLE_CMPLX_ARG (CQ.fortran_vec ()), nn, info
F77_CHAR_ARG_LEN (1)
F77_CHAR_ARG_LEN (1)));
}
if (comp_z == 'V')
{
// Right eigenvector.
F77_XFCN (zggbak, ZGGBAK,
(F77_CONST_CHAR_ARG2 (&bal_job, 1),
F77_CONST_CHAR_ARG2 ("R", 1),
nn, ilo, ihi, lscale.data (), rscale.data (),
nn, F77_DBLE_CMPLX_ARG (CZ.fortran_vec ()), nn, info
F77_CHAR_ARG_LEN (1)
F77_CHAR_ARG_LEN (1)));
}
}
else
{
#if defined (DEBUG)
octave_stdout << "qz: performing qr decomposition of bb" << std::endl;
#endif
// Compute the QR factorization of bb.
octave::math::qr<Matrix> bqr (bb);
#if defined (DEBUG)
octave_stdout << "qz: qr (bb) done; now performing qz decomposition"
<< std::endl;
#endif
bb = bqr.R ();
#if defined (DEBUG)
octave_stdout << "qz: extracted bb" << std::endl;
#endif
aa = (bqr.Q ()).transpose () * aa;
#if defined (DEBUG)
octave_stdout << "qz: updated aa " << std::endl;
octave_stdout << "bqr.Q () =\n" << bqr.Q () << std::endl;
if (comp_q == 'V')
octave_stdout << "QQ =" << QQ << std::endl;
#endif
if (comp_q == 'V')
QQ = QQ * bqr.Q ();
#if defined (DEBUG)
octave_stdout << "qz: precursors done..." << std::endl;
#endif
#if defined (DEBUG)
octave_stdout << "qz: comp_q = " << comp_q << ", comp_z = " << comp_z
<< std::endl;
#endif
// Reduce to generalized Hessenberg form.
F77_XFCN (dgghrd, DGGHRD,
(F77_CONST_CHAR_ARG2 (&comp_q, 1),
F77_CONST_CHAR_ARG2 (&comp_z, 1),
nn, ilo, ihi, aa.fortran_vec (),
nn, bb.fortran_vec (), nn, QQ.fortran_vec (), nn,
ZZ.fortran_vec (), nn, info
F77_CHAR_ARG_LEN (1)
F77_CHAR_ARG_LEN (1)));
// Check if just computing generalized eigenvalues,
// or if we're actually computing the decomposition.
// Reduce to generalized Schur form.
F77_XFCN (dhgeqz, DHGEQZ,
(F77_CONST_CHAR_ARG2 (&qz_job, 1),
F77_CONST_CHAR_ARG2 (&comp_q, 1),
F77_CONST_CHAR_ARG2 (&comp_z, 1),
nn, ilo, ihi, aa.fortran_vec (), nn, bb.fortran_vec (),
nn, alphar.fortran_vec (), alphai.fortran_vec (),
betar.fortran_vec (), QQ.fortran_vec (), nn,
ZZ.fortran_vec (), nn, work.fortran_vec (), nn, info
F77_CHAR_ARG_LEN (1)
F77_CHAR_ARG_LEN (1)
F77_CHAR_ARG_LEN (1)));
if (comp_q == 'V')
{
F77_XFCN (dggbak, DGGBAK,
(F77_CONST_CHAR_ARG2 (&bal_job, 1),
F77_CONST_CHAR_ARG2 ("L", 1),
nn, ilo, ihi, lscale.data (), rscale.data (),
nn, QQ.fortran_vec (), nn, info
F77_CHAR_ARG_LEN (1)
F77_CHAR_ARG_LEN (1)));
#if defined (DEBUG)
if (comp_q == 'V')
octave_stdout << "qz: balancing done; QQ=\n" << QQ << std::endl;
#endif
}
// then right
if (comp_z == 'V')
{
F77_XFCN (dggbak, DGGBAK,
(F77_CONST_CHAR_ARG2 (&bal_job, 1),
F77_CONST_CHAR_ARG2 ("R", 1),
nn, ilo, ihi, lscale.data (), rscale.data (),
nn, ZZ.fortran_vec (), nn, info
F77_CHAR_ARG_LEN (1)
F77_CHAR_ARG_LEN (1)));
#if defined (DEBUG)
if (comp_z == 'V')
octave_stdout << "qz: balancing done; ZZ=\n" << ZZ << std::endl;
#endif
}
}
// Order the QZ decomposition?
if (ord_job != 'N')
{
if (complex_case)
// Probably not needed, but better be safe.
error ("qz: cannot re-order complex QZ decomposition");
#if defined (DEBUG_SORT)
octave_stdout << "qz: ordering eigenvalues: ord_job = "
<< ord_job << std::endl;
#endif
Array<F77_LOGICAL> select (dim_vector (nn, 1));
for (int j = 0; j < nn; j++)
{
switch (ord_job)
{
case 'S':
select(j) = alphar(j)*alphar(j) + alphai(j)*alphai(j) < betar(j)*betar(j);
break;
case 'B':
select(j) = alphar(j)*alphar(j) + alphai(j)*alphai(j) >= betar(j)*betar(j);
break;
case '+':
select(j) = alphar(j) * betar(j) >= 0;
break;
case '-':
select(j) = alphar(j) * betar(j) < 0;
break;
default:
// Invalid order option
// (should never happen since options were checked at the top).
panic_impossible ();
break;
}
}
F77_LOGICAL wantq = 0, wantz = (comp_z == 'V');
F77_INT ijob = 0, mm, lrwork3 = 4*nn+16, liwork = nn;
F77_DBLE pl, pr;
RowVector rwork3(lrwork3);
Array<F77_INT> iwork (dim_vector (liwork, 1));
F77_XFCN (dtgsen, DTGSEN,
(ijob, wantq, wantz,
select.fortran_vec (), nn,
aa.fortran_vec (), nn,
bb.fortran_vec (), nn,
alphar.fortran_vec (),
alphai.fortran_vec (),
betar.fortran_vec (),
nullptr, nn,
ZZ.fortran_vec (), nn,
mm,
pl, pr,
nullptr,
rwork3.fortran_vec (), lrwork3,
iwork.fortran_vec (), liwork,
info));
#if defined (DEBUG_SORT)
octave_stdout << "qz: back from dtgsen: aa =\n";
octave_print_internal (octave_stdout, aa);
octave_stdout << "\nbb =\n";
octave_print_internal (octave_stdout, bb);
if (comp_z == 'V')
{
octave_stdout << "\nZZ =\n";
octave_print_internal (octave_stdout, ZZ);
}
octave_stdout << "\nqz: info=" << info;
octave_stdout << "\nalphar =\n";
octave_print_internal (octave_stdout, Matrix (alphar));
octave_stdout << "\nalphai =\n";
octave_print_internal (octave_stdout, Matrix (alphai));
octave_stdout << "\nbeta =\n";
octave_print_internal (octave_stdout, Matrix (betar));
octave_stdout << std::endl;
#endif
}
// Compute the generalized eigenvalues as well?
ComplexColumnVector gev;
if (nargout < 2 || nargout == 7 || (nargin == 3 && nargout == 4))
{
if (complex_case)
{
ComplexColumnVector tmp (nn);
for (F77_INT i = 0; i < nn; i++)
tmp(i) = xalpha(i) / xbeta(i);
gev = tmp;
}
else
{
#if defined (DEBUG)
octave_stdout << "qz: computing generalized eigenvalues" << std::endl;
#endif
// Return finite generalized eigenvalues.
ComplexColumnVector tmp (nn);
F77_INT cnt = 0;
for (F77_INT i = 0; i < nn; i++)
if (betar(i) != 0)
tmp(cnt++) = Complex (alphar(i), alphai(i)) / betar(i);
tmp.resize (cnt); // Trim vector to number of return values
gev = tmp;
}
}
// Right, left eigenvector matrices.
if (nargout >= 5)
{
// Which side to compute?
char side = (nargout == 5 ? 'R' : 'B');
// Compute all of them and backtransform
char howmany = 'B';
// Dummy pointer; select is not used.
F77_INT *select = nullptr;
if (complex_case)
{
CVL = CQ;
CVR = CZ;
ComplexRowVector cwork2 (2 * nn);
RowVector rwork2 (8 * nn);
F77_INT m;
F77_XFCN (ztgevc, ZTGEVC,
(F77_CONST_CHAR_ARG2 (&side, 1),
F77_CONST_CHAR_ARG2 (&howmany, 1),
select, nn, F77_DBLE_CMPLX_ARG (caa.fortran_vec ()), nn,
F77_DBLE_CMPLX_ARG (cbb.fortran_vec ()),
nn, F77_DBLE_CMPLX_ARG (CVL.fortran_vec ()), nn,
F77_DBLE_CMPLX_ARG (CVR.fortran_vec ()), nn, nn,
m, F77_DBLE_CMPLX_ARG (cwork2.fortran_vec ()),
rwork2.fortran_vec (), info
F77_CHAR_ARG_LEN (1)
F77_CHAR_ARG_LEN (1)));
}
else
{
#if defined (DEBUG)
octave_stdout << "qz: computing generalized eigenvectors" << std::endl;
#endif
VL = QQ;
VR = ZZ;
F77_INT m;
F77_XFCN (dtgevc, DTGEVC,
(F77_CONST_CHAR_ARG2 (&side, 1),
F77_CONST_CHAR_ARG2 (&howmany, 1),
select, nn, aa.fortran_vec (), nn, bb.fortran_vec (),
nn, VL.fortran_vec (), nn, VR.fortran_vec (), nn, nn,
m, work.fortran_vec (), info
F77_CHAR_ARG_LEN (1)
F77_CHAR_ARG_LEN (1)));
// Now construct the complex form of VV, WW.
F77_INT j = 0;
while (j < nn)
{
octave_quit ();
// See if real or complex eigenvalue.
// Column increment; assume complex eigenvalue.
int cinc = 2;
if (j == (nn-1))
// Single column.
cinc = 1;
else if (aa(j+1,j) == 0)
cinc = 1;
// Now copy the eigenvector (s) to CVR, CVL.
if (cinc == 1)
{
for (F77_INT i = 0; i < nn; i++)
CVR(i,j) = VR(i,j);
if (side == 'B')
for (F77_INT i = 0; i < nn; i++)
CVL(i,j) = VL(i,j);
}
else
{
// Double column; complex vector.
for (F77_INT i = 0; i < nn; i++)
{
CVR(i,j) = Complex (VR(i,j), VR(i,j+1));
CVR(i,j+1) = Complex (VR(i,j), -VR(i,j+1));
}
if (side == 'B')
for (F77_INT i = 0; i < nn; i++)
{
CVL(i,j) = Complex (VL(i,j), VL(i,j+1));
CVL(i,j+1) = Complex (VL(i,j), -VL(i,j+1));
}
}
// Advance to next eigenvectors (if any).
j += cinc;
}
}
}
octave_value_list retval (nargout);
switch (nargout)
{
case 7:
retval(6) = gev;
OCTAVE_FALLTHROUGH;
case 6:
// Return left eigenvectors.
retval(5) = CVL;
OCTAVE_FALLTHROUGH;
case 5:
// Return right eigenvectors.
retval(4) = CVR;
OCTAVE_FALLTHROUGH;
case 4:
if (nargin == 3)
{
#if defined (DEBUG)
octave_stdout << "qz: sort: retval(3) = gev =\n";
octave_print_internal (octave_stdout, ComplexMatrix (gev));
octave_stdout << std::endl;
#endif
retval(3) = gev;
}
else
{
if (complex_case)
retval(3) = CZ;
else
retval(3) = ZZ;
}
OCTAVE_FALLTHROUGH;
case 3:
if (nargin == 3)
{
if (complex_case)
retval(2) = CZ;
else
retval(2) = ZZ;
}
else
{
if (complex_case)
retval(2) = CQ.hermitian ();
else
retval(2) = QQ.transpose ();
}
OCTAVE_FALLTHROUGH;
case 2:
{
if (complex_case)
{
#if defined (DEBUG)
octave_stdout << "qz: retval(1) = cbb =\n";
octave_print_internal (octave_stdout, cbb);
octave_stdout << "\nqz: retval(0) = caa =\n";
octave_print_internal (octave_stdout, caa);
octave_stdout << std::endl;
#endif
retval(1) = cbb;
retval(0) = caa;
}
else
{
#if defined (DEBUG)
octave_stdout << "qz: retval(1) = bb =\n";
octave_print_internal (octave_stdout, bb);
octave_stdout << "\nqz: retval(0) = aa =\n";
octave_print_internal (octave_stdout, aa);
octave_stdout << std::endl;
#endif
retval(1) = bb;
retval(0) = aa;
}
}
break;
case 1:
case 0:
#if defined (DEBUG)
octave_stdout << "qz: retval(0) = gev = " << gev << std::endl;
#endif
retval(0) = gev;
break;
default:
error ("qz: too many return arguments");
break;
}
#if defined (DEBUG)
octave_stdout << "qz: exiting (at long last)" << std::endl;
#endif
return retval;
}
/*
%!shared a, b, c
%! a = [1 2; 0 3];
%! b = [1 0; 0 0];
%! c = [0 1; 0 0];
%!assert (qz (a,b), 1)
%!assert (isempty (qz (a,c)))
## Example 7.7.3 in Golub & Van Loan
%!test
%! a = [ 10 1 2;
%! 1 2 -1;
%! 1 1 2];
%! b = reshape (1:9,3,3);
%! [aa, bb, q, z, v, w, lambda] = qz (a, b);
%! sz = length (lambda);
%! observed = (b * v * diag ([lambda;0])) (:, 1:sz);
%! assert ((a*v)(:, 1:sz), observed, norm (observed) * 1e-14);
%! observed = (diag ([lambda;0]) * w' * b) (1:sz, :);
%! assert ((w'*a)(1:sz, :) , observed, norm (observed) * 1e-13);
%! assert (q * a * z, aa, norm (aa) * 1e-14);
%! assert (q * b * z, bb, norm (bb) * 1e-14);
%!test
%! A = [0, 0, -1, 0; 1, 0, 0, 0; -1, 0, -2, -1; 0, -1, 1, 0];
%! B = [0, 0, 0, 0; 0, 1, 0, 0; 0, 0, 1, 0; 0, 0, 0, 1];
%! [AA, BB, Q, Z1] = qz (A, B);
%! [AA, BB, Z2] = qz (A, B, "-");
%! assert (Z1, Z2);
%!test
%! A = [ -1.03428 0.24929 0.43205 -0.12860;
%! 1.16228 0.27870 2.12954 0.69250;
%! -0.51524 -0.34939 -0.77820 2.13721;
%! -1.32941 2.11870 0.72005 1.00835 ];
%! B = [ 1.407302 -0.632956 -0.360628 0.068534;
%! 0.149898 0.298248 0.991777 0.023652;
%! 0.169281 -0.405205 -1.775834 1.511730;
%! 0.717770 1.291390 -1.766607 -0.531352 ];
%! [AA, BB, Z, lambda] = qz (A, B, "+");
%! assert (all (real (lambda(1:3)) >= 0))
%! assert (real (lambda(4) < 0))
%! [AA, BB, Z, lambda] = qz (A, B, "-");
%! assert (real (lambda(1) < 0))
%! assert (all (real (lambda(2:4)) >= 0))
%! [AA, BB, Z, lambda] = qz (A, B, "B");
%! assert (all (abs (lambda(1:3)) >= 1))
%! assert (abs (lambda(4) < 1))
%! [AA, BB, Z, lambda] = qz (A, B, "S");
%! assert (abs (lambda(1) < 1))
%! assert (all (abs (lambda(2:4)) >= 1))
*/
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