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A comprehensive collection of matrix data structures, linear solvers, least squares methods,
eigenvalue, and singular value decompositions.
Forked from: https://github.com/fommil/matrix-toolkits-java
and added support for eigenvalue computation of general matrices
/*
* Copyright (C) 2003-2006 Bjørn-Ove Heimsund
*
* This file is part of MTJ.
*
* This library is free software; you can redistribute it and/or modify it
* under the terms of the GNU Lesser General Public License as published by the
* Free Software Foundation; either version 2.1 of the License, or (at your
* option) any later version.
*
* This library 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 Lesser General Public License
* for more details.
*
* You should have received a copy of the GNU Lesser General Public License
* along with this library; if not, write to the Free Software Foundation,
* Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*/
package no.uib.cipr.matrix;
import com.github.fommil.netlib.LAPACK;
import org.netlib.util.intW;
/**
* Computes eigenvalues of symmetrical, banded matrices
*/
public class SymmBandEVD extends SymmEVD {
/**
* Double work array
*/
private final double[] work;
/**
* Integer work array
*/
private final int[] iwork;
/**
* Upper or lower part stored
*/
private final UpLo uplo;
/**
* Sets up an eigenvalue decomposition for symmetrical, banded matrices.
* Computes all eigenvalues and eigenvectors
*
* @param n
* Size of the matrix
* @param upper
* True if the upper part of the matrix is stored, and false if
* the lower part of the matrix is stored instead
*/
public SymmBandEVD(int n, boolean upper) {
this(n, upper, true);
}
/**
* Sets up an eigenvalue decomposition for symmetrical, banded matrices
*
* @param n
* Size of the matrix
* @param upper
* True if the upper part of the matrix is stored, and false if
* the lower part of the matrix is stored instead
* @param vectors
* True to compute the eigenvectors, false for just the
* eigenvalues
*/
public SymmBandEVD(int n, boolean upper, boolean vectors) {
super(n, vectors);
uplo = upper ? UpLo.Upper : UpLo.Lower;
// Find the needed workspace
double[] worksize = new double[1];
int[] iworksize = new int[1];
intW info = new intW(0);
LAPACK.getInstance().dsbevd(job.netlib(), uplo.netlib(), n, 0,
new double[0], 1, new double[0], new double[0], Matrices.ld(n),
worksize, -1, iworksize, -1, info);
// Allocate workspace
int lwork = 0, liwork = 0;
if (info.val != 0) {
if (job == JobEig.All) {
lwork = 1 + 6 * n + 2 * n * n;
liwork = 3 + 5 * n;
} else {
lwork = 2 * n;
liwork = 1;
}
} else {
lwork = (int) worksize[0];
liwork = iworksize[0];
}
lwork = Math.max(1, lwork);
liwork = Math.max(1, liwork);
work = new double[lwork];
iwork = new int[liwork];
}
/**
* Convenience method for computing the full eigenvalue decomposition of the
* given matrix
*
* @param A
* Matrix to factorize. The upper triangular part is extracted,
* and the matrix is not modified
* @param kd
* Number of diagonals to extract
* @return Newly allocated decomposition
* @throws NotConvergedException
*/
public static SymmBandEVD factorize(Matrix A, int kd)
throws NotConvergedException {
return new SymmBandEVD(A.numRows(), true)
.factor(new UpperSymmBandMatrix(A, kd));
}
/**
* Computes the eigenvalue decomposition of the given matrix
*
* @param A
* Matrix to factorize. Overwritten on return
* @return The current eigenvalue decomposition
* @throws NotConvergedException
*/
public SymmBandEVD factor(LowerSymmBandMatrix A)
throws NotConvergedException {
if (uplo != UpLo.Lower)
throw new IllegalArgumentException(
"Eigenvalue computer configured for lower-symmetrical matrices");
return factor(A, A.getData(), A.numSubDiagonals());
}
/**
* Computes the eigenvalue decomposition of the given matrix
*
* @param A
* Matrix to factorize. Overwritten on return
* @return The current eigenvalue decomposition
* @throws NotConvergedException
*/
public SymmBandEVD factor(UpperSymmBandMatrix A)
throws NotConvergedException {
if (uplo != UpLo.Upper)
throw new IllegalArgumentException(
"Eigenvalue computer configured for upper-symmetrical matrices");
return factor(A, A.getData(), A.numSuperDiagonals());
}
private SymmBandEVD factor(Matrix A, double[] data, int kd)
throws NotConvergedException {
if (A.numRows() != n)
throw new IllegalArgumentException("A.numRows() != n");
intW info = new intW(0);
LAPACK.getInstance().dsbevd(job.netlib(), uplo.netlib(), n, kd, data,
Matrices.ld(kd + 1), w,
job == JobEig.All ? Z.getData() : new double[0],
Matrices.ld(n), work, work.length, iwork, iwork.length, info);
if (info.val > 0)
throw new NotConvergedException(
NotConvergedException.Reason.Iterations);
else if (info.val < 0)
throw new IllegalArgumentException();
return this;
}
}