102 lines
2.5 KiB
C++
102 lines
2.5 KiB
C++
/* $Header$ */
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/* Tag $Name$ */
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#include "SymSchurDecomp.h"
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#include "SylvException.h"
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#include "cpplapack.h"
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#include <algorithm>
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#include <cmath>
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SymSchurDecomp::SymSchurDecomp(const GeneralMatrix& mata)
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: lambda(mata.numRows()), q(mata.numRows())
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{
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// check mata is square
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if (mata.numRows() != mata.numCols())
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throw SYLV_MES_EXCEPTION("Matrix is not square in SymSchurDecomp constructor");
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// prepare for dsyevr
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const char* jobz = "V";
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const char* range = "A";
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const char* uplo = "U";
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int n = mata.numRows();
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GeneralMatrix tmpa(mata);
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double* a = tmpa.base();
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int lda = tmpa.getLD();
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double dum;
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double* vl = &dum;
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double* vu = &dum;
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int idum;
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int* il = &idum;
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int* iu = &idum;
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double abstol = 0.0;
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int m = n;
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double* w = lambda.base();
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double* z = q.base();
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int ldz = q.getLD();
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int* isuppz = new int[2*std::max(1,m)];
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double tmpwork;
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int lwork = -1;
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int tmpiwork;
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int liwork = -1;
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int info;
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// query for lwork and liwork
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LAPACK_dsyevr(jobz, range, uplo, &n, a, &lda, vl, vu, il, iu, &abstol,
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&m, w, z, &ldz, isuppz, &tmpwork, &lwork, &tmpiwork, &liwork, &info);
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lwork = (int)tmpwork;
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liwork = tmpiwork;
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// allocate work arrays
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double* work = new double[lwork];
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int* iwork = new int[liwork];
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// do the calculation
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LAPACK_dsyevr(jobz, range, uplo, &n, a, &lda, vl, vu, il, iu, &abstol,
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&m, w, z, &ldz, isuppz, work, &lwork, iwork, &liwork, &info);
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if (info < 0)
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throw SYLV_MES_EXCEPTION("Internal error in SymSchurDecomp constructor");
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if (info > 0)
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throw SYLV_MES_EXCEPTION("Internal LAPACK error in DSYEVR");
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delete [] work;
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delete [] iwork;
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delete [] isuppz;
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}
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void SymSchurDecomp::getFactor(GeneralMatrix& f) const
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{
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if (f.numRows() != q.numRows())
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throw SYLV_MES_EXCEPTION("Wrong dimension of factor matrix in SymSchurDecomp::getFactor");
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if (f.numRows() != f.numCols())
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throw SYLV_MES_EXCEPTION("Factor matrix is not square in SymSchurDecomp::getFactor");
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if (! isPositiveSemidefinite())
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throw SYLV_MES_EXCEPTION("Symmetric decomposition not positive semidefinite in SymSchurDecomp::getFactor");
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f = q;
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for (int i = 0; i < f.numCols(); i++) {
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Vector fi(f, i);
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fi.mult(std::sqrt(lambda[i]));
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}
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}
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// LAPACK says that eigenvalues are ordered in ascending order, but we
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// do not rely her on it
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bool SymSchurDecomp::isPositiveSemidefinite() const
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{
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for (int i = 0; i < lambda.length(); i++)
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if (lambda[i] < 0)
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return false;
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return true;
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}
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void SymSchurDecomp::correctDefinitness(double tol)
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{
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for (int i = 0; i < lambda.length(); i++)
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if (lambda[i] < 0 && lambda[i] > - tol)
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lambda[i] = 0.0;
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}
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