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Diffstat (limited to 'gsl-1.9/eigen/gsl_eigen.h')
| -rw-r--r-- | gsl-1.9/eigen/gsl_eigen.h | 210 |
1 files changed, 210 insertions, 0 deletions
diff --git a/gsl-1.9/eigen/gsl_eigen.h b/gsl-1.9/eigen/gsl_eigen.h new file mode 100644 index 0000000..25983dc --- /dev/null +++ b/gsl-1.9/eigen/gsl_eigen.h @@ -0,0 +1,210 @@ +/* eigen/gsl_eigen.h + * + * Copyright (C) 1996, 1997, 1998, 1999, 2000 Gerard Jungman, Brian Gough + * + * 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 Street, Fifth Floor, Boston, MA 02110-1301, USA. + */ + +#ifndef __GSL_EIGEN_H__ +#define __GSL_EIGEN_H__ + +#include <gsl/gsl_vector.h> +#include <gsl/gsl_matrix.h> + +#undef __BEGIN_DECLS +#undef __END_DECLS +#ifdef __cplusplus +# define __BEGIN_DECLS extern "C" { +# define __END_DECLS } +#else +# define __BEGIN_DECLS /* empty */ +# define __END_DECLS /* empty */ +#endif + +__BEGIN_DECLS + +typedef struct { + size_t size; + double * d; + double * sd; +} gsl_eigen_symm_workspace; + +gsl_eigen_symm_workspace * gsl_eigen_symm_alloc (const size_t n); +void gsl_eigen_symm_free (gsl_eigen_symm_workspace * w); +int gsl_eigen_symm (gsl_matrix * A, gsl_vector * eval, gsl_eigen_symm_workspace * w); + +typedef struct { + size_t size; + double * d; + double * sd; + double * gc; + double * gs; +} gsl_eigen_symmv_workspace; + +gsl_eigen_symmv_workspace * gsl_eigen_symmv_alloc (const size_t n); +void gsl_eigen_symmv_free (gsl_eigen_symmv_workspace * w); +int gsl_eigen_symmv (gsl_matrix * A, gsl_vector * eval, gsl_matrix * evec, gsl_eigen_symmv_workspace * w); + +typedef struct { + size_t size; /* matrix size */ + size_t max_iterations; /* max iterations since last eigenvalue found */ + size_t n_iter; /* number of iterations since last eigenvalue found */ + size_t n_evals; /* number of eigenvalues found so far */ + + gsl_vector *hv2; /* temporary 2-by-1 householder vector */ + gsl_vector *hv3; /* temporary 3-by-1 householder vector */ + + int compute_t; /* compute Schur form T = Z^t A Z */ + + gsl_matrix *H; /* pointer to Hessenberg matrix */ + + gsl_matrix *Z; /* pointer to Schur vector matrix */ +} gsl_eigen_francis_workspace; + +gsl_eigen_francis_workspace * gsl_eigen_francis_alloc (void); +void gsl_eigen_francis_free (gsl_eigen_francis_workspace * w); +void gsl_eigen_francis_T (const int compute_t, + gsl_eigen_francis_workspace * w); +int gsl_eigen_francis (gsl_matrix * H, gsl_vector_complex * eval, + gsl_eigen_francis_workspace * w); +int gsl_eigen_francis_Z (gsl_matrix * H, gsl_vector_complex * eval, + gsl_matrix * Z, + gsl_eigen_francis_workspace * w); + +typedef struct { + size_t size; /* size of matrices */ + gsl_vector *diag; /* diagonal matrix elements from balancing */ + gsl_vector *tau; /* Householder coefficients */ + gsl_matrix *Z; /* pointer to Z matrix */ + int do_balance; /* perform balancing transformation? */ + size_t n_evals; /* number of eigenvalues found */ + + gsl_eigen_francis_workspace *francis_workspace_p; +} gsl_eigen_nonsymm_workspace; + +gsl_eigen_nonsymm_workspace * gsl_eigen_nonsymm_alloc (const size_t n); +void gsl_eigen_nonsymm_free (gsl_eigen_nonsymm_workspace * w); +void gsl_eigen_nonsymm_params (const int compute_t, const int balance, + gsl_eigen_nonsymm_workspace *w); +int gsl_eigen_nonsymm (gsl_matrix * A, gsl_vector_complex * eval, + gsl_eigen_nonsymm_workspace * w); +int gsl_eigen_nonsymm_Z (gsl_matrix * A, gsl_vector_complex * eval, + gsl_matrix * Z, gsl_eigen_nonsymm_workspace * w); + +typedef struct { + size_t size; /* size of matrices */ + gsl_vector *work; /* scratch workspace */ + gsl_vector *work2; /* scratch workspace */ + gsl_vector *work3; /* scratch workspace */ + + gsl_matrix *Z; /* pointer to Schur vectors */ + + gsl_eigen_nonsymm_workspace *nonsymm_workspace_p; +} gsl_eigen_nonsymmv_workspace; + +gsl_eigen_nonsymmv_workspace * gsl_eigen_nonsymmv_alloc (const size_t n); +void gsl_eigen_nonsymmv_free (gsl_eigen_nonsymmv_workspace * w); +int gsl_eigen_nonsymmv (gsl_matrix * A, gsl_vector_complex * eval, + gsl_matrix_complex * evec, + gsl_eigen_nonsymmv_workspace * w); +int gsl_eigen_nonsymmv_Z (gsl_matrix * A, gsl_vector_complex * eval, + gsl_matrix_complex * evec, gsl_matrix * Z, + gsl_eigen_nonsymmv_workspace * w); + +typedef struct { + size_t size; + double * d; + double * sd; + double * tau; +} gsl_eigen_herm_workspace; + +gsl_eigen_herm_workspace * gsl_eigen_herm_alloc (const size_t n); +void gsl_eigen_herm_free (gsl_eigen_herm_workspace * w); +int gsl_eigen_herm (gsl_matrix_complex * A, gsl_vector * eval, + gsl_eigen_herm_workspace * w); + +typedef struct { + size_t size; + double * d; + double * sd; + double * tau; + double * gc; + double * gs; +} gsl_eigen_hermv_workspace; + +gsl_eigen_hermv_workspace * gsl_eigen_hermv_alloc (const size_t n); +void gsl_eigen_hermv_free (gsl_eigen_hermv_workspace * w); +int gsl_eigen_hermv (gsl_matrix_complex * A, gsl_vector * eval, + gsl_matrix_complex * evec, + gsl_eigen_hermv_workspace * w); + + + +typedef enum { + GSL_EIGEN_SORT_VAL_ASC, + GSL_EIGEN_SORT_VAL_DESC, + GSL_EIGEN_SORT_ABS_ASC, + GSL_EIGEN_SORT_ABS_DESC +} +gsl_eigen_sort_t; + +/* Sort eigensystem results based on eigenvalues. + * Sorts in order of increasing value or increasing + * absolute value. + * + * exceptions: GSL_EBADLEN + */ + +int gsl_eigen_symmv_sort(gsl_vector * eval, gsl_matrix * evec, + gsl_eigen_sort_t sort_type); + +int gsl_eigen_hermv_sort(gsl_vector * eval, gsl_matrix_complex * evec, + gsl_eigen_sort_t sort_type); + +int gsl_eigen_nonsymmv_sort(gsl_vector_complex * eval, + gsl_matrix_complex * evec, + gsl_eigen_sort_t sort_type); + + +/* The following functions are obsolete: */ + +/* Eigensolve by Jacobi Method + * + * The data in the matrix input is destroyed. + * + * exceptions: + */ +int +gsl_eigen_jacobi(gsl_matrix * matrix, + gsl_vector * eval, + gsl_matrix * evec, + unsigned int max_rot, + unsigned int * nrot); + + +/* Invert by Jacobi Method + * + * exceptions: + */ +int +gsl_eigen_invert_jacobi(const gsl_matrix * matrix, + gsl_matrix * ainv, + unsigned int max_rot); + + + +__END_DECLS + +#endif /* __GSL_EIGEN_H__ */ |