schur.cpp

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#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