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eigh.rs
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eigh.rs
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use super::*;
use crate::{error::*, layout::MatrixLayout};
use cauchy::*;
use num_traits::{ToPrimitive, Zero};
#[cfg_attr(doc, katexit::katexit)]
/// Eigenvalue problem for symmetric/hermite matrix
pub trait Eigh_: Scalar {
/// Compute right eigenvalue and eigenvectors $Ax = \lambda x$
///
/// LAPACK correspondance
/// ----------------------
///
/// | f32 | f64 | c32 | c64 |
/// |:------|:------|:------|:------|
/// | ssyev | dsyev | cheev | zheev |
///
fn eigh(
calc_eigenvec: bool,
layout: MatrixLayout,
uplo: UPLO,
a: &mut [Self],
) -> Result<Vec<Self::Real>>;
}
pub struct EighWork<T: Scalar> {
pub jobz: JobEv,
pub eigs: Vec<MaybeUninit<T::Real>>,
pub work: Vec<MaybeUninit<T>>,
pub rwork: Option<Vec<MaybeUninit<T::Real>>>,
}
pub trait EighWorkImpl: Sized {
type Elem: Scalar;
fn new(calc_eigenvectors: bool, layout: MatrixLayout) -> Result<Self>;
fn calc(&mut self, a: &mut [Self::Elem]) -> Result<&[<Self::Elem as Scalar>::Real]>;
fn eval(self, a: &mut [Self::Elem]) -> Result<Vec<<Self::Elem as Scalar>::Real>>;
}
impl EighWorkImpl for EighWork<c64> {
type Elem = c64;
fn new(calc_eigenvectors: bool, layout: MatrixLayout) -> Result<Self> {
assert_eq!(layout.len(), layout.lda());
let n = layout.len();
let jobz = if calc_eigenvectors {
JobEv::All
} else {
JobEv::None
};
let uplo = UPLO::Upper; // dummy, working memory is not affected by UPLO
let mut eigs = vec_uninit(n as usize);
let mut rwork = vec_uninit(3 * n as usize - 2 as usize);
// calc work size
let mut info = 0;
let mut work_size = [c64::zero()];
unsafe {
lapack_sys::zheev_(
jobz.as_ptr(),
uplo.as_ptr(),
&n,
std::ptr::null_mut(),
&n,
AsPtr::as_mut_ptr(&mut eigs),
AsPtr::as_mut_ptr(&mut work_size),
&(-1),
AsPtr::as_mut_ptr(&mut rwork),
&mut info,
);
}
info.as_lapack_result()?;
// actual ev
let lwork = work_size[0].to_usize().unwrap();
let work = vec_uninit(lwork);
Ok(EighWork {
eigs,
jobz,
work,
rwork: Some(rwork),
})
}
fn calc(&mut self, _a: &mut [Self::Elem]) -> Result<&[<Self::Elem as Scalar>::Real]> {
todo!()
}
fn eval(self, _a: &mut [Self::Elem]) -> Result<Vec<<Self::Elem as Scalar>::Real>> {
todo!()
}
}
macro_rules! impl_eigh {
(@real, $scalar:ty, $ev:path) => {
impl_eigh!(@body, $scalar, $ev, );
};
(@complex, $scalar:ty, $ev:path) => {
impl_eigh!(@body, $scalar, $ev, rwork);
};
(@body, $scalar:ty, $ev:path, $($rwork_ident:ident),*) => {
impl Eigh_ for $scalar {
fn eigh(
calc_v: bool,
layout: MatrixLayout,
uplo: UPLO,
a: &mut [Self],
) -> Result<Vec<Self::Real>> {
assert_eq!(layout.len(), layout.lda());
let n = layout.len();
let jobz = if calc_v { JobEv::All } else { JobEv::None };
let mut eigs: Vec<MaybeUninit<Self::Real>> = vec_uninit(n as usize);
$(
let mut $rwork_ident: Vec<MaybeUninit<Self::Real>> = vec_uninit(3 * n as usize - 2 as usize);
)*
// calc work size
let mut info = 0;
let mut work_size = [Self::zero()];
unsafe {
$ev(
jobz.as_ptr() ,
uplo.as_ptr(),
&n,
AsPtr::as_mut_ptr(a),
&n,
AsPtr::as_mut_ptr(&mut eigs),
AsPtr::as_mut_ptr(&mut work_size),
&(-1),
$(AsPtr::as_mut_ptr(&mut $rwork_ident),)*
&mut info,
);
}
info.as_lapack_result()?;
// actual ev
let lwork = work_size[0].to_usize().unwrap();
let mut work: Vec<MaybeUninit<Self>> = vec_uninit(lwork);
let lwork = lwork as i32;
unsafe {
$ev(
jobz.as_ptr(),
uplo.as_ptr(),
&n,
AsPtr::as_mut_ptr(a),
&n,
AsPtr::as_mut_ptr(&mut eigs),
AsPtr::as_mut_ptr(&mut work),
&lwork,
$(AsPtr::as_mut_ptr(&mut $rwork_ident),)*
&mut info,
);
}
info.as_lapack_result()?;
let eigs = unsafe { eigs.assume_init() };
Ok(eigs)
}
}
};
} // impl_eigh!
impl_eigh!(@real, f64, lapack_sys::dsyev_);
impl_eigh!(@real, f32, lapack_sys::ssyev_);
impl_eigh!(@complex, c64, lapack_sys::zheev_);
impl_eigh!(@complex, c32, lapack_sys::cheev_);