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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>>;
/// Compute generalized right eigenvalue and eigenvectors $Ax = \lambda B x$
///
/// LAPACK correspondance
/// ----------------------
///
/// | f32 | f64 | c32 | c64 |
/// |:------|:------|:------|:------|
/// | ssygv | dsygv | chegv | zhegv |
///
fn eigh_generalized(
calc_eigenvec: bool,
layout: MatrixLayout,
uplo: UPLO,
a: &mut [Self],
b: &mut [Self],
) -> Result<Vec<Self::Real>>;
}
macro_rules! impl_eigh {
(@real, $scalar:ty, $ev:path, $evg:path) => {
impl_eigh!(@body, $scalar, $ev, $evg, );
};
(@complex, $scalar:ty, $ev:path, $evg:path) => {
impl_eigh!(@body, $scalar, $ev, $evg, rwork);
};
(@body, $scalar:ty, $ev:path, $evg: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)
}
fn eigh_generalized(
calc_v: bool,
layout: MatrixLayout,
uplo: UPLO,
a: &mut [Self],
b: &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);
)*
// calc work size
let mut info = 0;
let mut work_size = [Self::zero()];
unsafe {
$evg(
&1, // ITYPE A*x = (lambda)*B*x
jobz.as_ptr(),
uplo.as_ptr(),
&n,
AsPtr::as_mut_ptr(a),
&n,
AsPtr::as_mut_ptr(b),
&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 evg
let lwork = work_size[0].to_usize().unwrap();
let mut work: Vec<MaybeUninit<Self>> = vec_uninit(lwork);
let lwork = lwork as i32;
unsafe {
$evg(
&1, // ITYPE A*x = (lambda)*B*x
jobz.as_ptr(),
uplo.as_ptr(),
&n,
AsPtr::as_mut_ptr(a),
&n,
AsPtr::as_mut_ptr(b),
&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_, lapack_sys::dsygv_);
impl_eigh!(@real, f32, lapack_sys::ssyev_, lapack_sys::ssygv_);
impl_eigh!(@complex, c64, lapack_sys::zheev_, lapack_sys::zhegv_);
impl_eigh!(@complex, c32, lapack_sys::cheev_, lapack_sys::chegv_);