Blame eigen/sort.c

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/* eigen/sort.c
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 * 
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 * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2006, 2007 Gerard Jungman, Patrick Alken
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 * 
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 * This program is free software; you can redistribute it and/or modify
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 * it under the terms of the GNU General Public License as published by
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 * the Free Software Foundation; either version 3 of the License, or (at
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 * your option) any later version.
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 * 
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 * This program is distributed in the hope that it will be useful, but
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 * WITHOUT ANY WARRANTY; without even the implied warranty of
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 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
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 * General Public License for more details.
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 * 
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 * You should have received a copy of the GNU General Public License
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 * along with this program; if not, write to the Free Software
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 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
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 */
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/* Author:  G. Jungman, Modified: B. Gough. */
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#include <config.h>
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#include <stdlib.h>
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#include <gsl/gsl_math.h>
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#include <gsl/gsl_eigen.h>
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#include <gsl/gsl_complex.h>
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#include <gsl/gsl_complex_math.h>
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/* Compares real parts of a and b and, if they are not approximately equal,
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 * returns Re(a) < Re(b); otherwise returns Im(a) < Im(b). */
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static int
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complex_less(gsl_complex a, gsl_complex b)
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{
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  return gsl_fcmp(GSL_REAL(a), GSL_REAL(b), GSL_DBL_EPSILON) == 0 ?
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    GSL_IMAG(a) < GSL_IMAG(b) : GSL_REAL(a) < GSL_REAL(b);
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}
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/* The eigen_sort below is not very good, but it is simple and
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 * self-contained. We can always implement an improved sort later.  */
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int
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gsl_eigen_symmv_sort (gsl_vector * eval, gsl_matrix * evec, 
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                      gsl_eigen_sort_t sort_type)
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{
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  if (evec->size1 != evec->size2)
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    {
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      GSL_ERROR ("eigenvector matrix must be square", GSL_ENOTSQR);
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    }
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  else if (eval->size != evec->size1)
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    {
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      GSL_ERROR ("eigenvalues must match eigenvector matrix", GSL_EBADLEN);
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    }
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  else
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    {
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      const size_t N = eval->size;
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      size_t i;
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      for (i = 0; i < N - 1; i++)
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        {
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          size_t j;
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          size_t k = i;
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          double ek = gsl_vector_get (eval, i);
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          /* search for something to swap */
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          for (j = i + 1; j < N; j++)
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            {
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              int test;
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              const double ej = gsl_vector_get (eval, j);
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              switch (sort_type)
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                {       
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                case GSL_EIGEN_SORT_VAL_ASC:
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                  test = (ej < ek);
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                  break;
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                case GSL_EIGEN_SORT_VAL_DESC:
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                  test = (ej > ek);
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                  break;
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                case GSL_EIGEN_SORT_ABS_ASC:
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                  test = (fabs (ej) < fabs (ek));
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                  break;
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                case GSL_EIGEN_SORT_ABS_DESC:
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                  test = (fabs (ej) > fabs (ek));
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                  break;
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                default:
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                  GSL_ERROR ("unrecognized sort type", GSL_EINVAL);
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                }
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              if (test)
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                {
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                  k = j;
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                  ek = ej;
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                }
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            }
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          if (k != i)
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            {
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              /* swap eigenvalues */
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              gsl_vector_swap_elements (eval, i, k);
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              /* swap eigenvectors */
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              gsl_matrix_swap_columns (evec, i, k);
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            }
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        }
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      return GSL_SUCCESS;
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    }
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}
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int
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gsl_eigen_hermv_sort (gsl_vector * eval, gsl_matrix_complex * evec, 
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                      gsl_eigen_sort_t sort_type)
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{
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  if (evec->size1 != evec->size2)
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    {
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      GSL_ERROR ("eigenvector matrix must be square", GSL_ENOTSQR);
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    }
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  else if (eval->size != evec->size1)
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    {
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      GSL_ERROR ("eigenvalues must match eigenvector matrix", GSL_EBADLEN);
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    }
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  else
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    {
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      const size_t N = eval->size;
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      size_t i;
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      for (i = 0; i < N - 1; i++)
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        {
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          size_t j;
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          size_t k = i;
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          double ek = gsl_vector_get (eval, i);
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          /* search for something to swap */
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          for (j = i + 1; j < N; j++)
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            {
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              int test;
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              const double ej = gsl_vector_get (eval, j);
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              switch (sort_type)
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                {       
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                case GSL_EIGEN_SORT_VAL_ASC:
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                  test = (ej < ek);
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                  break;
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                case GSL_EIGEN_SORT_VAL_DESC:
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                  test = (ej > ek);
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                  break;
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                case GSL_EIGEN_SORT_ABS_ASC:
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                  test = (fabs (ej) < fabs (ek));
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                  break;
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                case GSL_EIGEN_SORT_ABS_DESC:
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                  test = (fabs (ej) > fabs (ek));
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                  break;
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                default:
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                  GSL_ERROR ("unrecognized sort type", GSL_EINVAL);
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                }
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              if (test)
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                {
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                  k = j;
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                  ek = ej;
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                }
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            }
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          if (k != i)
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            {
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              /* swap eigenvalues */
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              gsl_vector_swap_elements (eval, i, k);
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              /* swap eigenvectors */
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              gsl_matrix_complex_swap_columns (evec, i, k);
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            }
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        }
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      return GSL_SUCCESS;
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    }
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}
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int
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gsl_eigen_nonsymmv_sort (gsl_vector_complex * eval,
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                         gsl_matrix_complex * evec, 
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                         gsl_eigen_sort_t sort_type)
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{
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  if (evec && (evec->size1 != evec->size2))
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    {
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      GSL_ERROR ("eigenvector matrix must be square", GSL_ENOTSQR);
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    }
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  else if (evec && (eval->size != evec->size1))
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    {
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      GSL_ERROR ("eigenvalues must match eigenvector matrix", GSL_EBADLEN);
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    }
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  else
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    {
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      const size_t N = eval->size;
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      size_t i;
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      for (i = 0; i < N - 1; i++)
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        {
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          size_t j;
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          size_t k = i;
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          gsl_complex ek = gsl_vector_complex_get (eval, i);
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          /* search for something to swap */
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          for (j = i + 1; j < N; j++)
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            {
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              int test;
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              const gsl_complex ej = gsl_vector_complex_get (eval, j);
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              switch (sort_type)
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                {       
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                case GSL_EIGEN_SORT_ABS_ASC:
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                  test = (gsl_complex_abs (ej) < gsl_complex_abs (ek));
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                  break;
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                case GSL_EIGEN_SORT_ABS_DESC:
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                  test = (gsl_complex_abs (ej) > gsl_complex_abs (ek));
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                  break;
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                case GSL_EIGEN_SORT_VAL_ASC:
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                  test = complex_less(ej, ek);
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                  break;
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                case GSL_EIGEN_SORT_VAL_DESC:
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                  test = complex_less(ek, ej);
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                  break;
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                default:
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                  GSL_ERROR ("invalid sort type", GSL_EINVAL);
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                }
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              if (test)
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                {
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                  k = j;
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                  ek = ej;
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                }
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            }
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          if (k != i)
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            {
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              /* swap eigenvalues */
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              gsl_vector_complex_swap_elements (eval, i, k);
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              /* swap eigenvectors */
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              if (evec)
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                gsl_matrix_complex_swap_columns (evec, i, k);
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            }
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        }
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      return GSL_SUCCESS;
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    }
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}
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int
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gsl_eigen_gensymmv_sort (gsl_vector * eval, gsl_matrix * evec, 
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                         gsl_eigen_sort_t sort_type)
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{
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  int s;
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  s = gsl_eigen_symmv_sort(eval, evec, sort_type);
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  return s;
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}
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int
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gsl_eigen_genhermv_sort (gsl_vector * eval, gsl_matrix_complex * evec, 
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                         gsl_eigen_sort_t sort_type)
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{
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  int s;
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  s = gsl_eigen_hermv_sort(eval, evec, sort_type);
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  return s;
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}
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int
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gsl_eigen_genv_sort (gsl_vector_complex * alpha, gsl_vector * beta,
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                     gsl_matrix_complex * evec, gsl_eigen_sort_t sort_type)
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{
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  if (evec->size1 != evec->size2)
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    {
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      GSL_ERROR ("eigenvector matrix must be square", GSL_ENOTSQR);
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    }
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  else if (alpha->size != evec->size1 || beta->size != evec->size1)
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    {
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      GSL_ERROR ("eigenvalues must match eigenvector matrix", GSL_EBADLEN);
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    }
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  else
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    {
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      const size_t N = alpha->size;
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      size_t i;
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      for (i = 0; i < N - 1; i++)
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        {
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          size_t j;
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          size_t k = i;
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          gsl_complex ak = gsl_vector_complex_get (alpha, i);
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          double bk = gsl_vector_get(beta, i);
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          gsl_complex ek;
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          if (bk < GSL_DBL_EPSILON)
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            {
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              GSL_SET_COMPLEX(&ek,
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                              GSL_SIGN(GSL_REAL(ak)) ? GSL_POSINF : GSL_NEGINF,
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                              GSL_SIGN(GSL_IMAG(ak)) ? GSL_POSINF : GSL_NEGINF);
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            }
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          else
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            ek = gsl_complex_div_real(ak, bk);
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          /* search for something to swap */
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          for (j = i + 1; j < N; j++)
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            {
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              int test;
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              const gsl_complex aj = gsl_vector_complex_get (alpha, j);
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              double bj = gsl_vector_get(beta, j);
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              gsl_complex ej;
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              if (bj < GSL_DBL_EPSILON)
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                {
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                  GSL_SET_COMPLEX(&ej,
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                                  GSL_SIGN(GSL_REAL(aj)) ? GSL_POSINF : GSL_NEGINF,
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                                  GSL_SIGN(GSL_IMAG(aj)) ? GSL_POSINF : GSL_NEGINF);
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                }
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              else
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                ej = gsl_complex_div_real(aj, bj);
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              switch (sort_type)
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                {       
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                case GSL_EIGEN_SORT_ABS_ASC:
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                  test = (gsl_complex_abs (ej) < gsl_complex_abs (ek));
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                  break;
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                case GSL_EIGEN_SORT_ABS_DESC:
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                  test = (gsl_complex_abs (ej) > gsl_complex_abs (ek));
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                  break;
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                case GSL_EIGEN_SORT_VAL_ASC:
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                case GSL_EIGEN_SORT_VAL_DESC:
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                default:
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                  GSL_ERROR ("invalid sort type", GSL_EINVAL);
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                }
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              if (test)
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                {
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                  k = j;
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                  ek = ej;
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                }
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            }
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          if (k != i)
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            {
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              /* swap eigenvalues */
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              gsl_vector_complex_swap_elements (alpha, i, k);
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              gsl_vector_swap_elements (beta, i, k);
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              /* swap eigenvectors */
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              gsl_matrix_complex_swap_columns (evec, i, k);
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            }
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        }
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      return GSL_SUCCESS;
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    }
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}