#region Copyright © 2009, De Santiago-Castillo JA. All rights reserved. //Copyright © 2009 Jose Antonio De Santiago-Castillo //E-mail:JAntonioDeSantiago@gmail.com //Web: www.DotNumerics.com // #endregion using System; using System.Collections.Generic; using System.Text; using System.ComponentModel; using DotNumerics.LinearAlgebra.CSLapack; using DotNumerics.LinearAlgebra.CSEispack; using DotNumerics.FortranLibrary; namespace DotNumerics.LinearAlgebra { /// /// Computes the eigenvalues and the eigenvectors of a square matrix. /// public sealed class EigenSystem { #region Fields DGEEV _dgeev; DSYEV _dsyev; DSBEV _dsbev; CG _cg; #endregion /// /// Initializes a new instance of the EigenSystem class. /// public EigenSystem() { } #region General matrix /// /// Computes the eigenvalues for an N-by-N real nonsymmetric matrix A. /// /// N-by-N real nonsymmetric matrix A. /// The eigenvalues. public ComplexMatrix GetEigenvalues(Matrix A) { if (this._dgeev == null) this._dgeev = new DGEEV(); this.CheckDimensions(A); Matrix ACopy = A.Clone(); double[] ACopyData = ACopy.Data; Matrix RealEVectors = new Matrix(1, 1); double[] EigenVectsData = RealEVectors.Data; ComplexMatrix EigenVals = new ComplexMatrix(A.RowCount, 1); double[] REigVal = new double[A.RowCount]; double[] IEigVal = new double[A.RowCount]; //double[] EigenValsData = EigenVals.Data; int Info = 0; double[] VL = new double[A.RowCount]; double[] Work = new double[1]; int LWork = -1; //Calculamos LWORK _dgeev.Run("N", "N", A.RowCount, ref ACopyData, 0, ACopy.RowCount, ref REigVal, 0, ref IEigVal, 0, ref VL, 0, 1, ref EigenVectsData, 0, A.RowCount, ref Work, 0, LWork, ref Info); LWork = Convert.ToInt32(Work[0]); if (LWork > 0) { Work = new double[LWork]; _dgeev.Run("N", "N", A.RowCount, ref ACopyData, 0, ACopy.RowCount, ref REigVal, 0, ref IEigVal, 0, ref VL, 0, 1, ref EigenVectsData, 0, A.RowCount, ref Work, 0, LWork, ref Info); } else { //Error } #region Error //= 0: successful exit //.LT. 0: if INFO = -i, the i-th argument had an illegal value. //.GT. 0: if INFO = i, the QR algorithm failed to compute all the // eigenvalues, and no eigenvectors have been computed; // elements i+1:N of WR and WI contain eigenvalues which // have converged. if (Info < 0) { string infoSTg = Math.Abs(Info).ToString(); throw new ArgumentException("the " + infoSTg + " -th argument had an illegal value"); } else if (Info > 0) { string infoSTg = Math.Abs(Info).ToString(); throw new Exception("The QR algorithm failed to compute all the eigenvalues."); } #endregion for (int i = 0; i < EigenVals.RowCount; i++) { EigenVals[i, 0] = new Complex(REigVal[i], IEigVal[i]); } return EigenVals; } /// /// Computes for an N-by-N real nonsymmetric matrix A, the /// eigenvalues and eigenvectors. /// /// N-by-N real nonsymmetric matrix A. /// The eigenvectors. /// The eigenvalues. public ComplexMatrix GetEigenvalues(Matrix A, out ComplexMatrix EigenVectors) { if (this._dgeev == null) this._dgeev = new DGEEV(); this.CheckDimensions(A); Matrix ACopy = A.Clone(); double[] ACopyData = ACopy.Data; EigenVectors = new ComplexMatrix(A.RowCount, A.ColumnCount); Matrix RealEVectors = new Matrix(A.RowCount, A.ColumnCount); double[] EigenVectsData = RealEVectors.Data; ComplexMatrix EigenVals = new ComplexMatrix(A.RowCount, 1); double[] REigVal = new double[A.RowCount]; double[] IEigVal = new double[A.RowCount]; //double[] EigenValsData = EigenVals.Data; int Info = 0; double[] VL = new double[A.RowCount]; double[] Work = new double[1]; int LWork = -1; //Calculamos LWORK _dgeev.Run("N", "V", A.RowCount, ref ACopyData, 0, ACopy.RowCount, ref REigVal, 0, ref IEigVal, 0, ref VL, 0, 1, ref EigenVectsData, 0, A.RowCount, ref Work, 0, LWork, ref Info); LWork = Convert.ToInt32(Work[0]); if (LWork > 0) { Work = new double[LWork]; _dgeev.Run("N", "V", A.RowCount, ref ACopyData, 0, ACopy.RowCount, ref REigVal, 0, ref IEigVal, 0, ref VL, 0, 1, ref EigenVectsData, 0, A.RowCount, ref Work, 0, LWork, ref Info); } else { //Error } #region Error //= 0: successful exit //.LT. 0: if INFO = -i, the i-th argument had an illegal value. //.GT. 0: if INFO = i, the QR algorithm failed to compute all the // eigenvalues, and no eigenvectors have been computed; // elements i+1:N of WR and WI contain eigenvalues which // have converged. if (Info < 0) { string infoSTg = Math.Abs(Info).ToString(); throw new ArgumentException("the " + infoSTg + " -th argument had an illegal value"); } else if (Info > 0) { string infoSTg = Math.Abs(Info).ToString(); throw new Exception("The QR algorithm failed to compute all the eigenvalues."); } #endregion for (int i = 0; i < EigenVals.RowCount; i++) { EigenVals[i, 0] = new Complex(REigVal[i], IEigVal[i]); } for (int i = 0; i < EigenVals.RowCount; i++) { if (EigenVals[i, 0].Imaginary == 0.0) { for (int j = 0; j < EigenVectors.RowCount; j++) { EigenVectors[j, i] = new Complex(RealEVectors[j, i], 0.0); } } else { if (EigenVals[i, 0].Imaginary > 0.0) { for (int j = 0; j < EigenVectors.RowCount; j++) { EigenVectors[j, i] = new Complex(RealEVectors[j, i], RealEVectors[j, i + 1]); } } else { for (int j = 0; j < EigenVectors.RowCount; j++) { EigenVectors[j, i] = new Complex(RealEVectors[j, i - 1], -RealEVectors[j, i]); } } } } return EigenVals; } #endregion #region SymmetricMatrix /// /// Computes all eigenvalues of a real symmetric matrix A. /// /// The real symmetric matrix A. /// The eigenvalues. public Matrix GetEigenvalues(SymmetricMatrix A) { if (this._dsyev == null) this._dsyev = new DSYEV(); this.CheckDimensions(A); Matrix EigenVects = new Matrix(A.RowCount, A.ColumnCount, A.Data); double[] EigenVectsData = EigenVects.Data; Matrix EigenVals = new Matrix(A.RowCount, 1); double[] EigenValsData = EigenVals.Data; int Info = 0; double[] Work = new double[1]; int LWork = -1; //Calculamos LWORK ideal _dsyev.Run("N", "U", A.RowCount, ref EigenVectsData, 0, A.RowCount, ref EigenValsData, 0, ref Work, 0, LWork, ref Info); LWork = Convert.ToInt32(Work[0]); if (LWork > 0) { Work = new double[LWork]; _dsyev.Run("N", "U", A.RowCount, ref EigenVectsData, 0, A.RowCount, ref EigenValsData, 0, ref Work, 0, LWork, ref Info); } else { //Error } #region Error /// = 0: successful exit /// .LT. 0: if INFO = -i, the i-th argument had an illegal value /// .GT. 0: if INFO = i, the algorithm failed to converge; i /// off-diagonal elements of an intermediate tridiagonal /// form did not converge to zero. if (Info < 0) { string infoSTg = Math.Abs(Info).ToString(); throw new ArgumentException("the " + infoSTg + " -th argument had an illegal value"); } else if (Info > 0) { string infoSTg = Math.Abs(Info).ToString(); throw new Exception("The algorithm failed to converge."); } #endregion return EigenVals; } /// /// Computes all eigenvalues and eigenvectors of a of a real symmetric matrix A. /// /// The real symmetric matrix A. /// The eigenvectors. /// The eigenvalues. public Matrix GetEigenvalues(SymmetricMatrix A, out Matrix EigenVects) { if (this._dsyev == null) this._dsyev = new DSYEV(); this.CheckDimensions(A); EigenVects = new Matrix(A.RowCount, A.ColumnCount, A.Data); double[] EigenVectsData = EigenVects.Data; Matrix EigenVals = new Matrix(A.RowCount, 1); double[] EigenValsData = EigenVals.Data; int Info = 0; double[] Work = new double[1]; int LWork = -1; //Calculamos LWORK ideal _dsyev.Run("V", "U", A.RowCount, ref EigenVectsData, 0, A.RowCount, ref EigenValsData, 0, ref Work, 0, LWork, ref Info); LWork = Convert.ToInt32(Work[0]); if (LWork > 0) { Work = new double[LWork]; _dsyev.Run("V", "U", A.RowCount, ref EigenVectsData, 0, A.RowCount, ref EigenValsData, 0, ref Work, 0, LWork, ref Info); } else { //Error } #region Error /// = 0: successful exit /// .LT. 0: if INFO = -i, the i-th argument had an illegal value /// .GT. 0: if INFO = i, the algorithm failed to converge; i /// off-diagonal elements of an intermediate tridiagonal /// form did not converge to zero. if (Info < 0) { string infoSTg = Math.Abs(Info).ToString(); throw new ArgumentException("the " + infoSTg + " -th argument had an illegal value"); } else if (Info > 0) { string infoSTg = Math.Abs(Info).ToString(); throw new Exception("The algorithm failed to converge."); } #endregion return EigenVals; } #endregion #region SymmetricBandMatrix /// ///Computes all the eigenvalues of /// a real symmetric band matrix A. /// /// The real symmetric band matrix A. /// The eigenvalues. public Matrix GetEigenvalues(SymmetricBandMatrix A) { if (this._dsbev == null) this._dsbev = new DSBEV(); this.CheckDimensions(A); Matrix SymmetricBand = A.GetSymmetricBandPackedMatrix(); double[] SymmetricBandData = SymmetricBand.Data; Matrix EigenVects = new Matrix(1, 1); //Se pone (1,1) pues nos e usaran double[] EigenVectsData = EigenVects.Data; Matrix EigenVals = new Matrix(A.RowCount, 1); double[] EigenValsData = EigenVals.Data; int Info = 0; double[] Work = new double[3 * A.RowCount - 2]; _dsbev.Run("N", "U", A.RowCount, A.UpperBandWidth, ref SymmetricBandData, 0, SymmetricBand.RowCount, ref EigenValsData, 0, ref EigenVectsData, 0, A.RowCount, ref Work, 0, ref Info); #region Error /// = 0: successful exit /// .LT. 0: if INFO = -i, the i-th argument had an illegal value /// .GT. 0: if INFO = i, the algorithm failed to converge; i /// off-diagonal elements of an intermediate tridiagonal /// form did not converge to zero. if (Info < 0) { string infoSTg = Math.Abs(Info).ToString(); throw new ArgumentException("the " + infoSTg + " -th argument had an illegal value"); } else if (Info > 0) { string infoSTg = Math.Abs(Info).ToString(); throw new Exception("The algorithm failed to converge."); } #endregion return EigenVals; } /// ///Computes all the eigenvalues and eigenvectors of /// a real symmetric band matrix A. /// /// The real symmetric band matrix A. /// The eigenvectors. /// The eigenvalues. public Matrix GetEigenvalues(SymmetricBandMatrix A, out Matrix EigenVects) { if (this._dsbev == null) this._dsbev = new DSBEV(); this.CheckDimensions(A); Matrix SymmetricBand = A.GetSymmetricBandPackedMatrix(); double[] SymmetricBandData = SymmetricBand.Data; EigenVects = new Matrix(A.RowCount, A.ColumnCount); double[] EigenVectsData = EigenVects.Data; Matrix EigenVals = new Matrix(A.RowCount, 1); double[] EigenValsData = EigenVals.Data; int Info = 0; double[] Work = new double[3 * A.RowCount - 2]; _dsbev.Run("V", "U", A.RowCount, A.UpperBandWidth, ref SymmetricBandData, 0, SymmetricBand.RowCount, ref EigenValsData, 0, ref EigenVectsData, 0, A.RowCount, ref Work, 0, ref Info); #region Error /// = 0: successful exit /// .LT. 0: if INFO = -i, the i-th argument had an illegal value /// .GT. 0: if INFO = i, the algorithm failed to converge; i /// off-diagonal elements of an intermediate tridiagonal /// form did not converge to zero. if (Info < 0) { string infoSTg = Math.Abs(Info).ToString(); throw new ArgumentException("the " + infoSTg + " -th argument had an illegal value"); } else if (Info > 0) { string infoSTg = Math.Abs(Info).ToString(); throw new Exception("The algorithm failed to converge."); } #endregion return EigenVals; } #endregion #region Complex General matrix /// /// Computes the eigenvalues for an complex general matrix A. /// /// The complex general matrix A. /// The eigenvalues. public ComplexMatrix GetEigenvalues(ComplexMatrix A) { //Fortran Ejemplo //CG(NM,N,AR,AI,WR,WI,1,ZR,ZI,SCALE,ORTR,ORTI,ERROR) //C //C THIS DRIVER TESTS EISPACK FOR THE CLASS OF COMPLEX GENERAL //C MATRICES SUMMARIZING THE FIGURES OF MERIT FOR ALL PATHS. //C //C THIS DRIVER IS CATALOGUED AS EISPDRV4(CGSUMARY). //C //C THE DIMENSION OF AR,AI,ZR,ZI,ASAVER,ASAVEI,RM1, AND RM2 SHOULD //C BE NM BY NM. //C THE DIMENSION OF WR,WI,WR1,WI1,SELECT,SLHOLD,INT,SCALE,ORTR,ORTI, //C RV1 AND RV2 SHOULD BE NM. //C THE DIMENSION OF ARHOLD AND AIHOLD SHOULD BE NM BY NM. //C HERE NM = 20. if (this._cg == null) this._cg = new CG(); this.CheckDimensions(A); Matrix AReal = A.GetReal(); double[] ARealData = AReal.Data; Matrix AImag = A.GetImag(); double[] AImagData = AImag.Data; ComplexMatrix EigenVals = new ComplexMatrix(A.RowCount, 1); Matrix RealEigenVals = new Matrix(A.RowCount, 1); double[] RealEigenValsData = RealEigenVals.Data; Matrix ImagEigenVals = new Matrix(A.RowCount, 1); double[] ImagEigenValsData = ImagEigenVals.Data; ComplexMatrix EigenVectors = new ComplexMatrix(1, 1); Matrix RealEigVect = new Matrix(A.RowCount); double[] RealEigVectData = RealEigVect.Data; Matrix ImagEigVect = new Matrix(A.RowCount); double[] ImagEigVectData = ImagEigVect.Data; double[] SCALE = new double[A.RowCount]; double[] ORTR = new double[A.RowCount]; double[] ORTI = new double[A.RowCount]; int Info = 0; int matz = 0; //No se calculan los eigenvectores _cg.Run(A.RowCount, A.RowCount, ref ARealData, 0, ref AImagData, 0, ref RealEigenValsData, 0, ref ImagEigenValsData, 0, matz, ref RealEigVectData, 0, ref ImagEigVectData, 0, ref SCALE, 0, ref ORTR, 0, ref ORTI, 0, ref Info); #region Error /// is set to /// zero for normal return, /// j if the limit of 30*n iterations is exhausted /// while the j-th eigenvalue is being sought. if (Info != 0) { throw new ArgumentException("The limit of 30*n iterations is exhausted"); } #endregion EigenVals.SetReal(RealEigenVals); EigenVals.SetImag(ImagEigenVals); EigenVectors.SetReal(RealEigVect); EigenVectors.SetImag(ImagEigVect); return EigenVals; } /// /// Computes the eigenvalues and eigenvectors for an complex general matrix A. /// /// The complex general matrix A. /// The eigenvectors. /// The eigenvalues. public ComplexMatrix GetEigenvalues(ComplexMatrix A, out ComplexMatrix EigenVectors) { //Fortran Ejemplo //CG(NM,N,AR,AI,WR,WI,1,ZR,ZI,SCALE,ORTR,ORTI,ERROR) //C //C THIS DRIVER TESTS EISPACK FOR THE CLASS OF COMPLEX GENERAL //C MATRICES SUMMARIZING THE FIGURES OF MERIT FOR ALL PATHS. //C //C THIS DRIVER IS CATALOGUED AS EISPDRV4(CGSUMARY). //C //C THE DIMENSION OF AR,AI,ZR,ZI,ASAVER,ASAVEI,RM1, AND RM2 SHOULD //C BE NM BY NM. //C THE DIMENSION OF WR,WI,WR1,WI1,SELECT,SLHOLD,INT,SCALE,ORTR,ORTI, //C RV1 AND RV2 SHOULD BE NM. //C THE DIMENSION OF ARHOLD AND AIHOLD SHOULD BE NM BY NM. //C HERE NM = 20. if (this._cg == null) this._cg = new CG(); this.CheckDimensions(A); Matrix AReal = A.GetReal(); double[] ARealData = AReal.Data; Matrix AImag = A.GetImag(); double[] AImagData = AImag.Data; ComplexMatrix EigenVals = new ComplexMatrix(A.RowCount, 1); Matrix RealEigenVals = new Matrix(A.RowCount, 1); double[] RealEigenValsData = RealEigenVals.Data; Matrix ImagEigenVals = new Matrix(A.RowCount, 1); double[] ImagEigenValsData = ImagEigenVals.Data; EigenVectors = new ComplexMatrix(A.RowCount, A.ColumnCount); Matrix RealEigVect = new Matrix(A.RowCount); double[] RealEigVectData = RealEigVect.Data; Matrix ImagEigVect = new Matrix(A.RowCount); double[] ImagEigVectData = ImagEigVect.Data; double[] SCALE = new double[A.RowCount]; double[] ORTR = new double[A.RowCount]; double[] ORTI = new double[A.RowCount]; int Info = 0; int matz = 1; //Se calculan los eigenvalores y los eigenvectores _cg.Run(A.RowCount, A.RowCount, ref ARealData, 0, ref AImagData, 0, ref RealEigenValsData, 0, ref ImagEigenValsData, 0, matz, ref RealEigVectData, 0, ref ImagEigVectData, 0, ref SCALE, 0, ref ORTR, 0, ref ORTI, 0, ref Info); #region Error /// is set to /// zero for normal return, /// j if the limit of 30*n iterations is exhausted /// while the j-th eigenvalue is being sought. if (Info != 0) { throw new ArgumentException("The limit of 30*n iterations is exhausted"); } #endregion EigenVals.SetReal(RealEigenVals); EigenVals.SetImag(ImagEigenVals); EigenVectors.SetReal(RealEigVect); EigenVectors.SetImag(ImagEigVect); return EigenVals; } #endregion #region Private methods private void CheckDimensions(BaseMatrix matrixA) { if (matrixA.IsSquare != true) { throw new System.ArgumentException("Matrix A is not a square matrix."); } } private void CheckDimensions(ComplexMatrix matrixA) { if (matrixA.IsSquare != true) { throw new System.ArgumentException("Matrix A is not a square matrix."); } } #endregion } }