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WIP: Sort gen eig #8441

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WIP: Sort gen eig #8441

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a7e1a4d
SORT_SCHUR: Started working on allowing Schur to accept the sort and …
cc7768 Sep 18, 2014
e28b2c9
SCHUR_SORT: Added multiple dispatches and tried to do an example.
cc7768 Sep 18, 2014
50a2e96
GEN_SORT: Created example with a C function.
cc7768 Sep 18, 2014
12e1b13
SCHUR_SORT: Added sort and selctg as args to schurfact in factorizati…
cc7768 Sep 19, 2014
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16 changes: 8 additions & 8 deletions base/linalg/factorization.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -111,7 +111,7 @@ immutable QRPackedQ{T} <: AbstractMatrix{T}
factors::Matrix{T}
τ::Vector{T}
end
immutable QRCompactWYQ{S} <: AbstractMatrix{S}
immutable QRCompactWYQ{S} <: AbstractMatrix{S}
factors::Matrix{S}
T::Triangular{S}
end
Expand Down Expand Up @@ -445,7 +445,7 @@ end
function eigfact!{T<:BlasComplex}(A::StridedMatrix{T}; permute::Bool=true, scale::Bool=true)
n = size(A, 2)
n == 0 && return Eigen(zeros(T, 0), zeros(T, 0, 0))
ishermitian(A) && return eigfact!(Hermitian(A))
ishermitian(A) && return eigfact!(Hermitian(A))
return Eigen(LAPACK.geevx!(permute ? (scale ? 'B' : 'P') : (scale ? 'S' : 'N'), 'N', 'V', 'N', A)[[2,4]]...)
end
eigfact{T}(A::AbstractMatrix{T}, args...; kwargs...) = (S = promote_type(Float32,typeof(one(T)/norm(one(T)))); S != T ? eigfact!(convert(AbstractMatrix{S}, A), args...; kwargs...) : eigfact!(copy(A), args...; kwargs...))
Expand Down Expand Up @@ -668,9 +668,9 @@ immutable GeneralizedSchur{Ty<:BlasFloat} <: Factorization{Ty}
Z::Matrix{Ty}
end

schurfact!{T<:BlasFloat}(A::StridedMatrix{T}, B::StridedMatrix{T}) = GeneralizedSchur(LinAlg.LAPACK.gges!('V', 'V', A, B)...)
schurfact{T<:BlasFloat}(A::StridedMatrix{T},B::StridedMatrix{T}) = schurfact!(copy(A),copy(B))
schurfact{TA,TB}(A::StridedMatrix{TA}, B::StridedMatrix{TB}) = (S = promote_type(Float32,typeof(one(TA)/norm(one(TA))),TB); schurfact!(S != TA ? convert(AbstractMatrix{S},A) : copy(A), S != TB ? convert(AbstractMatrix{S},B) : copy(B)))
schurfact!{T<:BlasFloat}(A::StridedMatrix{T}, B::StridedMatrix{T}, sort::Char='N', selctg::Ptr{None}=C_NULL) = GeneralizedSchur(LinAlg.LAPACK.gges!('V', 'V', A, B)...)
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I don't think we want to expose the sorting possibility at this level. I also don't think that this works as you have changed the signature of gges!. Let's just leave these methods unmodified unless we can actually provide a way of sorting the values.

schurfact{T<:BlasFloat}(A::StridedMatrix{T},B::StridedMatrix{T}, sort::Char='N', selctg::Ptr{None}=C_NULL) = schurfact!(copy(A),copy(B))
schurfact{TA,TB}(A::StridedMatrix{TA}, B::StridedMatrix{TB}, sort::Char='N', selctg::Ptr{None}=C_NULL) = (S = promote_type(Float32,typeof(one(TA)/norm(one(TA))),TB); schurfact!(S != TA ? convert(AbstractMatrix{S},A) : copy(A), S != TB ? convert(AbstractMatrix{S},B) : copy(B)))

function getindex(F::GeneralizedSchur, d::Symbol)
d == :S && return F.S
Expand All @@ -692,16 +692,16 @@ end
convert{T}(::Type{Factorization{T}}, F::Factorization{T}) = F
inv{T}(F::Factorization{T}) = A_ldiv_B!(F, eye(T, size(F,1)))
function \{TF<:Number,TB<:Number,N}(F::Factorization{TF}, B::AbstractArray{TB,N})
TFB = typeof(one(TF)/one(TB))
TFB = typeof(one(TF)/one(TB))
A_ldiv_B!(convert(Factorization{TFB}, F), TB == TFB ? copy(B) : convert(AbstractArray{TFB,N}, B))
end

function Ac_ldiv_B{TF<:Number,TB<:Number,N}(F::Factorization{TF}, B::AbstractArray{TB,N})
TFB = typeof(one(TF)/one(TB))
TFB = typeof(one(TF)/one(TB))
Ac_ldiv_B!(convert(Factorization{TFB}, F), TB == TFB ? copy(B) : convert(AbstractArray{TFB,N}, B))
end

function At_ldiv_B{TF<:Number,TB<:Number,N}(F::Factorization{TF}, B::AbstractArray{TB,N})
TFB = typeof(one(TF)/one(TB))
TFB = typeof(one(TF)/one(TB))
At_ldiv_B!(convert(Factorization{TFB}, F), TB == TFB ? copy(B) : convert(AbstractArray{TFB,N}, B))
end
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