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myeigs.m
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function varargout = myeigs(varargin)
% myeigs is a version of Matlab 6.5's eigs function, with the original
% diagnostic output supressed. A quickfix because when diagnostic output of
% the original "eigs" was supressed by setting the option opts.diag = 0,
% the function did not work properly any more on input matrices size 1 x 1.
% Quickfix by Herbert Jaeger 2005. --- After this, the original Matlab
% documentation for "eigs" starts. ---
%EIGS Find a few eigenvalues and eigenvectors of a matrix using ARPACK.
% D = EIGS(A) returns a vector of A's 6 largest magnitude eigenvalues.
% A must be square and should be large and sparse.
%
% [V,D] = EIGS(A) returns a diagonal matrix D of A's 6 largest magnitude
% eigenvalues and a matrix V whose columns are the corresponding eigenvectors.
%
% [V,D,FLAG] = EIGS(A) also returns a convergence flag. If FLAG is 0
% then all the eigenvalues converged; otherwise not all converged.
%
% EIGS(A,B) solves the generalized eigenvalue problem A*V == B*V*D. B must
% be symmetric (or Hermitian) positive definite and the same size as A.
% EIGS(A,[],...) indicates the standard eigenvalue problem A*V == V*D.
%
% EIGS(A,K) and EIGS(A,B,K) return the K largest magnitude eigenvalues.
%
% EIGS(A,K,SIGMA) and EIGS(A,B,K,SIGMA) return K eigenvalues based on SIGMA:
% 'LM' or 'SM' - Largest or Smallest Magnitude
% For real symmetric problems, SIGMA may also be:
% 'LA' or 'SA' - Largest or Smallest Algebraic
% 'BE' - Both Ends, one more from high end if K is odd
% For nonsymmetric and complex problems, SIGMA may also be:
% 'LR' or 'SR' - Largest or Smallest Real part
% 'LI' or 'SI' - Largest or Smallest Imaginary part
% If SIGMA is a real or complex scalar including 0, EIGS finds the eigenvalues
% closest to SIGMA. For scalar SIGMA, and also when SIGMA = 'SM' which uses
% the same algorithm as SIGMA = 0, B need only be symmetric (or Hermitian)
% positive semi-definite since it is not Cholesky factored as in the other cases.
%
% EIGS(A,K,SIGMA,OPTS) and EIGS(A,B,K,SIGMA,OPTS) specify options:
% OPTS.issym: symmetry of A or A-SIGMA*B represented by AFUN [{0} | 1]
% OPTS.isreal: complexity of A or A-SIGMA*B represented by AFUN [0 | {1}]
% OPTS.tol: convergence: Ritz estimate residual <= tol*NORM(A) [scalar | {eps}]
% OPTS.maxit: maximum number of iterations [integer | {300}]
% OPTS.p: number of Lanczos vectors: K+1<p<=N [integer | {2K}]
% OPTS.v0: starting vector [N-by-1 vector | {randomly generated by ARPACK}]
% OPTS.disp: diagnostic information display level [0 | {1} | 2]
% OPTS.cholB: B is actually its Cholesky factor CHOL(B) [{0} | 1]
% OPTS.permB: sparse B is actually CHOL(B(permB,permB)) [permB | {1:N}]
%
% EIGS(AFUN,N) accepts the function AFUN instead of the matrix A.
% Y = AFUN(X) should return
% A*X if SIGMA is not specified, or is a string other than 'SM'
% A\X if SIGMA is 0 or 'SM'
% (A-SIGMA*I)\X if SIGMA is a nonzero scalar (standard eigenvalue problem)
% (A-SIGMA*B)\X if SIGMA is a nonzero scalar (generalized eigenvalue problem)
% N is the size of A. The matrix A, A-SIGMA*I or A-SIGMA*B represented by AFUN is
% assumed to be real and nonsymmetric unless specified otherwise by OPTS.isreal
% and OPTS.issym. In all these EIGS syntaxes, EIGS(A,...) may be replaced by
% EIGS(AFUN,N,...).
%
% EIGS(AFUN,N,K,SIGMA,OPTS,P1,P2,...) and EIGS(AFUN,N,B,K,SIGMA,OPTS,P1,P2,...)
% provide for additional arguments which are passed to AFUN(X,P1,P2,...).
%
% Examples:
% A = delsq(numgrid('C',15)); d1 = eigs(A,5,'SM');
% Equivalently, if dnRk is the following one-line function:
% function y = dnRk(x,R,k)
% y = (delsq(numgrid(R,k))) \ x;
% then pass dnRk's additional arguments, 'C' and 15, to EIGS:
% n = size(A,1); opts.issym = 1; d2 = eigs(@dnRk,n,5,'SM',opts,'C',15);
%
% See also EIG, SVDS, ARPACKC.
% Copyright 1984-2002 The MathWorks, Inc.
% $Revision: 1.45 $ $Date: 2002/05/14 18:50:58 $
cputms = zeros(5,1);
t0 = cputime; % start timing pre-processing
if (nargout > 3)
error('Too many output arguments.')
end
% Process inputs and do error-checking
if isa(varargin{1},'double')
A = varargin{1};
Amatrix = 1;
else
A = fcnchk(varargin{1});
Amatrix = 0;
end
isrealprob = 1; % isrealprob = isreal(A) & isreal(B) & isreal(sigma)
if Amatrix
isrealprob = isreal(A);
end
issymA = 0;
if Amatrix
issymA = isequal(A,A');
end
if Amatrix
[m,n] = size(A);
if (m ~= n)
error('A must be a square matrix or a function which computes A*x.')
end
else
n = varargin{2};
nstr = 'Size of problem, ''n'', must be a positive integer.';
if ~isequal(size(n),[1,1]) | ~isreal(n)
error(nstr)
end
if (round(n) ~= n)
warning('MATLAB:eigs:NonIntegerSize',['%s\n ' ...
'Rounding input size.'],nstr)
n = round(n);
end
if issparse(n)
n = full(n);
end
end
Bnotthere = 0;
Bstr = sprintf(['Generalized matrix B must be the same size as A and' ...
' either a symmetric positive (semi-)definite matrix or' ...
' its Cholesky factor.']);
if (nargin < (3-Amatrix-Bnotthere))
B = [];
Bnotthere = 1;
else
Bk = varargin{3-Amatrix-Bnotthere};
if isempty(Bk) % allow eigs(A,[],k,sigma,opts);
B = Bk;
else
if isequal(size(Bk),[1,1]) & (n ~= 1)
B = [];
k = Bk;
Bnotthere = 1;
else % eigs(9,8,...) assumes A=9, B=8, ... NOT A=9, k=8, ...
B = Bk;
if ~isa(B,'double') | ~isequal(size(B),[n,n])
error(Bstr)
end
isrealprob = isrealprob & isreal(B);
end
end
end
if Amatrix & ((nargin - ~Bnotthere)>4)
error('Too many inputs.')
end
if (nargin < (4-Amatrix-Bnotthere))
k = min(n,6);
else
k = varargin{4-Amatrix-Bnotthere};
end
kstr = ['Number of eigenvalues requested, k, must be a' ...
' positive integer <= n.'];
if ~isa(k,'double') | ~isequal(size(k),[1,1]) | ~isreal(k) | (k>n)
error(kstr)
end
if issparse(k)
k = full(k);
end
if (round(k) ~= k)
warning('MATLAB:eigs:NonIntegerEigQty',['%s\n ' ...
'Rounding number of eigenvalues.'],kstr)
k = round(k);
end
whchstr = sprintf(['Eigenvalue range sigma must be a valid 2-element string.']);
if (nargin < (5-Amatrix-Bnotthere))
% default: eigs('LM') => ARPACK which='LM', sigma=0
eigs_sigma = 'LM';
whch = 'LM';
sigma = 0;
else
eigs_sigma = varargin{5-Amatrix-Bnotthere};
if isstr(eigs_sigma)
% eigs(string) => ARPACK which=string, sigma=0
if ~isequal(size(eigs_sigma),[1,2])
whchstr = [whchstr sprintf(['\nFor real symmetric A, the choices are ''%s'', ''%s'', ''%s'', ''%s'' or ''%s''.'], ...
'LM','SM','LA','SA','BE')];
whchstr = [whchstr sprintf(['\nFor non-symmetric or complex A, the choices are ''%s'', ''%s'', ''%s'', ''%s'', ''%s'' or ''%s''.\n'], ...
'LM','SM','LR','SR','LI','SI')];
error(whchstr)
end
eigs_sigma = upper(eigs_sigma);
if isequal(eigs_sigma,'SM')
% eigs('SM') => ARPACK which='LM', sigma=0
whch = 'LM';
else
% eigs(string), where string~='SM' => ARPACK which=string, sigma=0
whch = eigs_sigma;
end
sigma = 0;
else
% eigs(scalar) => ARPACK which='LM', sigma=scalar
if ~isa(eigs_sigma,'double') | ~isequal(size(eigs_sigma),[1,1])
error('Eigenvalue shift sigma must be a scalar.')
end
sigma = eigs_sigma;
if issparse(sigma)
sigma = full(sigma);
end
isrealprob = isrealprob & isreal(sigma);
whch = 'LM';
end
end
tol = eps; % ARPACK's minimum tolerance is eps/2 (DLAMCH's EPS)
maxit = [];
p = [];
info = int32(0); % use a random starting vector
display = 0;
cholB = 0;
if (nargin >= (6-Amatrix-Bnotthere))
opts = varargin{6-Amatrix-Bnotthere};
if ~isa(opts,'struct')
error('Options argument must be a structure.')
end
if isfield(opts,'issym') & ~Amatrix
issymA = opts.issym;
if (issymA ~= 0) & (issymA ~= 1)
error('opts.issym must be 0 or 1.')
end
end
if isfield(opts,'isreal') & ~Amatrix
if (opts.isreal ~= 0) & (opts.isreal ~= 1)
error('opts.isreal must be 0 or 1.')
end
isrealprob = isrealprob & opts.isreal;
end
if ~isempty(B) & (isfield(opts,'cholB') | isfield(opts,'permB'))
if isfield(opts,'cholB')
cholB = opts.cholB;
if (cholB ~= 0) & (cholB ~= 1)
error('opts.cholB must be 0 or 1.')
end
if isfield(opts,'permB')
if issparse(B) & cholB
permB = opts.permB;
if ~isequal(sort(permB),(1:n)) & ...
~isequal(sort(permB),(1:n)')
error('opts.permB must be a permutation of 1:n.')
end
else
warning('MATLAB:eigs:IgnoredOptionPermB', ...
['Ignoring opts.permB since B is not its sparse' ...
' Cholesky factor.'])
end
else
permB = 1:n;
end
end
end
if isfield(opts,'tol')
if ~isequal(size(opts.tol),[1,1]) | ~isreal(opts.tol) | (opts.tol<=0)
error(['Convergence tolerance opts.tol must be a strictly' ...
' positive real scalar.'])
else
tol = full(opts.tol);
end
end
if isfield(opts,'p')
p = opts.p;
pstr = ['Number of basis vectors opts.p must be a positive' ...
' integer <= n.'];
if ~isequal(size(p),[1,1]) | ~isreal(p) | (p<=0) | (p>n)
error(pstr)
end
if issparse(p)
p = full(p);
end
if (round(p) ~= p)
warning('MATLAB:eigs:NonIntegerVecQty',['%s\n ' ...
'Rounding number of basis vectors.'],pstr)
p = round(p);
end
end
if isfield(opts,'maxit')
maxit = opts.maxit;
str = ['Maximum number of iterations opts.maxit must be' ...
' a positive integer.'];
if ~isequal(size(maxit),[1,1]) | ~isreal(maxit) | (maxit<=0)
error(str)
end
if issparse(maxit)
maxit = full(maxit);
end
if (round(maxit) ~= maxit)
warning('MATLAB:eigs:NonIntegerIterationQty',['%s\n ' ...
'Rounding number of iterations.'],str)
maxit = round(maxit);
end
end
if isfield(opts,'v0')
if ~isequal(size(opts.v0),[n,1])
error('Start vector opts.v0 must be n-by-1.')
end
if isrealprob
if ~isreal(opts.v0)
error(['Start vector opts.v0 must be real for real problems.'])
end
resid = full(opts.v0);
else
resid(1:2:(2*n-1),1) = full(real(opts.v0));
resid(2:2:2*n,1) = full(imag(opts.v0));
end
info = int32(1); % use resid as starting vector
end
if isfield(opts,'disp')
display = opts.disp;
dispstr = 'Diagnostic level opts.disp must be an integer.';
if (~isequal(size(display),[1,1])) | (~isreal(display)) | (display<0)
error(dispstr)
end
if (round(display) ~= display)
warning('MATLAB:eigs:NonIntegerDiagnosticLevel', ...
'%s\n Rounding diagnostic level.',dispstr)
display = round(display);
end
end
if isfield(opts,'cheb')
warning('MATLAB:eigs:ObsoleteOptionCheb', ...
['Ignoring polynomial acceleration opts.cheb' ...
' (no longer an option).']);
end
if isfield(opts,'stagtol')
warning('MATLAB:eigs:ObsoleteOptionStagtol', ...
['Ignoring stagnation tolerance opts.stagtol' ...
' (no longer an option).']);
end
end
% Now we know issymA, isrealprob, cholB, and permB
if isempty(p)
if isrealprob & ~issymA
p = min(max(2*k+1,20),n);
else
p = min(max(2*k,20),n);
end
end
if isempty(maxit)
maxit = max(300,ceil(2*n/max(p,1)));
end
if (info == int32(0))
if isrealprob
resid = zeros(n,1);
else
resid = zeros(2*n,1);
end
end
if ~isempty(B) % B must be symmetric (Hermitian) positive (semi-)definite
if cholB
if ~isequal(triu(B),B)
error(Bstr)
end
else
if ~isequal(B,B')
error(Bstr)
end
end
end
useeig = 0;
if isrealprob & issymA
knstr = sprintf(['For real symmetric problems, must have number' ...
' of eigenvalues k < n.\n']);
else
knstr = sprintf(['For nonsymmetric and complex problems, must have' ...
' number of eigenvalues k < n-1.\n']);
end
if isempty(B)
knstr = [knstr sprintf(['Using eig(full(A)) instead.'])];
else
knstr = [knstr sprintf(['Using eig(full(A),full(B)) instead.'])];
end
if (k == 0)
useeig = 1;
end
if isrealprob & issymA
if (k > n-1)
if (n >= 6)
warning('MATLAB:eigs:TooManyRequestedEigsForRealSym', ...
'%s',knstr)
end
useeig = 1;
end
else
if (k > n-2)
if (n >= 7)
warning('MATLAB:eigs:TooManyRequestedEigsForComplexNonsym', ...
'%s',knstr)
end
useeig = 1;
end
end
if isrealprob & issymA
if ~isreal(sigma)
error(['For real symmetric problems, eigenvalue shift sigma must' ...
' be real.'])
end
else
if ~isrealprob & issymA & ~isreal(sigma)
warning('MATLAB:eigs:ComplexShiftForRealProblem', ...
['Complex eigenvalue shift sigma on a Hermitian problem' ...
' (all real eigenvalues).'])
end
end
if isrealprob & issymA
if strcmp(whch,'LR')
whch = 'LA';
warning('MATLAB:eigs:SigmaChangedToLA', ...
['For real symmetric problems, sigma value ''LR''' ...
' (Largest Real) is now ''LA'' (Largest Algebraic).'])
end
if strcmp(whch,'SR')
whch = 'SA';
warning('MATLAB:eigs:SigmaChangedToSA', ...
['For real symmetric problems, sigma value ''SR''' ...
' (Smallest Real) is now ''SA'' (Smallest Algebraic).'])
end
if ~ismember(whch,{'LM', 'SM', 'LA', 'SA', 'BE'})
whchstr = [whchstr sprintf(['\nFor real symmetric A, the choices are ''%s'', ''%s'', ''%s'', ''%s'' or ''%s''.'], ...
'LM','SM','LA','SA','BE')];
error(whchstr)
end
else
if strcmp(whch,'BE')
warning('MATLAB:eigs:SigmaChangedToLM', ...
['Sigma value ''BE'' is now only available for real' ...
' symmetric problems. Computing ''LM'' eigenvalues instead.'])
whch = 'LM';
end
if ~ismember(whch,{'LM', 'SM', 'LR', 'SR', 'LI', 'SI'})
whchstr = [whchstr sprintf(['\nFor non-symmetric or complex A, the choices are ''%s'', ''%s'', ''%s'', ''%s'', ''%s'' or ''%s''.\n'], ...
'LM','SM','LR','SR','LI','SI')];
error(whchstr)
end
end
% Now have enough information to do early return on cases eigs does not handle
if useeig
if (nargout <= 1)
varargout{1} = eigs2(A,n,B,k,whch,sigma,cholB, ...
varargin{7-Amatrix-Bnotthere:end});
else
[varargout{1},varargout{2}] = eigs2(A,n,B,k,whch,sigma,cholB, ...
varargin{7-Amatrix-Bnotthere:end});
end
if (nargout == 3)
varargout{3} = 0; % flag indicates "convergence"
end
return
end
if isrealprob & ~issymA
sigmar = real(sigma);
sigmai = imag(sigma);
end
if isrealprob & issymA
if (p <= k)
error(['For real symmetric problems, must have number of' ...
' basis vectors opts.p > k.'])
end
else
if (p <= k+1)
error(['For nonsymmetric and complex problems, must have number of' ...
' basis vectors opts.p > k+1.'])
end
end
if isequal(whch,'LM') & ~isequal(eigs_sigma,'LM')
% A*x = lambda*M*x, M symmetric (positive) semi-definite
% => OP = inv(A - sigma*M)*M and B = M
% => shift-and-invert mode
mode = 3;
elseif isempty(B)
% A*x = lambda*x
% => OP = A and B = I
mode = 1;
else % B is not empty
% Do not use mode=2.
% Use mode = 1 with OP = R'\(A*(R\x)) and B = I
% where R is B's upper triangular Cholesky factor: B = R'*R.
% Finally, V = R\V returns the actual generalized eigenvectors of A and B.
mode = 1;
end
if cholB
pB = 0;
RB = B;
RBT = B';
end
if (mode == 3) & Amatrix % need lu(A-sigma*B)
if issparse(A) & (isempty(B) | issparse(B))
if isempty(B)
AsB = A - sigma * speye(n);
else
if cholB
AsB = A - sigma * RBT * RB;
else
AsB = A - sigma * B;
end
end
[L,U,P,Q] = lu(AsB);
[perm,dummy] = find(Q);
else
if isempty(B)
AsB = A - sigma * eye(n);
else
if cholB
AsB = A - sigma * RBT * RB;
else
AsB = A - sigma * B;
end
end
[L,U,P] = lu(AsB);
end
dU = diag(U);
rcondestU = full(min(abs(dU)) / max(abs(dU)));
if (rcondestU < eps)
if isempty(B)
ds = sprintf(['(A-sigma*I) has small reciprocal condition' ...
' estimate: %f\n'],rcondestU);
else
ds = sprintf(['(A-sigma*B) has small reciprocal condition' ...
' estimate: %f\n'],rcondestU);
end
ds = [ds sprintf(['indicating that sigma is near an exact' ...
' eigenvalue. The\nalgorithm may not converge unless' ...
' you try a new value for sigma.\n'])];
warning('MATLAB:eigs:SigmaNearExactEig',ds)
end
end
if (mode == 1) & ~isempty(B) & ~cholB % need chol(B)
if issparse(B)
permB = symamd(B);
[RB,pB] = chol(B(permB,permB));
else
[RB,pB] = chol(B);
end
if (pB == 0)
RBT = RB';
else
error(Bstr)
end
end
% Allocate outputs and ARPACK work variables
if isrealprob
if issymA % real and symmetric
prefix = 'ds';
v = zeros(n,p);
ldv = int32(size(v,1));
ipntr = int32(zeros(15,1));
workd = zeros(n,3);
lworkl = p*(p+8);
workl = zeros(lworkl,1);
lworkl = int32(lworkl);
d = zeros(k,1);
else % real but not symmetric
prefix = 'dn';
v = zeros(n,p);
ldv = int32(size(v,1));
ipntr = int32(zeros(15,1));
workd = zeros(n,3);
lworkl = 3*p*(p+2);
workl = zeros(lworkl,1);
lworkl = int32(lworkl);
workev = zeros(3*p,1);
d = zeros(k+1,1);
di = zeros(k+1,1);
end
else % complex
prefix = 'zn';
zv = zeros(2*n*p,1);
ldv = int32(n);
ipntr = int32(zeros(15,1));
workd = complex(zeros(n,3));
zworkd = zeros(2*prod(size(workd)),1);
lworkl = 3*p^2+5*p;
workl = zeros(2*lworkl,1);
lworkl = int32(lworkl);
workev = zeros(2*2*p,1);
zd = zeros(2*(k+1),1);
rwork = zeros(p,1);
end
ido = int32(0); % reverse communication parameter
if isempty(B) | (~isempty(B) & (mode == 1))
bmat = 'I'; % standard eigenvalue problem
else
bmat = 'G'; % generalized eigenvalue problem
end
nev = int32(k); % number of eigenvalues requested
ncv = int32(p); % number of Lanczos vectors
iparam = int32(zeros(11,1));
iparam([1 3 7]) = int32([1 maxit mode]);
select = int32(zeros(p,1));
cputms(1) = cputime - t0; % end timing pre-processing
iter = 0;
ariter = 0;
while (ido ~= 99)
t0 = cputime; % start timing ARPACK calls **aupd
if isrealprob
arpackc( [prefix 'aupd'], ido, ...
bmat, int32(n), whch, nev, tol, resid, ncv, ...
v, ldv, iparam, ipntr, workd, workl, lworkl, info);
else
zworkd(1:2:end-1) = real(workd);
zworkd(2:2:end) = imag(workd);
arpackc( 'znaupd', ido, ...
bmat, int32(n), whch, nev, tol, resid, ncv, zv, ...
ldv, iparam, ipntr, zworkd, workl, lworkl, ...
rwork, info );
workd = reshape(complex(zworkd(1:2:end-1),zworkd(2:2:end)),[n,3]);
end
if (info < 0)
es = sprintf('Error with ARPACK routine %saupd: info = %d',...
prefix,full(info));
error(es)
end
cputms(2) = cputms(2) + (cputime-t0); % end timing ARPACK calls **aupd
t0 = cputime; % start timing MATLAB OP(X)
% Compute which columns of workd ipntr references
[row,col1] = ind2sub([n,3],double(ipntr(1)));
if (row ~= 1)
str = sprintf(['ipntr(1)=%d does not refer to the start of a' ...
' column of the %d-by-3 array workd.'],full(ipntr(1)),n);
error(str)
end
[row,col2] = ind2sub([n,3],double(ipntr(2)));
if (row ~= 1)
str = sprintf(['ipntr(2)=%d does not refer to the start of a' ...
' column of the %d-by-3 array workd.'],full(ipntr(2)),n);
error(str)
end
if ~isempty(B) & (mode == 3) & (ido == 1)
[row,col3] = ind2sub([n,3],double(ipntr(3)));
if (row ~= 1)
str = sprintf(['ipntr(3)=%d does not refer to the start of a' ...
' column of the %d-by-3 array workd.'],full(ipntr(3)),n);
error(str)
end
end
switch (ido)
case {-1,1}
if Amatrix
if (mode == 1)
if isempty(B)
% OP = A*x
workd(:,col2) = A * workd(:,col1);
else
% OP = R'\(A*(R\x))
if issparse(B)
workd(permB,col2) = RB \ workd(:,col1);
workd(:,col2) = A * workd(:,col2);
workd(:,col2) = RBT \ workd(permB,col2);
else
workd(:,col2) = RBT \ (A * (RB \ workd(:,col1)));
end
end
elseif (mode == 3)
if isempty(B)
if issparse(A)
workd(perm,col2) = U \ (L \ (P * workd(:,col1)));
else
workd(:,col2) = U \ (L \ (P * workd(:,col1)));
end
else % B is not empty
if (ido == -1)
if cholB
workd(:,col2) = RBT * (RB * workd(:,col1));
else
workd(:,col2) = B * workd(:,col1);
end
if issparse(A) & issparse(B)
workd(perm,col2) = U \ (L \ (P * workd(:,col1)));
else
workd(:,col2) = U \ (L \ (P * workd(:,col1)));
end
elseif (ido == 1)
if issparse(A) & issparse(B)
workd(perm,col2) = U \ (L \ (P * workd(:,col3)));
else
workd(:,col2) = U \ (L \ (P * workd(:,col3)));
end
end
end
else % mode is not 1 or 3
error(['Unknown mode returned from ' prefix 'aupd.'])
end
else % A is not a matrix
if (mode == 1)
if isempty(B)
% OP = A*x
workd(:,col2) = feval(A,workd(:,col1), ...
varargin{7-Amatrix-Bnotthere:end});
else
% OP = R'\(A*(R\x))
if issparse(B)
workd(permB,col2) = RB \ workd(:,col1);
workd(:,col2) = feval(A,workd(:,col2),varargin{7-Amatrix-Bnotthere:end});
workd(:,col2) = RBT \ workd(permB,col2);
else
workd(:,col2) = RBT \ ...
feval(A,(RB\workd(:,col1)), ...
varargin{7-Amatrix-Bnotthere:end});
end
end
elseif (mode == 3)
if isempty(B)
workd(:,col2) = feval(A,workd(:,col1), ...
varargin{7-Amatrix-Bnotthere:end});
else
if (ido == -1)
if cholB
workd(:,col2) = RBT * (RB * workd(:,col1));
else
workd(:,col2) = B * workd(:,col1);
end
workd(:,col2) = feval(A,workd(:,col2), ...
varargin{7-Amatrix-Bnotthere:end});
elseif (ido == 1)
workd(:,col2) = feval(A,workd(:,col3), ...
varargin{7-Amatrix-Bnotthere:end});
end
end
else % mode is not 1 or 3
error(['Unknown mode returned from ' prefix 'aupd.'])
end
end % if Amatrix
case 2
if (mode == 3)
if cholB
workd(:,col2) = RBT * (RB * workd(:,col1));
else
workd(:,col2) = B * workd(:,col1);
end
else
error(['Unknown mode returned from ' prefix 'aupd.'])
end
case 3
% setting iparam(1) = ishift = 1 ensures this never happens
warning('MATLAB:eigs:WorklShiftsUnsupported', ...
['EIGS does not yet support computing the shifts in workl.' ...
' Setting reverse communication parameter to 99 and returning.'])
ido = int32(99);
case 99
otherwise
error(['Unknown value of reverse communication parameter' ...
' returned from ' prefix 'aupd.'])
end
cputms(3) = cputms(3) + (cputime-t0); % end timing MATLAB OP(X)
if display
iter = double(ipntr(15));
if (iter > ariter) & (ido ~= 99)
ariter = iter;
% ds = sprintf(['Iteration %d: a few Ritz values of the' ...
% ' %d-by-%d matrix:'],iter,p,p);
% disp(ds)
if isrealprob
if issymA
dispvec = [workl(double(ipntr(6))+(0:p-1))];
if isequal(whch,'BE')
% roughly k Large eigenvalues and k Small eigenvalues
disp(dispvec(max(end-2*k+1,1):end))
else
% k eigenvalues
disp(dispvec(max(end-k+1,1):end))
end
else
dispvec = [complex(workl(double(ipntr(6))+(0:p-1)), ...
workl(double(ipntr(7))+(0:p-1)))];
% k+1 eigenvalues (keep complex conjugate pairs together)
disp(dispvec(max(end-k,1):end))
end
else
dispvec = [complex(workl(2*double(ipntr(6))-1+(0:2:2*(p-1))), ...
workl(2*double(ipntr(6))+(0:2:2*(p-1))))];
disp(dispvec(max(end-k+1,1):end))
end
end
end
end % while (ido ~= 99)
t0 = cputime; % start timing post-processing
flag = 0;
if (info < 0)
es = sprintf('Error with ARPACK routine %saupd: info = %d',prefix,full(info));
error(es)
else
if (nargout >= 2)
rvec = int32(1); % compute eigenvectors
else
rvec = int32(0); % do not compute eigenvectors
end
if isrealprob
if issymA
arpackc( 'dseupd', rvec, 'A', select, ...
d, v, ldv, sigma, ...
bmat, int32(n), whch, nev, tol, resid, ncv, ...
v, ldv, iparam, ipntr, workd, workl, lworkl, info );
if isequal(whch,'LM') | isequal(whch,'LA')
d = flipud(d);
if (rvec == 1)
v(:,1:k) = v(:,k:-1:1);
end
end
if ((isequal(whch,'SM') | isequal(whch,'SA')) & (rvec == 0))
d = flipud(d);
end
else
arpackc( 'dneupd', rvec, 'A', select, ...
d, di, v, ldv, sigmar, sigmai, workev, ...
bmat, int32(n), whch, nev, tol, resid, ncv, ...
v, ldv, iparam, ipntr, workd, workl, lworkl, info );
d = complex(d,di);
if rvec
d(k+1) = [];
else
zind = find(d == 0);
if isempty(zind)
d = d(k+1:-1:2);
else
d(max(zind)) = [];
d = flipud(d);
end
end
end
else
zsigma = [real(sigma); imag(sigma)];
arpackc( 'zneupd', rvec, 'A', select, ...
zd, zv, ldv, zsigma, workev, ...
bmat, int32(n), whch, nev, tol, resid, ncv, zv, ...
ldv, iparam, ipntr, zworkd, workl, lworkl, ...
rwork, info );
if issymA
d = zd(1:2:end-1);
else
d = complex(zd(1:2:end-1),zd(2:2:end));
end
v = reshape(complex(zv(1:2:end-1),zv(2:2:end)),[n p]);
end
if (info ~= 0)
es = ['Error with ARPACK routine ' prefix 'eupd: '];
switch double(info)
case 2
ss = sum(select);
if (ss < k)
es = [es ...
' The logical variable select was only set with ' int2str(ss) ...
' 1''s instead of nconv=' int2str(double(iparam(5))) ...
' (k=' int2str(k) ').' ...
' Please contact the ARPACK authors at [email protected].'];
else
es = [es ...
'The LAPACK reordering routine ' prefix(1) ...
'trsen did not return all ' int2str(k) ' eigenvalues.']
end
case 1
es = [es ...
'The Schur form could not be reordered by the LAPACK routine ' ...
prefix(1) 'trsen.' ...
' Please contact the ARPACK authors at [email protected].'];
case -14
es = [es prefix ...
'aupd did not find any eigenvalues to sufficient accuracy.'];
otherwise
es = [es sprintf('info = %d',full(info))];
end
error(es)
else
nconv = double(iparam(5));
if (nconv == 0)
if (nargout < 3)
warning('MATLAB:eigs:NoEigsConverged', ...
'None of the %d requested eigenvalues converged.',k)
else
flag = 1;
end
elseif (nconv < k)
if (nargout < 3)
warning('MATLAB:eigs:NotAllEigsConverged', ...
'Only %d of the %d requested eigenvalues converged.',nconv,k)
else
flag = 1;
end
end
end % if (info ~= 0)
end % if (info < 0)
if (issymA) | (~isrealprob)
if (nargout <= 1)
if isrealprob
varargout{1} = d;
else
varargout{1} = d(k:-1:1,1);
end
else
varargout{1} = v(:,1:k);
varargout{2} = diag(d(1:k,1));
if (nargout >= 3)
varargout{3} = flag;
end
end
else
if (nargout <= 1)
varargout{1} = d;
else
cplxd = find(di ~= 0);
% complex conjugate pairs of eigenvalues occur together
cplxd = cplxd(1:2:end);
v(:,[cplxd cplxd+1]) = [complex(v(:,cplxd),v(:,cplxd+1)) ...
complex(v(:,cplxd),-v(:,cplxd+1))];
varargout{1} = v(:,1:k);
varargout{2} = diag(d);
if (nargout >= 3)
varargout{3} = flag;
end
end
end
if (nargout >= 2) & (mode == 1) & ~isempty(B)
if issparse(B)
varargout{1}(permB,:) = RB \ varargout{1};
else
varargout{1} = RB \ varargout{1};
end
end
cputms(4) = cputime-t0; % end timing post-processing
cputms(5) = sum(cputms(1:4)); % total time
if (display == 2)
if (mode == 1)
innerstr = sprintf(['Compute A*X:' ...
' %f\n'],cputms(3));
elseif (mode == 2)
innerstr = sprintf(['Compute A*X and solve B*X=Y for X:' ...
' %f\n'],cputms(3));
elseif (mode == 3)
if isempty(B)
innerstr = sprintf(['Solve (A-SIGMA*I)*X=Y for X:' ...
' %f\n'],cputms(3));
else
innerstr = sprintf(['Solve (A-SIGMA*B)*X=B*Y for X:' ...
' %f\n'],cputms(3));
end
end
if ((mode == 3) & (Amatrix))
if isempty(B)
prepstr = sprintf(['Pre-processing, including lu(A-sigma*I):' ...
' %f\n'],cputms(1));
else
prepstr = sprintf(['Pre-processing, including lu(A-sigma*B):' ...
' %f\n'],cputms(1));
end
elseif ((mode == 2) & (~cholB))
prepstr = sprintf(['Pre-processing, including chol(B):' ...
' %f\n'],cputms(1));
else