dynmatrixev.hh

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// -*- tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 2 -*-
// vi: set et ts=4 sw=2 sts=2:
#ifndef DUNE_DYNMATRIXEIGENVALUES_HH
#define DUNE_DYNMATRIXEIGENVALUES_HH
 
#include <algorithm>
#include <memory>
 
#include "dynmatrix.hh"
#include "fmatrixev.hh"
 
namespace Dune {
 
  namespace DynamicMatrixHelp {
 
#if HAVE_LAPACK
    using Dune::FMatrixHelp::eigenValuesNonsymLapackCall;
#endif
 
    template <typename K, class C>
    static void eigenValuesNonSym(const DynamicMatrix<K>& matrix,
                                  DynamicVector<C>& eigenValues,
                                  std::vector<DynamicVector<K>>* eigenVectors = nullptr
      )
    {
 
#if HAVE_LAPACK
      {
        const long int N = matrix.rows();
        const char jobvl = 'n';
        const char jobvr = eigenVectors ? 'v' : 'n';
 
 
        // matrix to put into dgeev
        auto matrixVector = std::make_unique<double[]>(N*N);
 
        // copy matrix
        int row = 0;
        for(int i=0; i<N; ++i)
        {
          for(int j=0; j<N; ++j, ++row)
          {
            matrixVector[ row ] = matrix[ i ][ j ];
          }
        }
 
        // working memory
        auto eigenR = std::make_unique<double[]>(N);
        auto eigenI = std::make_unique<double[]>(N);
 
        const long int lwork = eigenVectors ? 4*N : 3*N;
        auto work = std::make_unique<double[]>(lwork);
        auto vr = eigenVectors ? std::make_unique<double[]>(N*N) : std::unique_ptr<double[]>{};
 
        // return value information
        long int info = 0;
 
        // call LAPACK routine (see fmatrixev_ext.cc)
        eigenValuesNonsymLapackCall(&jobvl, &jobvr, &N, matrixVector.get(), &N,
                                    eigenR.get(), eigenI.get(), nullptr, &N, vr.get(), &N, work.get(),
                                    &lwork, &info);
 
        if( info != 0 )
        {
          std::cerr << "For matrix " << matrix << " eigenvalue calculation failed! " << std::endl;
          DUNE_THROW(InvalidStateException,"eigenValues: Eigenvalue calculation failed!");
        }
 
        eigenValues.resize(N);
        for (int i=0; i<N; ++i)
          eigenValues[i] = std::complex<double>(eigenR[i], eigenI[i]);
 
        if (eigenVectors) {
          eigenVectors->resize(N);
          for (int i = 0; i < N; ++i) {
            auto& v = (*eigenVectors)[i];
            v.resize(N);
            std::copy(vr.get() + N*i, vr.get() + N*(i+1), &v[0]);
          }
        }
      }
#else // #if HAVE_LAPACK
      DUNE_THROW(NotImplemented,"LAPACK not found!");
#endif
    }
  }
 
}
#endif