/* domain_eigen.cpp * * Copyright (C) 2013 Jaron Kent-Dobias * * This program is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * This program is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with this program. If not, see . */ /* A set of utilities for find the generalized eigenvalues and eigenvectors of * modulated domains. */ // GSL includes. #include #include #include #include #include #include #include #include #include #include // Finds the generalized eigenvalues of the Hessian for the state vector z when // Lambda = c. void domain_eigen_values(gsl_vector *eigenvalues, unsigned size, unsigned params, gsl_matrix *hess) { double eigenvalue; gsl_vector *beta; gsl_vector_complex *alpha; gsl_matrix *modI; gsl_eigen_gen_workspace *w; alpha = gsl_vector_complex_alloc(size); beta = gsl_vector_alloc(size); modI = gsl_matrix_alloc(size, size); w = gsl_eigen_gen_alloc(size); gsl_matrix_set_zero(modI); for (unsigned i = 0; i < params; i++) gsl_matrix_set(modI, i, i, 1); gsl_eigen_gen(hess, modI, alpha, beta, w); for (unsigned i = 0; i < size; i++) { eigenvalue = gsl_vector_complex_get(alpha, i).dat[0] / gsl_vector_get(beta, i); gsl_vector_set(eigenvalues, i, eigenvalue); } gsl_vector_free(beta); gsl_vector_complex_free(alpha); gsl_matrix_free(modI); gsl_eigen_gen_free(w); } void domain_eigen_sort(gsl_permutation *eigenorder, unsigned size, unsigned eigen_num, const gsl_vector *eigenvalues) { unsigned ii; gsl_vector *abs_eigenvalues; abs_eigenvalues = gsl_vector_alloc(size); for (unsigned i = 0; i < size; i++) { gsl_vector_set(abs_eigenvalues, i, fabs(gsl_vector_get(eigenvalues, i))); } gsl_sort_vector_index(eigenorder, abs_eigenvalues); gsl_vector_memcpy(abs_eigenvalues, eigenvalues); for (unsigned i = eigen_num; i < size; i++) { ii = gsl_permutation_get(eigenorder, i); gsl_vector_set(abs_eigenvalues, ii, INFINITY); } gsl_sort_vector_index(eigenorder, abs_eigenvalues); gsl_vector_free(abs_eigenvalues); } void domain_eigen_state(gsl_vector *eigenstate, const gsl_vector *eigenvalues, unsigned n, double thres) { double eigenvalue; gsl_vector_set_zero(eigenstate); for (unsigned i = 0; i < 3 * n + 3; i++) { eigenvalue = gsl_vector_get(eigenvalues, i); if (eigenvalue > fabs(thres)) gsl_vector_set(eigenstate, i, 1); if (eigenvalue < -fabs(thres)) gsl_vector_set(eigenstate, i, -1); } } void domain_eigen_vector(gsl_vector *eigenvector, unsigned size, unsigned params, unsigned k, gsl_matrix *hess) { gsl_vector *beta; gsl_vector_complex *alpha; gsl_matrix *modI; gsl_matrix_complex *evec; gsl_eigen_genv_workspace *w; alpha = gsl_vector_complex_alloc(size); beta = gsl_vector_alloc(size); modI = gsl_matrix_alloc(size, size); evec = gsl_matrix_complex_alloc(size, size); w = gsl_eigen_genv_alloc(size); gsl_matrix_set_zero(modI); for (unsigned i = 0; i < params; i++) gsl_matrix_set(modI, i, i, 1); gsl_eigen_genv(hess, modI, alpha, beta, evec, w); for (unsigned i = 0; i < size; i++) { gsl_vector_set(eigenvector, i, gsl_matrix_complex_get(evec, i, k).dat[0]); } gsl_vector_free(beta); gsl_vector_complex_free(alpha); gsl_matrix_free(modI); gsl_matrix_complex_free(evec); gsl_eigen_genv_free(w); } void domain_eigen_ortho(gsl_vector *eigenvector, unsigned n, const gsl_vector *z) { gsl_vector *rotation, *translation_x, *translation_y; double x, y, prod; rotation = gsl_vector_alloc(3 * n + 3); translation_x = gsl_vector_alloc(3 * n + 3); translation_y = gsl_vector_alloc(3 * n + 3); for (unsigned i = 0; i < n; i++) { x = gsl_vector_get(z, i); y = 0; gsl_vector_set(translation_x, i, 1.0 / n); if (n != 0) { y = gsl_vector_get(z, n + i - 1); gsl_vector_set(translation_y, n + i - 1, 1.0 / n); } gsl_vector_set(rotation, i, - y / (gsl_pow_2(x) + gsl_pow_2(y))); if (n != 0) gsl_vector_set(rotation, n + i - 1, x / (n * (gsl_pow_2(x) + gsl_pow_2(y)))); } gsl_blas_ddot(rotation, eigenvector, &prod); prod = prod / gsl_blas_dnrm2(rotation); gsl_vector_memcpy(rotation, eigenvector); gsl_blas_daxpy(-prod, rotation, eigenvector); gsl_blas_ddot(translation_x, eigenvector, &prod); prod = prod / gsl_blas_dnrm2(translation_x); gsl_vector_memcpy(translation_x, eigenvector); gsl_blas_daxpy(-prod, translation_x, eigenvector); gsl_blas_ddot(translation_y, eigenvector, &prod); prod = prod / gsl_blas_dnrm2(translation_y); gsl_vector_memcpy(translation_y, eigenvector); gsl_blas_daxpy(-prod, translation_y, eigenvector); return; }