Squashed 'third_party/eigen/' content from commit 61d72f6
Change-Id: Iccc90fa0b55ab44037f018046d2fcffd90d9d025
git-subtree-dir: third_party/eigen
git-subtree-split: 61d72f6383cfa842868c53e30e087b0258177257
diff --git a/lapack/eigenvalues.cpp b/lapack/eigenvalues.cpp
new file mode 100644
index 0000000..a1526eb
--- /dev/null
+++ b/lapack/eigenvalues.cpp
@@ -0,0 +1,79 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#include "common.h"
+#include <Eigen/Eigenvalues>
+
+// computes an LU factorization of a general M-by-N matrix A using partial pivoting with row interchanges
+EIGEN_LAPACK_FUNC(syev,(char *jobz, char *uplo, int* n, Scalar* a, int *lda, Scalar* w, Scalar* /*work*/, int* lwork, int *info))
+{
+ // TODO exploit the work buffer
+ bool query_size = *lwork==-1;
+
+ *info = 0;
+ if(*jobz!='N' && *jobz!='V') *info = -1;
+ else if(UPLO(*uplo)==INVALID) *info = -2;
+ else if(*n<0) *info = -3;
+ else if(*lda<std::max(1,*n)) *info = -5;
+ else if((!query_size) && *lwork<std::max(1,3**n-1)) *info = -8;
+
+// if(*info==0)
+// {
+// int nb = ILAENV( 1, 'SSYTRD', UPLO, N, -1, -1, -1 )
+// LWKOPT = MAX( 1, ( NB+2 )*N )
+// WORK( 1 ) = LWKOPT
+// *
+// IF( LWORK.LT.MAX( 1, 3*N-1 ) .AND. .NOT.LQUERY )
+// $ INFO = -8
+// END IF
+// *
+// IF( INFO.NE.0 ) THEN
+// CALL XERBLA( 'SSYEV ', -INFO )
+// RETURN
+// ELSE IF( LQUERY ) THEN
+// RETURN
+// END IF
+
+ if(*info!=0)
+ {
+ int e = -*info;
+ return xerbla_(SCALAR_SUFFIX_UP"SYEV ", &e, 6);
+ }
+
+ if(query_size)
+ {
+ *lwork = 0;
+ return 0;
+ }
+
+ if(*n==0)
+ return 0;
+
+ PlainMatrixType mat(*n,*n);
+ if(UPLO(*uplo)==UP) mat = matrix(a,*n,*n,*lda).adjoint();
+ else mat = matrix(a,*n,*n,*lda);
+
+ bool computeVectors = *jobz=='V' || *jobz=='v';
+ SelfAdjointEigenSolver<PlainMatrixType> eig(mat,computeVectors?ComputeEigenvectors:EigenvaluesOnly);
+
+ if(eig.info()==NoConvergence)
+ {
+ vector(w,*n).setZero();
+ if(computeVectors)
+ matrix(a,*n,*n,*lda).setIdentity();
+ //*info = 1;
+ return 0;
+ }
+
+ vector(w,*n) = eig.eigenvalues();
+ if(computeVectors)
+ matrix(a,*n,*n,*lda) = eig.eigenvectors();
+
+ return 0;
+}