Code covered by the BSD License  

Highlights from
slatec

from slatec by Ben Barrowes
The slatec library converted into matlab functions.

[nm,n,a,b,w,matz,z,fv1,fv2,ierr]=rsgba(nm,n,a,b,w,matz,z,fv1,fv2,ierr);
function [nm,n,a,b,w,matz,z,fv1,fv2,ierr]=rsgba(nm,n,a,b,w,matz,z,fv1,fv2,ierr);
%***BEGIN PROLOGUE  RSGBA
%***PURPOSE  Compute the eigenvalues and, optionally, the eigenvectors
%            of a symmetric generalized eigenproblem.
%***LIBRARY   SLATEC (EISPACK)
%***CATEGORY  D4B1
%***TYPE      SINGLE PRECISION (RSGBA-S)
%***KEYWORDS  EIGENVALUES, EIGENVECTORS, EISPACK
%***AUTHOR  Smith, B. T., et al.
%***DESCRIPTION
%
%     This subroutine calls the recommended sequence of
%     subroutines from the eigensystem subroutine package (EISPACK)
%     to find the eigenvalues and eigenvectors (if desired)
%     for the REAL SYMMETRIC generalized eigenproblem  BAx = (LAMBDA)x.
%
%     On Input
%
%        NM must be set to the row dimension of the two-dimensional
%          array parameters, A, B, and Z, as declared in the calling
%          program dimension statement.  NM is an INTEGER variable.
%
%        N is the order of the matrices A and B.  N is an INTEGER
%          variable.  N must be less than or equal to NM.
%
%        A contains a real symmetric matrix.  A is a two-dimensional
%          REAL array, dimensioned A(NM,N).
%
%        B contains a positive definite real symmetric matrix.  B is a
%          two-dimensional REAL array, dimensioned B(NM,N).
%
%        MATZ is an INTEGER variable set equal to zero if only
%          eigenvalues are desired.  Otherwise, it is set to any
%          non-zero integer for both eigenvalues and eigenvectors.
%
%     On Output
%
%        W contains the eigenvalues in ascending order.  W is a
%          one-dimensional REAL array, dimensioned W(N).
%
%        Z contains the eigenvectors if MATZ is not zero.  Z is a
%          two-dimensional REAL array, dimensioned Z(NM,N).
%
%        IERR is an INTEGER flag set to
%          Zero       for normal return,
%          10*N       if N is greater than NM,
%          7*N+1      if B is not positive definite,
%          J          if the J-th eigenvalue has not been
%                     determined after 30 iterations.
%                     The eigenvalues should be correct for indices
%                     1, 2, ..., IERR-1, but no eigenvectors are
%                     computed.
%
%        FV1 and FV2 are one-dimensional REAL arrays used for temporary
%          storage, dimensioned FV1(N) and FV2(N).
%
%     Questions and comments should be directed to B. S. Garbow,
%     APPLIED MATHEMATICS DIVISION, ARGONNE NATIONAL LABORATORY
%     ------------------------------------------------------------------
%
%***REFERENCES  B. T. Smith, J. M. Boyle, J. J. Dongarra, B. S. Garbow,
%                 Y. Ikebe, V. C. Klema and C. B. Moler, Matrix Eigen-
%                 system Routines - EISPACK Guide, Springer-Verlag,
%                 1976.
%***ROUTINES CALLED  REBAKB, REDUC2, TQL2, TQLRAT, TRED1, TRED2
%***REVISION HISTORY  (YYMMDD)
%   760101  DATE WRITTEN
%   890831  Modified array declarations.  (WRB)
%   890831  REVISION DATE from Version 3.2
%   891214  Prologue converted to Version 4.0 format.  (BAB)
%   920501  Reformatted the REFERENCES section.  (WRB)
%***end PROLOGUE  RSGBA
%

a_shape=size(a);a=reshape([a(:).',zeros(1,ceil(numel(a)./prod([nm])).*prod([nm])-numel(a))],nm,[]);
b_shape=size(b);b=reshape([b(:).',zeros(1,ceil(numel(b)./prod([nm])).*prod([nm])-numel(b))],nm,[]);
w_shape=size(w);w=reshape(w,1,[]);
z_shape=size(z);z=reshape([z(:).',zeros(1,ceil(numel(z)./prod([nm])).*prod([nm])-numel(z))],nm,[]);
fv1_shape=size(fv1);fv1=reshape(fv1,1,[]);
fv2_shape=size(fv2);fv2=reshape(fv2,1,[]);
%
%***FIRST EXECUTABLE STATEMENT  RSGBA
if( n<=nm )
%
[nm,n,a,b,fv2,ierr]=reduc2(nm,n,a,b,fv2,ierr);
if( ierr==0 )
if( matz~=0 )
%     .......... FIND BOTH EIGENVALUES AND EIGENVECTORS ..........
[nm,n,a,w,fv1,z]=tred2(nm,n,a,w,fv1,z);
[nm,n,w,fv1,z,ierr]=tql2(nm,n,w,fv1,z,ierr);
if( ierr==0 )
n_orig=n;    [nm,n,b,fv2,dumvar5,z]=rebakb(nm,n,b,fv2,n,z);    n(dumvar5~=n_orig)=dumvar5(dumvar5~=n_orig);
end;
else;
%     .......... FIND EIGENVALUES ONLY ..........
[nm,n,a,w,fv1,fv2]=tred1(nm,n,a,w,fv1,fv2);
[n,w,fv2,ierr]=tqlrat(n,w,fv2,ierr);
end;
end;
else;
ierr = fix(10.*n);
end;
a_shape=zeros(a_shape);a_shape(:)=a(1:numel(a_shape));a=a_shape;
b_shape=zeros(b_shape);b_shape(:)=b(1:numel(b_shape));b=b_shape;
w_shape=zeros(w_shape);w_shape(:)=w(1:numel(w_shape));w=w_shape;
z_shape=zeros(z_shape);z_shape(:)=z(1:numel(z_shape));z=z_shape;
fv1_shape=zeros(fv1_shape);fv1_shape(:)=fv1(1:numel(fv1_shape));fv1=fv1_shape;
fv2_shape=zeros(fv2_shape);fv2_shape(:)=fv2(1:numel(fv2_shape));fv2=fv2_shape;
end
%DECK RSG

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