我正在尝试使用LAPACK重现schur函数,但是在获得与MATLAB匹配的结果时遇到了困难,尽管MATLAB内部使用LAPACK作为其schur。我尝试使用LAPACK_dgehrd和LAPACK_dhseqr,但是T的最后一列与MATLAB不匹配。然后我尝试使用dge,但是矩阵T中的特征值的排序与MATLAB给出的排序不同,这反过来导致T矩阵的其余部分不同。我插入了用于LAPACK的C代码。 dgehrd和dhesqr部分被评论。附加的是一个图像,结果是使用三种方式的小型4x4矩阵:
我使用的MATLAB函数非常简单:[Q,T] = schur(A);
请注意,当我使用dgehrd和dhesqr时,输出甚至不满足U T U'= schur的条件;而dgees和MATLAB输出满足要求。
你能指导一下我使用dgehrd& dhesqr做错了什么导致只有T的最后一列不正确吗?我在LAPACK_dhseqr之前尝试过使用dgebal之前的LAPACK_dgehrd和LAPACK_dorghr,但这也没有帮助。另外,我尝试使用带有dgees的排序“S”选项,使用C代码末尾的lapack_logical函数,将sdim设置为nrows-1和;但这导致了崩溃,你能指导我哪里出错吗?
#include "lapacke.h"
#include <stdio.h>
#include <stdlib.h>
#ifndef free_NULL
#define free_NULL(T) {free(T); T = NULL;}
#endif
int schur(double *val, int nrows, double *U, double *T)
{
int i, j, lwork = -1;
int info;
int sdim = 0;//nrows-1;//
int ilo = 1, ihi = nrows -1;
double *tau = NULL;
double wkopt;
double *wr = NULL, *wi = NULL, *Z = NULL;
double *work = NULL;
extern LAPACK_D_SELECT2 SELECT;
lapack_logical *bwork;
FILE *file = NULL;
file = fopen("Schurpack.csv","w");
wr = (double *)calloc(nrows,sizeof(double));
wi = (double *)calloc(nrows,sizeof(double));
Z = (double *)calloc(nrows*nrows,sizeof(double));
bwork = (lapack_logical *)calloc(nrows,sizeof(lapack_logical));
LAPACK_dgees ( "V", "N", SELECT, &nrows, val, &nrows, &sdim, wr, wi, Z, &nrows, &wkopt, &lwork, bwork, &info );
lwork = (int)wkopt;
work = (double*)malloc( lwork*sizeof(double) );
LAPACK_dgees ( "V", "N", SELECT, &nrows, val, &nrows, &sdim, wr, wi, Z, &nrows, work, &lwork, bwork, &info );
//tau = (double *)calloc(nrows-1,sizeof(double));
//lwork = -1;
//LAPACK_dgehrd( &nrows, &ilo, &ihi, val, &nrows, tau, &wkopt, &lwork, &info);
//
//lwork = (int)wkopt;
//work = (double *)calloc(lwork,sizeof(double));
//LAPACK_dgehrd( &nrows, &ilo, &ihi, val, &nrows, tau, work, &lwork, &info);
//lwork = nrows;
//work = (double *)calloc(nrows,sizeof(double));
//LAPACK_dhseqr ( "S", "I", &nrows, &ilo, &ihi, val, &nrows, wr, wi, Z, &nrows, work, &lwork, &info );
if( info > 0 )
{
printf( "The algorithm computing Schur Decompsition failed to converge.\n" );
exit( 1 );
}
for( i = 0; i < nrows; i++)
{
for ( j = 0; j < nrows; j++)
{
U[i*nrows+j] = Z[j*nrows+i];
T[i*nrows+j] = val[j*nrows+i];
}
}
fprintf(file, "U\n\n");
for (j = 0; j < nrows; j++)
{
for (i = 0; i < nrows; i++)
fprintf(file,"%f,",U[j*(nrows)+i]);
fprintf(file,"\n");
}
fprintf(file,"T\n\n");
for (j = 0; j < nrows; j++)
{
for (i = 0; i < nrows; i++)
fprintf(file,"%f,",T[j*(nrows)+i]);
fprintf(file,"\n");
}
fclose(file);
file = NULL;
if (tau)
free_NULL(tau);
if (wr)
free_NULL(wr);
if (wi)
free_NULL(wi);
if (Z)
free_NULL(Z);
if (work)
free_NULL(work);
return(0);
}
lapack_logical SELECT ( double ER, double EI)
{
if ((ER==1) && (EI==0))
return(0);
else
return(1);
}