} // private constructor for singleton pattern
/// <summary>
/// See http://www.dotnumerics.com/NumericalLibraries/LinearAlgebra/CSharpCodeFiles/dgeev.aspx
/// </summary>
public void Dgeev(string jobVl, string jobVr, int n, ref double[] a, int offsetA, int ldA, ref double[] wr, int offsetWr,
ref double[] wi, int offsetWi, ref double[] vl, int offsetVl, int ldVl, ref double[] vr, int offsetVr, int ldVr,
ref double[] work, int offsetWork, int lWork, ref int info)
{
dgeev.Run(jobVl, jobVr, n, ref a, offsetA, ldA, ref wr, offsetWr, ref wi, offsetWi, ref vl, offsetVl, ldVl,
ref vr, offsetVr, ldVr, ref work, offsetWork, lWork, ref info);
}
/// <summary>
/// Computes the eigenvalues for an N-by-N real nonsymmetric matrix A.
/// </summary>
/// <param name="A">N-by-N real nonsymmetric matrix A.</param>
/// <returns>The eigenvalues.</returns>
public ComplexMatrix GetEigenvalues(Matrix A)
{
if (this._dgeev == null)
{
this._dgeev = new DGEEV();
}
this.CheckDimensions(A);
Matrix ACopy = A.Clone();
double[] ACopyData = ACopy.Data;
Matrix RealEVectors = new Matrix(1, 1);
double[] EigenVectsData = RealEVectors.Data;
ComplexMatrix EigenVals = new ComplexMatrix(A.RowCount, 1);
double[] REigVal = new double[A.RowCount];
double[] IEigVal = new double[A.RowCount];
//double[] EigenValsData = EigenVals.Data;
int Info = 0;
double[] VL = new double[A.RowCount];
double[] Work = new double[1];
int LWork = -1;
//Calculamos LWORK
_dgeev.Run("N", "N", A.RowCount, ref ACopyData, 0, ACopy.RowCount, ref REigVal, 0, ref IEigVal, 0, ref VL, 0, 1, ref EigenVectsData, 0, A.RowCount, ref Work, 0, LWork, ref Info);
LWork = Convert.ToInt32(Work[0]);
if (LWork > 0)
{
Work = new double[LWork];
_dgeev.Run("N", "N", A.RowCount, ref ACopyData, 0, ACopy.RowCount, ref REigVal, 0, ref IEigVal, 0, ref VL, 0, 1, ref EigenVectsData, 0, A.RowCount, ref Work, 0, LWork, ref Info);
}
else
{
//Error
}
#region Error
//= 0: successful exit
//.LT. 0: if INFO = -i, the i-th argument had an illegal value.
//.GT. 0: if INFO = i, the QR algorithm failed to compute all the
// eigenvalues, and no eigenvectors have been computed;
// elements i+1:N of WR and WI contain eigenvalues which
// have converged.
if (Info < 0)
{
string infoSTg = Math.Abs(Info).ToString();
throw new ArgumentException("the " + infoSTg + " -th argument had an illegal value");
}
else if (Info > 0)
{
string infoSTg = Math.Abs(Info).ToString();
throw new Exception("The QR algorithm failed to compute all the eigenvalues.");
}
#endregion
for (int i = 0; i < EigenVals.RowCount; i++)
{
EigenVals[i, 0] = new Complex(REigVal[i], IEigVal[i]);
}
return(EigenVals);
}