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view main/optim/inst/gjp.m @ 9930:d30cfca46e8a octave-forge
optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses
author | carandraug |
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date | Fri, 30 Mar 2012 15:14:48 +0000 |
parents | 41f92a4ada86 |
children | fba8cdd5f9ad |
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%% Copyright (C) 2010, 2011 Olaf Till <olaf.till@uni-jena.de> %% %% 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 <http://www.gnu.org/licenses/>. %% m = gjp (m, k[, l]) %% %% m: matrix; k, l: row- and column-index of pivot, l defaults to k. %% %% Gauss-Jordon pivot as defined in Bard, Y.: Nonlinear Parameter %% Estimation, p. 296, Academic Press, New York and London 1974. In %% the pivot column, this seems not quite the same as the usual %% Gauss-Jordan(-Clasen) pivot. Bard gives Beaton, A. E., 'The use of %% special matrix operators in statistical calculus' Research Bulletin %% RB-64-51 (1964), Educational Testing Service, Princeton, New Jersey %% as a reference, but this article is not easily accessible. Another %% reference, whose definition of gjp differs from Bards by some %% signs, is Clarke, R. B., 'Algorithm AS 178: The Gauss-Jordan sweep %% operator with detection of collinearity', Journal of the Royal %% Statistical Society, Series C (Applied Statistics) (1982), 31(2), %% 166--168. function m = gjp (m, k, l) if (nargin < 3) l = k; end p = m(k, l); if (p == 0) error ('pivot is zero'); end %% This is a case where I really hate to remain Matlab compatible, %% giving so many indices twice. m(k, [1:l-1, l+1:end]) = m(k, [1:l-1, l+1:end]) / p; % pivot row m([1:k-1, k+1:end], [1:l-1, l+1:end]) = ... % except pivot row and col m([1:k-1, k+1:end], [1:l-1, l+1:end]) - ... m([1:k-1, k+1:end], l) * m(k, [1:l-1, l+1:end]); m([1:k-1, k+1:end], l) = - m([1:k-1, k+1:end], l) / p; % pivot column m(k, l) = 1 / p; end