Mercurial > matrix-functions
diff toolbox/augment.m @ 2:c124219d7bfa draft
Re-add the 1995 toolbox after noticing the statement in the ~higham/mctoolbox/ webpage.
author | Antonio Pino Robles <data.script93@gmail.com> |
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date | Thu, 07 May 2015 18:36:24 +0200 |
parents | 8f23314345f4 |
children |
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--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/toolbox/augment.m Thu May 07 18:36:24 2015 +0200 @@ -0,0 +1,37 @@ +function C = augment(A, alpha) +%AUGMENT Augmented system matrix. +% AUGMENT(A, ALPHA) is the square matrix +% [ALPHA*EYE(m) A; A' ZEROS(n)] of dimension m+n, where A is m-by-n. +% It is the symmetric and indefinite coefficient matrix of the +% augmented system associated with a least squares problem +% minimize NORM(A*x-b). ALPHA defaults to 1. +% Special case: if A is a scalar, n say, then AUGMENT(A) is the +% same as AUGMENT(RANDN(p,q)) where n = p+q and +% p = ROUND(n/2), that is, a random augmented matrix +% of dimension n is produced. +% The eigenvalues of AUGMENT(A) are given in terms of the singular +% values s(i) of A (where m>n) by +% 1/2 +/- SQRT( s(i)^2 + 1/4 ), i=1:n (2n eigenvalues), +% 1, (m-n eigenvalues). +% If m < n then the first expression provides 2m eigenvalues and the +% remaining n-m eigenvalues are zero. +% +% See also SPAUGMENT. + +% Reference: +% G.H. Golub and C.F. Van Loan, Matrix Computations, Second +% Edition, Johns Hopkins University Press, Baltimore, Maryland, +% 1989, sec. 5.6.4. + +[m, n] = size(A); +if nargin < 2, alpha = 1; end + +if max(m,n) == 1 + n = A; + p = round(n/2); + q = n - p; + A = randn(p,q); + m = p; n = q; +end + +C = [alpha*eye(m) A; A' zeros(n)];