Mercurial > matrix-functions
diff toolbox/dual.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/dual.m Thu May 07 18:36:24 2015 +0200 @@ -0,0 +1,47 @@ +function y = dual(x, p) +%DUAL Dual vector with respect to Holder p-norm. +% Y = DUAL(X, p), where 1 <= p <= inf, is a vector of unit q-norm +% that is dual to X with respect to the p-norm, that is, +% norm(Y, q) = 1 where 1/p + 1/q = 1 and there is +% equality in the Holder inequality: X'*Y = norm(X, p)*norm(Y, q). +% Special case: DUAL(X), where X >= 1 is a scalar, returns Y such +% that 1/X + 1/Y = 1. + +% Called by PNORM. + +if max(size(x)) == 1 & nargin == 1 + p = x; +end + +% The following test avoids a `division by zero message' when p = 1. +if p == 1 + q = inf; +else + q = 1/(1-1/p); +end + +if max(size(x)) == 1 & nargin == 1 + y = q; + return +end + +if norm(x,inf) == 0, y = x; return, end + +if p == 1 + + y = sign(x) + (x == 0); % y(i) = +1 or -1 (if x(i) real). + +elseif p == inf + + [xmax, k] = max(abs(x)); + f = find(abs(x)==xmax); k = f(1); + y = zeros(size(x)); + y(k) = sign(x(k)); % y is a multiple of unit vector e_k. + +else % 1 < p < inf. Dual is unique in this case. + + x = x/norm(x,inf); % This scaling helps to avoid under/over-flow. + y = abs(x).^(p-1) .* ( sign(x) + (x==0) ); + y = y / norm(y,q); % Normalize to unit q-norm. + +end