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>
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