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annotate libinterp/corefcn/pinv.cc @ 19075:14bb81940528 stable

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doc: Update docstring for datenum to describe format argument (bug #43181) * datenum.m: Update docstring to describe the format argument exactly like the docstring for datevec. Add test using format argument.
author Mike Miller <mtmiller@ieee.org>
date Wed, 10 Sep 2014 08:19:43 -0400
parents 175b392e91fe
children c5a101de2d88
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
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1 /*
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2
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3 Copyright (C) 1996-2013 John W. Eaton
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4
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5 This file is part of Octave.
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6
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7 Octave is free software; you can redistribute it and/or modify it
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8 under the terms of the GNU General Public License as published by the
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9 Free Software Foundation; either version 3 of the License, or (at your
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10 option) any later version.
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11
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12 Octave is distributed in the hope that it will be useful, but WITHOUT
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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15 for more details.
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16
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17 You should have received a copy of the GNU General Public License
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18 along with Octave; see the file COPYING. If not, see
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19 <http://www.gnu.org/licenses/>.
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20
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21 */
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22
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23 #ifdef HAVE_CONFIG_H
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24 #include <config.h>
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25 #endif
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26
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27 #include "defun.h"
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28 #include "error.h"
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29 #include "gripes.h"
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30 #include "oct-obj.h"
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31 #include "utils.h"
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32 #include "ops.h"
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33 #include "ov-re-diag.h"
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34 #include "ov-cx-diag.h"
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35 #include "ov-flt-re-diag.h"
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36 #include "ov-flt-cx-diag.h"
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37 #include "ov-perm.h"
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38
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39 DEFUN (pinv, args, ,
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40 "-*- texinfo -*-\n\
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41 @deftypefn {Built-in Function} {} pinv (@var{x})\n\
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42 @deftypefnx {Built-in Function} {} pinv (@var{x}, @var{tol})\n\
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43 Return the pseudoinverse of @var{x}. Singular values less than\n\
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44 @var{tol} are ignored.\n\
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45 \n\
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46 If the second argument is omitted, it is taken to be\n\
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47 \n\
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48 @example\n\
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49 tol = max (size (@var{x})) * sigma_max (@var{x}) * eps,\n\
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50 @end example\n\
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51 \n\
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52 @noindent\n\
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53 where @code{sigma_max (@var{x})} is the maximal singular value of @var{x}.\n\
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54 @end deftypefn")
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55 {
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56 octave_value retval;
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57
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58 int nargin = args.length ();
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59
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60 if (nargin < 1 || nargin > 2)
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61 {
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62 print_usage ();
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63 return retval;
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64 }
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65
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66 octave_value arg = args(0);
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67
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68 int arg_is_empty = empty_arg ("pinv", arg.rows (), arg.columns ());
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69
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70 if (arg_is_empty < 0)
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71 return retval;
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72 else if (arg_is_empty > 0)
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73 return octave_value (Matrix ());
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74
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75 bool isfloat = arg.is_single_type ();
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76
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77 if (arg.is_diag_matrix ())
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78 {
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79 if (nargin == 2)
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80 warning ("pinv: tol is ignored for diagonal matrices");
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81
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82 if (arg.is_complex_type ())
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83 {
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84 if (isfloat)
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85 retval = arg.float_complex_diag_matrix_value ().pseudo_inverse ();
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86 else
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87 retval = arg.complex_diag_matrix_value ().pseudo_inverse ();
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88 }
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89 else
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90 {
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91 if (isfloat)
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92 retval = arg.float_diag_matrix_value ().pseudo_inverse ();
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93 else
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94 retval = arg.diag_matrix_value ().pseudo_inverse ();
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95 }
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96 }
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97 else if (arg.is_perm_matrix ())
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98 {
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99 retval = arg.perm_matrix_value ().inverse ();
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100 }
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101 else if (isfloat)
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102 {
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103 float tol = 0.0;
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104 if (nargin == 2)
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105 tol = args(1).float_value ();
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106
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107 if (error_state)
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108 return retval;
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109
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110 if (tol < 0.0)
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111 {
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112 error ("pinv: TOL must be greater than zero");
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113 return retval;
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114 }
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115
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116 if (arg.is_real_type ())
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117 {
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118 FloatMatrix m = arg.float_matrix_value ();
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119
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120 if (! error_state)
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121 retval = m.pseudo_inverse (tol);
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122 }
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123 else if (arg.is_complex_type ())
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124 {
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125 FloatComplexMatrix m = arg.float_complex_matrix_value ();
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126
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127 if (! error_state)
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128 retval = m.pseudo_inverse (tol);
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129 }
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130 else
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131 {
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132 gripe_wrong_type_arg ("pinv", arg);
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133 }
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134 }
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135 else
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136 {
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137 double tol = 0.0;
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138 if (nargin == 2)
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139 tol = args(1).double_value ();
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140
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141 if (error_state)
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142 return retval;
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143
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144 if (tol < 0.0)
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145 {
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146 error ("pinv: TOL must be greater than zero");
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147 return retval;
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148 }
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149
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150 if (arg.is_real_type ())
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151 {
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152 Matrix m = arg.matrix_value ();
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153
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154 if (! error_state)
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155 retval = m.pseudo_inverse (tol);
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156 }
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157 else if (arg.is_complex_type ())
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158 {
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159 ComplexMatrix m = arg.complex_matrix_value ();
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160
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161 if (! error_state)
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162 retval = m.pseudo_inverse (tol);
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163 }
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164 else
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165 {
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166 gripe_wrong_type_arg ("pinv", arg);
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167 }
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
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168 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
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169
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
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170 return retval;
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
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171 }
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172
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173 /*
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174 %!shared a, b, tol, hitol, d, u, x, y
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175 %! a = reshape (rand*[1:16], 4, 4); # Rank 2 matrix
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176 %! b = pinv (a);
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177 %! tol = 4e-14;
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178 %! hitol = 40*sqrt (eps);
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179 %! d = diag ([rand, rand, hitol, hitol]);
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180 %! u = rand (4); # Could be singular by freak accident
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181 %! x = inv (u)*d*u;
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182 %! y = pinv (x, sqrt (eps));
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183 %!
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184 %!assert (a*b*a, a, tol)
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185 %!assert (b*a*b, b, tol)
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186 %!assert ((b*a)', b*a, tol)
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187 %!assert ((a*b)', a*b, tol)
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188 %!assert (x*y*x, x, -hitol)
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189 %!assert (y*x*y, y, -hitol)
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190 %!assert ((x*y)', x*y, hitol)
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191 %!assert ((y*x)', y*x, hitol)
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192 */