Mercurial > octave
annotate libinterp/corefcn/pinv.cc @ 29958:32c3a5805893
move DEFUN and DEFMETHOD functions inside octave namespace
* mk-opts.pl: Surround emitted function definitions with
OCTAVE_NAMESPACE_BEGIN and OCTAVE_NAMESPACE_END tags.
* mk-builtins.pl: Surround emitted function declarations with
OCTAVE_NAMESPACE_BEGIN and OCTAVE_NAMESPACE_END tags. Emit deprecated
global inline functions.
* __betainc__.cc, __contourc__.cc, __dsearchn__.cc, __eigs__.cc,
__expint__.cc, __ftp__.cc, __gammainc__.cc, __ichol__.cc, __ilu__.cc,
__lin_interpn__.cc, __magick_read__.cc, __pchip_deriv__.cc, __qp__.cc,
amd.cc, balance.cc, besselj.cc, bitfcns.cc, bsxfun.cc, call-stack.cc,
ccolamd.cc, cellfun.cc, chol.cc, colamd.cc, colloc.cc, conv2.cc,
daspk.cc, dasrt.cc, dassl.cc, data.cc, debug.cc, defaults.cc,
defun.cc, det.cc, dirfns.cc, display.cc, dlmread.cc, dmperm.cc,
dot.cc, eig.cc, ellipj.cc, environment.cc, error.cc, event-manager.cc,
fcn-info.cc, fft.cc, fft2.cc, fftn.cc, file-io.cc, filter.cc, find.cc,
gcd.cc, getgrent.cc, getpwent.cc, getrusage.cc, givens.cc,
graphics.cc, gsvd.cc, hash.cc, help.cc, hess.cc, hex2num.cc, input.cc,
interpreter.cc, inv.cc, jsondecode.cc, jsonencode.cc, kron.cc,
load-path.cc, load-save.cc, lookup.cc, ls-oct-text.cc, lsode.cc,
lu.cc, mappers.cc, matrix_type.cc, max.cc, mgorth.cc, nproc.cc,
oct-hist.cc, ordqz.cc, ordschur.cc, pager.cc, pinv.cc, pr-flt-fmt.cc,
pr-output.cc, psi.cc, qr.cc, quad.cc, quadcc.cc, qz.cc, rand.cc,
rcond.cc, regexp.cc, schur.cc, settings.cc, sighandlers.cc, sparse.cc,
spparms.cc, sqrtm.cc, stream-euler.cc, strfind.cc, strfns.cc,
sub2ind.cc, svd.cc, sylvester.cc, symbfact.cc, symrcm.cc, symtab.cc,
syscalls.cc, sysdep.cc, time.cc, toplev.cc, tril.cc, tsearch.cc,
typecast.cc, urlwrite.cc, utils.cc, variables.cc, __delaunayn__.cc,
__fltk_uigetfile__.cc, __glpk__.cc, __init_gnuplot__.cc, __ode15__.cc,
__voronoi__.cc, audiodevinfo.cc, audioread.cc, convhulln.cc, fftw.cc,
gzip.cc, ov-base.cc, ov-bool-mat.cc, ov-cell.cc, ov-class.cc,
ov-classdef.cc, ov-fcn-handle.cc, ov-java.cc, ov-null-mat.cc,
ov-oncleanup.cc, ov-struct.cc, ov-typeinfo.cc, ov-usr-fcn.cc, ov.cc,
octave.cc, lex.ll, oct-parse.yy, profiler.cc, pt-eval.cc: Surround
DEFUN and DEFMETHOD function defnitions with OCTAVE_NAMESPACE_BEGIN
and OCTAVE_NAMESPACE_END tags.
author | John W. Eaton <jwe@octave.org> |
---|---|
date | Fri, 13 Aug 2021 21:53:51 -0400 |
parents | 0a5b15007766 |
children | 796f54d4ddbf |
rev | line source |
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1 //////////////////////////////////////////////////////////////////////// |
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2 // |
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3 // Copyright (C) 1996-2021 The Octave Project Developers |
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4 // |
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5 // See the file COPYRIGHT.md in the top-level directory of this |
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6 // distribution or <https://octave.org/copyright/>. |
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7 // |
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8 // This file is part of Octave. |
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9 // |
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10 // Octave is free software: you can redistribute it and/or modify it |
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11 // under the terms of the GNU General Public License as published by |
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12 // the Free Software Foundation, either version 3 of the License, or |
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13 // (at your option) any later version. |
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14 // |
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15 // Octave is distributed in the hope that it will be useful, but |
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16 // WITHOUT ANY WARRANTY; without even the implied warranty of |
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17 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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18 // GNU General Public License for more details. |
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19 // |
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20 // You should have received a copy of the GNU General Public License |
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21 // along with Octave; see the file COPYING. If not, see |
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22 // <https://www.gnu.org/licenses/>. |
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23 // |
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24 //////////////////////////////////////////////////////////////////////// |
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26 #if defined (HAVE_CONFIG_H) |
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27 # include "config.h" |
2928 | 28 #endif |
29 | |
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30 #include "defun.h" |
2928 | 31 #include "error.h" |
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32 #include "errwarn.h" |
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33 #include "ovl.h" |
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34 #include "ops.h" |
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35 #include "ov-re-diag.h" |
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36 #include "ov-cx-diag.h" |
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37 #include "ov-flt-re-diag.h" |
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38 #include "ov-flt-cx-diag.h" |
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39 #include "ov-perm.h" |
2928 | 40 |
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41 OCTAVE_NAMESPACE_BEGIN |
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42 |
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43 DEFUN (pinv, args, , |
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44 doc: /* -*- texinfo -*- |
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45 @deftypefn {} {} pinv (@var{x}) |
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46 @deftypefnx {} {} pinv (@var{x}, @var{tol}) |
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47 Return the @nospell{Moore-Penrose} pseudoinverse of @var{x}. |
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48 |
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49 Singular values less than @var{tol} are ignored. |
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50 |
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51 If the second argument is omitted, it is taken to be |
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52 |
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53 @example |
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54 tol = max ([rows(@var{x}), columns(@var{x})]) * norm (@var{x}) * eps |
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55 @end example |
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56 |
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57 @seealso{inv, ldivide} |
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58 @end deftypefn */) |
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60 int nargin = args.length (); | |
61 | |
62 if (nargin < 1 || nargin > 2) | |
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63 print_usage (); |
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65 octave_value arg = args(0); | |
66 | |
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67 if (arg.isempty ()) |
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68 return ovl (Matrix ()); |
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70 octave_value retval; |
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71 |
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72 bool isfloat = arg.is_single_type (); |
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73 |
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74 if (arg.is_diag_matrix ()) |
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75 { |
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76 if (isfloat) |
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77 { |
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78 float tol = 0.0; |
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79 if (nargin == 2) |
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80 tol = args(1).float_value (); |
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81 |
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82 if (tol < 0.0) |
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83 error ("pinv: TOL must be greater than zero"); |
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84 |
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85 if (arg.isreal ()) |
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86 retval = arg.float_diag_matrix_value ().pseudo_inverse (tol); |
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87 else |
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88 retval = arg.float_complex_diag_matrix_value ().pseudo_inverse (tol); |
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89 } |
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90 else |
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91 { |
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92 double tol = 0.0; |
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93 if (nargin == 2) |
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94 tol = args(1).double_value (); |
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95 |
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96 if (tol < 0.0) |
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97 error ("pinv: TOL must be greater than zero"); |
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98 |
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99 if (arg.isreal ()) |
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100 retval = arg.diag_matrix_value ().pseudo_inverse (tol); |
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101 else |
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102 retval = arg.complex_diag_matrix_value ().pseudo_inverse (tol); |
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103 } |
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104 } |
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105 else if (arg.is_perm_matrix ()) |
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106 { |
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107 retval = arg.perm_matrix_value ().inverse (); |
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108 } |
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109 else if (isfloat) |
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111 float tol = 0.0; |
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112 if (nargin == 2) |
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113 tol = args(1).float_value (); |
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114 |
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115 if (tol < 0.0) |
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116 error ("pinv: TOL must be greater than zero"); |
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118 if (arg.isreal ()) |
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119 { |
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120 FloatMatrix m = arg.float_matrix_value (); |
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122 retval = m.pseudo_inverse (tol); |
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123 } |
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124 else if (arg.iscomplex ()) |
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125 { |
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126 FloatComplexMatrix m = arg.float_complex_matrix_value (); |
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127 |
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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 err_wrong_type_arg ("pinv", arg); |
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133 else | |
134 { | |
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135 double tol = 0.0; |
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136 if (nargin == 2) |
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137 tol = args(1).double_value (); |
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138 |
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139 if (tol < 0.0) |
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140 error ("pinv: TOL must be greater than zero"); |
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141 |
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142 if (arg.isreal ()) |
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143 { |
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144 Matrix m = arg.matrix_value (); |
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145 |
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146 retval = m.pseudo_inverse (tol); |
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147 } |
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148 else if (arg.iscomplex ()) |
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149 { |
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150 ComplexMatrix m = arg.complex_matrix_value (); |
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151 |
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152 retval = m.pseudo_inverse (tol); |
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153 } |
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154 else |
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155 err_wrong_type_arg ("pinv", arg); |
2928 | 156 } |
157 | |
158 return retval; | |
159 } | |
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160 |
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161 /* |
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162 %!shared a, b, tol, hitol, d, u, x, y |
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163 %! old_state = rand ("state"); |
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164 %! restore_state = onCleanup (@() rand ("state", old_state)); |
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165 %! rand ("state", 42); # initialize generator to make behavior reproducible |
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166 %! a = reshape (rand*[1:16], 4, 4); # Rank 2 matrix |
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167 %! b = pinv (a); |
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168 %! tol = 4e-14; |
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169 %! hitol = 40*sqrt (eps); |
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170 %! d = diag ([rand, rand, hitol, hitol]); |
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171 %! u = rand (4); # Could be singular by freak accident |
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172 %! x = inv (u)*d*u; |
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173 %! y = pinv (x, sqrt (eps)); |
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174 |
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175 ## Verify Penrose conditions for pseudoinverse |
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176 %!assert (a*b*a, a, tol) |
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177 %!assert (b*a*b, b, tol) |
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178 %!assert ((b*a)', b*a, tol) |
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179 %!assert ((a*b)', a*b, tol) |
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180 %!assert (x*y*x, x, -hitol) |
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181 %!assert (y*x*y, y, -hitol) |
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182 %!assert ((x*y)', x*y, hitol) |
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183 %!assert ((y*x)', y*x, hitol) |
18494 | 184 |
185 ## Clear shared variables | |
186 %!shared | |
187 | |
188 ## Test pinv for Diagonal matrices | |
189 %!test | |
190 %! x = diag ([3 2 1 0 -0.5]); | |
191 %! y = pinv (x); | |
192 %! assert (typeinfo (y)(1:8), "diagonal"); | |
193 %! assert (isa (y, "double")); | |
194 %! assert (diag (y), [1/3, 1/2, 1, 0 1/-0.5]'); | |
195 %! y = pinv (x, 1); | |
196 %! assert (diag (y), [1/3 1/2 1 0 0]'); | |
197 %! y = pinv (x, 2); | |
198 %! assert (diag (y), [1/3 1/2 0 0 0]'); | |
199 | |
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200 ## Test special case of 0 scalars and vectors |
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201 %!assert (pinv (0), 0) |
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202 %!assert (pinv ([0, 0, 0]), [0; 0; 0]) |
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203 %!assert (pinv (single (0)), single (0)) |
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204 %!assert (pinv (single ([0, 0, 0])), single ([0; 0; 0])) |
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205 %!assert (pinv (complex (0,0)), 0) |
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206 %!assert (pinv (complex ([0,0,0], [0,0,0])), [0; 0; 0]) |
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207 %!assert (pinv (complex (single (0),0)), single (0)) |
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208 %!assert (pinv (complex (single ([0,0,0]), [0,0,0])), single ([0; 0; 0])) |
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209 */ |
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210 |
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211 OCTAVE_NAMESPACE_END |