Mercurial > octave
annotate libinterp/corefcn/hess.cc @ 33617:ec2635a02328 bytecode-interpreter tip
maint: Merge default to bytecode-interpreter.
author | Markus Mützel <markus.muetzel@gmx.de> |
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date | Tue, 21 May 2024 18:29:03 +0200 |
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1 //////////////////////////////////////////////////////////////////////// |
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2 // |
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3 // Copyright (C) 1996-2024 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 "hess.h" |
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32 #include "defun.h" |
2928 | 33 #include "error.h" |
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34 #include "errwarn.h" |
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35 #include "ovl.h" |
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37 OCTAVE_BEGIN_NAMESPACE(octave) |
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38 |
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39 DEFUN (hess, args, nargout, |
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40 doc: /* -*- texinfo -*- |
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41 @deftypefn {} {@var{H} =} hess (@var{A}) |
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42 @deftypefnx {} {[@var{P}, @var{H}] =} hess (@var{A}) |
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43 @cindex Hessenberg decomposition |
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44 Compute the Hessenberg decomposition of the matrix @var{A}. |
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45 |
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46 The Hessenberg decomposition is |
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47 @tex |
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48 $$ |
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49 A = PHP^T |
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50 $$ |
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51 where $P$ is a square unitary matrix ($P^TP = I$), and $H$ |
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52 is upper Hessenberg ($H_{i,j} = 0, \forall i > j+1$). |
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53 @end tex |
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54 @ifnottex |
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55 @code{@var{P} * @var{H} * @var{P}' = @var{A}} where @var{P} is a square |
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56 unitary matrix (@code{@var{P}' * @var{P} = I}, using complex-conjugate |
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57 transposition) and @var{H} is upper Hessenberg |
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58 (@code{@var{H}(i, j) = 0 forall i > j+1)}. |
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59 @end ifnottex |
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60 |
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61 The Hessenberg decomposition is usually used as the first step in an |
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62 eigenvalue computation, but has other applications as well |
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63 (see @nospell{Golub, Nash, and Van Loan}, |
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64 IEEE Transactions on Automatic Control, 1979). |
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65 @seealso{eig, chol, lu, qr, qz, schur, svd} |
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66 @end deftypefn */) |
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68 if (args.length () != 1) |
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69 print_usage (); |
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71 octave_value arg = args(0); | |
72 | |
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73 if (arg.isempty ()) |
2928 | 74 return octave_value_list (2, Matrix ()); |
75 | |
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76 if (arg.rows () != arg.columns ()) |
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77 err_square_matrix_required ("hess", "A"); |
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79 octave_value_list retval; |
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80 |
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81 if (arg.is_single_type ()) |
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83 if (arg.isreal ()) |
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84 { |
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85 FloatMatrix tmp = arg.float_matrix_value (); |
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87 math::hess<FloatMatrix> result (tmp); |
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88 |
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89 if (nargout <= 1) |
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90 retval = ovl (result.hess_matrix ()); |
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91 else |
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92 retval = ovl (result.unitary_hess_matrix (), |
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93 result.hess_matrix ()); |
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94 } |
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95 else if (arg.iscomplex ()) |
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96 { |
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97 FloatComplexMatrix ctmp = arg.float_complex_matrix_value (); |
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99 math::hess<FloatComplexMatrix> result (ctmp); |
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100 |
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101 if (nargout <= 1) |
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102 retval = ovl (result.hess_matrix ()); |
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103 else |
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104 retval = ovl (result.unitary_hess_matrix (), |
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105 result.hess_matrix ()); |
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106 } |
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108 else | |
109 { | |
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110 if (arg.isreal ()) |
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111 { |
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112 Matrix tmp = arg.matrix_value (); |
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113 |
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114 math::hess<Matrix> result (tmp); |
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115 |
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116 if (nargout <= 1) |
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117 retval = ovl (result.hess_matrix ()); |
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118 else |
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119 retval = ovl (result.unitary_hess_matrix (), |
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120 result.hess_matrix ()); |
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121 } |
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122 else if (arg.iscomplex ()) |
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123 { |
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124 ComplexMatrix ctmp = arg.complex_matrix_value (); |
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125 |
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126 math::hess<ComplexMatrix> result (ctmp); |
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127 |
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128 if (nargout <= 1) |
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129 retval = ovl (result.hess_matrix ()); |
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130 else |
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131 retval = ovl (result.unitary_hess_matrix (), |
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132 result.hess_matrix ()); |
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133 } |
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134 else |
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135 err_wrong_type_arg ("hess", arg); |
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137 | |
138 return retval; | |
139 } | |
140 | |
141 /* | |
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142 %!test |
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143 %! a = [1, 2, 3; 5, 4, 6; 8, 7, 9]; |
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144 %! [p, h] = hess (a); |
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145 %! assert (p * h * p', a, sqrt (eps)); |
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146 |
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147 %!test |
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148 %! a = single ([1, 2, 3; 5, 4, 6; 8, 7, 9]); |
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149 %! [p, h] = hess (a); |
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150 %! assert (p * h * p', a, sqrt (eps ("single"))); |
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151 |
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152 %!error hess () |
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153 %!error hess ([1, 2; 3, 4], 2) |
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154 %!error <must be a square matrix> hess ([1, 2; 3, 4; 5, 6]) |
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155 */ |
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156 |
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157 OCTAVE_END_NAMESPACE(octave) |