view libinterp/corefcn/inv.cc @ 30564:796f54d4ddbf stable

update Octave Project Developers copyright for the new year In files that have the "Octave Project Developers" copyright notice, update for 2021. In all .txi and .texi files except gpl.txi and gpl.texi in the doc/liboctave and doc/interpreter directories, change the copyright to "Octave Project Developers", the same as used for other source files. Update copyright notices for 2022 (not done since 2019). For gpl.txi and gpl.texi, change the copyright notice to be "Free Software Foundation, Inc." and leave the date at 2007 only because this file only contains the text of the GPL, not anything created by the Octave Project Developers. Add Paul Thomas to contributors.in.
author John W. Eaton <jwe@octave.org>
date Tue, 28 Dec 2021 18:22:40 -0500
parents 117ebe363f56
children 83f9f8bda883
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////////////////////////////////////////////////////////////////////////
//
// Copyright (C) 1996-2022 The Octave Project Developers
//
// See the file COPYRIGHT.md in the top-level directory of this
// distribution or <https://octave.org/copyright/>.
//
// This file is part of Octave.
//
// Octave is free software: you can redistribute it and/or modify it
// under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
//
// Octave is distributed in the hope that it will be useful, but
// WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU General Public License
// along with Octave; see the file COPYING.  If not, see
// <https://www.gnu.org/licenses/>.
//
////////////////////////////////////////////////////////////////////////

#if defined (HAVE_CONFIG_H)
#  include "config.h"
#endif

#include "defun.h"
#include "error.h"
#include "errwarn.h"
#include "ovl.h"
#include "ops.h"
#include "ov-re-diag.h"
#include "ov-cx-diag.h"
#include "ov-flt-re-diag.h"
#include "ov-flt-cx-diag.h"
#include "ov-perm.h"

OCTAVE_NAMESPACE_BEGIN

DEFUN (inv, args, nargout,
       doc: /* -*- texinfo -*-
@deftypefn  {} {@var{x} =} inv (@var{A})
@deftypefnx {} {[@var{x}, @var{rcond}] =} inv (@var{A})
@deftypefnx {} {[@dots{}] =} inverse (@dots{})
Compute the inverse of the square matrix @var{A}.

Return an estimate of the reciprocal condition number if requested,
otherwise warn of an ill-conditioned matrix if the reciprocal condition
number is small.

In general it is best to avoid calculating the inverse of a matrix directly.
For example, it is both faster and more accurate to solve systems of
equations (@var{A}*@math{x} = @math{b}) with
@code{@var{y} = @var{A} \ @math{b}}, rather than
@code{@var{y} = inv (@var{A}) * @math{b}}.

If called with a sparse matrix, then in general @var{x} will be a full
matrix requiring significantly more storage.  Avoid forming the inverse of a
sparse matrix if possible.

@code{inverse} is an alias and may be used identically in place of @code{inv}.
@seealso{ldivide, rdivide, pinv}
@end deftypefn */)
{
  if (args.length () != 1)
    print_usage ();

  octave_value arg = args(0);

  if (arg.isempty ())
    return ovl (Matrix ());

  if (arg.rows () != arg.columns ())
    err_square_matrix_required ("inverse", "A");

  octave_value result;
  octave_idx_type info;
  double rcond = 0.0;
  float frcond = 0.0;
  bool isfloat = arg.is_single_type ();

  if (arg.is_diag_matrix ())
    {
      rcond = 1.0;
      frcond = 1.0f;
      if (arg.iscomplex ())
        {
          if (isfloat)
            {
              result = arg.float_complex_diag_matrix_value ().inverse (info);
              if (info == -1)
                frcond = 0.0f;
              else if (nargout > 1)
                frcond = arg.float_complex_diag_matrix_value ().rcond ();
            }
          else
            {
              result = arg.complex_diag_matrix_value ().inverse (info);
              if (info == -1)
                rcond = 0.0;
              else if (nargout > 1)
                rcond = arg.complex_diag_matrix_value ().rcond ();
            }
        }
      else
        {
          if (isfloat)
            {
              result = arg.float_diag_matrix_value ().inverse (info);
              if (info == -1)
                frcond = 0.0f;
              else if (nargout > 1)
                frcond = arg.float_diag_matrix_value ().rcond ();
            }
          else
            {
              result = arg.diag_matrix_value ().inverse (info);
              if (info == -1)
                rcond = 0.0;
              else if (nargout > 1)
                rcond = arg.diag_matrix_value ().rcond ();
            }
        }
    }
  else if (arg.is_perm_matrix ())
    {
      info = 0;
      rcond = 1.0;
      result = arg.perm_matrix_value ().inverse ();
    }
  else if (isfloat)
    {
      if (arg.isreal ())
        {
          FloatMatrix m = arg.float_matrix_value ();

          MatrixType mattyp = args(0).matrix_type ();
          result = m.inverse (mattyp, info, frcond, true, true);
          args(0).matrix_type (mattyp);
        }
      else if (arg.iscomplex ())
        {
          FloatComplexMatrix m = arg.float_complex_matrix_value ();

          MatrixType mattyp = args(0).matrix_type ();
          result = m.inverse (mattyp, info, frcond, true, true);
          args(0).matrix_type (mattyp);
        }
    }
  else
    {
      if (arg.isreal ())
        {
          if (arg.issparse ())
            {
              SparseMatrix m = arg.sparse_matrix_value ();

              MatrixType mattyp = args(0).matrix_type ();
              result = m.inverse (mattyp, info, rcond, true, true);
              args(0).matrix_type (mattyp);
            }
          else
            {
              Matrix m = arg.matrix_value ();

              MatrixType mattyp = args(0).matrix_type ();
              result = m.inverse (mattyp, info, rcond, true, true);
              args(0).matrix_type (mattyp);
            }
        }
      else if (arg.iscomplex ())
        {
          if (arg.issparse ())
            {
              SparseComplexMatrix m = arg.sparse_complex_matrix_value ();

              MatrixType mattyp = args(0).matrix_type ();
              result = m.inverse (mattyp, info, rcond, true, true);
              args(0).matrix_type (mattyp);
            }
          else
            {
              ComplexMatrix m = arg.complex_matrix_value ();

              MatrixType mattyp = args(0).matrix_type ();
              result = m.inverse (mattyp, info, rcond, true, true);
              args(0).matrix_type (mattyp);
            }
        }
      else
        err_wrong_type_arg ("inv", arg);
    }

  octave_value_list retval (nargout > 1 ? 2 : 1);

  retval(0) = result;
  if (nargout > 1)
    retval(1) = (isfloat ? octave_value (frcond) : octave_value (rcond));

  if (nargout < 2)
    {
      bool is_singular;

      if (isfloat)
        is_singular = ((frcond + 1.0f == 1.0f) || octave::math::isnan (frcond))
                      && ! arg.is_scalar_type ();
      else
        is_singular = ((rcond + 1.0 == 1.0) || octave::math::isnan (rcond))
                      && ! arg.is_scalar_type ();

      if (info == -1 || is_singular)
        warn_singular_matrix (isfloat ? frcond : rcond);
    }

  return retval;
}

/*
## Basic test for double/single matrices
%!assert (inv ([1, 2; 3, 4]), [-2, 1; 1.5, -0.5], 5*eps)
%!test
%! [xinv, rcond] = inv ([1,2;3,4]);
%! assert (xinv, [-2, 1; 1.5, -0.5], 5*eps);
%! assert (isa (rcond, "double"));

%!assert (inv (single ([1, 2; 3, 4])), single ([-2, 1; 1.5, -0.5]),
%!        5*eps ("single"))
%!test
%! [xinv, rcond] = inv (single ([1,2;3,4]));
%! assert (xinv, single ([-2, 1; 1.5, -0.5]), 5*eps ("single"));
%! assert (isa (rcond, "single"));

## Normal scalar cases
%!assert (inv (2), 0.5)
%!test
%! [xinv, rcond] = inv (2);
%! assert (xinv, 0.5);
%! assert (rcond, 1);
%!assert (inv (single (2)), single (0.5))
%!test
%! [xinv, rcond] = inv (single (2));
%! assert (xinv, single (0.5));
%! assert (rcond, single (1));
%!assert (inv (complex (1, -1)), 0.5+0.5i)
%!test
%! [xinv, rcond] = inv (complex (1, -1));
%! assert (xinv, 0.5+0.5i);
%! assert (rcond, 1);
%!assert (inv (complex (single (1), -1)), single (0.5+0.5i))
%!test
%! [xinv, rcond] = inv (complex (single (1), -1));
%! assert (xinv, single (0.5+0.5i));
%! assert (rcond, single (1));

## Test special inputs
## Empty matrix
%!assert (inv (zeros (2,0)), [])

## Scalar "0"
%!assert (inv (0), Inf)
%!test
%! [xinv, rcond] = inv (0);
%! assert (xinv, Inf);
%! assert (rcond, 0);
%!assert (inv (single (0)), single (Inf))
%!test
%! [xinv, rcond] = inv (single (0));
%! assert (xinv, single (Inf));
%! assert (rcond, single (0));
%!assert (inv (complex (0, 0)), Inf)
%!test
%! [xinv, rcond] = inv (complex (0, 0));
%! assert (xinv, Inf);
%! assert (rcond, 0);
%!assert (inv (complex (single (0), 0)), single (Inf))
%!test
%! [xinv, rcond] = inv (complex (single (0), 0));
%! assert (xinv, single (Inf));
%! assert (rcond, single (0));
## NOTE: Matlab returns +Inf for -0 input, but it returns -Inf for 1/-0.
## These should be the same, and in Octave they are.
%!assert (inv (-0), -Inf)
%!test
%! [xinv, rcond] = inv (-0);
%! assert (xinv, -Inf);
%! assert (rcond, 0);

## Scalar "Inf"
%!assert (inv (Inf), 0)
%!test
%! [xinv, rcond] = inv (Inf);
%! assert (xinv, 0);
%! assert (rcond, 0);
%!assert (inv (single (Inf)), single (0))
%!test
%! [xinv, rcond] = inv (single (Inf));
%! assert (xinv, single (0));
%! assert (rcond, single (0));
%!assert (inv (complex (1, Inf)), 0)
%!test
%! [xinv, rcond] = inv (complex (1, Inf));
%! assert (xinv, 0);
%! assert (rcond, 0);
%!assert (inv (complex (single (1), Inf)), single (0))
%!test
%! [xinv, rcond] = inv (complex (single (1), Inf));
%! assert (xinv, single (0));
%! assert (rcond, single (0));

## Scalar "NaN"
%!assert (inv (NaN), NaN)
%!test
%! [xinv, rcond] = inv (NaN);
%! assert (xinv, NaN);
%! assert (rcond, NaN);
%!assert (inv (single (NaN)), single (NaN))
%!test
%! [xinv, rcond] = inv (single (NaN));
%! assert (xinv, single (NaN));
%! assert (rcond, single (NaN));
%!assert (inv (complex (1, NaN)), complex (NaN, NaN))
%!test
%! [xinv, rcond] = inv (complex (1, NaN));
%! assert (xinv, complex (NaN, NaN));
%! assert (rcond, NaN);
%!assert (inv (complex (single (1), NaN)), complex (single (NaN), NaN))
%!test
%! [xinv, rcond] = inv (complex (single (1), NaN));
%! assert (xinv, complex (single (NaN), NaN));
%! assert (rcond, single (NaN));

## Matrix special values
## Matrix of all zeroes
%!warning <matrix singular> assert (inv (zeros (2,2)), Inf (2,2))
%!test
%! [xinv, rcond] = inv (zeros (2,2));
%! assert (xinv, Inf (2,2));
%! assert (rcond, 0);
## Matrix of all Inf
%!warning <rcond = > assert (inv (Inf (2,2)), NaN (2,2))
%!test
%! [xinv, rcond] = inv (Inf (2,2));
%! assert (xinv, NaN (2,2));
%! assert (rcond, NaN);
## Matrix of all NaN
%!warning <rcond = > assert (inv (NaN (2,2)), NaN (2,2))
%!test
%! [xinv, rcond] = inv (NaN (2,2));
%! assert (xinv, NaN (2,2));
%! assert (rcond, NaN);

## Special diagonal matrices
%!test
%! fail ("A = inv (diag ([1, 0, 1]))", "warning", "matrix singular");
%! assert (A, diag ([Inf, Inf, Inf]));

## Special sparse matrices
%!testif HAVE_UMFPACK <*56232>
%! fail ("A = inv (sparse ([1, 2;0 ,0]))", "warning", "matrix singular");
%! assert (A, sparse ([Inf, Inf; 0, 0]));

%!testif HAVE_UMFPACK <*56232>
%! fail ("A = inv (sparse ([1i, 2;0 ,0]))", "warning", "matrix singular");
%! assert (A, sparse ([Inf, Inf; 0, 0]));

%!testif HAVE_UMFPACK <*56232>
%! fail ("A = inv (sparse ([1, 0, 0; 0, 0, 0; 0, 0, 1]))", "warning", "matrix singular");
%! assert (A, sparse ([Inf, 0, 0; 0, 0, 0; 0, 0, Inf]));

%!error inv ()
%!error inv ([1, 2; 3, 4], 2)
%!error <must be a square matrix> inv ([1, 2; 3, 4; 5, 6])
%!error <inverse of the null matrix not defined> inv (sparse (2, 2, 0))
%!error <inverse of the null matrix not defined> inv (diag ([0, 0]))
%!error <inverse of the null matrix not defined> inv (diag (complex ([0, 0])))
*/

DEFALIAS (inverse, inv);

OCTAVE_NAMESPACE_END