view libinterp/corefcn/pinv.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 32c3a5805893
children 09012191bb0c
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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 (pinv, args, ,
       doc: /* -*- texinfo -*-
@deftypefn  {} {} pinv (@var{x})
@deftypefnx {} {} pinv (@var{x}, @var{tol})
Return the @nospell{Moore-Penrose} pseudoinverse of @var{x}.

Singular values less than @var{tol} are ignored.

If the second argument is omitted, it is taken to be

@example
tol = max ([rows(@var{x}), columns(@var{x})]) * norm (@var{x}) * eps
@end example

@seealso{inv, ldivide}
@end deftypefn */)
{
  int nargin = args.length ();

  if (nargin < 1 || nargin > 2)
    print_usage ();

  octave_value arg = args(0);

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

  octave_value retval;

  bool isfloat = arg.is_single_type ();

  if (arg.is_diag_matrix ())
    {
      if (isfloat)
        {
          float tol = 0.0;
          if (nargin == 2)
            tol = args(1).float_value ();

          if (tol < 0.0)
            error ("pinv: TOL must be greater than zero");

          if (arg.isreal ())
            retval = arg.float_diag_matrix_value ().pseudo_inverse (tol);
          else
            retval = arg.float_complex_diag_matrix_value ().pseudo_inverse (tol);
        }
      else
        {
          double tol = 0.0;
          if (nargin == 2)
            tol = args(1).double_value ();

          if (tol < 0.0)
            error ("pinv: TOL must be greater than zero");

          if (arg.isreal ())
            retval = arg.diag_matrix_value ().pseudo_inverse (tol);
          else
            retval = arg.complex_diag_matrix_value ().pseudo_inverse (tol);
        }
    }
  else if (arg.is_perm_matrix ())
    {
      retval = arg.perm_matrix_value ().inverse ();
    }
  else if (isfloat)
    {
      float tol = 0.0;
      if (nargin == 2)
        tol = args(1).float_value ();

      if (tol < 0.0)
        error ("pinv: TOL must be greater than zero");

      if (arg.isreal ())
        {
          FloatMatrix m = arg.float_matrix_value ();

          retval = m.pseudo_inverse (tol);
        }
      else if (arg.iscomplex ())
        {
          FloatComplexMatrix m = arg.float_complex_matrix_value ();

          retval = m.pseudo_inverse (tol);
        }
      else
        err_wrong_type_arg ("pinv", arg);
    }
  else
    {
      double tol = 0.0;
      if (nargin == 2)
        tol = args(1).double_value ();

      if (tol < 0.0)
        error ("pinv: TOL must be greater than zero");

      if (arg.isreal ())
        {
          Matrix m = arg.matrix_value ();

          retval = m.pseudo_inverse (tol);
        }
      else if (arg.iscomplex ())
        {
          ComplexMatrix m = arg.complex_matrix_value ();

          retval = m.pseudo_inverse (tol);
        }
      else
        err_wrong_type_arg ("pinv", arg);
    }

  return retval;
}

/*
%!shared a, b, tol, hitol, d, u, x, y
%! old_state = rand ("state");
%! restore_state = onCleanup (@() rand ("state", old_state));
%! rand ("state", 42); # initialize generator to make behavior reproducible
%! a = reshape (rand*[1:16], 4, 4);  # Rank 2 matrix
%! b = pinv (a);
%! tol = 4e-14;
%! hitol = 40*sqrt (eps);
%! d = diag ([rand, rand, hitol, hitol]);
%! u = rand (4);                     # Could be singular by freak accident
%! x = inv (u)*d*u;
%! y = pinv (x, sqrt (eps));

## Verify Penrose conditions for pseudoinverse
%!assert (a*b*a, a, tol)
%!assert (b*a*b, b, tol)
%!assert ((b*a)', b*a, tol)
%!assert ((a*b)', a*b, tol)
%!assert (x*y*x, x, -hitol)
%!assert (y*x*y, y, -hitol)
%!assert ((x*y)', x*y, hitol)
%!assert ((y*x)', y*x, hitol)

## Clear shared variables
%!shared

## Test pinv for Diagonal matrices
%!test
%! x = diag ([3 2 1 0 -0.5]);
%! y = pinv (x);
%! assert (typeinfo (y)(1:8), "diagonal");
%! assert (isa (y, "double"));
%! assert (diag (y), [1/3, 1/2, 1, 0  1/-0.5]');
%! y = pinv (x, 1);
%! assert (diag (y), [1/3 1/2 1 0 0]');
%! y = pinv (x, 2);
%! assert (diag (y), [1/3 1/2 0 0 0]');

## Test special case of 0 scalars and vectors
%!assert (pinv (0), 0)
%!assert (pinv ([0, 0, 0]), [0; 0; 0])
%!assert (pinv (single (0)), single (0))
%!assert (pinv (single ([0, 0, 0])), single ([0; 0; 0]))
%!assert (pinv (complex (0,0)), 0)
%!assert (pinv (complex ([0,0,0], [0,0,0])), [0; 0; 0])
%!assert (pinv (complex (single (0),0)), single (0))
%!assert (pinv (complex (single ([0,0,0]), [0,0,0])), single ([0; 0; 0]))
*/

OCTAVE_NAMESPACE_END