view scripts/polynomial/residue.m @ 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 0ff064f09927
children 597f3ee61a48
line wrap: on
line source

########################################################################
##
## Copyright (C) 1994-2022 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/>.
##
########################################################################

## -*- texinfo -*-
## @deftypefn  {} {[@var{r}, @var{p}, @var{k}, @var{e}] =} residue (@var{b}, @var{a})
## @deftypefnx {} {[@var{b}, @var{a}] =} residue (@var{r}, @var{p}, @var{k})
## @deftypefnx {} {[@var{b}, @var{a}] =} residue (@var{r}, @var{p}, @var{k}, @var{e})
## The first calling form computes the partial fraction expansion for the
## quotient of the polynomials, @var{b} and @var{a}.
##
## The quotient is defined as
## @tex
## $$
## {B(s)\over A(s)} = \sum_{m=1}^M {r_m\over (s-p_m)^e_m}
##   + \sum_{i=1}^N k_i s^{N-i}.
## $$
## @end tex
## @ifnottex
##
## @example
## @group
## B(s)    M       r(m)        N
## ---- = SUM ------------- + SUM k(i)*s^(N-i)
## A(s)   m=1 (s-p(m))^e(m)   i=1
## @end group
## @end example
##
## @end ifnottex
## @noindent
## where @math{M} is the number of poles (the length of the @var{r}, @var{p},
## and @var{e}), the @var{k} vector is a polynomial of order @math{N-1}
## representing the direct contribution, and the @var{e} vector specifies the
## multiplicity of the m-th residue's pole.
##
## For example,
##
## @example
## @group
## b = [1, 1, 1];
## a = [1, -5, 8, -4];
## [r, p, k, e] = residue (b, a)
##    @result{} r = [-2; 7; 3]
##    @result{} p = [2; 2; 1]
##    @result{} k = [](0x0)
##    @result{} e = [1; 2; 1]
## @end group
## @end example
##
## @noindent
## which represents the following partial fraction expansion
## @tex
## $$
## {s^2+s+1\over s^3-5s^2+8s-4} = {-2\over s-2} + {7\over (s-2)^2} + {3\over s-1}
## $$
## @end tex
## @ifnottex
##
## @example
## @group
##         s^2 + s + 1       -2        7        3
##    ------------------- = ----- + ------- + -----
##    s^3 - 5s^2 + 8s - 4   (s-2)   (s-2)^2   (s-1)
## @end group
## @end example
##
## @end ifnottex
##
## The second calling form performs the inverse operation and computes the
## reconstituted quotient of polynomials, @var{b}(s)/@var{a}(s), from the
## partial fraction expansion; represented by the residues, poles, and a direct
## polynomial specified by @var{r}, @var{p} and @var{k}, and the pole
## multiplicity @var{e}.
##
## If the multiplicity, @var{e}, is not explicitly specified the multiplicity
## is determined by the function @code{mpoles}.
##
## For example:
##
## @example
## @group
## r = [-2; 7; 3];
## p = [2; 2; 1];
## k = [1, 0];
## [b, a] = residue (r, p, k)
##    @result{} b = [1, -5, 9, -3, 1]
##    @result{} a = [1, -5, 8, -4]
##
## where mpoles is used to determine e = [1; 2; 1]
## @end group
## @end example
##
## Alternatively the multiplicity may be defined explicitly, for example,
##
## @example
## @group
## r = [7; 3; -2];
## p = [2; 1; 2];
## k = [1, 0];
## e = [2; 1; 1];
## [b, a] = residue (r, p, k, e)
##    @result{} b = [1, -5, 9, -3, 1]
##    @result{} a = [1, -5, 8, -4]
## @end group
## @end example
##
## @noindent
## which represents the following partial fraction expansion
## @tex
## $$
## {-2\over s-2} + {7\over (s-2)^2} + {3\over s-1} + s = {s^4-5s^3+9s^2-3s+1\over s^3-5s^2+8s-4}
## $$
## @end tex
## @ifnottex
##
## @example
## @group
##  -2        7        3         s^4 - 5s^3 + 9s^2 - 3s + 1
## ----- + ------- + ----- + s = --------------------------
## (s-2)   (s-2)^2   (s-1)          s^3 - 5s^2 + 8s - 4
## @end group
## @end example
##
## @end ifnottex
## @seealso{mpoles, poly, roots, conv, deconv}
## @end deftypefn

function [r, p, k, e] = residue (b, a, varargin)

  if (nargin < 2 || nargin > 4)
    print_usage ();
  endif

  tol = .001;

  if (nargin >= 3)
    if (nargin >= 4)
      e = varargin{2};
    else
      e = [];
    endif
    ## The inputs are the residue, pole, and direct part.
    ## Solve for the corresponding numerator and denominator polynomials.
    [r, p] = rresidue (b, a, varargin{1}, tol, e);
    return;
  endif

  ## Make sure both polynomials are in reduced form, and scaled.
  a = polyreduce (a);
  b = polyreduce (b);

  b /= a(1);
  a /= a(1);

  la = length (a);
  lb = length (b);

  ## Handle special cases here.
  if (la == 0 || lb == 0)
    k = r = p = e = [];
    return;
  elseif (la == 1)
    k = b / a;
    r = p = e = [];
    return;
  endif

  ## Find the poles.
  p = roots (a);
  lp = length (p);

  ## Sort poles so that multiplicity loop will work.
  [e, idx] = mpoles (p, tol, 1);
  p = p(idx);

  ## For each group of pole multiplicity, set the value of each
  ## pole to the average of the group.  This reduces the error in
  ## the resulting poles.
  p_group = cumsum (e == 1);
  for ng = 1:p_group(end)
    m = find (p_group == ng);
    p(m) = mean (p(m));
  endfor

  ## Find the direct term if there is one.
  if (lb >= la)
    ## Also return the reduced numerator.
    [k, b] = deconv (b, a);
    lb = length (b);
  else
    k = [];
  endif

  ## Determine if the poles are (effectively) zero.
  small = max (abs (p));
  if (isa (a, "single") || isa (b, "single"))
    small = max ([small, 1]) * eps ("single") * 1e4 * (1 + numel (p))^2;
  else
    small = max ([small, 1]) * eps * 1e4 * (1 + numel (p))^2;
  endif
  p(abs (p) < small) = 0;

  ## Determine if the poles are (effectively) real, or imaginary.
  idx = (abs (imag (p)) < small);
  p(idx) = real (p(idx));
  idx = (abs (real (p)) < small);
  p(idx) = 1i * imag (p(idx));

  ## The remainder determines the residues.  The case of one pole is trivial.
  if (lp == 1)
    r = polyval (b, p);
    return;
  endif

  ## Determine the order of the denominator and remaining numerator.
  ## With the direct term removed, the potential order of the numerator
  ## is one less than the order of the denominator.
  aorder = numel (a) - 1;
  border = aorder - 1;

  ## Construct a system of equations relating the individual
  ## contributions from each residue to the complete numerator.
  A = zeros (border+1, border+1);
  B = prepad (reshape (b, [numel(b), 1]), border+1, 0);
  for ip = 1:numel (p)
    ri = zeros (size (p));
    ri(ip) = 1;
    A(:,ip) = prepad (rresidue (ri, p, [], tol), border+1, 0).';
  endfor

  ## Solve for the residues.
  ## FIXME: Use a pre-conditioner d to make A \ B work better (bug #53869).
  ##        It would be better to construct A and B so they are not close to
  ##        singular in the first place.
  d = max (abs (A), [], 2);
  r = (diag (d) \ A) \ (B ./ d);

endfunction

## Reconstitute the numerator and denominator polynomials
## from the residues, poles, and direct term.
function [pnum, pden, e] = rresidue (r, p, k = [], tol = [], e = [])

  if (! isempty (e))
    idx = 1:numel (p);
  else
    [e, idx] = mpoles (p, tol, 0);
    p = p(idx);
    r = r(idx);
  endif

  idx = 1:numel (p);
  for n = idx
    pn = [1, -p(n)];
    if (n == 1)
      pden = pn;
    else
      pden = conv (pden, pn);
    endif
  endfor

  ## D is the order of the denominator
  ## K is the order of the direct polynomial
  ## N is the order of the resulting numerator
  ## pnum(1:(N+1)) is the numerator's polynomial
  ## pden(1:(D+1)) is the denominator's polynomial
  ## pm is the multiple pole for the nth residue
  ## pn is the numerator contribution for the nth residue

  D = numel (pden) - 1;
  K = numel (k) - 1;
  N = K + D;
  pnum = zeros (1, N+1);
  for n = idx(abs (r) > 0)
    p1 = [1, -p(n)];
    pn = 1;
    for j = 1:n - 1
      pn = conv (pn, [1, -p(j)]);
    endfor
    for j = n + 1:numel (p)
      pn = conv (pn, [1, -p(j)]);
    endfor
    for j = 1:e(n) - 1
      pn = deconv (pn, p1);
    endfor
    pn = r(n) * pn;
    pnum += prepad (pn, N+1, 0, 2);
  endfor

  ## Add the direct term.
  if (numel (k))
    pnum += conv (pden, k);
  endif

  pnum = polyreduce (pnum);
  pden = polyreduce (pden);

endfunction


%!test
%! b = [1, 1, 1];
%! a = [1, -5, 8, -4];
%! [r, p, k, e] = residue (b, a);
%! assert (r, [-2; 7; 3], 1e-12);
%! assert (p, [2; 2; 1], 1e-12);
%! assert (isempty (k));
%! assert (e, [1; 2; 1]);
%! k = [1 0];
%! b = conv (k, a) + prepad (b, numel (k) + numel (a) - 1, 0);
%! a = a;
%! [br, ar] = residue (r, p, k);
%! assert (br, b, 1e-12);
%! assert (ar, a, 1e-12);
%! [br, ar] = residue (r, p, k, e);
%! assert (br, b, 1e-12);
%! assert (ar, a, 1e-12);

%!test
%! b = [1, 0, 1];
%! a = [1, 0, 18, 0, 81];
%! [r, p, k, e] = residue (b, a);
%! r1 = [-5i; 12; +5i; 12]/54;
%! p1 = [+3i; +3i; -3i; -3i];
%! assert (r, r1, 1e-12);
%! assert (p, p1, 1e-12);
%! assert (isempty (k));
%! assert (e, [1; 2; 1; 2]);
%! [br, ar] = residue (r, p, k);
%! assert (br, b, 1e-12);
%! assert (ar, a, 1e-12);

%!test
%! r = [7; 3; -2];
%! p = [2; 1; 2];
%! k = [1 0];
%! e = [2; 1; 1];
%! [b, a] = residue (r, p, k, e);
%! assert (b, [1, -5, 9, -3, 1], 1e-12);
%! assert (a, [1, -5, 8, -4], 1e-12);
%! [rr, pr, kr, er] = residue (b, a);
%! [~, m] = mpoles (rr);
%! [~, n] = mpoles (r);
%! assert (rr(m), r(n), 1e-12);
%! assert (pr(m), p(n), 1e-12);
%! assert (kr, k, 1e-12);
%! assert (er(m), e(n), 1e-12);

%!test
%! b = [1];
%! a = [1, 10, 25];
%! [r, p, k, e] = residue (b, a);
%! r1 = [0; 1];
%! p1 = [-5; -5];
%! assert (r, r1, 1e-12);
%! assert (p, p1, 1e-12);
%! assert (isempty (k));
%! assert (e, [1; 2]);
%! [br, ar] = residue (r, p, k);
%! assert (br, b, 1e-12);
%! assert (ar, a, 1e-12);

## The following test is due to Bernard Grung
%!test <*34266>
%! z1 =  7.0372976777e6;
%! p1 = -3.1415926536e9;
%! p2 = -4.9964813512e8;
%! r1 = -(1 + z1/p1)/(1 - p1/p2)/p2/p1;
%! r2 = -(1 + z1/p2)/(1 - p2/p1)/p2/p1;
%! r3 = (1 + (p2 + p1)/p2/p1*z1)/p2/p1;
%! r4 = z1/p2/p1;
%! r = [r1; r2; r3; r4];
%! p = [p1; p2; 0; 0];
%! k = [];
%! e = [1; 1; 1; 2];
%! b = [1, z1];
%! a = [1, -(p1 + p2), p1*p2, 0, 0];
%! [br, ar] = residue (r, p, k, e);
%! assert (br, [0,0,b], 1e-7);
%! assert (ar, a, 1e-8);

%!test <*49291>
%! rf = [1e3, 2e3, 1e3, 2e3];
%! cf = [316.2e-9, 50e-9, 31.6e-9, 5e-9];
%! [num, den] = residue (1./cf,-1./(rf.*cf),0);
%! assert (numel (num), 4);
%! assert (numel (den), 5);
%! assert (den(1), 1);

%!test <*51148>
%! r = [1.0000e+18, 3.5714e+12, 2.2222e+11, 2.1739e+10];
%! pin = [-1.9231e+15, -1.6234e+09, -4.1152e+07, -1.8116e+06];
%! k = 0;
%! [p, q] = residue (r, pin, k);
%! assert (p(4), 4.6828e+42, -1e-5);

%!test <*60384>
%! B = [1315.789473684211];
%! A = [1, 1.100000536842105e+04, 1.703789473684211e+03, 0];
%! poles1 = roots (A);
%! [r, p, k, e] = residue (B, A);
%! [B1, A1] = residue (r, p, k, e);
%! assert (B, B1);
%! assert (A, A1);