view libinterp/corefcn/hess.cc @ 29654:d13d090cb03a stable

use std::size_t and std::ptrdiff_t in C++ code (bug #60471) Files affected: make_int.cc, file-editor-tab.cc, octave-qscintilla.cc, Cell.cc, Cell.h, call-stack.cc, call-stack.h, cellfun.cc, data.cc, debug.cc, dlmread.cc, error.cc, event-queue.h, fcn-info.cc, fcn-info.h, file-io.cc, ft-text-renderer.cc, gl2ps-print.cc, graphics.cc, graphics.in.h, help.cc, hex2num.cc, input.cc, latex-text-renderer.cc, load-path.cc, load-save.cc, load-save.h, ls-hdf5.cc, ls-mat-ascii.cc, ls-mat5.cc, ls-oct-text.cc, mex.cc, mexproto.h, mxarray.h, oct-map.cc, oct-stream.cc, oct-stream.h, pager.cc, pager.h, pr-output.cc, regexp.cc, settings.h, stack-frame.cc, stack-frame.h, strfns.cc, syminfo.cc, symrec.h, symscope.cc, symscope.h, symtab.cc, sysdep.cc, toplev.cc, utils.cc, utils.h, variables.cc, __fltk_uigetfile__.cc, __init_fltk__.cc, audioread.cc, gzip.cc, cdef-class.cc, cdef-manager.cc, cdef-method.cc, cdef-object.cc, cdef-object.h, ov-base-diag.cc, ov-base-diag.h, ov-base-mat.cc, ov-base-mat.h, ov-base-scalar.cc, ov-base-scalar.h, ov-base-sparse.h, ov-base.cc, ov-base.h, ov-cell.cc, ov-cell.h, ov-ch-mat.cc, ov-class.cc, ov-class.h, ov-classdef.cc, ov-fcn-handle.cc, ov-java.cc, ov-lazy-idx.h, ov-perm.cc, ov-perm.h, ov-range.h, ov-str-mat.cc, ov-struct.cc, ov-struct.h, ov-usr-fcn.cc, ov-usr-fcn.h, ov.cc, ov.h, ovl.cc, octave.cc, bp-table.cc, jit-ir.cc, jit-ir.h, jit-typeinfo.cc, jit-typeinfo.h, jit-util.h, lex.h, lex.ll, oct-lvalue.cc, oct-parse.yy, parse.h, profiler.h, pt-eval.cc, pt-eval.h, pt-jit.cc, pt-jit.h, pt-pr-code.cc, pt-tm-const.cc, pt-tm-const.h, Array.h, CMatrix.cc, DiagArray2.h, PermMatrix.h, Sparse.h, dMatrix.cc, fCMatrix.cc, fMatrix.cc, bsxfun-defs.cc, oct-fftw.cc, oct-fftw.h, randpoisson.cc, sparse-chol.cc, mx-inlines.cc, file-ops.cc, lo-sysdep.cc, oct-env.cc, oct-time.cc, action-container.cc, action-container.h, base-list.h, caseless-str.h, cmd-edit.cc, cmd-hist.cc, data-conv.cc, data-conv.h, f77-fcn.h, file-info.cc, file-info.h, kpse.cc, kpse.h, lo-cutils.h, lo-hash.h, lo-regexp.cc, oct-base64.cc, oct-base64.h, oct-binmap.h, oct-glob.cc, oct-shlib.cc, oct-shlib.h, oct-sort.cc, oct-sparse.h, oct-string.cc, quit.cc, unwind-prot.h, url-transfer.cc, main.in.cc, mkoctfile.in.cc, and shared-fcns.h. (grafted from aef11bb4e6d1f303ad9de5688fcb7244ef48867e)
author John W. Eaton <jwe@octave.org>
date Wed, 28 Apr 2021 22:57:42 -0400
parents 0a5b15007766
children 7854d5752dd2
line wrap: on
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////////////////////////////////////////////////////////////////////////
//
// Copyright (C) 1996-2021 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 "hess.h"

#include "defun.h"
#include "error.h"
#include "errwarn.h"
#include "ovl.h"

DEFUN (hess, args, nargout,
       doc: /* -*- texinfo -*-
@deftypefn  {} {@var{H} =} hess (@var{A})
@deftypefnx {} {[@var{P}, @var{H}] =} hess (@var{A})
@cindex Hessenberg decomposition
Compute the Hessenberg decomposition of the matrix @var{A}.

The Hessenberg decomposition is
@tex
$$
A = PHP^T
$$
where $P$ is a square unitary matrix ($P^TP = I$), and $H$
is upper Hessenberg ($H_{i,j} = 0, \forall i > j+1$).
@end tex
@ifnottex
@code{@var{P} * @var{H} * @var{P}' = @var{A}} where @var{P} is a square
unitary matrix (@code{@var{P}' * @var{P} = I}, using complex-conjugate
transposition) and @var{H} is upper Hessenberg
(@code{@var{H}(i, j) = 0 forall i > j+1)}.
@end ifnottex

The Hessenberg decomposition is usually used as the first step in an
eigenvalue computation, but has other applications as well
(see @nospell{Golub, Nash, and Van Loan},
IEEE Transactions on Automatic Control, 1979).
@seealso{eig, chol, lu, qr, qz, schur, svd}
@end deftypefn */)
{
  if (args.length () != 1)
    print_usage ();

  octave_value arg = args(0);

  if (arg.isempty ())
    return octave_value_list (2, Matrix ());

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

  octave_value_list retval;

  if (arg.is_single_type ())
    {
      if (arg.isreal ())
        {
          FloatMatrix tmp = arg.float_matrix_value ();

          octave::math::hess<FloatMatrix> result (tmp);

          if (nargout <= 1)
            retval = ovl (result.hess_matrix ());
          else
            retval = ovl (result.unitary_hess_matrix (),
                          result.hess_matrix ());
        }
      else if (arg.iscomplex ())
        {
          FloatComplexMatrix ctmp = arg.float_complex_matrix_value ();

          octave::math::hess<FloatComplexMatrix> result (ctmp);

          if (nargout <= 1)
            retval = ovl (result.hess_matrix ());
          else
            retval = ovl (result.unitary_hess_matrix (),
                          result.hess_matrix ());
        }
    }
  else
    {
      if (arg.isreal ())
        {
          Matrix tmp = arg.matrix_value ();

          octave::math::hess<Matrix> result (tmp);

          if (nargout <= 1)
            retval = ovl (result.hess_matrix ());
          else
            retval = ovl (result.unitary_hess_matrix (),
                          result.hess_matrix ());
        }
      else if (arg.iscomplex ())
        {
          ComplexMatrix ctmp = arg.complex_matrix_value ();

          octave::math::hess<ComplexMatrix> result (ctmp);

          if (nargout <= 1)
            retval = ovl (result.hess_matrix ());
          else
            retval = ovl (result.unitary_hess_matrix (),
                          result.hess_matrix ());
        }
      else
        err_wrong_type_arg ("hess", arg);
    }

  return retval;
}

/*
%!test
%! a = [1, 2, 3; 5, 4, 6; 8, 7, 9];
%! [p, h] = hess (a);
%! assert (p * h * p', a, sqrt (eps));

%!test
%! a = single ([1, 2, 3; 5, 4, 6; 8, 7, 9]);
%! [p, h] = hess (a);
%! assert (p * h * p', a, sqrt (eps ("single")));

%!error hess ()
%!error hess ([1, 2; 3, 4], 2)
%!error <must be a square matrix> hess ([1, 2; 3, 4; 5, 6])
*/