Mercurial > octave
view libinterp/corefcn/pinv.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 | 32c3a5805893 |
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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 "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" 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])) */