view src/DLD-FUNCTIONS/mgorth.cc @ 13141:e81ddf9cacd5

maint: untabify and remove trailing whitespace from source files * bicg.m, gmres.m, pkg.m: Untabify and remove trailing whitespace. * libcruft/Makefile.am, libcruft/blas-xtra/cdotc3.f, libcruft/blas-xtra/cmatm3.f, libcruft/blas-xtra/ddot3.f, libcruft/blas-xtra/dmatm3.f, libcruft/blas-xtra/sdot3.f, libcruft/blas-xtra/smatm3.f, libcruft/blas-xtra/zdotc3.f, libcruft/blas-xtra/zmatm3.f, libcruft/lapack-xtra/crsf2csf.f, libcruft/lapack-xtra/zrsf2csf.f, liboctave/Array.cc, liboctave/DASPK-opts.in, liboctave/DASRT-opts.in, liboctave/DASSL-opts.in, liboctave/LSODE-opts.in, liboctave/Makefile.a,mliboctave/Quad-opts.in, liboctave/Sparse-perm-op-defs.h, scripts/Makefile.a,mscripts/deprecated/glpkmex.m, scripts/general/blkdiag.m, scripts/general/interp1.m, scripts/general/profshow.m, scripts/general/quadl.m, scripts/general/triplequad.m, scripts/help/__makeinfo__.m, scripts/io/strread.m, scripts/io/textread.m, scripts/io/textscan.m, scripts/linear-algebra/rank.m, scripts/miscellaneous/gzip.m, scripts/miscellaneous/private/__xzip__.m, scripts/miscellaneous/tempdir.m, scripts/miscellaneous/unpack.m, scripts/pkg/pkg.m, scripts/plot/allchild.m, scripts/plot/ancestor.m, scripts/plot/cla.m, scripts/plot/clf.m, scripts/plot/findall.m, scripts/plot/findobj.m, scripts/plot/gca.m, scripts/plot/gcf.m, scripts/plot/hggroup.m, scripts/plot/isfigure.m, scripts/plot/ishghandle.m, scripts/plot/legend.m, scripts/plot/line.m, scripts/plot/loglog.m, scripts/plot/patch.m, scripts/plot/print.m, scripts/plot/private/__quiver__.m, scripts/plot/private/__scatter__.m, scripts/plot/rectangle.m, scripts/plot/semilogx.m, scripts/plot/semilogy.m, scripts/plot/surface.m, scripts/plot/text.m, scripts/plot/title.m, scripts/plot/trisurf.m, scripts/plot/view.m, scripts/plot/whitebg.m, scripts/plot/xlabel.m, scripts/plot/xlim.m, scripts/plot/ylabel.m, scripts/plot/ylim.m, scripts/plot/zlabel.m, scripts/plot/zlim.m, scripts/polynomial/mkpp.m, scripts/polynomial/polygcd.m, scripts/polynomial/ppint.m, scripts/polynomial/ppjumps.m, scripts/polynomial/ppval.m, scripts/set/setxor.m, scripts/sparse/bicgstab.m, scripts/sparse/cgs.m, scripts/sparse/spconvert.m, scripts/specfun/nthroot.m, scripts/strings/strmatch.m, scripts/strings/untabify.m, scripts/testfun/demo.m, scripts/testfun/example.m, src/DLD-FUNCTIONS/filter.cc, src/DLD-FUNCTIONS/mgorth.cc, src/DLD-FUNCTIONS/quadcc.cc, src/DLD-FUNCTIONS/str2double.cc, src/Makefile.a,msrc/gl-render.cc, src/gl2ps-renderer.cc, src/graphics.cc, src/octave-config.cc.in, src/octave-config.in, src/ov-class.h, src/ov-fcn.h, src/profiler.cc, src/profiler.h, src/pt-binop.cc, src/pt-unop.cc, src/symtab.cc, src/txt-eng-ft.cc: Remove trailing whitespace.
author John W. Eaton <jwe@octave.org>
date Thu, 15 Sep 2011 12:51:10 -0400
parents e742720c5e71
children 72c96de7a403
line wrap: on
line source

/*

Copyright (C) 2009-2011 Carlo de Falco
Copyright (C) 2010 VZLU Prague

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
<http://www.gnu.org/licenses/>.

*/

#ifdef HAVE_CONFIG_H
#include <config.h>
#endif

#include "oct-norm.h"
#include "defun-dld.h"
#include "error.h"
#include "gripes.h"

template <class ColumnVector, class Matrix, class RowVector>
static void
do_mgorth (ColumnVector& x, const Matrix& V, RowVector& h)
{
  octave_idx_type Vc = V.columns ();
  h = RowVector (Vc + 1);
  for (octave_idx_type j = 0; j < Vc; j++)
    {
      ColumnVector Vcj = V.column (j);
      h(j) = RowVector (Vcj.hermitian ()) * x;
      x -= h(j) * Vcj;
    }

  h(Vc) = xnorm (x);
  if (real (h(Vc)) > 0)
    x = x / h(Vc);
}

DEFUN_DLD (mgorth, args, nargout,
  "-*- texinfo -*-\n\
@deftypefn {Loadable Function} {[@var{y}, @var{h}] =} mgorth (@var{x}, @var{v})\n\
Orthogonalize a given column vector @var{x} with respect to a given\n\
orthonormal basis @var{v} using a modified Gram-Schmidt orthogonalization.  \n\
On exit, @var{y} is a unit vector such that:\n\
\n\
@example\n\
@group\n\
  norm (@var{y}) = 1\n\
  @var{v}' * @var{y} = 0\n\
  @var{x} = @var{h}*[@var{v}, @var{y}]\n\
@end group\n\
@end example\n\
\n\
@end deftypefn")
{
  octave_value_list retval;

  int nargin = args.length();

  if (nargin != 2 || nargout > 2)
  {
    print_usage ();
    return retval;
  }

  octave_value arg_x = args(0);
  octave_value arg_v = args(1);

  if (arg_v.ndims () != 2 || arg_x.ndims () != 2 || arg_x.columns () != 1
      || arg_v.rows () != arg_x.rows ())
    {
      error ("mgorth: V should me a matrix, and X a column vector with"
             " the same number of rows as V.");
      return retval;
    }

  if (! arg_x.is_numeric_type () && ! arg_v.is_numeric_type ())
    {
      error ("mgorth: X and V must be numeric");
    }

  bool iscomplex = (arg_x.is_complex_type () || arg_v.is_complex_type ());
  if (arg_x.is_single_type () || arg_v.is_single_type ())
    {
      if (iscomplex)
        {
          FloatComplexColumnVector x = arg_x.float_complex_column_vector_value ();
          FloatComplexMatrix V = arg_v.float_complex_matrix_value ();
          FloatComplexRowVector h;
          do_mgorth (x, V, h);
          retval(1) = h;
          retval(0) = x;
        }
      else
        {
          FloatColumnVector x = arg_x.float_column_vector_value ();
          FloatMatrix V = arg_v.float_matrix_value ();
          FloatRowVector h;
          do_mgorth (x, V, h);
          retval(1) = h;
          retval(0) = x;
        }
    }
  else
    {
      if (iscomplex)
        {
          ComplexColumnVector x = arg_x.complex_column_vector_value ();
          ComplexMatrix V = arg_v.complex_matrix_value ();
          ComplexRowVector h;
          do_mgorth (x, V, h);
          retval(1) = h;
          retval(0) = x;
        }
      else
        {
          ColumnVector x = arg_x.column_vector_value ();
          Matrix V = arg_v.matrix_value ();
          RowVector h;
          do_mgorth (x, V, h);
          retval(1) = h;
          retval(0) = x;
        }
    }

  return retval;
}

/*

%!test
%! for ii=1:100; assert (abs (mgorth (randn (5, 1), eye (5, 4))), [0 0 0 0 1]', eps); endfor

%!test
%! a = hilb (5);
%! a(:, 1) /= norm (a(:, 1));
%! for ii = 1:5
%!   a(:, ii) = mgorth (a(:, ii), a(:, 1:ii-1));
%! endfor
%! assert (a' * a, eye (5), 1e10);

*/