annotate scripts/linear-algebra/cond.m @ 20160:03b9d17a2d95 stable

doc: Update more docstrings to have one sentence summary as first line. Reviewed io, java, linear-algebra, prefs, and set script directories. * scripts/io/beep.m, scripts/io/dlmwrite.m, scripts/io/importdata.m, scripts/io/strread.m, scripts/io/textread.m, scripts/java/javaArray.m, scripts/java/java_get.m, scripts/java/java_set.m, scripts/java/javaaddpath.m, scripts/java/javachk.m, scripts/java/javaclasspath.m, scripts/java/javamem.m, scripts/java/javarmpath.m, scripts/linear-algebra/bandwidth.m, scripts/linear-algebra/commutation_matrix.m, scripts/linear-algebra/cond.m, scripts/linear-algebra/condest.m, scripts/linear-algebra/cross.m, scripts/linear-algebra/duplication_matrix.m, scripts/linear-algebra/expm.m, scripts/linear-algebra/housh.m, scripts/linear-algebra/isdefinite.m, scripts/linear-algebra/ishermitian.m, scripts/linear-algebra/issymmetric.m, scripts/linear-algebra/istril.m, scripts/linear-algebra/istriu.m, scripts/linear-algebra/krylov.m, scripts/linear-algebra/logm.m, scripts/linear-algebra/normest.m, scripts/linear-algebra/null.m, scripts/linear-algebra/onenormest.m, scripts/linear-algebra/orth.m, scripts/linear-algebra/qzhess.m, scripts/linear-algebra/rank.m, scripts/linear-algebra/rref.m, scripts/linear-algebra/vech.m, scripts/path/matlabroot.m, scripts/prefs/addpref.m, scripts/prefs/getpref.m, scripts/prefs/ispref.m, scripts/prefs/rmpref.m, scripts/prefs/setpref.m, scripts/set/powerset.m, scripts/set/setdiff.m: Update more docstrings to have one sentence summary as first line.
author Rik <rik@octave.org>
date Sun, 03 May 2015 15:36:23 -0700
parents 4197fc428c7d
children
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1 ## Copyright (C) 1993-2015 John W. Eaton
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2 ##
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3 ## This file is part of Octave.
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4 ##
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5 ## Octave is free software; you can redistribute it and/or modify it
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6 ## under the terms of the GNU General Public License as published by
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7 ## the Free Software Foundation; either version 3 of the License, or (at
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8 ## your option) any later version.
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9 ##
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10 ## Octave is distributed in the hope that it will be useful, but
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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13 ## General Public License for more details.
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14 ##
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15 ## You should have received a copy of the GNU General Public License
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16 ## along with Octave; see the file COPYING. If not, see
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17 ## <http://www.gnu.org/licenses/>.
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19 ## -*- texinfo -*-
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20 ## @deftypefn {Function File} {} cond (@var{A})
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21 ## @deftypefnx {Function File} {} cond (@var{A}, @var{p})
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22 ## Compute the @var{p}-norm condition number of a matrix.
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23 ##
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24 ## @code{cond (@var{A})} is defined as
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25 ## @tex
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26 ## $ {\parallel A \parallel_p * \parallel A^{-1} \parallel_p .} $
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27 ## @end tex
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28 ## @ifnottex
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29 ## @code{norm (@var{A}, @var{p}) * norm (inv (@var{A}), @var{p})}.
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30 ## @end ifnottex
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31 ##
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32 ## By default, @code{@var{p} = 2} is used which implies a (relatively slow)
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33 ## singular value decomposition. Other possible selections are
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34 ## @code{@var{p} = 1, Inf, "fro"} which are generally faster. See @code{norm}
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35 ## for a full discussion of possible @var{p} values.
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36 ##
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37 ## The condition number of a matrix quantifies the sensitivity of the matrix
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38 ## inversion operation when small changes are made to matrix elements. Ideally
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39 ## the condition number will be close to 1. When the number is large this
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40 ## indicates small changes (such as underflow or round-off error) will produce
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41 ## large changes in the resulting output. In such cases the solution results
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42 ## from numerical computing are not likely to be accurate.
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43 ## @seealso{condest, rcond, norm, svd}
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44 ## @end deftypefn
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45
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46 ## Author: jwe
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47
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48 function retval = cond (A, p = 2)
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49
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50 if (nargin < 1 || nargin > 2)
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51 print_usage ();
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52 endif
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53
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54 if (ndims (A) > 2)
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55 error ("cond: A must be a 2-D matrix");
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56 endif
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57
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58 if (p == 2)
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59 if (isempty (A))
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60 retval = 0.0;
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61 elseif (any (! isfinite (A(:))))
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62 error ("cond: A must not contain Inf or NaN values");
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63 else
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64 sigma = svd (A);
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65 sigma_1 = sigma(1);
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66 sigma_n = sigma(end);
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67 if (sigma_1 == 0 || sigma_n == 0)
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68 retval = Inf;
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69 else
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70 retval = sigma_1 / sigma_n;
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71 endif
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72 endif
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73 else
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74 retval = norm (A, p) * norm (inv (A), p);
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75 endif
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76
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77 endfunction
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80 %!test
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81 %! y = [7, 2, 3; 1, 3, 4; 6, 4, 5];
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82 %! tol = 1e-6;
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83 %! type = {1, 2, "fro", "inf", inf};
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84 %! for n = 1:numel (type)
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85 %! rcondition(n) = 1 / cond (y, type{n});
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86 %! endfor
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87 %! assert (rcondition, [0.017460, 0.019597, 0.018714, 0.012022, 0.012022], tol);
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88
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89 %!assert (cond ([1, 2; 2, 1]), 3, sqrt (eps))
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90 %!assert (cond ([1, 2, 3; 4, 5, 6; 7, 8, 9]) > 1.0e+16)
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92 %!error cond ()
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93 %!error cond (1, 2, 3)
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94 %!error <A must be a 2-D matrix> cond (ones (1,3,3))
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95 %!error <A must not contain Inf or NaN value> cond ([1, 2;Inf 4])
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96 %!error <A must not contain Inf or NaN value> cond ([1, 2;NaN 4])
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