Mercurial > octave-antonio
annotate scripts/linear-algebra/qzhess.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> |
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date | Sun, 03 May 2015 15:36:23 -0700 |
parents | 9fc020886ae9 |
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rev | line source |
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1 ## Copyright (C) 1993-2015 John W. Eaton |
2313 | 2 ## |
3 ## This file is part of Octave. | |
4 ## | |
5 ## Octave is free software; you can redistribute it and/or modify it | |
6 ## under the terms of the GNU General Public License as published by | |
7016 | 7 ## the Free Software Foundation; either version 3 of the License, or (at |
8 ## your option) any later version. | |
2313 | 9 ## |
10 ## Octave is distributed in the hope that it will be useful, but | |
11 ## WITHOUT ANY WARRANTY; without even the implied warranty of | |
12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
13 ## General Public License for more details. | |
14 ## | |
15 ## You should have received a copy of the GNU General Public License | |
7016 | 16 ## along with Octave; see the file COPYING. If not, see |
17 ## <http://www.gnu.org/licenses/>. | |
245 | 18 |
3372 | 19 ## -*- texinfo -*- |
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20 ## @deftypefn {Function File} {[@var{aa}, @var{bb}, @var{q}, @var{z}] =} qzhess (@var{A}, @var{B}) |
3372 | 21 ## Compute the Hessenberg-triangular decomposition of the matrix pencil |
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22 ## @code{(@var{A}, @var{B})}, returning |
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23 ## @code{@var{aa} = @var{q} * @var{A} * @var{z}}, |
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24 ## @code{@var{bb} = @var{q} * @var{B} * @var{z}}, with @var{q} and @var{z} |
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25 ## orthogonal. |
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26 ## |
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27 ## For example: |
3426 | 28 ## |
3372 | 29 ## @example |
30 ## @group | |
31 ## [aa, bb, q, z] = qzhess ([1, 2; 3, 4], [5, 6; 7, 8]) | |
32 ## @result{} aa = [ -3.02244, -4.41741; 0.92998, 0.69749 ] | |
33 ## @result{} bb = [ -8.60233, -9.99730; 0.00000, -0.23250 ] | |
34 ## @result{} q = [ -0.58124, -0.81373; -0.81373, 0.58124 ] | |
35 ## @result{} z = [ 1, 0; 0, 1 ] | |
36 ## @end group | |
37 ## @end example | |
3426 | 38 ## |
3372 | 39 ## The Hessenberg-triangular decomposition is the first step in |
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40 ## @nospell{Moler and Stewart's} QZ@tie{}decomposition algorithm. |
3426 | 41 ## |
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42 ## Algorithm taken from @nospell{Golub and Van Loan}, |
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43 ## @cite{Matrix Computations, 2nd edition}. |
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44 ## |
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45 ## @seealso{lu, chol, hess, qr, qz, schur, svd} |
3372 | 46 ## @end deftypefn |
29 | 47 |
2312 | 48 ## Author: A. S. Hodel <scotte@eng.auburn.edu> |
49 ## Created: August 1993 | |
50 ## Adapted-By: jwe | |
29 | 51 |
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52 function [aa, bb, q, z] = qzhess (A, B) |
72 | 53 |
54 | 54 if (nargin != 2) |
6046 | 55 print_usage (); |
54 | 56 endif |
57 | |
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58 [na, ma] = size (A); |
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59 [nb, mb] = size (B); |
54 | 60 if (na != ma || na != nb || nb != mb) |
61 error ("qzhess: incompatible dimensions"); | |
62 endif | |
63 | |
2303 | 64 ## Reduce to hessenberg-triangular form. |
29 | 65 |
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66 [q, bb] = qr (B); |
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67 aa = q' * A; |
54 | 68 q = q'; |
69 z = eye (na); | |
70 for j = 1:(na-2) | |
71 for i = na:-1:(j+2) | |
72 | |
2303 | 73 ## disp (["zero out aa(", num2str(i), ",", num2str(j), ")"]) |
54 | 74 |
75 rot = givens (aa (i-1, j), aa (i, j)); | |
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76 aa((i-1):i, :) = rot *aa((i-1):i, :); |
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77 bb((i-1):i, :) = rot *bb((i-1):i, :); |
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78 q((i-1):i, :) = rot * q((i-1):i, :); |
54 | 79 |
2303 | 80 ## disp (["now zero out bb(", num2str(i), ",", num2str(i-1), ")"]) |
54 | 81 |
82 rot = givens (bb (i, i), bb (i, i-1))'; | |
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83 bb(:, (i-1):i) = bb(:, (i-1):i) * rot'; |
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84 aa(:, (i-1):i) = aa(:, (i-1):i) * rot'; |
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85 z(:, (i-1):i) = z(:, (i-1):i) * rot'; |
54 | 86 |
87 endfor | |
29 | 88 endfor |
89 | |
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90 bb(2, 1) = 0.0; |
54 | 91 for i = 3:na |
92 bb (i, 1:(i-1)) = zeros (1, i-1); | |
93 aa (i, 1:(i-2)) = zeros (1, i-2); | |
94 endfor | |
95 | |
29 | 96 endfunction |
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97 |
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98 |
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99 %!test |
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100 %! a = [1 2 1 3; |
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101 %! 2 5 3 2; |
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102 %! 5 5 1 0; |
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103 %! 4 0 3 2]; |
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104 %! b = [0 4 2 1; |
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105 %! 2 3 1 1; |
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106 %! 1 0 2 1; |
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107 %! 2 5 3 2]; |
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108 %! mask = [0 0 0 0; |
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109 %! 0 0 0 0; |
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110 %! 1 0 0 0; |
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111 %! 1 1 0 0]; |
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112 %! [aa, bb, q, z] = qzhess (a, b); |
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113 %! assert (inv (q) - q', zeros (4), 2e-8); |
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114 %! assert (inv (z) - z', zeros (4), 2e-8); |
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115 %! assert (q * a * z, aa, 2e-8); |
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116 %! assert (aa .* mask, zeros (4), 2e-8); |
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117 %! assert (q * b * z, bb, 2e-8); |
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118 %! assert (bb .* mask, zeros (4), 2e-8); |
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119 |
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120 %!test |
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121 %! a = [1 2 3 4 5; |
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122 %! 3 2 3 1 0; |
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123 %! 4 3 2 1 1; |
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124 %! 0 1 0 1 0; |
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125 %! 3 2 1 0 5]; |
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126 %! b = [5 0 4 0 1; |
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127 %! 1 1 1 2 5; |
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128 %! 0 3 2 1 0; |
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129 %! 4 3 0 3 5; |
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130 %! 2 1 2 1 3]; |
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131 %! mask = [0 0 0 0 0; |
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132 %! 0 0 0 0 0; |
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133 %! 1 0 0 0 0; |
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134 %! 1 1 0 0 0; |
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135 %! 1 1 1 0 0]; |
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136 %! [aa, bb, q, z] = qzhess (a, b); |
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137 %! assert (inv (q) - q', zeros (5), 2e-8); |
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138 %! assert (inv (z) - z', zeros (5), 2e-8); |
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139 %! assert (q * a * z, aa, 2e-8); |
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141 %! assert (q * b * z, bb, 2e-8); |
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144 %!error qzhess ([0]) |
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145 %!error qzhess () |
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146 |