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fix typo in qr.cc
author Jaroslav Hajek <highegg@gmail.com>
date Wed, 18 Feb 2009 09:16:45 +0100
parents c86718093c1b
children 20dfb885f877
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
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1 /*
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2
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3 Copyright (C) 1996, 1997, 1999, 2000, 2005, 2006, 2007 John W. Eaton
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4 Copyright (C) 2008, 2009 Jaroslav Hajek
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5 Copyright (C) 2008, 2009 VZLU Prague
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6
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7 This file is part of Octave.
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8
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9 Octave is free software; you can redistribute it and/or modify it
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10 under the terms of the GNU General Public License as published by the
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11 Free Software Foundation; either version 3 of the License, or (at your
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12 option) any later version.
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13
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14 Octave is distributed in the hope that it will be useful, but WITHOUT
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15 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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16 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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17 for more details.
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18
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19 You should have received a copy of the GNU General Public License
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20 along with Octave; see the file COPYING. If not, see
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21 <http://www.gnu.org/licenses/>.
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22
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23 */
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24
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25 #ifdef HAVE_CONFIG_H
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26 #include <config.h>
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27 #endif
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28
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29 #include "CmplxQR.h"
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30 #include "CmplxQRP.h"
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31 #include "dbleQR.h"
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32 #include "dbleQRP.h"
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33 #include "fCmplxQR.h"
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34 #include "fCmplxQRP.h"
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35 #include "floatQR.h"
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36 #include "floatQRP.h"
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37 #include "SparseQR.h"
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38 #include "SparseCmplxQR.h"
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39
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40
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41 #include "defun-dld.h"
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42 #include "error.h"
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43 #include "gripes.h"
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44 #include "oct-obj.h"
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45 #include "utils.h"
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46
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47 // [Q, R] = qr (X): form Q unitary and R upper triangular such
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48 // that Q * R = X
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49 //
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50 // [Q, R] = qr (X, 0): form the economy decomposition such that if X is
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51 // m by n then only the first n columns of Q are
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52 // computed.
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53 //
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54 // [Q, R, P] = qr (X): form QRP factorization of X where
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55 // P is a permutation matrix such that
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56 // A * P = Q * R
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57 //
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58 // [Q, R, P] = qr (X, 0): form the economy decomposition with
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59 // permutation vector P such that Q * R = X (:, P)
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60 //
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61 // qr (X) alone returns the output of the LAPACK routine dgeqrf, such
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62 // that R = triu (qr (X))
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63
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64 DEFUN_DLD (qr, args, nargout,
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65 "-*- texinfo -*-\n\
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66 @deftypefn {Loadable Function} {[@var{q}, @var{r}, @var{p}] =} qr (@var{a})\n\
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67 @deftypefnx {Loadable Function} {[@var{q}, @var{r}, @var{p}] =} qr (@var{a}, '0')\n\
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68 @cindex QR factorization\n\
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69 Compute the QR factorization of @var{a}, using standard @sc{Lapack}\n\
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70 subroutines. For example, given the matrix @code{a = [1, 2; 3, 4]},\n\
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71 \n\
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72 @example\n\
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73 [q, r] = qr (a)\n\
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74 @end example\n\
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75 \n\
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76 @noindent\n\
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77 returns\n\
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78 \n\
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79 @example\n\
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80 q =\n\
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81 \n\
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82 -0.31623 -0.94868\n\
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83 -0.94868 0.31623\n\
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84 \n\
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85 r =\n\
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86 \n\
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87 -3.16228 -4.42719\n\
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88 0.00000 -0.63246\n\
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89 @end example\n\
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90 \n\
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91 The @code{qr} factorization has applications in the solution of least\n\
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92 squares problems\n\
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93 @iftex\n\
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94 @tex\n\
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95 $$\n\
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96 \\min_x \\left\\Vert A x - b \\right\\Vert_2\n\
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97 $$\n\
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98 @end tex\n\
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99 @end iftex\n\
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100 @ifnottex\n\
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101 \n\
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102 @example\n\
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103 @code{min norm(A x - b)}\n\
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104 @end example\n\
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105 \n\
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106 @end ifnottex\n\
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107 for overdetermined systems of equations (i.e.,\n\
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108 @iftex\n\
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109 @tex\n\
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110 $A$\n\
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111 @end tex\n\
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112 @end iftex\n\
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113 @ifnottex\n\
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114 @code{a}\n\
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115 @end ifnottex\n\
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116 is a tall, thin matrix). The QR factorization is\n\
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117 @iftex\n\
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118 @tex\n\
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119 $QR = A$ where $Q$ is an orthogonal matrix and $R$ is upper triangular.\n\
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120 @end tex\n\
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121 @end iftex\n\
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122 @ifnottex\n\
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123 @code{q * r = a} where @code{q} is an orthogonal matrix and @code{r} is\n\
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124 upper triangular.\n\
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125 @end ifnottex\n\
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126 \n\
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127 If given a second argument of '0', @code{qr} returns an economy-sized\n\
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128 QR factorization, omitting zero rows of @var{R} and the corresponding\n\
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129 columns of @var{Q}.\n\
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130 \n\
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131 If the matrix @var{a} is full, the permuted QR factorization\n\
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132 @code{[@var{q}, @var{r}, @var{p}] = qr (@var{a})} forms the QR factorization\n\
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133 such that the diagonal entries of @code{r} are decreasing in magnitude\n\
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134 order. For example,given the matrix @code{a = [1, 2; 3, 4]},\n\
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135 \n\
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136 @example\n\
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137 [q, r, p] = qr(a)\n\
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138 @end example\n\
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139 \n\
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140 @noindent\n\
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141 returns\n\
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142 \n\
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143 @example\n\
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144 q = \n\
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145 \n\
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146 -0.44721 -0.89443\n\
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147 -0.89443 0.44721\n\
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148 \n\
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149 r =\n\
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150 \n\
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151 -4.47214 -3.13050\n\
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152 0.00000 0.44721\n\
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153 \n\
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154 p =\n\
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155 \n\
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156 0 1\n\
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157 1 0\n\
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158 @end example\n\
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159 \n\
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160 The permuted @code{qr} factorization @code{[q, r, p] = qr (a)}\n\
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161 factorization allows the construction of an orthogonal basis of\n\
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162 @code{span (a)}.\n\
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163 \n\
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164 If the matrix @var{a} is sparse, then compute the sparse QR factorization\n\
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165 of @var{a}, using @sc{CSparse}. As the matrix @var{Q} is in general a full\n\
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166 matrix, this function returns the @var{Q}-less factorization @var{r} of\n\
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167 @var{a}, such that @code{@var{r} = chol (@var{a}' * @var{a})}.\n\
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168 \n\
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169 If the final argument is the scalar @code{0} and the number of rows is\n\
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170 larger than the number of columns, then an economy factorization is\n\
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171 returned. That is @var{r} will have only @code{size (@var{a},1)} rows.\n\
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172 \n\
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173 If an additional matrix @var{b} is supplied, then @code{qr} returns\n\
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174 @var{c}, where @code{@var{c} = @var{q}' * @var{b}}. This allows the\n\
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175 least squares approximation of @code{@var{a} \\ @var{b}} to be calculated\n\
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176 as\n\
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177 \n\
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178 @example\n\
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179 [@var{c},@var{r}] = spqr (@var{a},@var{b})\n\
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180 @var{x} = @var{r} \\ @var{c}\n\
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181 @end example\n\
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182 @end deftypefn")
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183 {
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184 octave_value_list retval;
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185
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186 int nargin = args.length ();
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187
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188 if (nargin < 1 || nargin > (args(0).is_sparse_type() ? 3 : 2))
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189 {
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190 print_usage ();
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191 return retval;
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192 }
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193
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194 octave_value arg = args(0);
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195
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196 int arg_is_empty = empty_arg ("qr", arg.rows (), arg.columns ());
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197
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198 if (arg_is_empty < 0)
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199 return retval;
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200
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201 if (arg.is_sparse_type ())
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202 {
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203 bool economy = false;
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204 bool is_cmplx = false;
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205 int have_b = 0;
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206
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207 if (arg.is_complex_type ())
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208 is_cmplx = true;
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209 if (nargin > 1)
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210 {
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211 have_b = 1;
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212 if (args(nargin-1).is_scalar_type ())
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213 {
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214 int val = args(nargin-1).int_value ();
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215 if (val == 0)
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216 {
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217 economy = true;
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218 have_b = (nargin > 2 ? 2 : 0);
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219 }
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220 }
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221 if (have_b > 0 && args(have_b).is_complex_type ())
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222 is_cmplx = true;
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223 }
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224
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225 if (!error_state)
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226 {
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227 if (have_b && nargout < 2)
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228 error ("qr: incorrect number of output arguments");
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229 else if (is_cmplx)
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230 {
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231 SparseComplexQR q (arg.sparse_complex_matrix_value ());
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232 if (!error_state)
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233 {
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234 if (have_b > 0)
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235 {
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236 retval(1) = q.R (economy);
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237 retval(0) = q.C (args(have_b).complex_matrix_value ());
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238 if (arg.rows() < arg.columns())
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239 warning ("qr: non minimum norm solution for under-determined problem");
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240 }
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241 else if (nargout > 1)
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242 {
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243 retval(1) = q.R (economy);
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244 retval(0) = q.Q ();
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245 }
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246 else
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247 retval(0) = q.R (economy);
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248 }
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249 }
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250 else
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251 {
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252 SparseQR q (arg.sparse_matrix_value ());
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253 if (!error_state)
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254 {
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255 if (have_b > 0)
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256 {
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257 retval(1) = q.R (economy);
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258 retval(0) = q.C (args(have_b).matrix_value ());
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259 if (args(0).rows() < args(0).columns())
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260 warning ("qr: non minimum norm solution for under-determined problem");
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261 }
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262 else if (nargout > 1)
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263 {
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264 retval(1) = q.R (economy);
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265 retval(0) = q.Q ();
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266 }
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267 else
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268 retval(0) = q.R (economy);
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269 }
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270 }
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271 }
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272 }
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273 else
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274 {
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275 QR::type type = (nargout == 0 || nargout == 1) ? QR::raw
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276 : (nargin == 2 ? QR::economy : QR::std);
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277
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278 if (arg.is_single_type ())
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279 {
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280 if (arg.is_real_type ())
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281 {
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282 FloatMatrix m = arg.float_matrix_value ();
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283
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284 if (! error_state)
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285 {
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286 switch (nargout)
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287 {
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288 case 0:
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289 case 1:
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290 {
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291 FloatQR fact (m, type);
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292 retval(0) = fact.R ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
293 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
294 break;
7505
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
295
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
296 case 2:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
297 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
298 FloatQR fact (m, type);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
299 retval(1) = fact.R ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
300 retval(0) = fact.Q ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
301 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
302 break;
7505
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
303
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
304 default:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
305 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
306 FloatQRP fact (m, type);
8367
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7924
diff changeset
307 if (type == QR::economy)
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7924
diff changeset
308 retval(2) = fact.Pvec ();
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7924
diff changeset
309 else
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7924
diff changeset
310 retval(2) = fact.P ();
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
311 retval(1) = fact.R ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
312 retval(0) = fact.Q ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
313 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
314 break;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
315 }
7505
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
316 }
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
317 }
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
318 else if (arg.is_complex_type ())
7505
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
319 {
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
320 FloatComplexMatrix m = arg.float_complex_matrix_value ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
321
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
322 if (! error_state)
7505
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
323 {
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
324 switch (nargout)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
325 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
326 case 0:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
327 case 1:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
328 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
329 FloatComplexQR fact (m, type);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
330 retval(0) = fact.R ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
331 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
332 break;
7505
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
333
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
334 case 2:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
335 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
336 FloatComplexQR fact (m, type);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
337 retval(1) = fact.R ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
338 retval(0) = fact.Q ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
339 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
340 break;
7505
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
341
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
342 default:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
343 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
344 FloatComplexQRP fact (m, type);
8367
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7924
diff changeset
345 if (type == QR::economy)
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7924
diff changeset
346 retval(2) = fact.Pvec ();
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7924
diff changeset
347 else
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7924
diff changeset
348 retval(2) = fact.P ();
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
349 retval(1) = fact.R ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
350 retval(0) = fact.Q ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
351 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
352 break;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
353 }
7505
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
354 }
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
355 }
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
356 }
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
357 else
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
358 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
359 if (arg.is_real_type ())
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
360 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
361 Matrix m = arg.matrix_value ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
362
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
363 if (! error_state)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
364 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
365 switch (nargout)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
366 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
367 case 0:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
368 case 1:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
369 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
370 QR fact (m, type);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
371 retval(0) = fact.R ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
372 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
373 break;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
374
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
375 case 2:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
376 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
377 QR fact (m, type);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
378 retval(1) = fact.R ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
379 retval(0) = fact.Q ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
380 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
381 break;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
382
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
383 default:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
384 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
385 QRP fact (m, type);
8367
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7924
diff changeset
386 if (type == QR::economy)
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7924
diff changeset
387 retval(2) = fact.Pvec ();
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7924
diff changeset
388 else
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7924
diff changeset
389 retval(2) = fact.P ();
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
390 retval(1) = fact.R ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
391 retval(0) = fact.Q ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
392 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
393 break;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
394 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
395 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
396 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
397 else if (arg.is_complex_type ())
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
398 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
399 ComplexMatrix m = arg.complex_matrix_value ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
400
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
401 if (! error_state)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
402 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
403 switch (nargout)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
404 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
405 case 0:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
406 case 1:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
407 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
408 ComplexQR fact (m, type);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
409 retval(0) = fact.R ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
410 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
411 break;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
412
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
413 case 2:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
414 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
415 ComplexQR fact (m, type);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
416 retval(1) = fact.R ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
417 retval(0) = fact.Q ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
418 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
419 break;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
420
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
421 default:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
422 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
423 ComplexQRP fact (m, type);
8367
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7924
diff changeset
424 if (type == QR::economy)
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7924
diff changeset
425 retval(2) = fact.Pvec ();
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7924
diff changeset
426 else
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7924
diff changeset
427 retval(2) = fact.P ();
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
428 retval(1) = fact.R ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
429 retval(0) = fact.Q ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
430 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
431 break;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
432 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
433 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
434 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
435 else
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
436 gripe_wrong_type_arg ("qr", arg);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
437 }
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
438 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
439
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
440 return retval;
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
441 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
442
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
443 /*
7505
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
444
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
445 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
446 %! a = [0, 2, 1; 2, 1, 2];
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
447 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
448 %! [q, r] = qr (a);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
449 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
450 %! [qe, re] = qr (a, 0);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
451 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
452 %! assert (q * r, a, sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
453 %! assert (qe * re, a, sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
454
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
455 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
456 %! a = [0, 2, 1; 2, 1, 2];
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
457 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
458 %! [q, r, p] = qr (a); # not giving right dimensions. FIXME
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
459 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
460 %! [qe, re, pe] = qr (a, 0);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
461 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
462 %! assert (q * r, a * p, sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
463 %! assert (qe * re, a(:, pe), sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
464
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
465 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
466 %! a = [0, 2; 2, 1; 1, 2];
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
467 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
468 %! [q, r] = qr (a);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
469 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
470 %! [qe, re] = qr (a, 0);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
471 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
472 %! assert (q * r, a, sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
473 %! assert (qe * re, a, sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
474
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
475 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
476 %! a = [0, 2; 2, 1; 1, 2];
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
477 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
478 %! [q, r, p] = qr (a);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
479 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
480 %! [qe, re, pe] = qr (a, 0);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
481 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
482 %! assert (q * r, a * p, sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
483 %! assert (qe * re, a(:, pe), sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
484
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
485 %!error <Invalid call to qr.*> qr ();
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
486 %!error <Invalid call to qr.*> qr ([1, 2; 3, 4], 0, 2);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
487
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
488 %!function retval = testqr (q, r, a, p)
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
489 %! tol = 100*eps (class(q));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
490 %! retval = 0;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
491 %! if (nargin == 3)
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
492 %! n1 = norm (q*r-a);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
493 %! n2 = norm (q'*q-eye(columns(q)));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
494 %! retval = (n1 < tol && n2 < tol);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
495 %! else
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
496 %! n1 = norm (q'*q-eye(columns(q)));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
497 %! retval = (n1 < tol);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
498 %! if (isvector (p))
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
499 %! n2 = norm (q*r-a(:,p));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
500 %! retval = (retval && n2 < tol);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
501 %! else
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
502 %! n2 = norm (q*r - a*p);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
503 %! retval = (retval && n2 < tol);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
504 %! endif
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
505 %! endif
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
506 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
507 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
508 %! t = ones (24, 1);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
509 %! j = 1;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
510 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
511 %! if false # eliminate big matrix tests
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
512 %! a = rand(5000,20);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
513 %! [q,r]=qr(a,0); t(j++) = testqr(q,r,a);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
514 %! [q,r]=qr(a',0); t(j++) = testqr(q,r,a');
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
515 %! [q,r,p]=qr(a,0); t(j++) = testqr(q,r,a,p);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
516 %! [q,r,p]=qr(a',0); t(j++) = testqr(q,r,a',p);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
517 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
518 %! a = a+1i*eps;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
519 %! [q,r]=qr(a,0); t(j++) = testqr(q,r,a);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
520 %! [q,r]=qr(a',0); t(j++) = testqr(q,r,a');
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
521 %! [q,r,p]=qr(a,0); t(j++) = testqr(q,r,a,p);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
522 %! [q,r,p]=qr(a',0); t(j++) = testqr(q,r,a',p);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
523 %! endif
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
524 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
525 %! a = [ ones(1,15); sqrt(eps)*eye(15) ];
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
526 %! [q,r]=qr(a); t(j++) = testqr(q,r,a);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
527 %! [q,r]=qr(a'); t(j++) = testqr(q,r,a');
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
528 %! [q,r,p]=qr(a); t(j++) = testqr(q,r,a,p);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
529 %! [q,r,p]=qr(a'); t(j++) = testqr(q,r,a',p);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
530 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
531 %! a = a+1i*eps;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
532 %! [q,r]=qr(a); t(j++) = testqr(q,r,a);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
533 %! [q,r]=qr(a'); t(j++) = testqr(q,r,a');
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
534 %! [q,r,p]=qr(a); t(j++) = testqr(q,r,a,p);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
535 %! [q,r,p]=qr(a'); t(j++) = testqr(q,r,a',p);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
536 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
537 %! a = [ ones(1,15); sqrt(eps)*eye(15) ];
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
538 %! [q,r]=qr(a,0); t(j++) = testqr(q,r,a);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
539 %! [q,r]=qr(a',0); t(j++) = testqr(q,r,a');
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
540 %! [q,r,p]=qr(a,0); t(j++) = testqr(q,r,a,p);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
541 %! [q,r,p]=qr(a',0); t(j++) = testqr(q,r,a',p);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
542 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
543 %! a = a+1i*eps;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
544 %! [q,r]=qr(a,0); t(j++) = testqr(q,r,a);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
545 %! [q,r]=qr(a',0); t(j++) = testqr(q,r,a');
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
546 %! [q,r,p]=qr(a,0); t(j++) = testqr(q,r,a,p);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
547 %! [q,r,p]=qr(a',0); t(j++) = testqr(q,r,a',p);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
548 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
549 %! a = [
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
550 %! 611 196 -192 407 -8 -52 -49 29
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
551 %! 196 899 113 -192 -71 -43 -8 -44
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
552 %! -192 113 899 196 61 49 8 52
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
553 %! 407 -192 196 611 8 44 59 -23
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
554 %! -8 -71 61 8 411 -599 208 208
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
555 %! -52 -43 49 44 -599 411 208 208
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
556 %! -49 -8 8 59 208 208 99 -911
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
557 %! 29 -44 52 -23 208 208 -911 99
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
558 %! ];
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
559 %! [q,r] = qr(a);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
560 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
561 %! assert(all (t) && norm(q*r-a) < 5000*eps);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
562
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
563 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
564 %! a = single ([0, 2, 1; 2, 1, 2]);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
565 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
566 %! [q, r] = qr (a);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
567 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
568 %! [qe, re] = qr (a, 0);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
569 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
570 %! assert (q * r, a, sqrt (eps ('single')));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
571 %! assert (qe * re, a, sqrt (eps ('single')));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
572
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
573 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
574 %! a = single([0, 2, 1; 2, 1, 2]);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
575 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
576 %! [q, r, p] = qr (a); # not giving right dimensions. FIXME
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
577 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
578 %! [qe, re, pe] = qr (a, 0);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
579 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
580 %! assert (q * r, a * p, sqrt (eps('single')));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
581 %! assert (qe * re, a(:, pe), sqrt (eps('single')));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
582
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
583 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
584 %! a = single([0, 2; 2, 1; 1, 2]);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
585 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
586 %! [q, r] = qr (a);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
587 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
588 %! [qe, re] = qr (a, 0);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
589 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
590 %! assert (q * r, a, sqrt (eps('single')));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
591 %! assert (qe * re, a, sqrt (eps('single')));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
592
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
593 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
594 %! a = single([0, 2; 2, 1; 1, 2]);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
595 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
596 %! [q, r, p] = qr (a);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
597 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
598 %! [qe, re, pe] = qr (a, 0);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
599 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
600 %! assert (q * r, a * p, sqrt (eps('single')));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
601 %! assert (qe * re, a(:, pe), sqrt (eps('single')));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
602
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
603 %!error <Invalid call to qr.*> qr ();
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
604 %!error <Invalid call to qr.*> qr ([1, 2; 3, 4], 0, 2);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
605
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
606 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
607 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
608 %! t = ones (24, 1);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
609 %! j = 1;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
610 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
611 %! if false # eliminate big matrix tests
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
612 %! a = rand(5000,20);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
613 %! [q,r]=qr(a,0); t(j++) = testqr(q,r,a);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
614 %! [q,r]=qr(a',0); t(j++) = testqr(q,r,a');
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
615 %! [q,r,p]=qr(a,0); t(j++) = testqr(q,r,a,p);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
616 %! [q,r,p]=qr(a',0); t(j++) = testqr(q,r,a',p);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
617 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
618 %! a = a+1i*eps('single');
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
619 %! [q,r]=qr(a,0); t(j++) = testqr(q,r,a);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
620 %! [q,r]=qr(a',0); t(j++) = testqr(q,r,a');
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
621 %! [q,r,p]=qr(a,0); t(j++) = testqr(q,r,a,p);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
622 %! [q,r,p]=qr(a',0); t(j++) = testqr(q,r,a',p);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
623 %! endif
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
624 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
625 %! a = [ ones(1,15); sqrt(eps('single'))*eye(15) ];
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
626 %! [q,r]=qr(a); t(j++) = testqr(q,r,a);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
627 %! [q,r]=qr(a'); t(j++) = testqr(q,r,a');
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
628 %! [q,r,p]=qr(a); t(j++) = testqr(q,r,a,p);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
629 %! [q,r,p]=qr(a'); t(j++) = testqr(q,r,a',p);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
630 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
631 %! a = a+1i*eps('single');
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
632 %! [q,r]=qr(a); t(j++) = testqr(q,r,a);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
633 %! [q,r]=qr(a'); t(j++) = testqr(q,r,a');
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
634 %! [q,r,p]=qr(a); t(j++) = testqr(q,r,a,p);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
635 %! [q,r,p]=qr(a'); t(j++) = testqr(q,r,a',p);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
636 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
637 %! a = [ ones(1,15); sqrt(eps('single'))*eye(15) ];
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
638 %! [q,r]=qr(a,0); t(j++) = testqr(q,r,a);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
639 %! [q,r]=qr(a',0); t(j++) = testqr(q,r,a');
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
640 %! [q,r,p]=qr(a,0); t(j++) = testqr(q,r,a,p);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
641 %! [q,r,p]=qr(a',0); t(j++) = testqr(q,r,a',p);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
642 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
643 %! a = a+1i*eps('single');
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
644 %! [q,r]=qr(a,0); t(j++) = testqr(q,r,a);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
645 %! [q,r]=qr(a',0); t(j++) = testqr(q,r,a');
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
646 %! [q,r,p]=qr(a,0); t(j++) = testqr(q,r,a,p);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
647 %! [q,r,p]=qr(a',0); t(j++) = testqr(q,r,a',p);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
648 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
649 %! a = [
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
650 %! 611 196 -192 407 -8 -52 -49 29
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
651 %! 196 899 113 -192 -71 -43 -8 -44
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
652 %! -192 113 899 196 61 49 8 52
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
653 %! 407 -192 196 611 8 44 59 -23
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
654 %! -8 -71 61 8 411 -599 208 208
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
655 %! -52 -43 49 44 -599 411 208 208
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
656 %! -49 -8 8 59 208 208 99 -911
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
657 %! 29 -44 52 -23 208 208 -911 99
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
658 %! ];
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
659 %! [q,r] = qr(a);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
660 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
661 %! assert(all (t) && norm(q*r-a) < 5000*eps('single'));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
662
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
663 %% The deactivated tests below can't be tested till rectangular back-subs is
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
664 %% implemented for sparse matrices.
7505
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
665
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
666 %!testif HAVE_CXSPARSE
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
667 %! n = 20; d= 0.2;
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
668 %! a = sprandn(n,n,d)+speye(n,n);
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
669 %! r = qr(a);
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
670 %! assert(r'*r,a'*a,1e-10)
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
671
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
672 %!testif HAVE_CXSPARSE
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
673 %! n = 20; d= 0.2;
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
674 %! a = sprandn(n,n,d)+speye(n,n);
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
675 %! q = symamd(a);
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
676 %! a = a(q,q);
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
677 %! r = qr(a);
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
678 %! assert(r'*r,a'*a,1e-10)
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
679
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
680 %!testif HAVE_CXSPARSE
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
681 %! n = 20; d= 0.2;
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
682 %! a = sprandn(n,n,d)+speye(n,n);
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
683 %! [c,r] = qr(a,ones(n,1));
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
684 %! assert (r\c,full(a)\ones(n,1),10e-10)
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
685
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
686 %!testif HAVE_CXSPARSE
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
687 %! n = 20; d= 0.2;
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
688 %! a = sprandn(n,n,d)+speye(n,n);
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
689 %! b = randn(n,2);
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
690 %! [c,r] = qr(a,b);
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
691 %! assert (r\c,full(a)\b,10e-10)
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
692
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
693 %% Test under-determined systems!!
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
694 %!#testif HAVE_CXSPARSE
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
695 %! n = 20; d= 0.2;
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
696 %! a = sprandn(n,n+1,d)+speye(n,n+1);
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
697 %! b = randn(n,2);
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
698 %! [c,r] = qr(a,b);
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
699 %! assert (r\c,full(a)\b,10e-10)
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
700
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
701 %!testif HAVE_CXSPARSE
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
702 %! n = 20; d= 0.2;
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
703 %! a = 1i*sprandn(n,n,d)+speye(n,n);
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
704 %! r = qr(a);
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
705 %! assert(r'*r,a'*a,1e-10)
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
706
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
707 %!testif HAVE_CXSPARSE
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
708 %! n = 20; d= 0.2;
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
709 %! a = 1i*sprandn(n,n,d)+speye(n,n);
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
710 %! q = symamd(a);
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
711 %! a = a(q,q);
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
712 %! r = qr(a);
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
713 %! assert(r'*r,a'*a,1e-10)
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
714
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
715 %!testif HAVE_CXSPARSE
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
716 %! n = 20; d= 0.2;
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
717 %! a = 1i*sprandn(n,n,d)+speye(n,n);
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
718 %! [c,r] = qr(a,ones(n,1));
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
719 %! assert (r\c,full(a)\ones(n,1),10e-10)
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
720
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
721 %!testif HAVE_CXSPARSE
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
722 %! n = 20; d= 0.2;
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
723 %! a = 1i*sprandn(n,n,d)+speye(n,n);
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
724 %! b = randn(n,2);
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
725 %! [c,r] = qr(a,b);
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
726 %! assert (r\c,full(a)\b,10e-10)
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
727
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
728 %% Test under-determined systems!!
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
729 %!#testif HAVE_CXSPARSE
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
730 %! n = 20; d= 0.2;
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
731 %! a = 1i*sprandn(n,n+1,d)+speye(n,n+1);
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
732 %! b = randn(n,2);
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
733 %! [c,r] = qr(a,b);
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
734 %! assert (r\c,full(a)\b,10e-10)
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
735
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
736 %!error qr(sprandn(10,10,0.2),ones(10,1));
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
737
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
738 */
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
739
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
740 static
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
741 bool check_qr_dims (const octave_value& q, const octave_value& r,
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
742 bool allow_ecf = false)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
743 {
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
744 octave_idx_type m = q.rows (), k = r.rows (), n = r.columns ();
8798
53f8fca6dd69 fix typo in qr.cc
Jaroslav Hajek <highegg@gmail.com>
parents: 8597
diff changeset
745 return ((q.ndims () == 2 && r.ndims () == 2 && k == q.columns ())
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
746 && (m == k || (allow_ecf && k == n && k < m)));
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
747 }
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
748
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
749 static
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
750 bool check_index (const octave_value& i, bool vector_allowed = false)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
751 {
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
752 return ((i.is_real_type () || i.is_integer_type ())
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
753 && (i.is_scalar_type () || vector_allowed));
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
754 }
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
755
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
756 DEFUN_DLD (qrupdate, args, ,
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
757 "-*- texinfo -*-\n\
7650
eb7bdde776f2 Texinfo fixes
John W. Eaton <jwe@octave.org>
parents: 7560
diff changeset
758 @deftypefn {Loadable Function} {[@var{Q1}, @var{R1}] =} qrupdate (@var{Q}, @var{R}, @var{u}, @var{v})\n\
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
759 Given a QR@tie{}factorization of a real or complex matrix\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
760 @w{@var{A} = @var{Q}*@var{R}}, @var{Q}@tie{}unitary and\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
761 @var{R}@tie{}upper trapezoidal, return the QR@tie{}factorization\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
762 of @w{@var{A} + @var{u}*@var{v}'}, where @var{u} and @var{v} are\n\
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
763 column vectors (rank-1 update) or matrices with equal number of columns\n\
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
764 (rank-k update). Notice that the latter case is done as a sequence of rank-1 updates;\n\
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
765 thus, for k large enough, it will be both faster and more accurate to recompute\n\
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
766 the factorization from scratch.\n\
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
767 \n\
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
768 The QR factorization supplied may be either full\n\
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
769 (Q is square) or economized (R is square).\n\
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
770 \n\
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
771 @seealso{qr, qrinsert, qrdelete}\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
772 @end deftypefn")
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
773 {
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
774 octave_idx_type nargin = args.length ();
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
775 octave_value_list retval;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
776
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
777 if (nargin != 4)
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
778 {
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
779 print_usage ();
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
780 return retval;
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
781 }
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
782
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
783 octave_value argq = args(0);
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
784 octave_value argr = args(1);
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
785 octave_value argu = args(2);
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
786 octave_value argv = args(3);
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
787
8469
830a03b5f165 qr.cc: require args to be numeric, not necessarily matrix objects
John W. Eaton <jwe@octave.org>
parents: 8367
diff changeset
788 if (argq.is_numeric_type () && argr.is_numeric_type ()
830a03b5f165 qr.cc: require args to be numeric, not necessarily matrix objects
John W. Eaton <jwe@octave.org>
parents: 8367
diff changeset
789 && argu.is_numeric_type () && argv.is_numeric_type ())
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
790 {
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
791 if (check_qr_dims (argq, argr, true))
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
792 {
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
793 if (argq.is_real_type ()
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
794 && argr.is_real_type ()
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
795 && argu.is_real_type ()
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
796 && argv.is_real_type ())
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
797 {
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
798 // all real case
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
799 if (argq.is_single_type ()
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
800 || argr.is_single_type ()
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
801 || argu.is_single_type ()
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
802 || argv.is_single_type ())
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
803 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
804 FloatMatrix Q = argq.float_matrix_value ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
805 FloatMatrix R = argr.float_matrix_value ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
806 FloatMatrix u = argu.float_matrix_value ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
807 FloatMatrix v = argv.float_matrix_value ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
808
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
809 FloatQR fact (Q, R);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
810 fact.update (u, v);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
811
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
812 retval(1) = fact.R ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
813 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
814 }
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
815 else
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
816 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
817 Matrix Q = argq.matrix_value ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
818 Matrix R = argr.matrix_value ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
819 Matrix u = argu.matrix_value ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
820 Matrix v = argv.matrix_value ();
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
821
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
822 QR fact (Q, R);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
823 fact.update (u, v);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
824
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
825 retval(1) = fact.R ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
826 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
827 }
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
828 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
829 else
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
830 {
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
831 // complex case
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
832 if (argq.is_single_type ()
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
833 || argr.is_single_type ()
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
834 || argu.is_single_type ()
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
835 || argv.is_single_type ())
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
836 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
837 FloatComplexMatrix Q = argq.float_complex_matrix_value ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
838 FloatComplexMatrix R = argr.float_complex_matrix_value ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
839 FloatComplexMatrix u = argu.float_complex_matrix_value ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
840 FloatComplexMatrix v = argv.float_complex_matrix_value ();
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
841
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
842 FloatComplexQR fact (Q, R);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
843 fact.update (u, v);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
844
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
845 retval(1) = fact.R ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
846 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
847 }
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
848 else
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
849 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
850 ComplexMatrix Q = argq.complex_matrix_value ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
851 ComplexMatrix R = argr.complex_matrix_value ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
852 ComplexMatrix u = argu.complex_matrix_value ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
853 ComplexMatrix v = argv.complex_matrix_value ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
854
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
855 ComplexQR fact (Q, R);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
856 fact.update (u, v);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
857
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
858 retval(1) = fact.R ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
859 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
860 }
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
861 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
862 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
863 else
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
864 error ("qrupdate: dimensions mismatch");
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
865 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
866 else
8469
830a03b5f165 qr.cc: require args to be numeric, not necessarily matrix objects
John W. Eaton <jwe@octave.org>
parents: 8367
diff changeset
867 error ("qrupdate: expecting numeric arguments");
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
868
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
869 return retval;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
870 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
871 /*
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
872 %!shared A, u, v, Ac, uc, vc
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
873 %! A = [0.091364 0.613038 0.999083;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
874 %! 0.594638 0.425302 0.603537;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
875 %! 0.383594 0.291238 0.085574;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
876 %! 0.265712 0.268003 0.238409;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
877 %! 0.669966 0.743851 0.445057 ];
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
878 %!
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
879 %! u = [0.85082;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
880 %! 0.76426;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
881 %! 0.42883;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
882 %! 0.53010;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
883 %! 0.80683 ];
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
884 %!
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
885 %! v = [0.98810;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
886 %! 0.24295;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
887 %! 0.43167 ];
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
888 %!
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
889 %! Ac = [0.620405 + 0.956953i 0.480013 + 0.048806i 0.402627 + 0.338171i;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
890 %! 0.589077 + 0.658457i 0.013205 + 0.279323i 0.229284 + 0.721929i;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
891 %! 0.092758 + 0.345687i 0.928679 + 0.241052i 0.764536 + 0.832406i;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
892 %! 0.912098 + 0.721024i 0.049018 + 0.269452i 0.730029 + 0.796517i;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
893 %! 0.112849 + 0.603871i 0.486352 + 0.142337i 0.355646 + 0.151496i ];
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
894 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
895 %! uc = [0.20351 + 0.05401i;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
896 %! 0.13141 + 0.43708i;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
897 %! 0.29808 + 0.08789i;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
898 %! 0.69821 + 0.38844i;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
899 %! 0.74871 + 0.25821i ];
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
900 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
901 %! vc = [0.85839 + 0.29468i;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
902 %! 0.20820 + 0.93090i;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
903 %! 0.86184 + 0.34689i ];
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
904 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
905
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
906 %!test
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
907 %! [Q,R] = qr(A);
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
908 %! [Q,R] = qrupdate(Q,R,u,v);
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
909 %! assert(norm(vec(Q'*Q - eye(5)),Inf) < 1e1*eps)
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
910 %! assert(norm(vec(triu(R)-R),Inf) == 0)
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
911 %! assert(norm(vec(Q*R - A - u*v'),Inf) < norm(A)*1e1*eps)
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
912 %!
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
913 %!test
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
914 %! [Q,R] = qr(Ac);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
915 %! [Q,R] = qrupdate(Q,R,uc,vc);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
916 %! assert(norm(vec(Q'*Q - eye(5)),Inf) < 1e1*eps)
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
917 %! assert(norm(vec(triu(R)-R),Inf) == 0)
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
918 %! assert(norm(vec(Q*R - Ac - uc*vc'),Inf) < norm(Ac)*1e1*eps)
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
919
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
920 %!test
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
921 %! [Q,R] = qr(single(A));
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
922 %! [Q,R] = qrupdate(Q,R,single(u),single(v));
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
923 %! assert(norm(vec(Q'*Q - eye(5,'single')),Inf) < 1e1*eps('single'))
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
924 %! assert(norm(vec(triu(R)-R),Inf) == 0)
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
925 %! assert(norm(vec(Q*R - single(A) - single(u)*single(v)'),Inf) < norm(single(A))*1e1*eps('single'))
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
926 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
927 %!test
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
928 %! [Q,R] = qr(single(Ac));
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
929 %! [Q,R] = qrupdate(Q,R,single(uc),single(vc));
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
930 %! assert(norm(vec(Q'*Q - eye(5,'single')),Inf) < 1e1*eps('single'))
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
931 %! assert(norm(vec(triu(R)-R),Inf) == 0)
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
932 %! assert(norm(vec(Q*R - single(Ac) - single(uc)*single(vc)'),Inf) < norm(single(Ac))*1e1*eps('single'))
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
933 */
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
934
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
935 DEFUN_DLD (qrinsert, args, ,
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
936 "-*- texinfo -*-\n\
7650
eb7bdde776f2 Texinfo fixes
John W. Eaton <jwe@octave.org>
parents: 7560
diff changeset
937 @deftypefn {Loadable Function} {[@var{Q1}, @var{R1}] =} qrinsert (@var{Q}, @var{R}, @var{j}, @var{x}, @var{orient})\n\
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
938 Given a QR@tie{}factorization of a real or complex matrix\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
939 @w{@var{A} = @var{Q}*@var{R}}, @var{Q}@tie{}unitary and\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
940 @var{R}@tie{}upper trapezoidal, return the QR@tie{}factorization of\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
941 @w{[A(:,1:j-1) x A(:,j:n)]}, where @var{u} is a column vector to be\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
942 inserted into @var{A} (if @var{orient} is @code{\"col\"}), or the\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
943 QR@tie{}factorization of @w{[A(1:j-1,:);x;A(:,j:n)]}, where @var{x}\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
944 is a row vector to be inserted into @var{A} (if @var{orient} is\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
945 @code{\"row\"}).\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
946 \n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
947 The default value of @var{orient} is @code{\"col\"}.\n\
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
948 If @var{orient} is @code{\"col\"},\n\
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
949 @var{u} may be a matrix and @var{j} an index vector\n\
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
950 resulting in the QR@tie{}factorization of a matrix @var{B} such that\n\
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
951 @w{B(:,@var{j})} gives @var{u} and @w{B(:,@var{j}) = []} gives @var{A}.\n\
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
952 Notice that the latter case is done as a sequence of k insertions;\n\
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
953 thus, for k large enough, it will be both faster and more accurate to recompute\n\
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
954 the factorization from scratch.\n\
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
955 \n\
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
956 If @var{orient} is @code{\"col\"},\n\
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
957 the QR factorization supplied may be either full\n\
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
958 (Q is square) or economized (R is square).\n\
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
959 \n\
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
960 If @var{orient} is @code{\"row\"}, full factorization is needed.\n\
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
961 @seealso{qr, qrupdate, qrdelete}\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
962 @end deftypefn")
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
963 {
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
964 octave_idx_type nargin = args.length ();
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
965 octave_value_list retval;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
966
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
967 if (nargin < 4 || nargin > 5)
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
968 {
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
969 print_usage ();
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
970 return retval;
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
971 }
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
972
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
973 octave_value argq = args(0);
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
974 octave_value argr = args(1);
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
975 octave_value argj = args(2);
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
976 octave_value argx = args(3);
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
977
8469
830a03b5f165 qr.cc: require args to be numeric, not necessarily matrix objects
John W. Eaton <jwe@octave.org>
parents: 8367
diff changeset
978 if (argq.is_numeric_type () && argr.is_numeric_type ()
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
979 && argx.is_numeric_type ()
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
980 && (nargin < 5 || args(4).is_string ()))
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
981 {
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
982 std::string orient = (nargin < 5) ? "col" : args(4).string_value ();
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
983
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
984 bool col = orient == "col";
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
985
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
986 if (col || orient == "row")
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
987 if (check_qr_dims (argq, argr, col)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
988 && (col || argx.rows () == 1))
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
989 {
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
990 if (check_index (argj, col))
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
991 {
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
992 MArray<octave_idx_type> j = argj.int_vector_value ();
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
993
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
994 if (argq.is_real_type ()
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
995 && argr.is_real_type ()
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
996 && argx.is_real_type ())
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
997 {
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
998 // real case
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
999 if (argq.is_single_type ()
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1000 || argr.is_single_type ()
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1001 || argx.is_single_type ())
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1002 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1003 FloatMatrix Q = argq.float_matrix_value ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1004 FloatMatrix R = argr.float_matrix_value ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1005 FloatMatrix x = argx.float_matrix_value ();
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1006
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1007 FloatQR fact (Q, R);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1008
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1009 if (col)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1010 fact.insert_col (x, j-1);
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1011 else
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1012 fact.insert_row (x.row (0), j(0)-1);
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1013
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1014 retval(1) = fact.R ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1015 retval(0) = fact.Q ();
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1016
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1017 }
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1018 else
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1019 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1020 Matrix Q = argq.matrix_value ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1021 Matrix R = argr.matrix_value ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1022 Matrix x = argx.matrix_value ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1023
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1024 QR fact (Q, R);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1025
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1026 if (col)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1027 fact.insert_col (x, j-1);
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1028 else
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1029 fact.insert_row (x.row (0), j(0)-1);
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1030
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1031 retval(1) = fact.R ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1032 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1033
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1034 }
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1035 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1036 else
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1037 {
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1038 // complex case
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1039 if (argq.is_single_type ()
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1040 || argr.is_single_type ()
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1041 || argx.is_single_type ())
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1042 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1043 FloatComplexMatrix Q = argq.float_complex_matrix_value ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1044 FloatComplexMatrix R = argr.float_complex_matrix_value ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1045 FloatComplexMatrix x = argx.float_complex_matrix_value ();
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1046
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1047 FloatComplexQR fact (Q, R);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1048
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1049 if (col)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1050 fact.insert_col (x, j-1);
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1051 else
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1052 fact.insert_row (x.row (0), j(0)-1);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1053
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1054 retval(1) = fact.R ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1055 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1056 }
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1057 else
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1058 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1059 ComplexMatrix Q = argq.complex_matrix_value ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1060 ComplexMatrix R = argr.complex_matrix_value ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1061 ComplexMatrix x = argx.complex_matrix_value ();
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1062
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1063 ComplexQR fact (Q, R);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1064
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1065 if (col)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1066 fact.insert_col (x, j-1);
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1067 else
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1068 fact.insert_row (x.row (0), j(0)-1);
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1069
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1070 retval(1) = fact.R ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1071 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1072 }
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1073 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1074
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1075 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1076 else
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1077 error ("qrinsert: invalid index");
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1078 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1079 else
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1080 error ("qrinsert: dimension mismatch");
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1081
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1082 else
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1083 error ("qrinsert: orient must be \"col\" or \"row\"");
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1084 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1085 else
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1086 print_usage ();
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1087
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1088 return retval;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1089 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1090
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1091 /*
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1092 %!test
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1093 %! [Q,R] = qr(A);
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1094 %! [Q,R] = qrinsert(Q,R,3,u);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1095 %! assert(norm(vec(Q'*Q - eye(5)),Inf) < 1e1*eps)
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1096 %! assert(norm(vec(triu(R)-R),Inf) == 0)
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1097 %! assert(norm(vec(Q*R - [A(:,1:2) u A(:,3)]),Inf) < norm(A)*1e1*eps)
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1098 %!test
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1099 %! [Q,R] = qr(Ac);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1100 %! [Q,R] = qrinsert(Q,R,3,uc);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1101 %! assert(norm(vec(Q'*Q - eye(5)),Inf) < 1e1*eps)
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1102 %! assert(norm(vec(triu(R)-R),Inf) == 0)
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1103 %! assert(norm(vec(Q*R - [Ac(:,1:2) uc Ac(:,3)]),Inf) < norm(Ac)*1e1*eps)
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1104 %!test
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1105 %! x = [0.85082 0.76426 0.42883 ];
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1106 %!
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1107 %! [Q,R] = qr(A);
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1108 %! [Q,R] = qrinsert(Q,R,3,x,'row');
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1109 %! assert(norm(vec(Q'*Q - eye(6)),Inf) < 1e1*eps)
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1110 %! assert(norm(vec(triu(R)-R),Inf) == 0)
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1111 %! assert(norm(vec(Q*R - [A(1:2,:);x;A(3:5,:)]),Inf) < norm(A)*1e1*eps)
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1112 %!test
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1113 %! x = [0.20351 + 0.05401i 0.13141 + 0.43708i 0.29808 + 0.08789i ];
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1114 %!
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1115 %! [Q,R] = qr(Ac);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1116 %! [Q,R] = qrinsert(Q,R,3,x,'row');
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1117 %! assert(norm(vec(Q'*Q - eye(6)),Inf) < 1e1*eps)
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1118 %! assert(norm(vec(triu(R)-R),Inf) == 0)
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1119 %! assert(norm(vec(Q*R - [Ac(1:2,:);x;Ac(3:5,:)]),Inf) < norm(Ac)*1e1*eps)
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1120
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1121 %!test
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1122 %! [Q,R] = qr(single(A));
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1123 %! [Q,R] = qrinsert(Q,R,3,single(u));
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1124 %! assert(norm(vec(Q'*Q - eye(5,'single')),Inf) < 1e1*eps('single'))
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1125 %! assert(norm(vec(triu(R)-R),Inf) == 0)
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1126 %! assert(norm(vec(Q*R - single([A(:,1:2) u A(:,3)])),Inf) < norm(single(A))*1e1*eps('single'))
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1127 %!test
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1128 %! [Q,R] = qr(single(Ac));
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1129 %! [Q,R] = qrinsert(Q,R,3,single(uc));
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1130 %! assert(norm(vec(Q'*Q - eye(5,'single')),Inf) < 1e1*eps('single'))
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1131 %! assert(norm(vec(triu(R)-R),Inf) == 0)
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1132 %! assert(norm(vec(Q*R - single([Ac(:,1:2) uc Ac(:,3)])),Inf) < norm(single(Ac))*1e1*eps('single'))
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1133 %!test
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1134 %! x = single([0.85082 0.76426 0.42883 ]);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1135 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1136 %! [Q,R] = qr(single(A));
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1137 %! [Q,R] = qrinsert(Q,R,3,x,'row');
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1138 %! assert(norm(vec(Q'*Q - eye(6,'single')),Inf) < 1e1*eps('single'))
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1139 %! assert(norm(vec(triu(R)-R),Inf) == 0)
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1140 %! assert(norm(vec(Q*R - single([A(1:2,:);x;A(3:5,:)])),Inf) < norm(single(A))*1e1*eps('single'))
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1141 %!test
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1142 %! x = single([0.20351 + 0.05401i 0.13141 + 0.43708i 0.29808 + 0.08789i ]);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1143 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1144 %! [Q,R] = qr(single(Ac));
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1145 %! [Q,R] = qrinsert(Q,R,3,x,'row');
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1146 %! assert(norm(vec(Q'*Q - eye(6,'single')),Inf) < 1e1*eps('single'))
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1147 %! assert(norm(vec(triu(R)-R),Inf) == 0)
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1148 %! assert(norm(vec(Q*R - single([Ac(1:2,:);x;Ac(3:5,:)])),Inf) < norm(single(Ac))*1e1*eps('single'))
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1149 */
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1150
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1151 DEFUN_DLD (qrdelete, args, ,
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1152 "-*- texinfo -*-\n\
7650
eb7bdde776f2 Texinfo fixes
John W. Eaton <jwe@octave.org>
parents: 7560
diff changeset
1153 @deftypefn {Loadable Function} {[@var{Q1}, @var{R1}] =} qrdelete (@var{Q}, @var{R}, @var{j}, @var{orient})\n\
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1154 Given a QR@tie{}factorization of a real or complex matrix\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1155 @w{@var{A} = @var{Q}*@var{R}}, @var{Q}@tie{}unitary and\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1156 @var{R}@tie{}upper trapezoidal, return the QR@tie{}factorization of\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1157 @w{[A(:,1:j-1) A(:,j+1:n)]}, i.e. @var{A} with one column deleted\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1158 (if @var{orient} is \"col\"), or the QR@tie{}factorization of\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1159 @w{[A(1:j-1,:);A(:,j+1:n)]}, i.e. @var{A} with one row deleted (if\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1160 @var{orient} is \"row\").\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1161 \n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1162 The default value of @var{orient} is \"col\".\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1163 \n\
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1164 If @var{orient} is @code{\"col\"},\n\
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1165 @var{j} may be an index vector\n\
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1166 resulting in the QR@tie{}factorization of a matrix @var{B} such that\n\
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1167 @w{A(:,@var{j}) = []} gives @var{B}.\n\
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1168 Notice that the latter case is done as a sequence of k deletions;\n\
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1169 thus, for k large enough, it will be both faster and more accurate to recompute\n\
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1170 the factorization from scratch.\n\
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1171 \n\
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1172 If @var{orient} is @code{\"col\"},\n\
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1173 the QR factorization supplied may be either full\n\
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1174 (Q is square) or economized (R is square).\n\
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1175 \n\
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1176 If @var{orient} is @code{\"row\"}, full factorization is needed.\n\
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1177 @seealso{qr, qrinsert, qrupdate}\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1178 @end deftypefn")
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1179 {
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1180 octave_idx_type nargin = args.length ();
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1181 octave_value_list retval;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1182
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1183 if (nargin < 3 || nargin > 4)
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1184 {
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1185 print_usage ();
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1186 return retval;
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1187 }
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1188
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1189 octave_value argq = args(0);
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1190 octave_value argr = args(1);
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1191 octave_value argj = args(2);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1192
8469
830a03b5f165 qr.cc: require args to be numeric, not necessarily matrix objects
John W. Eaton <jwe@octave.org>
parents: 8367
diff changeset
1193 if (argq.is_numeric_type () && argr.is_numeric_type ()
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1194 && (nargin < 4 || args(3).is_string ()))
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1195 {
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1196 std::string orient = (nargin < 4) ? "col" : args(3).string_value ();
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1197
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1198 bool col = orient == "col";
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1199
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1200 if (col || orient == "row")
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1201 if (check_qr_dims (argq, argr, col))
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1202 {
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1203 if (check_index (argj, col))
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1204 {
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1205 MArray<octave_idx_type> j = argj.int_vector_value ();
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1206
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1207 if (argq.is_real_type ()
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1208 && argr.is_real_type ())
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1209 {
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1210 // real case
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1211 if (argq.is_single_type ()
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1212 || argr.is_single_type ())
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1213 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1214 FloatMatrix Q = argq.float_matrix_value ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1215 FloatMatrix R = argr.float_matrix_value ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1216
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1217 FloatQR fact (Q, R);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1218
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1219 if (col)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1220 fact.delete_col (j-1);
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1221 else
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1222 fact.delete_row (j(0)-1);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1223
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1224 retval(1) = fact.R ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1225 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1226 }
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1227 else
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1228 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1229 Matrix Q = argq.matrix_value ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1230 Matrix R = argr.matrix_value ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1231
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1232 QR fact (Q, R);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1233
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1234 if (col)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1235 fact.delete_col (j-1);
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1236 else
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1237 fact.delete_row (j(0)-1);
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1238
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1239 retval(1) = fact.R ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1240 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1241 }
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1242 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1243 else
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1244 {
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1245 // complex case
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1246 if (argq.is_single_type ()
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1247 || argr.is_single_type ())
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1248 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1249 FloatComplexMatrix Q = argq.float_complex_matrix_value ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1250 FloatComplexMatrix R = argr.float_complex_matrix_value ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1251
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1252 FloatComplexQR fact (Q, R);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1253
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1254 if (col)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1255 fact.delete_col (j-1);
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1256 else
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1257 fact.delete_row (j(0)-1);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1258
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1259 retval(1) = fact.R ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1260 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1261 }
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1262 else
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1263 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1264 ComplexMatrix Q = argq.complex_matrix_value ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1265 ComplexMatrix R = argr.complex_matrix_value ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1266
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1267 ComplexQR fact (Q, R);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1268
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1269 if (col)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1270 fact.delete_col (j-1);
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1271 else
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1272 fact.delete_row (j(0)-1);
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1273
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1274 retval(1) = fact.R ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1275 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1276 }
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1277 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1278 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1279 else
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1280 error ("qrdelete: invalid index");
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1281 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1282 else
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1283 error ("qrdelete: dimension mismatch");
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1284
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1285 else
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1286 error ("qrdelete: orient must be \"col\" or \"row\"");
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1287 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1288 else
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1289 print_usage ();
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1290
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1291 return retval;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1292 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1293
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1294 /*
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1295 %!test
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1296 %! AA = [0.091364 0.613038 0.027504 0.999083;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1297 %! 0.594638 0.425302 0.562834 0.603537;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1298 %! 0.383594 0.291238 0.742073 0.085574;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1299 %! 0.265712 0.268003 0.783553 0.238409;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1300 %! 0.669966 0.743851 0.457255 0.445057 ];
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1301 %!
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1302 %! [Q,R] = qr(AA);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1303 %! [Q,R] = qrdelete(Q,R,3);
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1304 %! assert(norm(vec(Q'*Q - eye(5)),Inf) < 1e1*eps)
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1305 %! assert(norm(vec(triu(R)-R),Inf) == 0)
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1306 %! assert(norm(vec(Q*R - [AA(:,1:2) AA(:,4)]),Inf) < norm(AA)*1e1*eps)
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1307 %!
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1308 %!test
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1309 %! AA = [0.364554 + 0.993117i 0.669818 + 0.510234i 0.426568 + 0.041337i 0.847051 + 0.233291i;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1310 %! 0.049600 + 0.242783i 0.448946 + 0.484022i 0.141155 + 0.074420i 0.446746 + 0.392706i;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1311 %! 0.581922 + 0.657416i 0.581460 + 0.030016i 0.219909 + 0.447288i 0.201144 + 0.069132i;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1312 %! 0.694986 + 0.000571i 0.682327 + 0.841712i 0.807537 + 0.166086i 0.192767 + 0.358098i;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1313 %! 0.945002 + 0.066788i 0.350492 + 0.642638i 0.579629 + 0.048102i 0.600170 + 0.636938i ] * I;
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1314 %!
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1315 %! [Q,R] = qr(AA);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1316 %! [Q,R] = qrdelete(Q,R,3);
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1317 %! assert(norm(vec(Q'*Q - eye(5)),Inf) < 1e1*eps)
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1318 %! assert(norm(vec(triu(R)-R),Inf) == 0)
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1319 %! assert(norm(vec(Q*R - [AA(:,1:2) AA(:,4)]),Inf) < norm(AA)*1e1*eps)
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1320 %!
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1321 %!test
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1322 %! AA = [0.091364 0.613038 0.027504 0.999083;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1323 %! 0.594638 0.425302 0.562834 0.603537;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1324 %! 0.383594 0.291238 0.742073 0.085574;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1325 %! 0.265712 0.268003 0.783553 0.238409;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1326 %! 0.669966 0.743851 0.457255 0.445057 ];
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1327 %!
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1328 %! [Q,R] = qr(AA);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1329 %! [Q,R] = qrdelete(Q,R,3,'row');
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1330 %! assert(norm(vec(Q'*Q - eye(4)),Inf) < 1e1*eps)
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1331 %! assert(norm(vec(triu(R)-R),Inf) == 0)
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1332 %! assert(norm(vec(Q*R - [AA(1:2,:);AA(4:5,:)]),Inf) < norm(AA)*1e1*eps)
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1333 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1334 %!test
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1335 %! AA = [0.364554 + 0.993117i 0.669818 + 0.510234i 0.426568 + 0.041337i 0.847051 + 0.233291i;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1336 %! 0.049600 + 0.242783i 0.448946 + 0.484022i 0.141155 + 0.074420i 0.446746 + 0.392706i;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1337 %! 0.581922 + 0.657416i 0.581460 + 0.030016i 0.219909 + 0.447288i 0.201144 + 0.069132i;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1338 %! 0.694986 + 0.000571i 0.682327 + 0.841712i 0.807537 + 0.166086i 0.192767 + 0.358098i;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1339 %! 0.945002 + 0.066788i 0.350492 + 0.642638i 0.579629 + 0.048102i 0.600170 + 0.636938i ] * I;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1340 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1341 %! [Q,R] = qr(AA);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1342 %! [Q,R] = qrdelete(Q,R,3,'row');
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1343 %! assert(norm(vec(Q'*Q - eye(4)),Inf) < 1e1*eps)
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1344 %! assert(norm(vec(triu(R)-R),Inf) == 0)
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1345 %! assert(norm(vec(Q*R - [AA(1:2,:);AA(4:5,:)]),Inf) < norm(AA)*1e1*eps)
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1346
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1347 %!test
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1348 %! AA = single([0.091364 0.613038 0.027504 0.999083;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1349 %! 0.594638 0.425302 0.562834 0.603537;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1350 %! 0.383594 0.291238 0.742073 0.085574;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1351 %! 0.265712 0.268003 0.783553 0.238409;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1352 %! 0.669966 0.743851 0.457255 0.445057 ]);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1353 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1354 %! [Q,R] = qr(AA);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1355 %! [Q,R] = qrdelete(Q,R,3);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1356 %! assert(norm(vec(Q'*Q - eye(5,'single')),Inf) < 1e1*eps('single'))
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1357 %! assert(norm(vec(triu(R)-R),Inf) == 0)
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1358 %! assert(norm(vec(Q*R - [AA(:,1:2) AA(:,4)]),Inf) < norm(AA)*1e1*eps('single'))
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1359 %!
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1360 %!test
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1361 %! AA = single([0.364554 + 0.993117i 0.669818 + 0.510234i 0.426568 + 0.041337i 0.847051 + 0.233291i;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1362 %! 0.049600 + 0.242783i 0.448946 + 0.484022i 0.141155 + 0.074420i 0.446746 + 0.392706i;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1363 %! 0.581922 + 0.657416i 0.581460 + 0.030016i 0.219909 + 0.447288i 0.201144 + 0.069132i;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1364 %! 0.694986 + 0.000571i 0.682327 + 0.841712i 0.807537 + 0.166086i 0.192767 + 0.358098i;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1365 %! 0.945002 + 0.066788i 0.350492 + 0.642638i 0.579629 + 0.048102i 0.600170 + 0.636938i ]) * I;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1366 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1367 %! [Q,R] = qr(AA);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1368 %! [Q,R] = qrdelete(Q,R,3);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1369 %! assert(norm(vec(Q'*Q - eye(5,'single')),Inf) < 1e1*eps('single'))
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1370 %! assert(norm(vec(triu(R)-R),Inf) == 0)
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1371 %! assert(norm(vec(Q*R - [AA(:,1:2) AA(:,4)]),Inf) < norm(AA)*1e1*eps('single'))
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1372 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1373 %!test
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1374 %! AA = single([0.091364 0.613038 0.027504 0.999083;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1375 %! 0.594638 0.425302 0.562834 0.603537;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1376 %! 0.383594 0.291238 0.742073 0.085574;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1377 %! 0.265712 0.268003 0.783553 0.238409;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1378 %! 0.669966 0.743851 0.457255 0.445057 ]);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1379 %!
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1380 %! [Q,R] = qr(AA);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1381 %! [Q,R] = qrdelete(Q,R,3,'row');
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1382 %! assert(norm(vec(Q'*Q - eye(4,'single')),Inf) < 1e1*eps('single'))
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1383 %! assert(norm(vec(triu(R)-R),Inf) == 0)
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1384 %! assert(norm(vec(Q*R - [AA(1:2,:);AA(4:5,:)]),Inf) < norm(AA)*1e1*eps('single'))
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1385 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1386 %!test
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1387 %! AA = single([0.364554 + 0.993117i 0.669818 + 0.510234i 0.426568 + 0.041337i 0.847051 + 0.233291i;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1388 %! 0.049600 + 0.242783i 0.448946 + 0.484022i 0.141155 + 0.074420i 0.446746 + 0.392706i;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1389 %! 0.581922 + 0.657416i 0.581460 + 0.030016i 0.219909 + 0.447288i 0.201144 + 0.069132i;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1390 %! 0.694986 + 0.000571i 0.682327 + 0.841712i 0.807537 + 0.166086i 0.192767 + 0.358098i;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1391 %! 0.945002 + 0.066788i 0.350492 + 0.642638i 0.579629 + 0.048102i 0.600170 + 0.636938i ]) * I;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1392 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1393 %! [Q,R] = qr(AA);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1394 %! [Q,R] = qrdelete(Q,R,3,'row');
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1395 %! assert(norm(vec(Q'*Q - eye(4,'single')),Inf) < 1e1*eps('single'))
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1396 %! assert(norm(vec(triu(R)-R),Inf) == 0)
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1397 %! assert(norm(vec(Q*R - [AA(1:2,:);AA(4:5,:)]),Inf) < norm(AA)*1e1*eps('single'))
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1398 */
7505
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
1399
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1400 DEFUN_DLD (qrshift, args, ,
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1401 "-*- texinfo -*-\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1402 @deftypefn {Loadable Function} {[@var{Q1}, @var{R1}] =} qrshift (@var{Q}, @var{R}, @var{i}, @var{j})\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1403 Given a QR@tie{}factorization of a real or complex matrix\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1404 @w{@var{A} = @var{Q}*@var{R}}, @var{Q}@tie{}unitary and\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1405 @var{R}@tie{}upper trapezoidal, return the QR@tie{}factorization\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1406 of @w{@var{A}(:,p)}, where @w{p} is the permutation @*\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1407 @code{p = [1:i-1, shift(i:j, 1), j+1:n]} if @w{@var{i} < @var{j}} @*\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1408 or @*\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1409 @code{p = [1:j-1, shift(j:i,-1), i+1:n]} if @w{@var{j} < @var{i}}. @*\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1410 \n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1411 @seealso{qr, qrinsert, qrdelete}\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1412 @end deftypefn")
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1413 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1414 octave_idx_type nargin = args.length ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1415 octave_value_list retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1416
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1417 if (nargin != 4)
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1418 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1419 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1420 return retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1421 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1422
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1423 octave_value argq = args(0);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1424 octave_value argr = args(1);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1425 octave_value argi = args(2);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1426 octave_value argj = args(3);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1427
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1428 if (argq.is_numeric_type () && argr.is_numeric_type ())
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1429 {
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1430 if (check_qr_dims (argq, argr, true))
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1431 {
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1432 if (check_index (argi) && check_index (argj))
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1433 {
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1434 octave_idx_type i = argi.int_value ();
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1435 octave_idx_type j = argj.int_value ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1436
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1437 if (argq.is_real_type ()
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1438 && argr.is_real_type ())
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1439 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1440 // all real case
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1441 if (argq.is_single_type ()
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1442 && argr.is_single_type ())
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1443 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1444 FloatMatrix Q = argq.float_matrix_value ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1445 FloatMatrix R = argr.float_matrix_value ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1446
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1447 FloatQR fact (Q, R);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1448 fact.shift_cols (i-1, j-1);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1449
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1450 retval(1) = fact.R ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1451 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1452 }
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1453 else
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1454 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1455 Matrix Q = argq.matrix_value ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1456 Matrix R = argr.matrix_value ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1457
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1458 QR fact (Q, R);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1459 fact.shift_cols (i-1, j-1);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1460
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1461 retval(1) = fact.R ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1462 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1463 }
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1464 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1465 else
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1466 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1467 // complex case
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1468 if (argq.is_single_type ()
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1469 && argr.is_single_type ())
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1470 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1471 FloatComplexMatrix Q = argq.float_complex_matrix_value ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1472 FloatComplexMatrix R = argr.float_complex_matrix_value ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1473
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1474 FloatComplexQR fact (Q, R);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1475 fact.shift_cols (i-1, j-1);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1476
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1477 retval(1) = fact.R ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1478 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1479 }
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1480 else
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1481 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1482 ComplexMatrix Q = argq.complex_matrix_value ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1483 ComplexMatrix R = argr.complex_matrix_value ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1484
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1485 ComplexQR fact (Q, R);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1486 fact.shift_cols (i-1, j-1);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1487
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1488 retval(1) = fact.R ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1489 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1490 }
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1491 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1492 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1493 else
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1494 error ("qrshift: invalid index");
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1495 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1496 else
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1497 error ("qrshift: dimensions mismatch");
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1498 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1499 else
8469
830a03b5f165 qr.cc: require args to be numeric, not necessarily matrix objects
John W. Eaton <jwe@octave.org>
parents: 8367
diff changeset
1500 error ("qrshift: expecting numeric arguments");
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1501
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1502 return retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1503 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1504 /*
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1505 %!test
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1506 %! AA = A.';
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1507 %! i = 2; j = 4; p = [1:i-1, shift(i:j,-1), j+1:5];
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1508 %!
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1509 %! [Q,R] = qr(AA);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1510 %! [Q,R] = qrshift(Q,R,i,j);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1511 %! assert(norm(vec(Q'*Q - eye(3)),Inf) < 1e1*eps)
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1512 %! assert(norm(vec(triu(R)-R),Inf) == 0)
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1513 %! assert(norm(vec(Q*R - AA(:,p)),Inf) < norm(AA)*1e1*eps)
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1514 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1515 %! j = 2; i = 4; p = [1:j-1, shift(j:i,+1), i+1:5];
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1516 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1517 %! [Q,R] = qr(AA);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1518 %! [Q,R] = qrshift(Q,R,i,j);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1519 %! assert(norm(vec(Q'*Q - eye(3)),Inf) < 1e1*eps)
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1520 %! assert(norm(vec(triu(R)-R),Inf) == 0)
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1521 %! assert(norm(vec(Q*R - AA(:,p)),Inf) < norm(AA)*1e1*eps)
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1522 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1523 %!test
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1524 %! AA = Ac.';
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1525 %! i = 2; j = 4; p = [1:i-1, shift(i:j,-1), j+1:5];
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1526 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1527 %! [Q,R] = qr(AA);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1528 %! [Q,R] = qrshift(Q,R,i,j);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1529 %! assert(norm(vec(Q'*Q - eye(3)),Inf) < 1e1*eps)
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1530 %! assert(norm(vec(triu(R)-R),Inf) == 0)
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1531 %! assert(norm(vec(Q*R - AA(:,p)),Inf) < norm(AA)*1e1*eps)
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1532 %!
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1533 %! j = 2; i = 4; p = [1:j-1, shift(j:i,+1), i+1:5];
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1534 %!
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1535 %! [Q,R] = qr(AA);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1536 %! [Q,R] = qrshift(Q,R,i,j);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1537 %! assert(norm(vec(Q'*Q - eye(3)),Inf) < 1e1*eps)
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1538 %! assert(norm(vec(triu(R)-R),Inf) == 0)
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1539 %! assert(norm(vec(Q*R - AA(:,p)),Inf) < norm(AA)*1e1*eps)
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1540
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1541
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1542 %!test
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1543 %! AA = single (A).';
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1544 %! i = 2; j = 4; p = [1:i-1, shift(i:j,-1), j+1:5];
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1545 %!
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1546 %! [Q,R] = qr(AA);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1547 %! [Q,R] = qrshift(Q,R,i,j);
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1548 %! assert(norm(vec(Q'*Q - eye(3,'single')),Inf) < 1e1*eps('single'))
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1549 %! assert(norm(vec(triu(R)-R),Inf) == 0)
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1550 %! assert(norm(vec(Q*R - AA(:,p)),Inf) < norm(AA)*1e1*eps('single'))
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1551 %!
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1552 %! j = 2; i = 4; p = [1:j-1, shift(j:i,+1), i+1:5];
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1553 %!
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1554 %! [Q,R] = qr(AA);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1555 %! [Q,R] = qrshift(Q,R,i,j);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1556 %! assert(norm(vec(Q'*Q - eye(3,'single')),Inf) < 1e1*eps('single'))
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1557 %! assert(norm(vec(triu(R)-R),Inf) == 0)
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1558 %! assert(norm(vec(Q*R - AA(:,p)),Inf) < norm(AA)*1e1*eps('single'))
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1559 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1560 %!test
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1561 %! AA = single(Ac).';
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1562 %! i = 2; j = 4; p = [1:i-1, shift(i:j,-1), j+1:5];
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1563 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1564 %! [Q,R] = qr(AA);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1565 %! [Q,R] = qrshift(Q,R,i,j);
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1566 %! assert(norm(vec(Q'*Q - eye(3,'single')),Inf) < 1e1*eps('single'))
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1567 %! assert(norm(vec(triu(R)-R),Inf) == 0)
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1568 %! assert(norm(vec(Q*R - AA(:,p)),Inf) < norm(AA)*1e1*eps('single'))
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1569 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1570 %! j = 2; i = 4; p = [1:j-1, shift(j:i,+1), i+1:5];
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1571 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1572 %! [Q,R] = qr(AA);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1573 %! [Q,R] = qrshift(Q,R,i,j);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1574 %! assert(norm(vec(Q'*Q - eye(3,'single')),Inf) < 1e1*eps('single'))
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1575 %! assert(norm(vec(triu(R)-R),Inf) == 0)
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1576 %! assert(norm(vec(Q*R - AA(:,p)),Inf) < norm(AA)*1e1*eps('single'))
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1577 */
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1578
7505
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
1579 /*
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
1580 ;;; Local Variables: ***
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
1581 ;;; mode: C++ ***
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
1582 ;;; End: ***
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
1583 */