annotate scripts/linear-algebra/rref.m @ 7016:93c65f2a5668

[project @ 2007-10-12 06:40:56 by jwe]
author jwe
date Fri, 12 Oct 2007 06:41:26 +0000
parents 1fe78adb91bc
children a1dbe9d80eee
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
5827
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
1 ## Copyright (C) 2000 Paul Kienzle
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
2 ##
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
3 ## This file is part of Octave.
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
4 ##
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
5 ## Octave is free software; you can redistribute it and/or modify it
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
6 ## under the terms of the GNU General Public License as published by
7016
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
jwe
parents: 5827
diff changeset
7 ## the Free Software Foundation; either version 3 of the License, or (at
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
jwe
parents: 5827
diff changeset
8 ## your option) any later version.
5827
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
9 ##
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
10 ## Octave is distributed in the hope that it will be useful, but
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
13 ## General Public License for more details.
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
14 ##
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
15 ## You should have received a copy of the GNU General Public License
7016
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
jwe
parents: 5827
diff changeset
16 ## along with Octave; see the file COPYING. If not, see
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
jwe
parents: 5827
diff changeset
17 ## <http://www.gnu.org/licenses/>.
5827
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
18
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
19 ## -*- texinfo -*-
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
20 ## @deftypefn {Function File} {[@var{r}, @var{k}] =} rref (@var{a}, @var{tol})
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
21 ##
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
22 ## Returns the reduced row echelon form of @var{a}. @var{tol} defaults
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
23 ## to @code{eps * max (size (@var{a})) * norm (@var{a}, inf)}.
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
24 ##
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
25 ## Called with two return arguments, @var{k} returns the vector of
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
26 ## "bound variables", which are those columns on which elimination
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
27 ## has been performed.
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
28 ##
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
29 ## @end deftypefn
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
30
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
31 ## Author: Paul Kienzle <pkienzle@users.sf.net>
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
32 ## (based on a anonymous source from the public domain)
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
33
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
34 function [A, k] = rref (A, tolerance)
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
35
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
36 if (nargin < 1 || nargin > 2)
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
37 print_usage ();
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
38 endif
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
39
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
40 if (ndims (A) > 2)
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
41 error ("rref: expecting matrix argument");
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
42 endif
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
43
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
44 [rows, cols] = size (A);
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
45
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
46 if (nargin < 2)
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
47 tolerance = eps * max (rows, cols) * norm (A, inf);
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
48 endif
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
49
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
50 used = zeros (1, cols);
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
51 r = 1;
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
52 for c = 1:cols
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
53 ## Find the pivot row
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
54 [m, pivot] = max (abs (A(r:rows,c)));
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
55 pivot = r + pivot - 1;
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
56
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
57 if (m <= tolerance)
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
58 ## Skip column c, making sure the approximately zero terms are
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
59 ## actually zero.
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
60 A (r:rows, c) = zeros (rows-r+1, 1);
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
61 else
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
62 ## keep track of bound variables
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
63 used (1, c) = 1;
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
64
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
65 ## Swap current row and pivot row
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
66 A ([pivot, r], c:cols) = A ([r, pivot], c:cols);
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
67
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
68 ## Normalize pivot row
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
69 A (r, c:cols) = A (r, c:cols) / A (r, c);
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
70
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
71 ## Eliminate the current column
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
72 ridx = [1:r-1, r+1:rows];
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
73 A (ridx, c:cols) = A (ridx, c:cols) - A (ridx, c) * A(r, c:cols);
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
74
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
75 ## Check if done
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
76 if (r++ == rows)
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
77 break;
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
78 endif
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
79 endif
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
80 endfor
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
81 k = find (used);
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
82
1fe78adb91bc [project @ 2006-05-22 06:25:14 by jwe]
jwe
parents:
diff changeset
83 endfunction