annotate src/DLD-FUNCTIONS/qr.cc @ 9715:9f27172fbd1e

auto-set MatrixType from certain functions
author Jaroslav Hajek <highegg@gmail.com>
date Mon, 12 Oct 2009 14:23:20 +0200
parents 923c7cb7f13f
children 09da0bd91412
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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 template <class MT>
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48 static octave_value
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49 get_qr_r (const base_qr<MT>& fact)
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50 {
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51 MT R = fact.R ();
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52 if (R.is_square () && fact.regular ())
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53 return octave_value (R, MatrixType (MatrixType::Upper));
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54 else
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55 return R;
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56 }
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57
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58 // [Q, R] = qr (X): form Q unitary and R upper triangular such
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59 // that Q * R = X
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60 //
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61 // [Q, R] = qr (X, 0): form the economy decomposition such that if X is
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62 // m by n then only the first n columns of Q are
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63 // computed.
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64 //
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65 // [Q, R, P] = qr (X): form QRP factorization of X where
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66 // P is a permutation matrix such that
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67 // A * P = Q * R
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68 //
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69 // [Q, R, P] = qr (X, 0): form the economy decomposition with
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70 // permutation vector P such that Q * R = X (:, P)
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71 //
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72 // qr (X) alone returns the output of the LAPACK routine dgeqrf, such
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73 // that R = triu (qr (X))
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74
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75 DEFUN_DLD (qr, args, nargout,
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76 "-*- texinfo -*-\n\
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77 @deftypefn {Loadable Function} {[@var{q}, @var{r}, @var{p}] =} qr (@var{a})\n\
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78 @deftypefnx {Loadable Function} {[@var{q}, @var{r}, @var{p}] =} qr (@var{a}, '0')\n\
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79 @cindex QR factorization\n\
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80 Compute the QR factorization of @var{a}, using standard @sc{lapack}\n\
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81 subroutines. For example, given the matrix @code{a = [1, 2; 3, 4]},\n\
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82 \n\
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83 @example\n\
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84 [q, r] = qr (a)\n\
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85 @end example\n\
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86 \n\
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87 @noindent\n\
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88 returns\n\
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89 \n\
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90 @example\n\
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91 @group\n\
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92 q =\n\
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93 \n\
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94 -0.31623 -0.94868\n\
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95 -0.94868 0.31623\n\
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96 \n\
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97 r =\n\
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98 \n\
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99 -3.16228 -4.42719\n\
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100 0.00000 -0.63246\n\
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101 @end group\n\
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102 @end example\n\
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103 \n\
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104 The @code{qr} factorization has applications in the solution of least\n\
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105 squares problems\n\
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106 @iftex\n\
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107 @tex\n\
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108 $$\n\
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109 \\min_x \\left\\Vert A x - b \\right\\Vert_2\n\
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110 $$\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 \n\
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115 @example\n\
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116 @code{min norm(A x - b)}\n\
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117 @end example\n\
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118 \n\
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119 @end ifnottex\n\
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120 for overdetermined systems of equations (i.e.,\n\
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121 @iftex\n\
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122 @tex\n\
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123 $A$\n\
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124 @end tex\n\
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125 @end iftex\n\
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126 @ifnottex\n\
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127 @code{a}\n\
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128 @end ifnottex\n\
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129 is a tall, thin matrix). The QR factorization is\n\
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130 @iftex\n\
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131 @tex\n\
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132 $QR = A$ where $Q$ is an orthogonal matrix and $R$ is upper triangular.\n\
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133 @end tex\n\
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134 @end iftex\n\
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135 @ifnottex\n\
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136 @code{q * r = a} where @code{q} is an orthogonal matrix and @code{r} is\n\
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137 upper triangular.\n\
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138 @end ifnottex\n\
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139 \n\
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140 If given a second argument of '0', @code{qr} returns an economy-sized\n\
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141 QR factorization, omitting zero rows of @var{R} and the corresponding\n\
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142 columns of @var{Q}.\n\
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143 \n\
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144 If the matrix @var{a} is full, the permuted QR factorization\n\
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145 @code{[@var{q}, @var{r}, @var{p}] = qr (@var{a})} forms the QR factorization\n\
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146 such that the diagonal entries of @code{r} are decreasing in magnitude\n\
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147 order. For example,given the matrix @code{a = [1, 2; 3, 4]},\n\
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148 \n\
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149 @example\n\
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150 [q, r, p] = qr(a)\n\
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151 @end example\n\
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152 \n\
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153 @noindent\n\
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154 returns\n\
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155 \n\
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156 @example\n\
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157 @group\n\
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158 q = \n\
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159 \n\
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160 -0.44721 -0.89443\n\
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161 -0.89443 0.44721\n\
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162 \n\
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163 r =\n\
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164 \n\
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165 -4.47214 -3.13050\n\
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166 0.00000 0.44721\n\
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167 \n\
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168 p =\n\
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169 \n\
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170 0 1\n\
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171 1 0\n\
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172 @end group\n\
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173 @end example\n\
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174 \n\
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175 The permuted @code{qr} factorization @code{[q, r, p] = qr (a)}\n\
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176 factorization allows the construction of an orthogonal basis of\n\
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177 @code{span (a)}.\n\
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178 \n\
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179 If the matrix @var{a} is sparse, then compute the sparse QR factorization\n\
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180 of @var{a}, using @sc{CSparse}. As the matrix @var{Q} is in general a full\n\
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181 matrix, this function returns the @var{Q}-less factorization @var{r} of\n\
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182 @var{a}, such that @code{@var{r} = chol (@var{a}' * @var{a})}.\n\
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183 \n\
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184 If the final argument is the scalar @code{0} and the number of rows is\n\
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185 larger than the number of columns, then an economy factorization is\n\
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186 returned. That is @var{r} will have only @code{size (@var{a},1)} rows.\n\
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187 \n\
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188 If an additional matrix @var{b} is supplied, then @code{qr} returns\n\
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189 @var{c}, where @code{@var{c} = @var{q}' * @var{b}}. This allows the\n\
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190 least squares approximation of @code{@var{a} \\ @var{b}} to be calculated\n\
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191 as\n\
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192 \n\
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193 @example\n\
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194 @group\n\
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195 [@var{c},@var{r}] = spqr (@var{a},@var{b})\n\
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196 @var{x} = @var{r} \\ @var{c}\n\
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197 @end group\n\
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198 @end example\n\
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199 @end deftypefn")
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200 {
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201 octave_value_list retval;
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202
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203 int nargin = args.length ();
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204
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205 if (nargin < 1 || nargin > (args(0).is_sparse_type() ? 3 : 2))
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206 {
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207 print_usage ();
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208 return retval;
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209 }
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210
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211 octave_value arg = args(0);
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212
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213 int arg_is_empty = empty_arg ("qr", arg.rows (), arg.columns ());
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214
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215 if (arg_is_empty < 0)
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216 return retval;
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217
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218 if (arg.is_sparse_type ())
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219 {
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220 bool economy = false;
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221 bool is_cmplx = false;
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222 int have_b = 0;
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223
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224 if (arg.is_complex_type ())
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225 is_cmplx = true;
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226 if (nargin > 1)
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227 {
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228 have_b = 1;
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229 if (args(nargin-1).is_scalar_type ())
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230 {
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231 int val = args(nargin-1).int_value ();
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232 if (val == 0)
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233 {
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234 economy = true;
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235 have_b = (nargin > 2 ? 2 : 0);
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236 }
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237 }
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238 if (have_b > 0 && args(have_b).is_complex_type ())
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239 is_cmplx = true;
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240 }
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241
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242 if (!error_state)
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243 {
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244 if (have_b && nargout < 2)
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245 error ("qr: incorrect number of output arguments");
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246 else if (is_cmplx)
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247 {
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248 SparseComplexQR q (arg.sparse_complex_matrix_value ());
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249 if (!error_state)
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250 {
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251 if (have_b > 0)
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252 {
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253 retval(1) = q.R (economy);
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254 retval(0) = q.C (args(have_b).complex_matrix_value ());
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255 if (arg.rows() < arg.columns())
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256 warning ("qr: non minimum norm solution for under-determined problem");
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257 }
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258 else if (nargout > 1)
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259 {
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260 retval(1) = q.R (economy);
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261 retval(0) = q.Q ();
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262 }
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263 else
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264 retval(0) = q.R (economy);
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265 }
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266 }
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267 else
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268 {
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269 SparseQR q (arg.sparse_matrix_value ());
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270 if (!error_state)
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271 {
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272 if (have_b > 0)
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273 {
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274 retval(1) = q.R (economy);
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275 retval(0) = q.C (args(have_b).matrix_value ());
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276 if (args(0).rows() < args(0).columns())
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277 warning ("qr: non minimum norm solution for under-determined problem");
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278 }
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279 else if (nargout > 1)
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280 {
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281 retval(1) = q.R (economy);
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282 retval(0) = q.Q ();
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283 }
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284 else
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285 retval(0) = q.R (economy);
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286 }
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287 }
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288 }
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diff changeset
289 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
290 else
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
291 {
7505
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
292 QR::type type = (nargout == 0 || nargout == 1) ? QR::raw
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
293 : (nargin == 2 ? QR::economy : QR::std);
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
294
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
295 if (arg.is_single_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
296 {
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
297 if (arg.is_real_type ())
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
298 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
299 FloatMatrix m = arg.float_matrix_value ();
7505
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
300
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
301 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
302 {
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
303 switch (nargout)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
304 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
305 case 0:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
306 case 1:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
307 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
308 FloatQR fact (m, type);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
309 retval(0) = fact.R ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
310 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
311 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
312
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
313 case 2:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
314 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
315 FloatQR fact (m, type);
9715
9f27172fbd1e auto-set MatrixType from certain functions
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
316 retval(1) = get_qr_r (fact);
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
317 retval(0) = fact.Q ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
318 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
319 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
320
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
321 default:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
322 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
323 FloatQRP fact (m, type);
8367
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7924
diff changeset
324 if (type == QR::economy)
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7924
diff changeset
325 retval(2) = fact.Pvec ();
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7924
diff changeset
326 else
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7924
diff changeset
327 retval(2) = fact.P ();
9715
9f27172fbd1e auto-set MatrixType from certain functions
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
328 retval(1) = get_qr_r (fact);
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
329 retval(0) = fact.Q ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
330 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
331 break;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
332 }
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 }
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
334 }
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
335 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
336 {
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
337 FloatComplexMatrix m = arg.float_complex_matrix_value ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
338
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
339 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
340 {
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
341 switch (nargout)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
342 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
343 case 0:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
344 case 1:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
345 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
346 FloatComplexQR fact (m, type);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
347 retval(0) = fact.R ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
348 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
349 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
350
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
351 case 2:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
352 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
353 FloatComplexQR fact (m, type);
9715
9f27172fbd1e auto-set MatrixType from certain functions
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
354 retval(1) = get_qr_r (fact);
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
355 retval(0) = fact.Q ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
356 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
357 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
358
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
359 default:
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 FloatComplexQRP fact (m, type);
8367
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7924
diff changeset
362 if (type == QR::economy)
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7924
diff changeset
363 retval(2) = fact.Pvec ();
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7924
diff changeset
364 else
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7924
diff changeset
365 retval(2) = fact.P ();
9715
9f27172fbd1e auto-set MatrixType from certain functions
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
366 retval(1) = get_qr_r (fact);
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
367 retval(0) = fact.Q ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
368 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
369 break;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
370 }
7505
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
371 }
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
372 }
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
373 }
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
374 else
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
375 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
376 if (arg.is_real_type ())
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
377 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
378 Matrix m = arg.matrix_value ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
379
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
380 if (! error_state)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
381 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
382 switch (nargout)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
383 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
384 case 0:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
385 case 1:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
386 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
387 QR fact (m, type);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
388 retval(0) = fact.R ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
389 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
390 break;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
391
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
392 case 2:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
393 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
394 QR fact (m, type);
9715
9f27172fbd1e auto-set MatrixType from certain functions
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
395 retval(1) = get_qr_r (fact);
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
396 retval(0) = fact.Q ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
397 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
398 break;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
399
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
400 default:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
401 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
402 QRP fact (m, type);
8367
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7924
diff changeset
403 if (type == QR::economy)
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7924
diff changeset
404 retval(2) = fact.Pvec ();
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7924
diff changeset
405 else
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7924
diff changeset
406 retval(2) = fact.P ();
9715
9f27172fbd1e auto-set MatrixType from certain functions
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
407 retval(1) = get_qr_r (fact);
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
408 retval(0) = fact.Q ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
409 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
410 break;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
411 }
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 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
414 else if (arg.is_complex_type ())
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
415 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
416 ComplexMatrix m = arg.complex_matrix_value ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
417
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
418 if (! error_state)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
419 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
420 switch (nargout)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
421 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
422 case 0:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
423 case 1:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
424 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
425 ComplexQR fact (m, type);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
426 retval(0) = fact.R ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
427 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
428 break;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
429
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
430 case 2:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
431 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
432 ComplexQR fact (m, type);
9715
9f27172fbd1e auto-set MatrixType from certain functions
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
433 retval(1) = get_qr_r (fact);
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
434 retval(0) = fact.Q ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
435 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
436 break;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
437
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
438 default:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
439 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
440 ComplexQRP fact (m, type);
8367
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7924
diff changeset
441 if (type == QR::economy)
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7924
diff changeset
442 retval(2) = fact.Pvec ();
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7924
diff changeset
443 else
445d27d79f4e support permutation matrix objects
Jaroslav Hajek <highegg@gmail.com>
parents: 7924
diff changeset
444 retval(2) = fact.P ();
9715
9f27172fbd1e auto-set MatrixType from certain functions
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
445 retval(1) = get_qr_r (fact);
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
446 retval(0) = fact.Q ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
447 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
448 break;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
449 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
450 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
451 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
452 else
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
453 gripe_wrong_type_arg ("qr", arg);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
454 }
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
455 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
456
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
457 return retval;
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
458 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
459
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
460 /*
7505
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
461
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
462 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
463 %! 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
464 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
465 %! [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
466 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
467 %! [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
468 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
469 %! 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
470 %! 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
471
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
472 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
473 %! 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
474 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
475 %! [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
476 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
477 %! [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
478 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
479 %! 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
480 %! 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
481
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
482 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
483 %! 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
484 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
485 %! [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
486 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
487 %! [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
488 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
489 %! 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
490 %! 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
491
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
492 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
493 %! 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
494 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
495 %! [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
496 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
497 %! [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
498 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
499 %! 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
500 %! 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
501
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
502 %!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
503 %!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
504
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
505 %!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
506 %! 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
507 %! retval = 0;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
508 %! 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
509 %! 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
510 %! 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
511 %! 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
512 %! else
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
513 %! 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
514 %! 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
515 %! 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
516 %! 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
517 %! 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
518 %! else
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
519 %! 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
520 %! 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
521 %! endif
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
522 %! endif
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
523 %!test
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 %! 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
526 %! j = 1;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
527 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
528 %! 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
529 %! 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
530 %! [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
531 %! [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
532 %! [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
533 %! [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
534 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
535 %! 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
536 %! [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
537 %! [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
538 %! [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
539 %! [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
540 %! endif
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
541 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
542 %! 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
543 %! [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
544 %! [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
545 %! [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
546 %! [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
547 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
548 %! 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
549 %! [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
550 %! [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
551 %! [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
552 %! [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
553 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
554 %! 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
555 %! [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
556 %! [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
557 %! [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
558 %! [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
559 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
560 %! 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
561 %! [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
562 %! [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
563 %! [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
564 %! [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
565 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
566 %! a = [
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
567 %! 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
568 %! 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
569 %! -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
570 %! 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
571 %! -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
572 %! -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
573 %! -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
574 %! 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
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] = qr(a);
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 %! 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
579
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
580 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
581 %! 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
582 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
583 %! [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
584 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
585 %! [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
586 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
587 %! 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
588 %! 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
589
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
590 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
591 %! 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
592 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
593 %! [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
594 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
595 %! [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
596 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
597 %! 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
598 %! 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
599
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
600 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
601 %! 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
602 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
603 %! [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
604 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
605 %! [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
606 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
607 %! 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
608 %! 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
609
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
610 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
611 %! 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
612 %!
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, 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
614 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
615 %! [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
616 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
617 %! 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
618 %! 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
619
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
620 %!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
621 %!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
622
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
623 %!test
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 %! 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
626 %! j = 1;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
627 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
628 %! 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
629 %! 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
630 %! [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
631 %! [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
632 %! [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
633 %! [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
634 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
635 %! 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
636 %! [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
637 %! [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
638 %! [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
639 %! [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
640 %! endif
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
641 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
642 %! 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
643 %! [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
644 %! [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
645 %! [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
646 %! [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
647 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
648 %! 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
649 %! [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
650 %! [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
651 %! [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
652 %! [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
653 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
654 %! 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
655 %! [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
656 %! [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
657 %! [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
658 %! [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
659 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
660 %! 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
661 %! [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
662 %! [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
663 %! [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
664 %! [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
665 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
666 %! a = [
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
667 %! 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
668 %! 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
669 %! -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
670 %! 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
671 %! -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
672 %! -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
673 %! -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
674 %! 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
675 %! ];
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
676 %! [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
677 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
678 %! 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
679
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
680 %% 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
681 %% 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
682
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
683 %!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
684 %! 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
685 %! 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
686 %! 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
687 %! 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
688
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
689 %!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
690 %! 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
691 %! 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
692 %! 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
693 %! 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
694 %! 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
695 %! 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
696
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
697 %!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
698 %! 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
699 %! 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
700 %! [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
701 %! 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
702
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
703 %!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
704 %! 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
705 %! 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
706 %! 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
707 %! [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
708 %! 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
709
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
710 %% 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
711 %!#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
712 %! 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
713 %! 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
714 %! 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
715 %! [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
716 %! 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
717
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
718 %!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
719 %! 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
720 %! 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
721 %! 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
722 %! 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
723
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
724 %!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
725 %! 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
726 %! 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
727 %! 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
728 %! 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
729 %! 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
730 %! 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
731
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
732 %!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
733 %! 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
734 %! 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
735 %! [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
736 %! 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
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 %!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
739 %! 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
740 %! 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
741 %! 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
742 %! [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
743 %! 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
744
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
745 %% 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
746 %!#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
747 %! 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
748 %! 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
749 %! 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
750 %! [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
751 %! 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
752
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
753 %!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
754
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
755 */
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
756
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
757 static
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
758 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
759 bool allow_ecf = false)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
760 {
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
761 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
762 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
763 && (m == k || (allow_ecf && k == n && k < m)));
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
764 }
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
765
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
766 static
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
767 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
768 {
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
769 return ((i.is_real_type () || i.is_integer_type ())
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
770 && (i.is_scalar_type () || vector_allowed));
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
771 }
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
772
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
773 DEFUN_DLD (qrupdate, args, ,
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
774 "-*- texinfo -*-\n\
7650
eb7bdde776f2 Texinfo fixes
John W. Eaton <jwe@octave.org>
parents: 7560
diff changeset
775 @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
776 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
777 @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
778 @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
779 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
780 column vectors (rank-1 update) or matrices with equal number of columns\n\
9064
7c02ec148a3c Check grammar on all .cc files
Rik <rdrider0-list@yahoo.com>
parents: 8869
diff changeset
781 (rank-k update). Notice that the latter case is done as a sequence of rank-1 updates;\n\
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
782 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
783 the factorization from scratch.\n\
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
784 \n\
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
785 The QR factorization supplied may be either full\n\
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
786 (Q is square) or economized (R is square).\n\
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
787 \n\
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
788 @seealso{qr, qrinsert, qrdelete}\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
789 @end deftypefn")
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
790 {
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
791 octave_idx_type nargin = args.length ();
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
792 octave_value_list retval;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
793
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
794 if (nargin != 4)
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
795 {
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
796 print_usage ();
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
797 return retval;
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
798 }
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
799
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
800 octave_value argq = args(0);
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
801 octave_value argr = args(1);
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
802 octave_value argu = args(2);
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
803 octave_value argv = args(3);
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
804
8469
830a03b5f165 qr.cc: require args to be numeric, not necessarily matrix objects
John W. Eaton <jwe@octave.org>
parents: 8367
diff changeset
805 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
806 && argu.is_numeric_type () && argv.is_numeric_type ())
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
807 {
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
808 if (check_qr_dims (argq, argr, true))
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
809 {
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
810 if (argq.is_real_type ()
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
811 && argr.is_real_type ()
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
812 && argu.is_real_type ()
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
813 && argv.is_real_type ())
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
814 {
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
815 // all real case
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
816 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
817 || argr.is_single_type ()
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
818 || argu.is_single_type ()
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
819 || argv.is_single_type ())
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
820 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
821 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
822 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
823 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
824 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
825
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
826 FloatQR fact (Q, R);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
827 fact.update (u, v);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
828
9715
9f27172fbd1e auto-set MatrixType from certain functions
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
829 retval(1) = get_qr_r (fact);
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
830 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
831 }
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
832 else
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
833 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
834 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
835 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
836 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
837 Matrix v = argv.matrix_value ();
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
838
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
839 QR fact (Q, R);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
840 fact.update (u, v);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
841
9715
9f27172fbd1e auto-set MatrixType from certain functions
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
842 retval(1) = get_qr_r (fact);
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
843 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
844 }
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
845 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
846 else
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
847 {
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
848 // complex case
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
849 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
850 || argr.is_single_type ()
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
851 || argu.is_single_type ()
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
852 || argv.is_single_type ())
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
853 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
854 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
855 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
856 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
857 FloatComplexMatrix v = argv.float_complex_matrix_value ();
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
858
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
859 FloatComplexQR fact (Q, R);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
860 fact.update (u, v);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
861
9715
9f27172fbd1e auto-set MatrixType from certain functions
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
862 retval(1) = get_qr_r (fact);
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
863 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
864 }
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
865 else
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
866 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
867 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
868 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
869 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
870 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
871
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
872 ComplexQR fact (Q, R);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
873 fact.update (u, v);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
874
9715
9f27172fbd1e auto-set MatrixType from certain functions
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
875 retval(1) = get_qr_r (fact);
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
876 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
877 }
7553
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 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
880 else
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
881 error ("qrupdate: dimensions mismatch");
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
882 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
883 else
8469
830a03b5f165 qr.cc: require args to be numeric, not necessarily matrix objects
John W. Eaton <jwe@octave.org>
parents: 8367
diff changeset
884 error ("qrupdate: expecting numeric arguments");
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
885
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
886 return retval;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
887 }
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 %!shared A, u, v, Ac, uc, vc
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
890 %! A = [0.091364 0.613038 0.999083;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
891 %! 0.594638 0.425302 0.603537;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
892 %! 0.383594 0.291238 0.085574;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
893 %! 0.265712 0.268003 0.238409;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
894 %! 0.669966 0.743851 0.445057 ];
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
895 %!
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
896 %! u = [0.85082;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
897 %! 0.76426;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
898 %! 0.42883;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
899 %! 0.53010;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
900 %! 0.80683 ];
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
901 %!
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
902 %! v = [0.98810;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
903 %! 0.24295;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
904 %! 0.43167 ];
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
905 %!
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
906 %! 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
907 %! 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
908 %! 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
909 %! 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
910 %! 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
911 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
912 %! 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
913 %! 0.13141 + 0.43708i;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
914 %! 0.29808 + 0.08789i;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
915 %! 0.69821 + 0.38844i;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
916 %! 0.74871 + 0.25821i ];
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
917 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
918 %! 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
919 %! 0.20820 + 0.93090i;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
920 %! 0.86184 + 0.34689i ];
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
921 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
922
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
923 %!test
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
924 %! [Q,R] = qr(A);
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
925 %! [Q,R] = qrupdate(Q,R,u,v);
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
926 %! 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
927 %! assert(norm(vec(triu(R)-R),Inf) == 0)
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
928 %! 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
929 %!
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
930 %!test
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
931 %! [Q,R] = qr(Ac);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
932 %! [Q,R] = qrupdate(Q,R,uc,vc);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
933 %! 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
934 %! 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
935 %! 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
936
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
937 %!test
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
938 %! [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
939 %! [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
940 %! 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
941 %! 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
942 %! 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
943 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
944 %!test
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
945 %! [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
946 %! [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
947 %! 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
948 %! 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
949 %! 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
950 */
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
951
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
952 DEFUN_DLD (qrinsert, args, ,
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
953 "-*- texinfo -*-\n\
7650
eb7bdde776f2 Texinfo fixes
John W. Eaton <jwe@octave.org>
parents: 7560
diff changeset
954 @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
955 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
956 @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
957 @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
958 @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
959 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
960 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
961 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
962 @code{\"row\"}).\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
963 \n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
964 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
965 If @var{orient} is @code{\"col\"},\n\
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
966 @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
967 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
968 @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
969 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
970 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
971 the factorization from scratch.\n\
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
972 \n\
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
973 If @var{orient} is @code{\"col\"},\n\
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
974 the QR factorization supplied may be either full\n\
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
975 (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
976 \n\
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
977 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
978 @seealso{qr, qrupdate, qrdelete}\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
979 @end deftypefn")
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
980 {
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
981 octave_idx_type nargin = args.length ();
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
982 octave_value_list retval;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
983
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
984 if (nargin < 4 || nargin > 5)
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
985 {
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
986 print_usage ();
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
987 return retval;
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
988 }
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
989
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
990 octave_value argq = args(0);
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
991 octave_value argr = args(1);
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
992 octave_value argj = args(2);
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
993 octave_value argx = args(3);
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
994
8469
830a03b5f165 qr.cc: require args to be numeric, not necessarily matrix objects
John W. Eaton <jwe@octave.org>
parents: 8367
diff changeset
995 if (argq.is_numeric_type () && argr.is_numeric_type ()
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
996 && argx.is_numeric_type ()
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
997 && (nargin < 5 || args(4).is_string ()))
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
998 {
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
999 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
1000
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1001 bool col = orient == "col";
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1002
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1003 if (col || orient == "row")
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1004 if (check_qr_dims (argq, argr, col)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1005 && (col || argx.rows () == 1))
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1006 {
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1007 if (check_index (argj, col))
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1008 {
8811
20dfb885f877 int -> octave_idx fixes
John W. Eaton <jwe@octave.org>
parents: 8798
diff changeset
1009 MArray<octave_idx_type> j
20dfb885f877 int -> octave_idx fixes
John W. Eaton <jwe@octave.org>
parents: 8798
diff changeset
1010 = argj.octave_idx_type_vector_value ();
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1011
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1012 if (argq.is_real_type ()
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1013 && argr.is_real_type ()
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1014 && argx.is_real_type ())
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1015 {
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1016 // real case
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1017 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
1018 || argr.is_single_type ()
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1019 || argx.is_single_type ())
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1020 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1021 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
1022 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
1023 FloatMatrix x = argx.float_matrix_value ();
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1024
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1025 FloatQR fact (Q, R);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1026
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1027 if (col)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1028 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
1029 else
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1030 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
1031
9715
9f27172fbd1e auto-set MatrixType from certain functions
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
1032 retval(1) = get_qr_r (fact);
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1033 retval(0) = fact.Q ();
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1034
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1035 }
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1036 else
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1037 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1038 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
1039 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
1040 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
1041
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1042 QR fact (Q, R);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1043
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1044 if (col)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1045 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
1046 else
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1047 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
1048
9715
9f27172fbd1e auto-set MatrixType from certain functions
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
1049 retval(1) = get_qr_r (fact);
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1050 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1051
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1052 }
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1053 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1054 else
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1055 {
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1056 // complex case
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1057 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
1058 || argr.is_single_type ()
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1059 || argx.is_single_type ())
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1060 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1061 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
1062 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
1063 FloatComplexMatrix x = argx.float_complex_matrix_value ();
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1064
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1065 FloatComplexQR fact (Q, R);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1066
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1067 if (col)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1068 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
1069 else
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1070 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
1071
9715
9f27172fbd1e auto-set MatrixType from certain functions
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
1072 retval(1) = get_qr_r (fact);
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1073 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1074 }
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1075 else
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1076 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1077 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
1078 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
1079 ComplexMatrix x = argx.complex_matrix_value ();
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1080
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1081 ComplexQR fact (Q, R);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1082
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1083 if (col)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1084 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
1085 else
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1086 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
1087
9715
9f27172fbd1e auto-set MatrixType from certain functions
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
1088 retval(1) = get_qr_r (fact);
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1089 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1090 }
7553
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
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1093 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1094 else
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1095 error ("qrinsert: invalid index");
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1096 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1097 else
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1098 error ("qrinsert: dimension mismatch");
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1099
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1100 else
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1101 error ("qrinsert: orient must be \"col\" or \"row\"");
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1102 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1103 else
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1104 print_usage ();
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1105
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1106 return retval;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1107 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1108
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1109 /*
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1110 %!test
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1111 %! [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
1112 %! [Q,R] = qrinsert(Q,R,3,u);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1113 %! 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
1114 %! 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
1115 %! 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
1116 %!test
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1117 %! [Q,R] = qr(Ac);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1118 %! [Q,R] = qrinsert(Q,R,3,uc);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1119 %! 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
1120 %! 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
1121 %! 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
1122 %!test
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1123 %! x = [0.85082 0.76426 0.42883 ];
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1124 %!
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1125 %! [Q,R] = qr(A);
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1126 %! [Q,R] = qrinsert(Q,R,3,x,'row');
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1127 %! 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
1128 %! assert(norm(vec(triu(R)-R),Inf) == 0)
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1129 %! 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
1130 %!test
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1131 %! 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
1132 %!
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1133 %! [Q,R] = qr(Ac);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1134 %! [Q,R] = qrinsert(Q,R,3,x,'row');
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1135 %! 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
1136 %! 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
1137 %! 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
1138
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1139 %!test
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1140 %! [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
1141 %! [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
1142 %! 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
1143 %! 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
1144 %! 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
1145 %!test
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1146 %! [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
1147 %! [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
1148 %! 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
1149 %! 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
1150 %! 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
1151 %!test
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1152 %! 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
1153 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1154 %! [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
1155 %! [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
1156 %! 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
1157 %! 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
1158 %! 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
1159 %!test
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1160 %! 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
1161 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1162 %! [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
1163 %! [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
1164 %! 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
1165 %! 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
1166 %! 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
1167 */
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1168
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1169 DEFUN_DLD (qrdelete, args, ,
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1170 "-*- texinfo -*-\n\
7650
eb7bdde776f2 Texinfo fixes
John W. Eaton <jwe@octave.org>
parents: 7560
diff changeset
1171 @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
1172 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
1173 @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
1174 @var{R}@tie{}upper trapezoidal, return the QR@tie{}factorization of\n\
9064
7c02ec148a3c Check grammar on all .cc files
Rik <rdrider0-list@yahoo.com>
parents: 8869
diff changeset
1175 @w{[A(:,1:j-1) A(:,j+1:n)]}, i.e., @var{A} with one column deleted\n\
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1176 (if @var{orient} is \"col\"), or the QR@tie{}factorization of\n\
9064
7c02ec148a3c Check grammar on all .cc files
Rik <rdrider0-list@yahoo.com>
parents: 8869
diff changeset
1177 @w{[A(1:j-1,:);A(:,j+1:n)]}, i.e., @var{A} with one row deleted (if\n\
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1178 @var{orient} is \"row\").\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1179 \n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1180 The default value of @var{orient} is \"col\".\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1181 \n\
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1182 If @var{orient} is @code{\"col\"},\n\
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1183 @var{j} may be an index vector\n\
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1184 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
1185 @w{A(:,@var{j}) = []} gives @var{B}.\n\
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1186 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
1187 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
1188 the factorization from scratch.\n\
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1189 \n\
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1190 If @var{orient} is @code{\"col\"},\n\
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1191 the QR factorization supplied may be either full\n\
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1192 (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
1193 \n\
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1194 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
1195 @seealso{qr, qrinsert, qrupdate}\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1196 @end deftypefn")
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1197 {
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1198 octave_idx_type nargin = args.length ();
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1199 octave_value_list retval;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1200
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1201 if (nargin < 3 || nargin > 4)
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1202 {
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1203 print_usage ();
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1204 return retval;
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1205 }
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1206
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1207 octave_value argq = args(0);
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1208 octave_value argr = args(1);
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1209 octave_value argj = args(2);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1210
8469
830a03b5f165 qr.cc: require args to be numeric, not necessarily matrix objects
John W. Eaton <jwe@octave.org>
parents: 8367
diff changeset
1211 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
1212 && (nargin < 4 || args(3).is_string ()))
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1213 {
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1214 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
1215
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1216 bool col = orient == "col";
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1217
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1218 if (col || orient == "row")
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1219 if (check_qr_dims (argq, argr, col))
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1220 {
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1221 if (check_index (argj, col))
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1222 {
8811
20dfb885f877 int -> octave_idx fixes
John W. Eaton <jwe@octave.org>
parents: 8798
diff changeset
1223 MArray<octave_idx_type> j
20dfb885f877 int -> octave_idx fixes
John W. Eaton <jwe@octave.org>
parents: 8798
diff changeset
1224 = argj.octave_idx_type_vector_value ();
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1225
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1226 if (argq.is_real_type ()
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1227 && argr.is_real_type ())
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1228 {
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1229 // real case
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1230 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
1231 || argr.is_single_type ())
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1232 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1233 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
1234 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
1235
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1236 FloatQR fact (Q, R);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1237
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1238 if (col)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1239 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
1240 else
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1241 fact.delete_row (j(0)-1);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1242
9715
9f27172fbd1e auto-set MatrixType from certain functions
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
1243 retval(1) = get_qr_r (fact);
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1244 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1245 }
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1246 else
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1247 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1248 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
1249 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
1250
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1251 QR fact (Q, R);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1252
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1253 if (col)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1254 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
1255 else
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1256 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
1257
9715
9f27172fbd1e auto-set MatrixType from certain functions
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
1258 retval(1) = get_qr_r (fact);
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1259 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1260 }
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1261 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1262 else
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1263 {
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1264 // complex case
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1265 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
1266 || argr.is_single_type ())
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1267 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1268 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
1269 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
1270
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1271 FloatComplexQR fact (Q, R);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1272
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1273 if (col)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1274 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
1275 else
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1276 fact.delete_row (j(0)-1);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1277
9715
9f27172fbd1e auto-set MatrixType from certain functions
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
1278 retval(1) = get_qr_r (fact);
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1279 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1280 }
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1281 else
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1282 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1283 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
1284 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
1285
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1286 ComplexQR fact (Q, R);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1287
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1288 if (col)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1289 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
1290 else
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1291 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
1292
9715
9f27172fbd1e auto-set MatrixType from certain functions
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
1293 retval(1) = get_qr_r (fact);
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1294 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1295 }
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1296 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1297 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1298 else
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1299 error ("qrdelete: invalid index");
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1300 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1301 else
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1302 error ("qrdelete: dimension mismatch");
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1303
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1304 else
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1305 error ("qrdelete: orient must be \"col\" or \"row\"");
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1306 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1307 else
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1308 print_usage ();
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1309
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1310 return retval;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1311 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1312
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1313 /*
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1314 %!test
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1315 %! 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
1316 %! 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
1317 %! 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
1318 %! 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
1319 %! 0.669966 0.743851 0.457255 0.445057 ];
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1320 %!
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1321 %! [Q,R] = qr(AA);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1322 %! [Q,R] = qrdelete(Q,R,3);
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1323 %! 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
1324 %! 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
1325 %! 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
1326 %!
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1327 %!test
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1328 %! 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
1329 %! 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
1330 %! 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
1331 %! 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
1332 %! 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
1333 %!
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1334 %! [Q,R] = qr(AA);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1335 %! [Q,R] = qrdelete(Q,R,3);
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1336 %! 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
1337 %! 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
1338 %! 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
1339 %!
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1340 %!test
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1341 %! 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
1342 %! 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
1343 %! 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
1344 %! 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
1345 %! 0.669966 0.743851 0.457255 0.445057 ];
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1346 %!
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1347 %! [Q,R] = qr(AA);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1348 %! [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
1349 %! 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
1350 %! 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
1351 %! 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
1352 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1353 %!test
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1354 %! 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
1355 %! 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
1356 %! 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
1357 %! 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
1358 %! 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
1359 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1360 %! [Q,R] = qr(AA);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1361 %! [Q,R] = qrdelete(Q,R,3,'row');
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1362 %! 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
1363 %! 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
1364 %! 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
1365
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1366 %!test
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1367 %! 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
1368 %! 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
1369 %! 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
1370 %! 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
1371 %! 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
1372 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1373 %! [Q,R] = qr(AA);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1374 %! [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
1375 %! 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
1376 %! 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
1377 %! 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
1378 %!
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1379 %!test
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1380 %! 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
1381 %! 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
1382 %! 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
1383 %! 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
1384 %! 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
1385 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1386 %! [Q,R] = qr(AA);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1387 %! [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
1388 %! 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
1389 %! 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
1390 %! 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
1391 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1392 %!test
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1393 %! 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
1394 %! 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
1395 %! 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
1396 %! 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
1397 %! 0.669966 0.743851 0.457255 0.445057 ]);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1398 %!
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1399 %! [Q,R] = qr(AA);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1400 %! [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
1401 %! 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
1402 %! 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
1403 %! 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
1404 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1405 %!test
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1406 %! 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
1407 %! 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
1408 %! 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
1409 %! 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
1410 %! 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
1411 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1412 %! [Q,R] = qr(AA);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1413 %! [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
1414 %! 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
1415 %! 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
1416 %! 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
1417 */
7505
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
1418
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1419 DEFUN_DLD (qrshift, args, ,
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1420 "-*- texinfo -*-\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1421 @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
1422 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
1423 @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
1424 @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
1425 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
1426 @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
1427 or @*\n\
9064
7c02ec148a3c Check grammar on all .cc files
Rik <rdrider0-list@yahoo.com>
parents: 8869
diff changeset
1428 @code{p = [1:j-1, shift(j:i,-1), i+1:n]} if @w{@var{j} < @var{i}}. @*\n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1429 \n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1430 @seealso{qr, qrinsert, qrdelete}\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1431 @end deftypefn")
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1432 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1433 octave_idx_type nargin = args.length ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1434 octave_value_list retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1435
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1436 if (nargin != 4)
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1437 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1438 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1439 return retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1440 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1441
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1442 octave_value argq = args(0);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1443 octave_value argr = args(1);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1444 octave_value argi = args(2);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1445 octave_value argj = args(3);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1446
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1447 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
1448 {
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1449 if (check_qr_dims (argq, argr, true))
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1450 {
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1451 if (check_index (argi) && check_index (argj))
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1452 {
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1453 octave_idx_type i = argi.int_value ();
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1454 octave_idx_type j = argj.int_value ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1455
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1456 if (argq.is_real_type ()
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1457 && argr.is_real_type ())
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1458 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1459 // all real case
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1460 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
1461 && argr.is_single_type ())
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1462 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1463 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
1464 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
1465
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1466 FloatQR fact (Q, R);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1467 fact.shift_cols (i-1, j-1);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1468
9715
9f27172fbd1e auto-set MatrixType from certain functions
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
1469 retval(1) = get_qr_r (fact);
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1470 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1471 }
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1472 else
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1473 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1474 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
1475 Matrix R = argr.matrix_value ();
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 QR fact (Q, R);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1478 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
1479
9715
9f27172fbd1e auto-set MatrixType from certain functions
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
1480 retval(1) = get_qr_r (fact);
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1481 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1482 }
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1483 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1484 else
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1485 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1486 // complex case
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1487 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
1488 && argr.is_single_type ())
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1489 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1490 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
1491 FloatComplexMatrix R = argr.float_complex_matrix_value ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1492
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1493 FloatComplexQR fact (Q, R);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1494 fact.shift_cols (i-1, j-1);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1495
9715
9f27172fbd1e auto-set MatrixType from certain functions
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
1496 retval(1) = get_qr_r (fact);
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1497 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1498 }
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1499 else
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1500 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1501 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
1502 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
1503
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1504 ComplexQR fact (Q, R);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1505 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
1506
9715
9f27172fbd1e auto-set MatrixType from certain functions
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
1507 retval(1) = get_qr_r (fact);
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1508 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1509 }
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1510 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1511 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1512 else
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1513 error ("qrshift: invalid index");
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1514 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1515 else
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1516 error ("qrshift: dimensions mismatch");
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1517 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1518 else
8469
830a03b5f165 qr.cc: require args to be numeric, not necessarily matrix objects
John W. Eaton <jwe@octave.org>
parents: 8367
diff changeset
1519 error ("qrshift: expecting numeric arguments");
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1520
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1521 return retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1522 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1523 /*
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1524 %!test
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1525 %! AA = A.';
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1526 %! 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
1527 %!
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1528 %! [Q,R] = qr(AA);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1529 %! [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
1530 %! 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
1531 %! 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
1532 %! 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
1533 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1534 %! 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
1535 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1536 %! [Q,R] = qr(AA);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1537 %! [Q,R] = qrshift(Q,R,i,j);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1538 %! 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
1539 %! 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
1540 %! 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
1541 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1542 %!test
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1543 %! AA = Ac.';
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1544 %! 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
1545 %!
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);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1547 %! [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
1548 %! 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
1549 %! 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
1550 %! 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
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);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1555 %! [Q,R] = qrshift(Q,R,i,j);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1556 %! 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
1557 %! 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
1558 %! 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
1559
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1560
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1561 %!test
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1562 %! AA = single (A).';
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1563 %! 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
1564 %!
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1565 %! [Q,R] = qr(AA);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1566 %! [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
1567 %! 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
1568 %! 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
1569 %! 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
1570 %!
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1571 %! 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
1572 %!
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1573 %! [Q,R] = qr(AA);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1574 %! [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
1575 %! 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
1576 %! 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
1577 %! 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
1578 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1579 %!test
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1580 %! AA = single(Ac).';
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1581 %! 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
1582 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1583 %! [Q,R] = qr(AA);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1584 %! [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
1585 %! 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
1586 %! 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
1587 %! 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
1588 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1589 %! 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
1590 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1591 %! [Q,R] = qr(AA);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1592 %! [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
1593 %! 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
1594 %! 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
1595 %! 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
1596 */
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1597
7505
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
1598 /*
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
1599 ;;; Local Variables: ***
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
1600 ;;; mode: C++ ***
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
1601 ;;; End: ***
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
1602 */