Mercurial > octave-antonio
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 |
rev | line source |
---|---|
2928 | 1 /* |
2 | |
7017 | 3 Copyright (C) 1996, 1997, 1999, 2000, 2005, 2006, 2007 John W. Eaton |
8547
d66c9b6e506a
imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents:
8517
diff
changeset
|
4 Copyright (C) 2008, 2009 Jaroslav Hajek |
d66c9b6e506a
imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents:
8517
diff
changeset
|
5 Copyright (C) 2008, 2009 VZLU Prague |
2928 | 6 |
7 This file is part of Octave. | |
8 | |
9 Octave is free software; you can redistribute it and/or modify it | |
10 under the terms of the GNU General Public License as published by the | |
7016 | 11 Free Software Foundation; either version 3 of the License, or (at your |
12 option) any later version. | |
2928 | 13 |
14 Octave is distributed in the hope that it will be useful, but WITHOUT | |
15 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
16 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
17 for more details. | |
18 | |
19 You should have received a copy of the GNU General Public License | |
7016 | 20 along with Octave; see the file COPYING. If not, see |
21 <http://www.gnu.org/licenses/>. | |
2928 | 22 |
23 */ | |
24 | |
25 #ifdef HAVE_CONFIG_H | |
26 #include <config.h> | |
27 #endif | |
28 | |
29 #include "CmplxQR.h" | |
30 #include "CmplxQRP.h" | |
31 #include "dbleQR.h" | |
32 #include "dbleQRP.h" | |
7789
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
7700
diff
changeset
|
33 #include "fCmplxQR.h" |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
7700
diff
changeset
|
34 #include "fCmplxQRP.h" |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
7700
diff
changeset
|
35 #include "floatQR.h" |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
7700
diff
changeset
|
36 #include "floatQRP.h" |
7505
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
37 #include "SparseQR.h" |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
38 #include "SparseCmplxQR.h" |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
39 |
2928 | 40 |
41 #include "defun-dld.h" | |
42 #include "error.h" | |
43 #include "gripes.h" | |
44 #include "oct-obj.h" | |
45 #include "utils.h" | |
46 | |
8869
c3b743b1b1c6
preset triangular type if possible for lu and qr outputs
Jaroslav Hajek <highegg@gmail.com>
parents:
8811
diff
changeset
|
47 template <class MT> |
c3b743b1b1c6
preset triangular type if possible for lu and qr outputs
Jaroslav Hajek <highegg@gmail.com>
parents:
8811
diff
changeset
|
48 static octave_value |
9715
9f27172fbd1e
auto-set MatrixType from certain functions
Jaroslav Hajek <highegg@gmail.com>
parents:
9209
diff
changeset
|
49 get_qr_r (const base_qr<MT>& fact) |
8869
c3b743b1b1c6
preset triangular type if possible for lu and qr outputs
Jaroslav Hajek <highegg@gmail.com>
parents:
8811
diff
changeset
|
50 { |
9715
9f27172fbd1e
auto-set MatrixType from certain functions
Jaroslav Hajek <highegg@gmail.com>
parents:
9209
diff
changeset
|
51 MT R = fact.R (); |
9f27172fbd1e
auto-set MatrixType from certain functions
Jaroslav Hajek <highegg@gmail.com>
parents:
9209
diff
changeset
|
52 if (R.is_square () && fact.regular ()) |
9f27172fbd1e
auto-set MatrixType from certain functions
Jaroslav Hajek <highegg@gmail.com>
parents:
9209
diff
changeset
|
53 return octave_value (R, MatrixType (MatrixType::Upper)); |
8869
c3b743b1b1c6
preset triangular type if possible for lu and qr outputs
Jaroslav Hajek <highegg@gmail.com>
parents:
8811
diff
changeset
|
54 else |
9715
9f27172fbd1e
auto-set MatrixType from certain functions
Jaroslav Hajek <highegg@gmail.com>
parents:
9209
diff
changeset
|
55 return R; |
8869
c3b743b1b1c6
preset triangular type if possible for lu and qr outputs
Jaroslav Hajek <highegg@gmail.com>
parents:
8811
diff
changeset
|
56 } |
c3b743b1b1c6
preset triangular type if possible for lu and qr outputs
Jaroslav Hajek <highegg@gmail.com>
parents:
8811
diff
changeset
|
57 |
3372 | 58 // [Q, R] = qr (X): form Q unitary and R upper triangular such |
59 // that Q * R = X | |
60 // | |
61 // [Q, R] = qr (X, 0): form the economy decomposition such that if X is | |
62 // m by n then only the first n columns of Q are | |
63 // computed. | |
64 // | |
65 // [Q, R, P] = qr (X): form QRP factorization of X where | |
66 // P is a permutation matrix such that | |
67 // A * P = Q * R | |
68 // | |
69 // [Q, R, P] = qr (X, 0): form the economy decomposition with | |
70 // permutation vector P such that Q * R = X (:, P) | |
71 // | |
72 // qr (X) alone returns the output of the LAPACK routine dgeqrf, such | |
73 // that R = triu (qr (X)) | |
74 | |
2928 | 75 DEFUN_DLD (qr, args, nargout, |
3548 | 76 "-*- texinfo -*-\n\ |
3372 | 77 @deftypefn {Loadable Function} {[@var{q}, @var{r}, @var{p}] =} qr (@var{a})\n\ |
7505
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
78 @deftypefnx {Loadable Function} {[@var{q}, @var{r}, @var{p}] =} qr (@var{a}, '0')\n\ |
3372 | 79 @cindex QR factorization\n\ |
9209
923c7cb7f13f
Simplify TeXinfo files by eliminating redundant @iftex followed by @tex construction.
Rik <rdrider0-list@yahoo.com>
parents:
9064
diff
changeset
|
80 Compute the QR factorization of @var{a}, using standard @sc{lapack}\n\ |
3372 | 81 subroutines. For example, given the matrix @code{a = [1, 2; 3, 4]},\n\ |
2928 | 82 \n\ |
3372 | 83 @example\n\ |
84 [q, r] = qr (a)\n\ | |
85 @end example\n\ | |
86 \n\ | |
87 @noindent\n\ | |
88 returns\n\ | |
89 \n\ | |
90 @example\n\ | |
9064
7c02ec148a3c
Check grammar on all .cc files
Rik <rdrider0-list@yahoo.com>
parents:
8869
diff
changeset
|
91 @group\n\ |
3372 | 92 q =\n\ |
93 \n\ | |
94 -0.31623 -0.94868\n\ | |
95 -0.94868 0.31623\n\ | |
96 \n\ | |
97 r =\n\ | |
98 \n\ | |
99 -3.16228 -4.42719\n\ | |
100 0.00000 -0.63246\n\ | |
9064
7c02ec148a3c
Check grammar on all .cc files
Rik <rdrider0-list@yahoo.com>
parents:
8869
diff
changeset
|
101 @end group\n\ |
3372 | 102 @end example\n\ |
103 \n\ | |
104 The @code{qr} factorization has applications in the solution of least\n\ | |
105 squares problems\n\ | |
106 @iftex\n\ | |
107 @tex\n\ | |
108 $$\n\ | |
109 \\min_x \\left\\Vert A x - b \\right\\Vert_2\n\ | |
110 $$\n\ | |
111 @end tex\n\ | |
112 @end iftex\n\ | |
8517
81d6ab3ac93c
Allow documentation tobe built for other formats than tex and info
sh@sh-laptop
parents:
8469
diff
changeset
|
113 @ifnottex\n\ |
2928 | 114 \n\ |
3372 | 115 @example\n\ |
116 @code{min norm(A x - b)}\n\ | |
117 @end example\n\ | |
118 \n\ | |
8517
81d6ab3ac93c
Allow documentation tobe built for other formats than tex and info
sh@sh-laptop
parents:
8469
diff
changeset
|
119 @end ifnottex\n\ |
3372 | 120 for overdetermined systems of equations (i.e.,\n\ |
121 @iftex\n\ | |
122 @tex\n\ | |
123 $A$\n\ | |
124 @end tex\n\ | |
125 @end iftex\n\ | |
8517
81d6ab3ac93c
Allow documentation tobe built for other formats than tex and info
sh@sh-laptop
parents:
8469
diff
changeset
|
126 @ifnottex\n\ |
3372 | 127 @code{a}\n\ |
8517
81d6ab3ac93c
Allow documentation tobe built for other formats than tex and info
sh@sh-laptop
parents:
8469
diff
changeset
|
128 @end ifnottex\n\ |
3372 | 129 is a tall, thin matrix). The QR factorization is\n\ |
130 @iftex\n\ | |
131 @tex\n\ | |
132 $QR = A$ where $Q$ is an orthogonal matrix and $R$ is upper triangular.\n\ | |
133 @end tex\n\ | |
134 @end iftex\n\ | |
8517
81d6ab3ac93c
Allow documentation tobe built for other formats than tex and info
sh@sh-laptop
parents:
8469
diff
changeset
|
135 @ifnottex\n\ |
3372 | 136 @code{q * r = a} where @code{q} is an orthogonal matrix and @code{r} is\n\ |
137 upper triangular.\n\ | |
8517
81d6ab3ac93c
Allow documentation tobe built for other formats than tex and info
sh@sh-laptop
parents:
8469
diff
changeset
|
138 @end ifnottex\n\ |
2928 | 139 \n\ |
7505
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
140 If given a second argument of '0', @code{qr} returns an economy-sized\n\ |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
141 QR factorization, omitting zero rows of @var{R} and the corresponding\n\ |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
142 columns of @var{Q}.\n\ |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
143 \n\ |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
144 If the matrix @var{a} is full, the permuted QR factorization\n\ |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
145 @code{[@var{q}, @var{r}, @var{p}] = qr (@var{a})} forms the QR factorization\n\ |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
146 such that the diagonal entries of @code{r} are decreasing in magnitude\n\ |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
147 order. For example,given the matrix @code{a = [1, 2; 3, 4]},\n\ |
3372 | 148 \n\ |
149 @example\n\ | |
3600 | 150 [q, r, p] = qr(a)\n\ |
3372 | 151 @end example\n\ |
152 \n\ | |
153 @noindent\n\ | |
154 returns\n\ | |
155 \n\ | |
156 @example\n\ | |
9064
7c02ec148a3c
Check grammar on all .cc files
Rik <rdrider0-list@yahoo.com>
parents:
8869
diff
changeset
|
157 @group\n\ |
3372 | 158 q = \n\ |
2928 | 159 \n\ |
3372 | 160 -0.44721 -0.89443\n\ |
161 -0.89443 0.44721\n\ | |
162 \n\ | |
163 r =\n\ | |
164 \n\ | |
165 -4.47214 -3.13050\n\ | |
166 0.00000 0.44721\n\ | |
167 \n\ | |
168 p =\n\ | |
169 \n\ | |
170 0 1\n\ | |
171 1 0\n\ | |
9064
7c02ec148a3c
Check grammar on all .cc files
Rik <rdrider0-list@yahoo.com>
parents:
8869
diff
changeset
|
172 @end group\n\ |
3372 | 173 @end example\n\ |
174 \n\ | |
175 The permuted @code{qr} factorization @code{[q, r, p] = qr (a)}\n\ | |
176 factorization allows the construction of an orthogonal basis of\n\ | |
177 @code{span (a)}.\n\ | |
7491 | 178 \n\ |
7505
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
179 If the matrix @var{a} is sparse, then compute the sparse QR factorization\n\ |
9064
7c02ec148a3c
Check grammar on all .cc files
Rik <rdrider0-list@yahoo.com>
parents:
8869
diff
changeset
|
180 of @var{a}, using @sc{CSparse}. As the matrix @var{Q} is in general a full\n\ |
7505
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
181 matrix, this function returns the @var{Q}-less factorization @var{r} of\n\ |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
182 @var{a}, such that @code{@var{r} = chol (@var{a}' * @var{a})}.\n\ |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
183 \n\ |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
184 If the final argument is the scalar @code{0} and the number of rows is\n\ |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
185 larger than the number of columns, then an economy factorization is\n\ |
9064
7c02ec148a3c
Check grammar on all .cc files
Rik <rdrider0-list@yahoo.com>
parents:
8869
diff
changeset
|
186 returned. That is @var{r} will have only @code{size (@var{a},1)} rows.\n\ |
7505
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
187 \n\ |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
188 If an additional matrix @var{b} is supplied, then @code{qr} returns\n\ |
9064
7c02ec148a3c
Check grammar on all .cc files
Rik <rdrider0-list@yahoo.com>
parents:
8869
diff
changeset
|
189 @var{c}, where @code{@var{c} = @var{q}' * @var{b}}. This allows the\n\ |
7505
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
190 least squares approximation of @code{@var{a} \\ @var{b}} to be calculated\n\ |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
191 as\n\ |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
192 \n\ |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
193 @example\n\ |
9064
7c02ec148a3c
Check grammar on all .cc files
Rik <rdrider0-list@yahoo.com>
parents:
8869
diff
changeset
|
194 @group\n\ |
7505
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
195 [@var{c},@var{r}] = spqr (@var{a},@var{b})\n\ |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
196 @var{x} = @var{r} \\ @var{c}\n\ |
9064
7c02ec148a3c
Check grammar on all .cc files
Rik <rdrider0-list@yahoo.com>
parents:
8869
diff
changeset
|
197 @end group\n\ |
7505
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
198 @end example\n\ |
3372 | 199 @end deftypefn") |
2928 | 200 { |
201 octave_value_list retval; | |
202 | |
203 int nargin = args.length (); | |
204 | |
7553
56be6f31dd4e
implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7505
diff
changeset
|
205 if (nargin < 1 || nargin > (args(0).is_sparse_type() ? 3 : 2)) |
2928 | 206 { |
5823 | 207 print_usage (); |
2928 | 208 return retval; |
209 } | |
210 | |
211 octave_value arg = args(0); | |
212 | |
213 int arg_is_empty = empty_arg ("qr", arg.rows (), arg.columns ()); | |
214 | |
215 if (arg_is_empty < 0) | |
216 return retval; | |
217 | |
7505
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
218 if (arg.is_sparse_type ()) |
2928 | 219 { |
7505
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
220 bool economy = false; |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
221 bool is_cmplx = false; |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
222 int have_b = 0; |
3068 | 223 |
7505
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
224 if (arg.is_complex_type ()) |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
225 is_cmplx = true; |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
226 if (nargin > 1) |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
227 { |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
228 have_b = 1; |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
229 if (args(nargin-1).is_scalar_type ()) |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
230 { |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
231 int val = args(nargin-1).int_value (); |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
232 if (val == 0) |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
233 { |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
234 economy = true; |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
235 have_b = (nargin > 2 ? 2 : 0); |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
236 } |
2928 | 237 } |
7505
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
238 if (have_b > 0 && args(have_b).is_complex_type ()) |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
239 is_cmplx = true; |
2928 | 240 } |
7505
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
241 |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
242 if (!error_state) |
2928 | 243 { |
7505
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
244 if (have_b && nargout < 2) |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
245 error ("qr: incorrect number of output arguments"); |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
246 else if (is_cmplx) |
2928 | 247 { |
7505
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
248 SparseComplexQR q (arg.sparse_complex_matrix_value ()); |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
249 if (!error_state) |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
250 { |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
251 if (have_b > 0) |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
252 { |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
253 retval(1) = q.R (economy); |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
254 retval(0) = q.C (args(have_b).complex_matrix_value ()); |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
255 if (arg.rows() < arg.columns()) |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
256 warning ("qr: non minimum norm solution for under-determined problem"); |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
257 } |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
258 else if (nargout > 1) |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
259 { |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
260 retval(1) = q.R (economy); |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
261 retval(0) = 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
|
262 } |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
263 else |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
264 retval(0) = q.R (economy); |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
265 } |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
266 } |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
267 else |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
268 { |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
269 SparseQR q (arg.sparse_matrix_value ()); |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
270 if (!error_state) |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
271 { |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
272 if (have_b > 0) |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
273 { |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
274 retval(1) = q.R (economy); |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
275 retval(0) = q.C (args(have_b).matrix_value ()); |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
276 if (args(0).rows() < args(0).columns()) |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
277 warning ("qr: non minimum norm solution for under-determined problem"); |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
278 } |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
279 else if (nargout > 1) |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
280 { |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
281 retval(1) = q.R (economy); |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
282 retval(0) = 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
|
283 } |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
284 else |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
285 retval(0) = q.R (economy); |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents:
7491
diff
changeset
|
286 } |
2928 | 287 } |
288 } | |
289 } | |
290 else | |
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 | 455 } |
456 | |
457 return retval; | |
458 } | |
459 | |
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 | 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 | 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 | 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 | 1009 MArray<octave_idx_type> j |
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 | 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 | 1223 MArray<octave_idx_type> j |
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 | 1599 ;;; Local Variables: *** |
1600 ;;; mode: C++ *** | |
1601 ;;; End: *** | |
1602 */ |