annotate src/DLD-FUNCTIONS/qr.cc @ 7886:e3e94982dfd4

Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
author David Bateman <dbateman@free.fr>
date Sun, 08 Jun 2008 20:41:01 +0200
parents 87865ed7405f
children 4976f66d469b
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1 /*
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2
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3 Copyright (C) 1996, 1997, 1999, 2000, 2005, 2006, 2007 John W. Eaton
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4
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5 This file is part of Octave.
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6
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7 Octave is free software; you can redistribute it and/or modify it
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8 under the terms of the GNU General Public License as published by the
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9 Free Software Foundation; either version 3 of the License, or (at your
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10 option) any later version.
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11
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12 Octave is distributed in the hope that it will be useful, but WITHOUT
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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15 for more details.
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16
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17 You should have received a copy of the GNU General Public License
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18 along with Octave; see the file COPYING. If not, see
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19 <http://www.gnu.org/licenses/>.
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20
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21 */
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22
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23 // The qrupdate, qrinsert, qrdelete and qrshift functions were written by
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24 // Jaroslav Hajek <highegg@gmail.com>, Copyright (C) 2008 VZLU
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25 // Prague, a.s., Czech Republic.
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26
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27 #ifdef HAVE_CONFIG_H
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28 #include <config.h>
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29 #endif
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30
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31 #include "CmplxQR.h"
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32 #include "CmplxQRP.h"
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33 #include "dbleQR.h"
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34 #include "dbleQRP.h"
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35 #include "fCmplxQR.h"
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36 #include "fCmplxQRP.h"
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37 #include "floatQR.h"
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38 #include "floatQRP.h"
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39 #include "SparseQR.h"
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40 #include "SparseCmplxQR.h"
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41
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42
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43 #include "defun-dld.h"
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44 #include "error.h"
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45 #include "gripes.h"
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46 #include "oct-obj.h"
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47 #include "utils.h"
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48
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49 // [Q, R] = qr (X): form Q unitary and R upper triangular such
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50 // that Q * R = X
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51 //
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52 // [Q, R] = qr (X, 0): form the economy decomposition such that if X is
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53 // m by n then only the first n columns of Q are
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54 // computed.
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55 //
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56 // [Q, R, P] = qr (X): form QRP factorization of X where
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57 // P is a permutation matrix such that
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58 // A * P = Q * R
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59 //
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60 // [Q, R, P] = qr (X, 0): form the economy decomposition with
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61 // permutation vector P such that Q * R = X (:, P)
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62 //
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63 // qr (X) alone returns the output of the LAPACK routine dgeqrf, such
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64 // that R = triu (qr (X))
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65
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66 DEFUN_DLD (qr, args, nargout,
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67 "-*- texinfo -*-\n\
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68 @deftypefn {Loadable Function} {[@var{q}, @var{r}, @var{p}] =} qr (@var{a})\n\
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69 @deftypefnx {Loadable Function} {[@var{q}, @var{r}, @var{p}] =} qr (@var{a}, '0')\n\
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70 @cindex QR factorization\n\
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71 Compute the QR factorization of @var{a}, using standard @sc{Lapack}\n\
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72 subroutines. For example, given the matrix @code{a = [1, 2; 3, 4]},\n\
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73 \n\
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74 @example\n\
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75 [q, r] = qr (a)\n\
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76 @end example\n\
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77 \n\
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78 @noindent\n\
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79 returns\n\
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80 \n\
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81 @example\n\
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82 q =\n\
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83 \n\
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84 -0.31623 -0.94868\n\
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85 -0.94868 0.31623\n\
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86 \n\
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87 r =\n\
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88 \n\
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89 -3.16228 -4.42719\n\
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90 0.00000 -0.63246\n\
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91 @end example\n\
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92 \n\
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93 The @code{qr} factorization has applications in the solution of least\n\
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94 squares problems\n\
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95 @iftex\n\
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96 @tex\n\
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97 $$\n\
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98 \\min_x \\left\\Vert A x - b \\right\\Vert_2\n\
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99 $$\n\
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100 @end tex\n\
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101 @end iftex\n\
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102 @ifinfo\n\
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103 \n\
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104 @example\n\
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105 @code{min norm(A x - b)}\n\
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106 @end example\n\
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107 \n\
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108 @end ifinfo\n\
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109 for overdetermined systems of equations (i.e.,\n\
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110 @iftex\n\
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111 @tex\n\
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112 $A$\n\
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113 @end tex\n\
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114 @end iftex\n\
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115 @ifinfo\n\
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116 @code{a}\n\
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117 @end ifinfo\n\
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118 is a tall, thin matrix). The QR factorization is\n\
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119 @iftex\n\
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120 @tex\n\
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121 $QR = A$ where $Q$ is an orthogonal matrix and $R$ is upper triangular.\n\
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122 @end tex\n\
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123 @end iftex\n\
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124 @ifinfo\n\
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125 @code{q * r = a} where @code{q} is an orthogonal matrix and @code{r} is\n\
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126 upper triangular.\n\
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127 @end ifinfo\n\
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128 \n\
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129 If given a second argument of '0', @code{qr} returns an economy-sized\n\
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130 QR factorization, omitting zero rows of @var{R} and the corresponding\n\
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131 columns of @var{Q}.\n\
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132 \n\
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133 If the matrix @var{a} is full, the permuted QR factorization\n\
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134 @code{[@var{q}, @var{r}, @var{p}] = qr (@var{a})} forms the QR factorization\n\
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135 such that the diagonal entries of @code{r} are decreasing in magnitude\n\
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136 order. For example,given the matrix @code{a = [1, 2; 3, 4]},\n\
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137 \n\
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138 @example\n\
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139 [q, r, p] = qr(a)\n\
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140 @end example\n\
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141 \n\
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142 @noindent\n\
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143 returns\n\
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144 \n\
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145 @example\n\
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146 q = \n\
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147 \n\
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148 -0.44721 -0.89443\n\
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149 -0.89443 0.44721\n\
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150 \n\
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151 r =\n\
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152 \n\
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153 -4.47214 -3.13050\n\
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154 0.00000 0.44721\n\
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155 \n\
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156 p =\n\
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157 \n\
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158 0 1\n\
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159 1 0\n\
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160 @end example\n\
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161 \n\
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162 The permuted @code{qr} factorization @code{[q, r, p] = qr (a)}\n\
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163 factorization allows the construction of an orthogonal basis of\n\
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164 @code{span (a)}.\n\
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165 \n\
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166 If the matrix @var{a} is sparse, then compute the sparse QR factorization\n\
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167 of @var{a}, using @sc{CSparse}. As the matrix @var{Q} is in general a full\n\
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168 matrix, this function returns the @var{Q}-less factorization @var{r} of\n\
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169 @var{a}, such that @code{@var{r} = chol (@var{a}' * @var{a})}.\n\
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170 \n\
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171 If the final argument is the scalar @code{0} and the number of rows is\n\
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172 larger than the number of columns, then an economy factorization is\n\
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173 returned. That is @var{r} will have only @code{size (@var{a},1)} rows.\n\
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174 \n\
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175 If an additional matrix @var{b} is supplied, then @code{qr} returns\n\
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176 @var{c}, where @code{@var{c} = @var{q}' * @var{b}}. This allows the\n\
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177 least squares approximation of @code{@var{a} \\ @var{b}} to be calculated\n\
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178 as\n\
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179 \n\
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180 @example\n\
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181 [@var{c},@var{r}] = spqr (@var{a},@var{b})\n\
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182 @var{x} = @var{r} \\ @var{c}\n\
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183 @end example\n\
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184 @end deftypefn")
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185 {
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186 octave_value_list retval;
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187
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188 int nargin = args.length ();
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189
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190 if (nargin < 1 || nargin > (args(0).is_sparse_type() ? 3 : 2))
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191 {
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192 print_usage ();
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193 return retval;
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194 }
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195
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196 octave_value arg = args(0);
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197
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198 int arg_is_empty = empty_arg ("qr", arg.rows (), arg.columns ());
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199
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200 if (arg_is_empty < 0)
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201 return retval;
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202 else if (arg_is_empty > 0)
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203 return octave_value_list (3, Matrix ());
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204
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205 if (arg.is_sparse_type ())
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206 {
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207 bool economy = false;
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208 bool is_cmplx = false;
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209 int have_b = 0;
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210
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211 if (arg.is_complex_type ())
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212 is_cmplx = true;
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213 if (nargin > 1)
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214 {
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215 have_b = 1;
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216 if (args(nargin-1).is_scalar_type ())
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217 {
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218 int val = args(nargin-1).int_value ();
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219 if (val == 0)
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220 {
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221 economy = true;
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222 have_b = (nargin > 2 ? 2 : 0);
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223 }
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224 }
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225 if (have_b > 0 && args(have_b).is_complex_type ())
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226 is_cmplx = true;
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227 }
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228
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229 if (!error_state)
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230 {
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231 if (have_b && nargout < 2)
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232 error ("qr: incorrect number of output arguments");
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233 else if (is_cmplx)
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234 {
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235 SparseComplexQR q (arg.sparse_complex_matrix_value ());
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236 if (!error_state)
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237 {
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238 if (have_b > 0)
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239 {
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240 retval(1) = q.R (economy);
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241 retval(0) = q.C (args(have_b).complex_matrix_value ());
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242 if (arg.rows() < arg.columns())
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243 warning ("qr: non minimum norm solution for under-determined problem");
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244 }
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245 else if (nargout > 1)
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246 {
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247 retval(1) = q.R (economy);
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248 retval(0) = q.Q ();
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249 }
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250 else
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251 retval(0) = q.R (economy);
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252 }
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253 }
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254 else
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255 {
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256 SparseQR q (arg.sparse_matrix_value ());
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257 if (!error_state)
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258 {
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259 if (have_b > 0)
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260 {
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261 retval(1) = q.R (economy);
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262 retval(0) = q.C (args(have_b).matrix_value ());
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263 if (args(0).rows() < args(0).columns())
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264 warning ("qr: non minimum norm solution for under-determined problem");
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265 }
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266 else if (nargout > 1)
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267 {
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268 retval(1) = q.R (economy);
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269 retval(0) = q.Q ();
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270 }
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271 else
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272 retval(0) = q.R (economy);
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273 }
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274 }
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275 }
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276 }
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277 else
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278 {
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279 QR::type type = (nargout == 0 || nargout == 1) ? QR::raw
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280 : (nargin == 2 ? QR::economy : QR::std);
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281
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282 if (arg.is_single_type ())
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283 {
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284 if (arg.is_real_type ())
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285 {
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286 FloatMatrix m = arg.float_matrix_value ();
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287
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288 if (! error_state)
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289 {
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290 switch (nargout)
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291 {
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292 case 0:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
293 case 1:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
294 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
295 FloatQR fact (m, type);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
296 retval(0) = fact.R ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
297 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
298 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
299
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
300 case 2:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
301 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
302 FloatQR fact (m, type);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
303 retval(1) = fact.R ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
304 retval(0) = fact.Q ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
305 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
306 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
307
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
308 default:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
309 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
310 FloatQRP fact (m, type);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
311 retval(2) = fact.P ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
312 retval(1) = fact.R ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
313 retval(0) = fact.Q ();
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 break;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
316 }
7505
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
317 }
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
318 }
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
319 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
320 {
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
321 FloatComplexMatrix m = arg.float_complex_matrix_value ();
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 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
324 {
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
325 switch (nargout)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
326 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
327 case 0:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
328 case 1:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
329 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
330 FloatComplexQR fact (m, type);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
331 retval(0) = fact.R ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
332 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
333 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
334
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
335 case 2:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
336 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
337 FloatComplexQR fact (m, type);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
338 retval(1) = fact.R ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
339 retval(0) = fact.Q ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
340 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
341 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
342
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
343 default:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
344 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
345 FloatComplexQRP fact (m, type);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
346 retval(2) = fact.P ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
347 retval(1) = fact.R ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
348 retval(0) = fact.Q ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
349 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
350 break;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
351 }
7505
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
352 }
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
353 }
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
354 }
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
355 else
7789
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 if (arg.is_real_type ())
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
358 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
359 Matrix m = arg.matrix_value ();
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 if (! error_state)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
362 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
363 switch (nargout)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
364 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
365 case 0:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
366 case 1:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
367 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
368 QR fact (m, type);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
369 retval(0) = fact.R ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
370 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
371 break;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
372
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
373 case 2:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
374 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
375 QR fact (m, type);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
376 retval(1) = fact.R ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
377 retval(0) = fact.Q ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
378 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
379 break;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
380
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
381 default:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
382 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
383 QRP fact (m, type);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
384 retval(2) = fact.P ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
385 retval(1) = fact.R ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
386 retval(0) = fact.Q ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
387 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
388 break;
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 }
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 else if (arg.is_complex_type ())
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 ComplexMatrix m = arg.complex_matrix_value ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
395
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
396 if (! error_state)
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 switch (nargout)
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 case 0:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
401 case 1:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
402 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
403 ComplexQR fact (m, type);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
404 retval(0) = fact.R ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
405 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
406 break;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
407
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
408 case 2:
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 ComplexQR fact (m, type);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
411 retval(1) = fact.R ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
412 retval(0) = fact.Q ();
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 break;
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 default:
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 ComplexQRP fact (m, type);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
419 retval(2) = fact.P ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
420 retval(1) = fact.R ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
421 retval(0) = fact.Q ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
422 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
423 break;
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 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
426 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
427 else
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
428 gripe_wrong_type_arg ("qr", arg);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
429 }
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
430 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
431
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
432 return retval;
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
433 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
434
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
435 /*
7505
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
436
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
437 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
438 %! 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
439 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
440 %! [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
441 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
442 %! [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
443 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
444 %! 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
445 %! 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
446
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
447 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
448 %! 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
449 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
450 %! [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
451 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
452 %! [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
453 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
454 %! 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
455 %! 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
456
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
457 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
458 %! 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
459 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
460 %! [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
461 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
462 %! [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
463 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
464 %! 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
465 %! 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
466
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
467 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
468 %! 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
469 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
470 %! [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
471 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
472 %! [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
473 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
474 %! 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
475 %! 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
476
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
477 %!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
478 %!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
479
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
480 %!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
481 %! 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
482 %! retval = 0;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
483 %! 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
484 %! 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
485 %! 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
486 %! 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
487 %! else
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
488 %! 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
489 %! 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
490 %! 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
491 %! 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
492 %! 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
493 %! else
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
494 %! 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
495 %! 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
496 %! endif
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
497 %! endif
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
498 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
499 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
500 %! 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
501 %! j = 1;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
502 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
503 %! 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
504 %! 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
505 %! [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
506 %! [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
507 %! [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
508 %! [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
509 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
510 %! 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
511 %! [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
512 %! [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
513 %! [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
514 %! [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
515 %! endif
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
516 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
517 %! 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
518 %! [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
519 %! [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
520 %! [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
521 %! [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
522 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
523 %! 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
524 %! [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
525 %! [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
526 %! [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
527 %! [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
528 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
529 %! 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
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 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
541 %! a = [
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
542 %! 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
543 %! 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
544 %! -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
545 %! 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
546 %! -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
547 %! -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
548 %! -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
549 %! 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
550 %! ];
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] = qr(a);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
552 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
553 %! 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
554
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
555 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
556 %! 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
557 %!
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] = qr (a);
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 %! [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
561 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
562 %! 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
563 %! 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
564
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
565 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
566 %! 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
567 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
568 %! [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
569 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
570 %! [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
571 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
572 %! 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
573 %! 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
574
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
575 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
576 %! 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
577 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
578 %! [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
579 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
580 %! [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
581 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
582 %! 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
583 %! 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
584
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
585 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
586 %! 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
587 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
588 %! [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
589 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
590 %! [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
591 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
592 %! 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
593 %! 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
594
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
595 %!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
596 %!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
597
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
598 %!test
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 %! 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
601 %! j = 1;
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 %! 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
604 %! 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
605 %! [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
606 %! [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
607 %! [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
608 %! [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
609 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
610 %! 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
611 %! [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
612 %! [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
613 %! [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
614 %! [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
615 %! endif
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 %! 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
618 %! [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
619 %! [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
620 %! [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
621 %! [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
622 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
623 %! 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
624 %! [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
625 %! [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
626 %! [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
627 %! [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
628 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
629 %! 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
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 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
641 %! a = [
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
642 %! 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
643 %! 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
644 %! -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
645 %! 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
646 %! -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
647 %! -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
648 %! -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
649 %! 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
650 %! ];
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] = qr(a);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
652 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
653 %! 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
654
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
655 %% 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
656 %% 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
657
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
658 %!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
659 %! 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
660 %! 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
661 %! 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
662 %! 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
663
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
664 %!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
665 %! 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
666 %! 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
667 %! 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
668 %! 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
669 %! r = qr(a);
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
670 %! assert(r'*r,a'*a,1e-10)
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
671
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
672 %!testif HAVE_CXSPARSE
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
673 %! n = 20; d= 0.2;
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
674 %! a = sprandn(n,n,d)+speye(n,n);
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
675 %! [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
676 %! 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
677
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
678 %!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
679 %! 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
680 %! 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
681 %! 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
682 %! [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
683 %! 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
684
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
685 %% 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
686 %!#testif HAVE_CXSPARSE
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
687 %! n = 20; d= 0.2;
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
688 %! a = sprandn(n,n+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
689 %! b = randn(n,2);
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
690 %! [c,r] = qr(a,b);
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
691 %! assert (r\c,full(a)\b,10e-10)
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
692
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
693 %!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
694 %! 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
695 %! 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
696 %! 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
697 %! 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
698
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
699 %!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
700 %! 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
701 %! 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
702 %! 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
703 %! 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
704 %! r = qr(a);
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
705 %! assert(r'*r,a'*a,1e-10)
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
706
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
707 %!testif HAVE_CXSPARSE
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
708 %! n = 20; d= 0.2;
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
709 %! a = 1i*sprandn(n,n,d)+speye(n,n);
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
710 %! [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
711 %! 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
712
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
713 %!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
714 %! 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
715 %! 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
716 %! 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
717 %! [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
718 %! 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
719
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
720 %% 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
721 %!#testif HAVE_CXSPARSE
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
722 %! n = 20; d= 0.2;
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
723 %! a = 1i*sprandn(n,n+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
724 %! b = randn(n,2);
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
725 %! [c,r] = qr(a,b);
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
726 %! assert (r\c,full(a)\b,10e-10)
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
727
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
728 %!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
729
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
730 */
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
731
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
732 DEFUN_DLD (qrupdate, args, ,
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
733 "-*- texinfo -*-\n\
7650
eb7bdde776f2 Texinfo fixes
John W. Eaton <jwe@octave.org>
parents: 7560
diff changeset
734 @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
735 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
736 @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
737 @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
738 of @w{@var{A} + @var{u}*@var{v}'}, where @var{u} and @var{v} are\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
739 column vectors (rank-1 update).\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
740 \n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
741 If the matrix @var{Q} is not square, the matrix @var{A} is updated by\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
742 Q*Q'*u*v' instead of u*v'.\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
743 @seealso{qr, qrinsert, qrdelete}\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
744 @end deftypefn")
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
745 {
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
746 octave_idx_type nargin = args.length ();
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
747 octave_value_list retval;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
748
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
749 if (nargin != 4)
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
750 {
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
751 print_usage ();
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
752 return retval;
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
753 }
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
754
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
755 octave_value argq = args(0);
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
756 octave_value argr = args(1);
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
757 octave_value argu = args(2);
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
758 octave_value argv = args(3);
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
759
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
760 if (argq.is_matrix_type () && argr.is_matrix_type ()
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
761 && argu.is_matrix_type () && argv.is_matrix_type ())
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
762 {
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
763 octave_idx_type m = argq.rows ();
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
764 octave_idx_type n = argr.columns ();
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
765 octave_idx_type k = argq.columns ();
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
766
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
767 if (argr.rows () == k
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
768 && argu.rows () == m && argu.columns () == 1
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
769 && argv.rows () == n && argv.columns () == 1)
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
770 {
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
771 if (argq.is_real_matrix ()
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
772 && argr.is_real_matrix ()
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
773 && argu.is_real_matrix ()
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
774 && argv.is_real_matrix ())
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
775 {
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
776 // all real case
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
777 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
778 || argr.is_single_type ()
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
779 || argu.is_single_type ()
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
780 || argv.is_single_type ())
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
781 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
782 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
783 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
784 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
785 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
786
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
787 FloatQR fact (Q, R);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
788 fact.update (u, v);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
789
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
790 retval(1) = fact.R ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
791 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
792 }
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
793 else
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
794 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
795 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
796 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
797 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
798 Matrix v = argv.matrix_value ();
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
799
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
800 QR fact (Q, R);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
801 fact.update (u, v);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
802
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
803 retval(1) = fact.R ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
804 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
805 }
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
806 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
807 else
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
808 {
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
809 // complex case
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
810 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
811 || argr.is_single_type ()
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
812 || argu.is_single_type ()
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
813 || argv.is_single_type ())
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
814 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
815 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
816 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
817 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
818 FloatComplexMatrix v = argv.float_complex_matrix_value ();
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
819
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
820 FloatComplexQR fact (Q, R);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
821 fact.update (u, v);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
822
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
823 retval(1) = fact.R ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
824 retval(0) = fact.Q ();
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 else
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
827 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
828 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
829 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
830 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
831 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
832
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
833 ComplexQR fact (Q, R);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
834 fact.update (u, v);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
835
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
836 retval(1) = fact.R ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
837 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
838 }
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
839 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
840 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
841 else
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
842 error ("qrupdate: dimensions mismatch");
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
843 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
844 else
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
845 print_usage ();
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
846
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
847 return retval;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
848 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
849 /*
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
850 %!shared A, u, v, Ac, uc, vc
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
851 %! A = [0.091364 0.613038 0.999083;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
852 %! 0.594638 0.425302 0.603537;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
853 %! 0.383594 0.291238 0.085574;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
854 %! 0.265712 0.268003 0.238409;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
855 %! 0.669966 0.743851 0.445057 ];
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
856 %!
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
857 %! u = [0.85082;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
858 %! 0.76426;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
859 %! 0.42883;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
860 %! 0.53010;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
861 %! 0.80683 ];
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
862 %!
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
863 %! v = [0.98810;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
864 %! 0.24295;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
865 %! 0.43167 ];
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
866 %!
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
867 %! 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
868 %! 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
869 %! 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
870 %! 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
871 %! 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
872 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
873 %! 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
874 %! 0.13141 + 0.43708i;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
875 %! 0.29808 + 0.08789i;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
876 %! 0.69821 + 0.38844i;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
877 %! 0.74871 + 0.25821i ];
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
878 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
879 %! 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
880 %! 0.20820 + 0.93090i;
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
881 %! 0.86184 + 0.34689i ];
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
882 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
883
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
884 %!test
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
885 %! [Q,R] = qr(A);
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
886 %! [Q,R] = qrupdate(Q,R,u,v);
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
887 %! 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
888 %! assert(norm(vec(triu(R)-R),Inf) == 0)
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
889 %! 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
890 %!
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
891 %!test
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
892 %! [Q,R] = qr(Ac);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
893 %! [Q,R] = qrupdate(Q,R,uc,vc);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
894 %! 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
895 %! 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
896 %! 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
897
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
898 %!test
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
899 %! [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
900 %! [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
901 %! 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
902 %! 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
903 %! 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
904 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
905 %!test
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
906 %! [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
907 %! [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
908 %! 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
909 %! 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
910 %! 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
911 */
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
912
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
913 DEFUN_DLD (qrinsert, args, ,
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
914 "-*- texinfo -*-\n\
7650
eb7bdde776f2 Texinfo fixes
John W. Eaton <jwe@octave.org>
parents: 7560
diff changeset
915 @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
916 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
917 @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
918 @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
919 @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
920 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
921 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
922 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
923 @code{\"row\"}).\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
924 \n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
925 The default value of @var{orient} is @code{\"col\"}.\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
926 \n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
927 If @var{orient} is @code{\"col\"} and the matrix @var{Q} is not square,\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
928 then what gets inserted is the projection of @var{u} onto the space\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
929 spanned by columns of @var{Q}, i.e. Q*Q'*u.\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
930 \n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
931 If @var{orient} is @code{\"row\"}, @var{Q} must be square.\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
932 @seealso{qr, qrupdate, qrdelete}\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
933 @end deftypefn")
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
934 {
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
935 octave_idx_type nargin = args.length ();
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
936 octave_value_list retval;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
937
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
938 if (nargin < 4 || nargin > 5)
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
939 {
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
940 print_usage ();
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
941 return retval;
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
942 }
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
943
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
944 octave_value argq = args(0);
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
945 octave_value argr = args(1);
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
946 octave_value argj = args(2);
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
947 octave_value argx = args(3);
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
948
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
949 if (argq.is_matrix_type () && argr.is_matrix_type ()
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
950 && argj.is_scalar_type () && argx.is_matrix_type ()
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
951 && (nargin < 5 || args(4).is_string ()))
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
952 {
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
953 octave_idx_type m = argq.rows ();
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
954 octave_idx_type n = argr.columns ();
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
955 octave_idx_type k = argq.columns ();
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
956
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
957 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
958
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
959 bool row = orient == "row";
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
960
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
961 if (row || orient == "col")
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
962 if (argr.rows () == k
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
963 && (! row || m == k)
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
964 && argx.rows () == (row ? 1 : m)
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
965 && argx.columns () == (row ? n : 1))
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
966 {
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
967 octave_idx_type j = argj.idx_type_value ();
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
968
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
969 if (j >= 1 && j <= (row ? n : m)+1)
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
970 {
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
971 if (argq.is_real_matrix ()
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
972 && argr.is_real_matrix ()
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
973 && argx.is_real_matrix ())
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
974 {
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
975 // real case
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
976 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
977 || argr.is_single_type ()
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
978 || argx.is_single_type ())
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
979 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
980 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
981 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
982 FloatMatrix x = argx.float_matrix_value ();
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
983
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
984 FloatQR fact (Q, R);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
985
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
986 if (row)
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
987 fact.insert_row (x, j-1);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
988 else
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
989 fact.insert_col (x, j-1);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
990
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
991 retval(1) = fact.R ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
992 retval(0) = fact.Q ();
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
993
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
994 }
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
995 else
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
996 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
997 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
998 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
999 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
1000
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1001 QR fact (Q, R);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1002
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1003 if (row)
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1004 fact.insert_row (x, j-1);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1005 else
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1006 fact.insert_col (x, j-1);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1007
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1008 retval(1) = fact.R ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1009 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1010
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1011 }
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1012 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1013 else
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1014 {
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1015 // complex case
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1016 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
1017 || argr.is_single_type ()
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1018 || argx.is_single_type ())
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1019 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1020 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
1021 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
1022 FloatComplexMatrix x = argx.float_complex_matrix_value ();
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1023
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1024 FloatComplexQR fact (Q, R);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1025
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1026 if (row)
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1027 fact.insert_row (x, j-1);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1028 else
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1029 fact.insert_col (x, j-1);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1030
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1031 retval(1) = fact.R ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1032 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1033 }
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1034 else
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 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
1037 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
1038 ComplexMatrix x = argx.complex_matrix_value ();
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1039
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1040 ComplexQR fact (Q, R);
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 if (row)
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1043 fact.insert_row (x, j-1);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1044 else
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1045 fact.insert_col (x, j-1);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1046
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1047 retval(1) = fact.R ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1048 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1049 }
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1050 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1051
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1052 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1053 else
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1054 error ("qrinsert: index j out of range");
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 else
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1057 error ("qrinsert: dimension mismatch");
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1058
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1059 else
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1060 error ("qrinsert: orient must be \"col\" or \"row\"");
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1061 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1062 else
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1063 print_usage ();
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1064
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1065 return retval;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1066 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1067
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1068 /*
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1069 %!test
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1070 %! [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
1071 %! [Q,R] = qrinsert(Q,R,3,u);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1072 %! 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
1073 %! 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
1074 %! 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
1075 %!test
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1076 %! [Q,R] = qr(Ac);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1077 %! [Q,R] = qrinsert(Q,R,3,uc);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1078 %! 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
1079 %! 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
1080 %! 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
1081 %!test
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1082 %! x = [0.85082 0.76426 0.42883 ];
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1083 %!
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1084 %! [Q,R] = qr(A);
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1085 %! [Q,R] = qrinsert(Q,R,3,x,'row');
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1086 %! 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
1087 %! assert(norm(vec(triu(R)-R),Inf) == 0)
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1088 %! 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
1089 %!test
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1090 %! 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
1091 %!
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1092 %! [Q,R] = qr(Ac);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1093 %! [Q,R] = qrinsert(Q,R,3,x,'row');
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1094 %! 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
1095 %! 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
1096 %! 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
1097
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1098 %!test
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1099 %! [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
1100 %! [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
1101 %! 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
1102 %! 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
1103 %! 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
1104 %!test
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1105 %! [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
1106 %! [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
1107 %! 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
1108 %! 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
1109 %! 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
1110 %!test
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1111 %! 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
1112 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1113 %! [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
1114 %! [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
1115 %! 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
1116 %! 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
1117 %! 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
1118 %!test
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1119 %! 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
1120 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1121 %! [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
1122 %! [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
1123 %! 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
1124 %! 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
1125 %! 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
1126 */
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1127
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1128 DEFUN_DLD (qrdelete, args, ,
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1129 "-*- texinfo -*-\n\
7650
eb7bdde776f2 Texinfo fixes
John W. Eaton <jwe@octave.org>
parents: 7560
diff changeset
1130 @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
1131 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
1132 @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
1133 @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
1134 @w{[A(:,1:j-1) A(:,j+1:n)]}, i.e. @var{A} with one column deleted\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1135 (if @var{orient} is \"col\"), or the QR@tie{}factorization of\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1136 @w{[A(1:j-1,:);A(:,j+1:n)]}, i.e. @var{A} with one row deleted (if\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1137 @var{orient} is \"row\").\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1138 \n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1139 The default value of @var{orient} is \"col\".\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1140 \n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1141 If @var{orient} is \"col\", the matrix @var{Q} is not required to\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1142 be square.\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1143 \n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1144 For @sc{Matlab} compatibility, if @var{Q} is nonsquare on input, the\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1145 updated factorization is always stripped to the economical form, i.e.\n\
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1146 @code{columns (Q) == rows (R) <= columns (R)}.\n\
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1147 \n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1148 To get the less intelligent but more natural behaviour when @var{Q}\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1149 retains it shape and @var{R} loses one column, set @var{orient} to\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1150 \"col+\" instead.\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1151 \n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1152 If @var{orient} is \"row\", @var{Q} must be square.\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1153 @seealso{qr, qrinsert, qrupdate}\n\
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1154 @end deftypefn")
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1155 {
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1156 octave_idx_type nargin = args.length ();
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1157 octave_value_list retval;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1158
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1159 if (nargin < 3 || nargin > 4)
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1160 {
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1161 print_usage ();
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1162 return retval;
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1163 }
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1164
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1165 octave_value argq = args(0);
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1166 octave_value argr = args(1);
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1167 octave_value argj = args(2);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1168
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1169 if (argq.is_matrix_type () && argr.is_matrix_type () && argj.is_scalar_type ()
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1170 && (nargin < 4 || args(3).is_string ()))
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1171 {
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1172 octave_idx_type m = argq.rows ();
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1173 octave_idx_type k = argq.columns ();
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1174 octave_idx_type n = argr.columns ();
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1175
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1176 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
1177
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1178 bool row = orient == "row";
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1179 bool colp = orient == "col+";
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1180
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1181 if (row || colp || orient == "col")
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1182 if (argr.rows () == k
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1183 && (! row || m == k))
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1184 {
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1185 octave_idx_type j = argj.scalar_value ();
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1186 if (j >= 1 && j <= (row ? n : m))
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1187 {
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1188 if (argq.is_real_matrix ()
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
1189 && argr.is_real_matrix ())
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1190 {
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1191 // real case
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1192 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
1193 || argr.is_single_type ())
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1194 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1195 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
1196 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
1197
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1198 FloatQR fact (Q, R);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1199
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1200 if (row)
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1201 fact.delete_row (j-1);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1202 else
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1203 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1204 fact.delete_col (j-1);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1205
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1206 if (! colp && k < m)
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1207 fact.economize ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1208 }
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1209
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1210 retval(1) = fact.R ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1211 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1212 }
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1213 else
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1214 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1215 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
1216 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
1217
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1218 QR fact (Q, R);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1219
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1220 if (row)
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1221 fact.delete_row (j-1);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1222 else
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1223 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1224 fact.delete_col (j-1);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1225
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1226 if (! colp && k < m)
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1227 fact.economize ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1228 }
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1229
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1230 retval(1) = fact.R ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1231 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1232 }
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1233 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1234 else
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1235 {
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1236 // complex case
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1237 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
1238 || argr.is_single_type ())
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1239 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1240 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
1241 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
1242
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1243 FloatComplexQR fact (Q, R);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1244
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1245 if (row)
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1246 fact.delete_row (j-1);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1247 else
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1248 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1249 fact.delete_col (j-1);
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 if (! colp && k < m)
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1252 fact.economize ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1253 }
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1254
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1255 retval(1) = fact.R ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1256 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1257 }
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1258 else
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1259 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1260 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
1261 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
1262
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1263 ComplexQR fact (Q, R);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1264
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1265 if (row)
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1266 fact.delete_row (j-1);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1267 else
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1268 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1269 fact.delete_col (j-1);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1270
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1271 if (! colp && k < m)
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1272 fact.economize ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1273 }
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1274
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1275 retval(1) = fact.R ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1276 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1277 }
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1278 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1279 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1280 else
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1281 error ("qrdelete: index j out of range");
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1282 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1283 else
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1284 error ("qrdelete: dimension mismatch");
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1285
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1286 else
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1287 error ("qrdelete: orient must be \"col\" or \"row\"");
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1288 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1289 else
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1290 print_usage ();
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1291
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1292 return retval;
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1293 }
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1294
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1295 /*
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1296 %!test
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1297 %! 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
1298 %! 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
1299 %! 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
1300 %! 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
1301 %! 0.669966 0.743851 0.457255 0.445057 ];
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1302 %!
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1303 %! [Q,R] = qr(AA);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1304 %! [Q,R] = qrdelete(Q,R,3);
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1305 %! 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
1306 %! 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
1307 %! 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
1308 %!
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1309 %!test
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1310 %! 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
1311 %! 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
1312 %! 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
1313 %! 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
1314 %! 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
1315 %!
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1316 %! [Q,R] = qr(AA);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1317 %! [Q,R] = qrdelete(Q,R,3);
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1318 %! 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
1319 %! 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
1320 %! 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
1321 %!
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1322 %!test
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1323 %! 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
1324 %! 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
1325 %! 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
1326 %! 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
1327 %! 0.669966 0.743851 0.457255 0.445057 ];
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1328 %!
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1329 %! [Q,R] = qr(AA);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1330 %! [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
1331 %! 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
1332 %! 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
1333 %! 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
1334 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1335 %!test
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1336 %! 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
1337 %! 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
1338 %! 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
1339 %! 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
1340 %! 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
1341 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1342 %! [Q,R] = qr(AA);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1343 %! [Q,R] = qrdelete(Q,R,3,'row');
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1344 %! 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
1345 %! 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
1346 %! 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
1347
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1348 %!test
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1349 %! 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
1350 %! 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
1351 %! 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
1352 %! 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
1353 %! 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
1354 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1355 %! [Q,R] = qr(AA);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1356 %! [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
1357 %! 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
1358 %! 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
1359 %! 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
1360 %!
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1361 %!test
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1362 %! 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
1363 %! 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
1364 %! 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
1365 %! 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
1366 %! 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
1367 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1368 %! [Q,R] = qr(AA);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1369 %! [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
1370 %! 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
1371 %! 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
1372 %! 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
1373 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1374 %!test
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1375 %! 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
1376 %! 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
1377 %! 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
1378 %! 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
1379 %! 0.669966 0.743851 0.457255 0.445057 ]);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1380 %!
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1381 %! [Q,R] = qr(AA);
7553
56be6f31dd4e implementation of QR factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7505
diff changeset
1382 %! [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
1383 %! 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
1384 %! 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
1385 %! 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
1386 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1387 %!test
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1388 %! 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
1389 %! 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
1390 %! 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
1391 %! 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
1392 %! 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
1393 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1394 %! [Q,R] = qr(AA);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1395 %! [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
1396 %! 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
1397 %! 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
1398 %! 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
1399 */
7505
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
1400
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1401 DEFUN_DLD (qrshift, args, ,
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1402 "-*- texinfo -*-\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1403 @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
1404 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
1405 @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
1406 @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
1407 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
1408 @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
1409 or @*\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1410 @code{p = [1:j-1, shift(j:i,-1), i+1:n]} if @w{@var{j} < @var{i}}. @*\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1411 \n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1412 @seealso{qr, qrinsert, qrdelete}\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1413 @end deftypefn")
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1414 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1415 octave_idx_type nargin = args.length ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1416 octave_value_list retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1417
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1418 if (nargin != 4)
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1419 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1420 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1421 return retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1422 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1423
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1424 octave_value argq = args(0);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1425 octave_value argr = args(1);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1426 octave_value argi = args(2);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1427 octave_value argj = args(3);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1428
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1429 if (argq.is_matrix_type () && argr.is_matrix_type ()
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1430 && argi.is_real_scalar () && argj.is_real_scalar ())
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1431 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1432 octave_idx_type m = argq.rows ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1433 octave_idx_type n = argr.columns ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1434 octave_idx_type k = argq.columns ();
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 (argr.rows () == k)
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 octave_idx_type i = argi.scalar_value ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1439 octave_idx_type j = argj.scalar_value ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1440 if (i > 1 && i <= n && j > 1 && j <= n)
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 if (argq.is_real_matrix ()
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1443 && argr.is_real_matrix ())
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1444 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1445 // all real case
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1446 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
1447 && argr.is_single_type ())
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1448 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1449 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
1450 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
1451
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1452 FloatQR fact (Q, R);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1453 fact.shift_cols (i-1, j-1);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1454
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1455 retval(1) = fact.R ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1456 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1457 }
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1458 else
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1459 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1460 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
1461 Matrix R = argr.matrix_value ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1462
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1463 QR fact (Q, R);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1464 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
1465
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1466 retval(1) = fact.R ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1467 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1468 }
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1469 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1470 else
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1471 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1472 // complex case
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1473 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
1474 && argr.is_single_type ())
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1475 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1476 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
1477 FloatComplexMatrix R = argr.float_complex_matrix_value ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1478
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1479 FloatComplexQR fact (Q, R);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1480 fact.shift_cols (i-1, j-1);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1481
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1482 retval(1) = fact.R ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1483 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1484 }
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1485 else
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1486 {
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1487 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
1488 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
1489
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1490 ComplexQR fact (Q, R);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1491 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
1492
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1493 retval(1) = fact.R ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1494 retval(0) = fact.Q ();
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1495 }
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1496 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1497 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1498 else
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1499 error ("qrshift: index out of range");
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1500 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1501 else
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1502 error ("qrshift: dimensions mismatch");
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1503 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1504 else
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1505 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1506
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1507 return retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1508 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1509 /*
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1510 %!test
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1511 %! AA = A.';
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1512 %! 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
1513 %!
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1514 %! [Q,R] = qr(AA);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1515 %! [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
1516 %! 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
1517 %! 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
1518 %! 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
1519 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1520 %! 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
1521 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1522 %! [Q,R] = qr(AA);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1523 %! [Q,R] = qrshift(Q,R,i,j);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1524 %! 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
1525 %! 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
1526 %! 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
1527 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1528 %!test
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1529 %! AA = Ac.';
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1530 %! 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
1531 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1532 %! [Q,R] = qr(AA);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1533 %! [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
1534 %! 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
1535 %! 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
1536 %! 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
1537 %!
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1538 %! 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
1539 %!
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1540 %! [Q,R] = qr(AA);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1541 %! [Q,R] = qrshift(Q,R,i,j);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1542 %! 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
1543 %! 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
1544 %! 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
1545
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1546
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1547 %!test
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1548 %! AA = single (A).';
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1549 %! 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
1550 %!
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1551 %! [Q,R] = qr(AA);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1552 %! [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
1553 %! 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
1554 %! 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
1555 %! 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
1556 %!
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1557 %! 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
1558 %!
7886
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1559 %! [Q,R] = qr(AA);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1560 %! [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
1561 %! 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
1562 %! 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
1563 %! 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
1564 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1565 %!test
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1566 %! AA = single(Ac).';
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1567 %! 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
1568 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1569 %! [Q,R] = qr(AA);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1570 %! [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
1571 %! 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
1572 %! 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
1573 %! 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
1574 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1575 %! 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
1576 %!
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1577 %! [Q,R] = qr(AA);
e3e94982dfd4 Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents: 7814
diff changeset
1578 %! [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
1579 %! 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
1580 %! 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
1581 %! 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
1582 */
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1583
7505
f5005d9510f4 Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
parents: 7491
diff changeset
1584 /*
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
1585 ;;; Local Variables: ***
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
1586 ;;; mode: C++ ***
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
1587 ;;; End: ***
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
1588 */