Mercurial > octave-antonio
annotate src/DLD-FUNCTIONS/qr.cc @ 7886:e3e94982dfd4
Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
author | David Bateman <dbateman@free.fr> |
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date | Sun, 08 Jun 2008 20:41:01 +0200 |
parents | 87865ed7405f |
children | 4976f66d469b |
rev | line source |
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2928 | 1 /* |
2 | |
7017 | 3 Copyright (C) 1996, 1997, 1999, 2000, 2005, 2006, 2007 John W. Eaton |
2928 | 4 |
5 This file is part of Octave. | |
6 | |
7 Octave is free software; you can redistribute it and/or modify it | |
8 under the terms of the GNU General Public License as published by the | |
7016 | 9 Free Software Foundation; either version 3 of the License, or (at your |
10 option) any later version. | |
2928 | 11 |
12 Octave is distributed in the hope that it will be useful, but WITHOUT | |
13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
15 for more details. | |
16 | |
17 You should have received a copy of the GNU General Public License | |
7016 | 18 along with Octave; see the file COPYING. If not, see |
19 <http://www.gnu.org/licenses/>. | |
2928 | 20 |
21 */ | |
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 |
2928 | 27 #ifdef HAVE_CONFIG_H |
28 #include <config.h> | |
29 #endif | |
30 | |
31 #include "CmplxQR.h" | |
32 #include "CmplxQRP.h" | |
33 #include "dbleQR.h" | |
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 |
2928 | 42 |
43 #include "defun-dld.h" | |
44 #include "error.h" | |
45 #include "gripes.h" | |
46 #include "oct-obj.h" | |
47 #include "utils.h" | |
48 | |
3372 | 49 // [Q, R] = qr (X): form Q unitary and R upper triangular such |
50 // that Q * R = X | |
51 // | |
52 // [Q, R] = qr (X, 0): form the economy decomposition such that if X is | |
53 // m by n then only the first n columns of Q are | |
54 // computed. | |
55 // | |
56 // [Q, R, P] = qr (X): form QRP factorization of X where | |
57 // P is a permutation matrix such that | |
58 // A * P = Q * R | |
59 // | |
60 // [Q, R, P] = qr (X, 0): form the economy decomposition with | |
61 // permutation vector P such that Q * R = X (:, P) | |
62 // | |
63 // qr (X) alone returns the output of the LAPACK routine dgeqrf, such | |
64 // that R = triu (qr (X)) | |
65 | |
2928 | 66 DEFUN_DLD (qr, args, nargout, |
3548 | 67 "-*- texinfo -*-\n\ |
3372 | 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\ |
3372 | 70 @cindex QR factorization\n\ |
71 Compute the QR factorization of @var{a}, using standard @sc{Lapack}\n\ | |
72 subroutines. For example, given the matrix @code{a = [1, 2; 3, 4]},\n\ | |
2928 | 73 \n\ |
3372 | 74 @example\n\ |
75 [q, r] = qr (a)\n\ | |
76 @end example\n\ | |
77 \n\ | |
78 @noindent\n\ | |
79 returns\n\ | |
80 \n\ | |
81 @example\n\ | |
82 q =\n\ | |
83 \n\ | |
84 -0.31623 -0.94868\n\ | |
85 -0.94868 0.31623\n\ | |
86 \n\ | |
87 r =\n\ | |
88 \n\ | |
89 -3.16228 -4.42719\n\ | |
90 0.00000 -0.63246\n\ | |
91 @end example\n\ | |
92 \n\ | |
93 The @code{qr} factorization has applications in the solution of least\n\ | |
94 squares problems\n\ | |
95 @iftex\n\ | |
96 @tex\n\ | |
97 $$\n\ | |
98 \\min_x \\left\\Vert A x - b \\right\\Vert_2\n\ | |
99 $$\n\ | |
100 @end tex\n\ | |
101 @end iftex\n\ | |
102 @ifinfo\n\ | |
2928 | 103 \n\ |
3372 | 104 @example\n\ |
105 @code{min norm(A x - b)}\n\ | |
106 @end example\n\ | |
107 \n\ | |
108 @end ifinfo\n\ | |
109 for overdetermined systems of equations (i.e.,\n\ | |
110 @iftex\n\ | |
111 @tex\n\ | |
112 $A$\n\ | |
113 @end tex\n\ | |
114 @end iftex\n\ | |
115 @ifinfo\n\ | |
116 @code{a}\n\ | |
117 @end ifinfo\n\ | |
118 is a tall, thin matrix). The QR factorization is\n\ | |
119 @iftex\n\ | |
120 @tex\n\ | |
121 $QR = A$ where $Q$ is an orthogonal matrix and $R$ is upper triangular.\n\ | |
122 @end tex\n\ | |
123 @end iftex\n\ | |
124 @ifinfo\n\ | |
125 @code{q * r = a} where @code{q} is an orthogonal matrix and @code{r} is\n\ | |
126 upper triangular.\n\ | |
127 @end ifinfo\n\ | |
2928 | 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\ |
3372 | 137 \n\ |
138 @example\n\ | |
3600 | 139 [q, r, p] = qr(a)\n\ |
3372 | 140 @end example\n\ |
141 \n\ | |
142 @noindent\n\ | |
143 returns\n\ | |
144 \n\ | |
145 @example\n\ | |
146 q = \n\ | |
2928 | 147 \n\ |
3372 | 148 -0.44721 -0.89443\n\ |
149 -0.89443 0.44721\n\ | |
150 \n\ | |
151 r =\n\ | |
152 \n\ | |
153 -4.47214 -3.13050\n\ | |
154 0.00000 0.44721\n\ | |
155 \n\ | |
156 p =\n\ | |
157 \n\ | |
158 0 1\n\ | |
159 1 0\n\ | |
160 @end example\n\ | |
161 \n\ | |
162 The permuted @code{qr} factorization @code{[q, r, p] = qr (a)}\n\ | |
163 factorization allows the construction of an orthogonal basis of\n\ | |
164 @code{span (a)}.\n\ | |
7491 | 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\ |
3372 | 184 @end deftypefn") |
2928 | 185 { |
186 octave_value_list retval; | |
187 | |
188 int nargin = args.length (); | |
189 | |
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190 if (nargin < 1 || nargin > (args(0).is_sparse_type() ? 3 : 2)) |
2928 | 191 { |
5823 | 192 print_usage (); |
2928 | 193 return retval; |
194 } | |
195 | |
196 octave_value arg = args(0); | |
197 | |
198 int arg_is_empty = empty_arg ("qr", arg.rows (), arg.columns ()); | |
199 | |
200 if (arg_is_empty < 0) | |
201 return retval; | |
202 else if (arg_is_empty > 0) | |
203 return octave_value_list (3, Matrix ()); | |
204 | |
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205 if (arg.is_sparse_type ()) |
2928 | 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; |
3068 | 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 } |
2928 | 224 } |
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225 if (have_b > 0 && args(have_b).is_complex_type ()) |
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226 is_cmplx = true; |
2928 | 227 } |
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228 |
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229 if (!error_state) |
2928 | 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) |
2928 | 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 } |
2928 | 274 } |
275 } | |
276 } | |
277 else | |
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: |
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293 case 1: |
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294 { |
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295 FloatQR fact (m, type); |
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296 retval(0) = fact.R (); |
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297 } |
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298 break; |
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299 |
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300 case 2: |
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301 { |
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302 FloatQR fact (m, type); |
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303 retval(1) = fact.R (); |
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304 retval(0) = fact.Q (); |
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305 } |
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|
306 break; |
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|
307 |
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308 default: |
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309 { |
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|
310 FloatQRP fact (m, type); |
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|
311 retval(2) = fact.P (); |
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312 retval(1) = fact.R (); |
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313 retval(0) = fact.Q (); |
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|
314 } |
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|
315 break; |
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|
316 } |
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|
317 } |
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|
318 } |
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319 else if (arg.is_complex_type ()) |
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320 { |
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321 FloatComplexMatrix m = arg.float_complex_matrix_value (); |
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322 |
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|
323 if (! error_state) |
7505
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|
324 { |
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325 switch (nargout) |
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|
326 { |
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|
327 case 0: |
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|
328 case 1: |
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|
329 { |
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|
330 FloatComplexQR fact (m, type); |
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|
331 retval(0) = fact.R (); |
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|
332 } |
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|
333 break; |
7505
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|
334 |
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|
335 case 2: |
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|
336 { |
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|
337 FloatComplexQR fact (m, type); |
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|
338 retval(1) = fact.R (); |
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|
339 retval(0) = fact.Q (); |
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|
340 } |
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|
341 break; |
7505
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|
342 |
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|
343 default: |
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|
344 { |
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|
345 FloatComplexQRP fact (m, type); |
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|
346 retval(2) = fact.P (); |
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347 retval(1) = fact.R (); |
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|
348 retval(0) = fact.Q (); |
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349 } |
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350 break; |
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351 } |
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|
352 } |
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|
353 } |
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|
354 } |
f5005d9510f4
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|
355 else |
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356 { |
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|
357 if (arg.is_real_type ()) |
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358 { |
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|
359 Matrix m = arg.matrix_value (); |
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360 |
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361 if (! error_state) |
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362 { |
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|
363 switch (nargout) |
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|
364 { |
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365 case 0: |
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366 case 1: |
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367 { |
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368 QR fact (m, type); |
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369 retval(0) = fact.R (); |
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370 } |
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371 break; |
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372 |
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373 case 2: |
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|
374 { |
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375 QR fact (m, type); |
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376 retval(1) = fact.R (); |
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377 retval(0) = fact.Q (); |
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378 } |
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379 break; |
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380 |
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381 default: |
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382 { |
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383 QRP fact (m, type); |
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384 retval(2) = fact.P (); |
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385 retval(1) = fact.R (); |
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386 retval(0) = fact.Q (); |
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387 } |
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388 break; |
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389 } |
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390 } |
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391 } |
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392 else if (arg.is_complex_type ()) |
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|
393 { |
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diff
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|
394 ComplexMatrix m = arg.complex_matrix_value (); |
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parents:
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diff
changeset
|
395 |
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David Bateman <dbateman@free.fr>
parents:
7700
diff
changeset
|
396 if (! error_state) |
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diff
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|
397 { |
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parents:
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diff
changeset
|
398 switch (nargout) |
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parents:
7700
diff
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|
399 { |
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parents:
7700
diff
changeset
|
400 case 0: |
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First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
7700
diff
changeset
|
401 case 1: |
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parents:
7700
diff
changeset
|
402 { |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
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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:
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diff
changeset
|
406 break; |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
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diff
changeset
|
407 |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
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diff
changeset
|
408 case 2: |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
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diff
changeset
|
409 { |
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First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
7700
diff
changeset
|
410 ComplexQR fact (m, type); |
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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:
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diff
changeset
|
418 ComplexQRP fact (m, type); |
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First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
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diff
changeset
|
419 retval(2) = fact.P (); |
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First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
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diff
changeset
|
420 retval(1) = fact.R (); |
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David Bateman <dbateman@free.fr>
parents:
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diff
changeset
|
421 retval(0) = fact.Q (); |
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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:
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diff
changeset
|
423 break; |
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First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
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diff
changeset
|
424 } |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
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diff
changeset
|
425 } |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
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diff
changeset
|
426 } |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
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diff
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|
427 else |
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First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
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diff
changeset
|
428 gripe_wrong_type_arg ("qr", arg); |
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First attempt at single precision tyeps
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|
429 } |
2928 | 430 } |
431 | |
432 return retval; | |
433 } | |
434 | |
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
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Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
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|
437 %!test |
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Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
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diff
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|
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:
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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:
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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:
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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:
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diff
changeset
|
446 |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
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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); |
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Second set of single precision test code and fix of resulting bugs
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634 %! |
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Second set of single precision test code and fix of resulting bugs
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635 %! a = a+1i*eps('single'); |
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diff
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|
636 %! [q,r]=qr(a,0); t(j++) = testqr(q,r,a); |
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diff
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|
637 %! [q,r]=qr(a',0); t(j++) = testqr(q,r,a'); |
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Second set of single precision test code and fix of resulting bugs
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diff
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|
638 %! [q,r,p]=qr(a,0); t(j++) = testqr(q,r,a,p); |
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diff
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|
639 %! [q,r,p]=qr(a',0); t(j++) = testqr(q,r,a',p); |
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Second set of single precision test code and fix of resulting bugs
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diff
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|
640 %! |
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diff
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|
641 %! a = [ |
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Second set of single precision test code and fix of resulting bugs
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|
642 %! 611 196 -192 407 -8 -52 -49 29 |
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Second set of single precision test code and fix of resulting bugs
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|
643 %! 196 899 113 -192 -71 -43 -8 -44 |
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644 %! -192 113 899 196 61 49 8 52 |
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Second set of single precision test code and fix of resulting bugs
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|
645 %! 407 -192 196 611 8 44 59 -23 |
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|
646 %! -8 -71 61 8 411 -599 208 208 |
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Second set of single precision test code and fix of resulting bugs
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|
647 %! -52 -43 49 44 -599 411 208 208 |
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Second set of single precision test code and fix of resulting bugs
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648 %! -49 -8 8 59 208 208 99 -911 |
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Second set of single precision test code and fix of resulting bugs
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|
649 %! 29 -44 52 -23 208 208 -911 99 |
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Second set of single precision test code and fix of resulting bugs
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diff
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|
650 %! ]; |
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Second set of single precision test code and fix of resulting bugs
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diff
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|
651 %! [q,r] = qr(a); |
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Second set of single precision test code and fix of resulting bugs
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diff
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|
652 %! |
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Second set of single precision test code and fix of resulting bugs
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653 %! assert(all (t) && norm(q*r-a) < 5000*eps('single')); |
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|
654 |
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|
655 %% The deactivated tests below can't be tested till rectangular back-subs is |
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656 %% implemented for sparse matrices. |
7505
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|
657 |
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|
658 %!testif HAVE_CXSPARSE |
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659 %! n = 20; d= 0.2; |
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|
660 %! a = sprandn(n,n,d)+speye(n,n); |
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|
661 %! r = qr(a); |
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|
662 %! assert(r'*r,a'*a,1e-10) |
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|
663 |
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|
664 %!testif HAVE_CXSPARSE |
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|
665 %! n = 20; d= 0.2; |
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|
666 %! a = sprandn(n,n,d)+speye(n,n); |
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|
667 %! q = symamd(a); |
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|
668 %! a = a(q,q); |
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|
669 %! r = qr(a); |
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|
670 %! assert(r'*r,a'*a,1e-10) |
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|
671 |
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|
672 %!testif HAVE_CXSPARSE |
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|
673 %! n = 20; d= 0.2; |
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|
674 %! a = sprandn(n,n,d)+speye(n,n); |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
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diff
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|
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>
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diff
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|
676 %! assert (r\c,full(a)\ones(n,1),10e-10) |
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Remove dispatched sparse functions and treat in the generic versions of the functions
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diff
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|
677 |
f5005d9510f4
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|
678 %!testif HAVE_CXSPARSE |
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|
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>
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7491
diff
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|
680 %! a = sprandn(n,n,d)+speye(n,n); |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
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7491
diff
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|
681 %! b = randn(n,2); |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
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diff
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|
682 %! [c,r] = qr(a,b); |
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Remove dispatched sparse functions and treat in the generic versions of the functions
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|
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>
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diff
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|
684 |
f5005d9510f4
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7491
diff
changeset
|
685 %% Test under-determined systems!! |
f5005d9510f4
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|
686 %!#testif HAVE_CXSPARSE |
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diff
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|
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>
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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>
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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>
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7491
diff
changeset
|
690 %! [c,r] = qr(a,b); |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
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7491
diff
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|
691 %! assert (r\c,full(a)\b,10e-10) |
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Remove dispatched sparse functions and treat in the generic versions of the functions
David Bateman <dbateman@free.fr>
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7491
diff
changeset
|
692 |
f5005d9510f4
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changeset
|
693 %!testif HAVE_CXSPARSE |
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diff
changeset
|
694 %! n = 20; d= 0.2; |
f5005d9510f4
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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
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|
696 %! r = qr(a); |
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|
697 %! assert(r'*r,a'*a,1e-10) |
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David Bateman <dbateman@free.fr>
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7491
diff
changeset
|
698 |
f5005d9510f4
Remove dispatched sparse functions and treat in the generic versions of the functions
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diff
changeset
|
699 %!testif HAVE_CXSPARSE |
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diff
changeset
|
700 %! n = 20; d= 0.2; |
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David Bateman <dbateman@free.fr>
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diff
changeset
|
701 %! a = 1i*sprandn(n,n,d)+speye(n,n); |
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Remove dispatched sparse functions and treat in the generic versions of the functions
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changeset
|
702 %! q = symamd(a); |
f5005d9510f4
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David Bateman <dbateman@free.fr>
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7491
diff
changeset
|
703 %! a = a(q,q); |
f5005d9510f4
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David Bateman <dbateman@free.fr>
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7491
diff
changeset
|
704 %! r = qr(a); |
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7491
diff
changeset
|
705 %! assert(r'*r,a'*a,1e-10) |
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David Bateman <dbateman@free.fr>
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7491
diff
changeset
|
706 |
f5005d9510f4
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7491
diff
changeset
|
707 %!testif HAVE_CXSPARSE |
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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>
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7491
diff
changeset
|
709 %! a = 1i*sprandn(n,n,d)+speye(n,n); |
f5005d9510f4
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David Bateman <dbateman@free.fr>
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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>
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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>
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7491
diff
changeset
|
712 |
f5005d9510f4
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parents:
7491
diff
changeset
|
713 %!testif HAVE_CXSPARSE |
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7491
diff
changeset
|
714 %! n = 20; d= 0.2; |
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David Bateman <dbateman@free.fr>
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7491
diff
changeset
|
715 %! a = 1i*sprandn(n,n,d)+speye(n,n); |
f5005d9510f4
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diff
changeset
|
716 %! b = randn(n,2); |
f5005d9510f4
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diff
changeset
|
717 %! [c,r] = qr(a,b); |
f5005d9510f4
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changeset
|
718 %! assert (r\c,full(a)\b,10e-10) |
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David Bateman <dbateman@free.fr>
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diff
changeset
|
719 |
f5005d9510f4
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7491
diff
changeset
|
720 %% Test under-determined systems!! |
f5005d9510f4
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David Bateman <dbateman@free.fr>
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changeset
|
721 %!#testif HAVE_CXSPARSE |
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changeset
|
722 %! n = 20; d= 0.2; |
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David Bateman <dbateman@free.fr>
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diff
changeset
|
723 %! a = 1i*sprandn(n,n+1,d)+speye(n,n+1); |
f5005d9510f4
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David Bateman <dbateman@free.fr>
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|
724 %! b = randn(n,2); |
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changeset
|
725 %! [c,r] = qr(a,b); |
f5005d9510f4
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7491
diff
changeset
|
726 %! assert (r\c,full(a)\b,10e-10) |
f5005d9510f4
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David Bateman <dbateman@free.fr>
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7491
diff
changeset
|
727 |
f5005d9510f4
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David Bateman <dbateman@free.fr>
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diff
changeset
|
728 %!error qr(sprandn(10,10,0.2),ones(10,1)); |
f5005d9510f4
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David Bateman <dbateman@free.fr>
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7491
diff
changeset
|
729 |
f5005d9510f4
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David Bateman <dbateman@free.fr>
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7491
diff
changeset
|
730 */ |
f5005d9510f4
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David Bateman <dbateman@free.fr>
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changeset
|
731 |
7553
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diff
changeset
|
732 DEFUN_DLD (qrupdate, args, , |
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|
733 "-*- texinfo -*-\n\ |
7650 | 734 @deftypefn {Loadable Function} {[@var{Q1}, @var{R1}] =} qrupdate (@var{Q}, @var{R}, @var{u}, @var{v})\n\ |
7553
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|
735 Given a QR@tie{}factorization of a real or complex matrix\n\ |
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changeset
|
736 @w{@var{A} = @var{Q}*@var{R}}, @var{Q}@tie{}unitary and\n\ |
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diff
changeset
|
737 @var{R}@tie{}upper trapezoidal, return the QR@tie{}factorization\n\ |
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diff
changeset
|
738 of @w{@var{A} + @var{u}*@var{v}'}, where @var{u} and @var{v} are\n\ |
56be6f31dd4e
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Jaroslav Hajek <highegg@gmail.com>
parents:
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diff
changeset
|
739 column vectors (rank-1 update).\n\ |
56be6f31dd4e
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diff
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|
740 \n\ |
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changeset
|
741 If the matrix @var{Q} is not square, the matrix @var{A} is updated by\n\ |
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diff
changeset
|
742 Q*Q'*u*v' instead of u*v'.\n\ |
56be6f31dd4e
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changeset
|
743 @seealso{qr, qrinsert, qrdelete}\n\ |
56be6f31dd4e
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Jaroslav Hajek <highegg@gmail.com>
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diff
changeset
|
744 @end deftypefn") |
56be6f31dd4e
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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
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859 %! 0.42883; |
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|
860 %! 0.53010; |
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|
861 %! 0.80683 ]; |
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862 %! |
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863 %! v = [0.98810; |
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864 %! 0.24295; |
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865 %! 0.43167 ]; |
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866 %! |
7886
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867 %! Ac = [0.620405 + 0.956953i 0.480013 + 0.048806i 0.402627 + 0.338171i; |
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868 %! 0.589077 + 0.658457i 0.013205 + 0.279323i 0.229284 + 0.721929i; |
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869 %! 0.092758 + 0.345687i 0.928679 + 0.241052i 0.764536 + 0.832406i; |
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870 %! 0.912098 + 0.721024i 0.049018 + 0.269452i 0.730029 + 0.796517i; |
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871 %! 0.112849 + 0.603871i 0.486352 + 0.142337i 0.355646 + 0.151496i ]; |
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872 %! |
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873 %! uc = [0.20351 + 0.05401i; |
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Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
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874 %! 0.13141 + 0.43708i; |
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Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
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875 %! 0.29808 + 0.08789i; |
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Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
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876 %! 0.69821 + 0.38844i; |
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Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
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877 %! 0.74871 + 0.25821i ]; |
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Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
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878 %! |
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879 %! vc = [0.85839 + 0.29468i; |
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880 %! 0.20820 + 0.93090i; |
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881 %! 0.86184 + 0.34689i ]; |
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Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
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882 %! |
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883 |
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884 %!test |
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885 %! [Q,R] = qr(A); |
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886 %! [Q,R] = qrupdate(Q,R,u,v); |
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887 %! assert(norm(vec(Q'*Q - eye(5)),Inf) < 1e1*eps) |
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888 %! assert(norm(vec(triu(R)-R),Inf) == 0) |
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889 %! assert(norm(vec(Q*R - A - u*v'),Inf) < norm(A)*1e1*eps) |
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890 %! |
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891 %!test |
7886
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892 %! [Q,R] = qr(Ac); |
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893 %! [Q,R] = qrupdate(Q,R,uc,vc); |
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894 %! assert(norm(vec(Q'*Q - eye(5)),Inf) < 1e1*eps) |
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895 %! assert(norm(vec(triu(R)-R),Inf) == 0) |
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896 %! assert(norm(vec(Q*R - Ac - uc*vc'),Inf) < norm(Ac)*1e1*eps) |
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897 |
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898 %!test |
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899 %! [Q,R] = qr(single(A)); |
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900 %! [Q,R] = qrupdate(Q,R,single(u),single(v)); |
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901 %! assert(norm(vec(Q'*Q - eye(5,'single')),Inf) < 1e1*eps('single')) |
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902 %! assert(norm(vec(triu(R)-R),Inf) == 0) |
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903 %! assert(norm(vec(Q*R - single(A) - single(u)*single(v)'),Inf) < norm(single(A))*1e1*eps('single')) |
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904 %! |
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905 %!test |
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906 %! [Q,R] = qr(single(Ac)); |
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907 %! [Q,R] = qrupdate(Q,R,single(uc),single(vc)); |
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Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
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908 %! assert(norm(vec(Q'*Q - eye(5,'single')),Inf) < 1e1*eps('single')) |
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909 %! assert(norm(vec(triu(R)-R),Inf) == 0) |
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910 %! assert(norm(vec(Q*R - single(Ac) - single(uc)*single(vc)'),Inf) < norm(single(Ac))*1e1*eps('single')) |
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|
911 */ |
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|
912 |
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|
913 DEFUN_DLD (qrinsert, args, , |
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914 "-*- texinfo -*-\n\ |
7650 | 915 @deftypefn {Loadable Function} {[@var{Q1}, @var{R1}] =} qrinsert (@var{Q}, @var{R}, @var{j}, @var{x}, @var{orient})\n\ |
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916 Given a QR@tie{}factorization of a real or complex matrix\n\ |
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917 @w{@var{A} = @var{Q}*@var{R}}, @var{Q}@tie{}unitary and\n\ |
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918 @var{R}@tie{}upper trapezoidal, return the QR@tie{}factorization of\n\ |
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919 @w{[A(:,1:j-1) x A(:,j:n)]}, where @var{u} is a column vector to be\n\ |
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920 inserted into @var{A} (if @var{orient} is @code{\"col\"}), or the\n\ |
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921 QR@tie{}factorization of @w{[A(1:j-1,:);x;A(:,j:n)]}, where @var{x}\n\ |
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922 is a row vector to be inserted into @var{A} (if @var{orient} is\n\ |
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923 @code{\"row\"}).\n\ |
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924 \n\ |
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925 The default value of @var{orient} is @code{\"col\"}.\n\ |
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926 \n\ |
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927 If @var{orient} is @code{\"col\"} and the matrix @var{Q} is not square,\n\ |
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928 then what gets inserted is the projection of @var{u} onto the space\n\ |
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929 spanned by columns of @var{Q}, i.e. Q*Q'*u.\n\ |
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930 \n\ |
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931 If @var{orient} is @code{\"row\"}, @var{Q} must be square.\n\ |
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932 @seealso{qr, qrupdate, qrdelete}\n\ |
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933 @end deftypefn") |
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934 { |
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935 octave_idx_type nargin = args.length (); |
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936 octave_value_list retval; |
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937 |
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938 if (nargin < 4 || nargin > 5) |
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939 { |
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940 print_usage (); |
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941 return retval; |
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942 } |
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943 |
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944 octave_value argq = args(0); |
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945 octave_value argr = args(1); |
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946 octave_value argj = args(2); |
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947 octave_value argx = args(3); |
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948 |
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949 if (argq.is_matrix_type () && argr.is_matrix_type () |
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950 && argj.is_scalar_type () && argx.is_matrix_type () |
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951 && (nargin < 5 || args(4).is_string ())) |
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952 { |
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953 octave_idx_type m = argq.rows (); |
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954 octave_idx_type n = argr.columns (); |
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955 octave_idx_type k = argq.columns (); |
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956 |
7559
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957 std::string orient = (nargin < 5) ? "col" : args(4).string_value (); |
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958 |
7559
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959 bool row = orient == "row"; |
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960 |
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961 if (row || orient == "col") |
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962 if (argr.rows () == k |
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963 && (! row || m == k) |
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964 && argx.rows () == (row ? 1 : m) |
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|
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); |
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1078 %! assert(norm(vec(Q'*Q - eye(5)),Inf) < 1e1*eps) |
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1079 %! assert(norm(vec(triu(R)-R),Inf) == 0) |
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1080 %! assert(norm(vec(Q*R - [Ac(:,1:2) uc Ac(:,3)]),Inf) < norm(Ac)*1e1*eps) |
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1081 %!test |
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1082 %! x = [0.85082 0.76426 0.42883 ]; |
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1083 %! |
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1084 %! [Q,R] = qr(A); |
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1085 %! [Q,R] = qrinsert(Q,R,3,x,'row'); |
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1086 %! assert(norm(vec(Q'*Q - eye(6)),Inf) < 1e1*eps) |
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1087 %! assert(norm(vec(triu(R)-R),Inf) == 0) |
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1088 %! assert(norm(vec(Q*R - [A(1:2,:);x;A(3:5,:)]),Inf) < norm(A)*1e1*eps) |
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1089 %!test |
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1090 %! x = [0.20351 + 0.05401i 0.13141 + 0.43708i 0.29808 + 0.08789i ]; |
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1091 %! |
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1092 %! [Q,R] = qr(Ac); |
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1093 %! [Q,R] = qrinsert(Q,R,3,x,'row'); |
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1094 %! assert(norm(vec(Q'*Q - eye(6)),Inf) < 1e1*eps) |
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1095 %! assert(norm(vec(triu(R)-R),Inf) == 0) |
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1096 %! assert(norm(vec(Q*R - [Ac(1:2,:);x;Ac(3:5,:)]),Inf) < norm(Ac)*1e1*eps) |
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1097 |
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1098 %!test |
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1099 %! [Q,R] = qr(single(A)); |
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1100 %! [Q,R] = qrinsert(Q,R,3,single(u)); |
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1101 %! assert(norm(vec(Q'*Q - eye(5,'single')),Inf) < 1e1*eps('single')) |
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1102 %! assert(norm(vec(triu(R)-R),Inf) == 0) |
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1103 %! assert(norm(vec(Q*R - single([A(:,1:2) u A(:,3)])),Inf) < norm(single(A))*1e1*eps('single')) |
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1104 %!test |
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1105 %! [Q,R] = qr(single(Ac)); |
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1106 %! [Q,R] = qrinsert(Q,R,3,single(uc)); |
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1107 %! assert(norm(vec(Q'*Q - eye(5,'single')),Inf) < 1e1*eps('single')) |
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1108 %! assert(norm(vec(triu(R)-R),Inf) == 0) |
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1109 %! assert(norm(vec(Q*R - single([Ac(:,1:2) uc Ac(:,3)])),Inf) < norm(single(Ac))*1e1*eps('single')) |
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1110 %!test |
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1111 %! x = single([0.85082 0.76426 0.42883 ]); |
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1112 %! |
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1113 %! [Q,R] = qr(single(A)); |
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1114 %! [Q,R] = qrinsert(Q,R,3,x,'row'); |
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1115 %! assert(norm(vec(Q'*Q - eye(6,'single')),Inf) < 1e1*eps('single')) |
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1116 %! assert(norm(vec(triu(R)-R),Inf) == 0) |
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1117 %! assert(norm(vec(Q*R - single([A(1:2,:);x;A(3:5,:)])),Inf) < norm(single(A))*1e1*eps('single')) |
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1118 %!test |
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1119 %! x = single([0.20351 + 0.05401i 0.13141 + 0.43708i 0.29808 + 0.08789i ]); |
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1120 %! |
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1121 %! [Q,R] = qr(single(Ac)); |
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1122 %! [Q,R] = qrinsert(Q,R,3,x,'row'); |
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1123 %! assert(norm(vec(Q'*Q - eye(6,'single')),Inf) < 1e1*eps('single')) |
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1124 %! assert(norm(vec(triu(R)-R),Inf) == 0) |
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1125 %! assert(norm(vec(Q*R - single([Ac(1:2,:);x;Ac(3:5,:)])),Inf) < norm(single(Ac))*1e1*eps('single')) |
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1126 */ |
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1127 |
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1128 DEFUN_DLD (qrdelete, args, , |
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1129 "-*- texinfo -*-\n\ |
7650 | 1130 @deftypefn {Loadable Function} {[@var{Q1}, @var{R1}] =} qrdelete (@var{Q}, @var{R}, @var{j}, @var{orient})\n\ |
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1131 Given a QR@tie{}factorization of a real or complex matrix\n\ |
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1132 @w{@var{A} = @var{Q}*@var{R}}, @var{Q}@tie{}unitary and\n\ |
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1133 @var{R}@tie{}upper trapezoidal, return the QR@tie{}factorization of\n\ |
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1134 @w{[A(:,1:j-1) A(:,j+1:n)]}, i.e. @var{A} with one column deleted\n\ |
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1135 (if @var{orient} is \"col\"), or the QR@tie{}factorization of\n\ |
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1136 @w{[A(1:j-1,:);A(:,j+1:n)]}, i.e. @var{A} with one row deleted (if\n\ |
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1137 @var{orient} is \"row\").\n\ |
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1138 \n\ |
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1139 The default value of @var{orient} is \"col\".\n\ |
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1140 \n\ |
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1141 If @var{orient} is \"col\", the matrix @var{Q} is not required to\n\ |
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1142 be square.\n\ |
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1143 \n\ |
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1144 For @sc{Matlab} compatibility, if @var{Q} is nonsquare on input, the\n\ |
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1145 updated factorization is always stripped to the economical form, i.e.\n\ |
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1146 @code{columns (Q) == rows (R) <= columns (R)}.\n\ |
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1147 \n\ |
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1148 To get the less intelligent but more natural behaviour when @var{Q}\n\ |
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1149 retains it shape and @var{R} loses one column, set @var{orient} to\n\ |
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1150 \"col+\" instead.\n\ |
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1151 \n\ |
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1152 If @var{orient} is \"row\", @var{Q} must be square.\n\ |
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1153 @seealso{qr, qrinsert, qrupdate}\n\ |
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1154 @end deftypefn") |
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1155 { |
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1156 octave_idx_type nargin = args.length (); |
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1157 octave_value_list retval; |
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1158 |
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1159 if (nargin < 3 || nargin > 4) |
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1160 { |
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1161 print_usage (); |
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1162 return retval; |
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1163 } |
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1164 |
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1165 octave_value argq = args(0); |
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1166 octave_value argr = args(1); |
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1167 octave_value argj = args(2); |
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1168 |
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1169 if (argq.is_matrix_type () && argr.is_matrix_type () && argj.is_scalar_type () |
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1170 && (nargin < 4 || args(3).is_string ())) |
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1171 { |
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1172 octave_idx_type m = argq.rows (); |
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1173 octave_idx_type k = argq.columns (); |
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1174 octave_idx_type n = argr.columns (); |
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1175 |
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1176 std::string orient = (nargin < 4) ? "col" : args(3).string_value (); |
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1177 |
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1178 bool row = orient == "row"; |
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1179 bool colp = orient == "col+"; |
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1180 |
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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
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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:
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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:
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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
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diff
changeset
|
1411 \n\ |
efccca5f2ad7
more QR & Cholesky updating functions
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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
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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:
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diff
changeset
|
1417 |
efccca5f2ad7
more QR & Cholesky updating functions
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parents:
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diff
changeset
|
1418 if (nargin != 4) |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1419 { |
efccca5f2ad7
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Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1420 print_usage (); |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
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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
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7650
diff
changeset
|
1423 |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
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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
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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
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parents:
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diff
changeset
|
1462 |
7886
e3e94982dfd4
Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents:
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diff
changeset
|
1463 QR fact (Q, R); |
e3e94982dfd4
Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents:
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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:
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diff
changeset
|
1465 |
e3e94982dfd4
Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents:
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diff
changeset
|
1466 retval(1) = fact.R (); |
e3e94982dfd4
Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents:
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diff
changeset
|
1467 retval(0) = fact.Q (); |
e3e94982dfd4
Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents:
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diff
changeset
|
1468 } |
7700
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changeset
|
1469 } |
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changeset
|
1470 else |
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changeset
|
1471 { |
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changeset
|
1472 // complex case |
7886
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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:
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diff
changeset
|
1474 && argr.is_single_type ()) |
e3e94982dfd4
Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents:
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diff
changeset
|
1475 { |
e3e94982dfd4
Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents:
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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:
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changeset
|
1477 FloatComplexMatrix R = argr.float_complex_matrix_value (); |
7700
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changeset
|
1478 |
7886
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Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents:
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diff
changeset
|
1479 FloatComplexQR fact (Q, R); |
e3e94982dfd4
Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents:
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diff
changeset
|
1480 fact.shift_cols (i-1, j-1); |
7700
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changeset
|
1481 |
7886
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Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents:
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diff
changeset
|
1482 retval(1) = fact.R (); |
e3e94982dfd4
Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents:
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diff
changeset
|
1483 retval(0) = fact.Q (); |
e3e94982dfd4
Convert qrshift, qrinsert, qrdelete, qrupdate to allow single precision arguments
David Bateman <dbateman@free.fr>
parents:
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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 | 1585 ;;; Local Variables: *** |
1586 ;;; mode: C++ *** | |
1587 ;;; End: *** | |
1588 */ |