view scripts/linear-algebra/housh.m @ 16826:a4969508008e

doc: Periodic spellcheck of the documentation. * doc/interpreter/doccheck/aspell-octave.en.pws: Update Octave-specific Aspell dictionary. * doc/interpreter/contrib.txi, doc/interpreter/errors.txi, doc/interpreter/expr.txi, doc/interpreter/io.txi, doc/interpreter/preface.txi, doc/interpreter/sparse.txi, doc/interpreter/stmt.txi, doc/interpreter/strings.txi, libinterp/corefcn/qz.cc, libinterp/dldfcn/ccolamd.cc, libinterp/dldfcn/fftw.cc, libinterp/interpfcn/graphics.cc, scripts/general/structfun.m, scripts/image/ind2rgb.m, scripts/image/rgb2ind.m, scripts/io/importdata.m, scripts/linear-algebra/duplication_matrix.m, scripts/linear-algebra/housh.m, scripts/miscellaneous/mkoctfile.m, scripts/plot/comet3.m, scripts/plot/gco.m, scripts/plot/legend.m, scripts/plot/print.m, scripts/signal/fftshift.m, scripts/signal/periodogram.m, scripts/sparse/pcg.m, scripts/statistics/tests/f_test_regression.m, scripts/statistics/tests/t_test_regression.m, scripts/strings/strjoin.m, scripts/strings/strsplit.m: Correct spellings or add @nospell macro.
author Rik <rik@octave.org>
date Sun, 23 Jun 2013 12:49:53 -0700
parents 5d3a684236b0
children d63878346099
line wrap: on
line source

## Copyright (C) 1995-2012 A. Scottedward Hodel
##
## This file is part of Octave.
##
## Octave is free software; you can redistribute it and/or modify it
## under the terms of the GNU General Public License as published by
## the Free Software Foundation; either version 3 of the License, or (at
## your option) any later version.
##
## Octave is distributed in the hope that it will be useful, but
## WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
## General Public License for more details.
##
## You should have received a copy of the GNU General Public License
## along with Octave; see the file COPYING.  If not, see
## <http://www.gnu.org/licenses/>.

## -*- texinfo -*-
## @deftypefn {Function File} {[@var{housv}, @var{beta}, @var{zer}] =} housh (@var{x}, @var{j}, @var{z})
## Compute Householder reflection vector @var{housv} to reflect @var{x}
## to be the j-th column of identity, i.e.,
##
## @example
## @group
## (I - beta*housv*housv')x =  norm (x)*e(j) if x(j) < 0,
## (I - beta*housv*housv')x = -norm (x)*e(j) if x(j) >= 0
## @end group
## @end example
##
## @noindent
## Inputs
##
## @table @var
## @item x
## vector
##
## @item j
## index into vector
##
## @item z
## threshold for zero  (usually should be the number 0)
## @end table
##
## @noindent
## Outputs (see Golub and Van Loan):
##
## @table @var
## @item beta
## If beta = 0, then no reflection need be applied (@nospell{zer} set to 0)
##
## @item housv
## householder vector
## @end table
## @end deftypefn

## Author: A. S. Hodel
## Created: August 1995

function [housv, beta, zer] = housh (x, j, z)

  if (nargin != 3)
    print_usage ();
  endif

  ## Check for valid inputs.
  if (! isvector (x) && ! isscalar (x))
    error ("housh: first input must be a vector");
  elseif (! isscalar (j))
    error ("housh: second argment must be an integer scalar");
  else
    housv = x;
    m = max (abs (housv));
    if (m != 0.0)
      housv = housv / m;
      alpha = norm (housv);
      if (alpha > z)
        beta = 1.0 / (alpha * (alpha + abs (housv(j))));
        sg = sign (housv(j));
        if (sg == 0)
          sg = 1;
        endif
        housv(j) = housv(j) + alpha*sg;
      else
        beta = 0.0;
      endif
    else
      beta = 0.0;
    endif
    zer = (beta == 0);
  endif

endfunction


%!test
%! x = [1 2 3]';
%! j = 3;
%! [hv, b, z] = housh (x, j, 0);
%! r = (eye (3) - b*hv*hv') * x;
%! d = - norm (x) * [0 0 1]';
%! assert (r, d, 2e-8);
%! assert (z, 0, 2e-8);

%!test
%! x = [7 -3 1]';
%! j = 2;
%! [hv, b, z] = housh (x, j, 0);
%! r = (eye (3) - b*hv*hv') * x;
%! d = norm (x) * [0 1 0]';
%! assert (r, d, 2e-8);
%! assert (z, 0, 2e-8);

%!test
%! x = [1 0 0]';
%! j = 1;
%! [hv, b, z] = housh (x, j, 10);
%! r = (eye (3) - b*hv*hv') * x;
%! d = norm (x) * [1 0 0]';
%! assert (r, d, 2e-8);
%! assert (z, 1, 2e-8);

%!test
%! x = [5 0 4 1]';
%! j = 2;
%! [hv, b, z] = housh (x, j, 0);
%! r = (eye (4) - b*hv*hv') * x;
%! d = - norm (x) * [0 1 0 0]';
%! assert (r, d, 2e-8);
%! assert (z, 0, 2e-8);

%!error housh ([0])
%!error housh ()