view libinterp/corefcn/sqrtm.cc @ 21100:e39e05d90788

Switch gripe_XXX to either err_XXX or warn_XXX naming scheme. * libinterp/corefcn/errwarn.h, libinterp/corefcn/errwarn.cc: New header and .cc file with common errors and warnings for libinterp. * libinterp/corefcn/module.mk: Add errwarn.h, errwarn.cc to build system. * liboctave/util/lo-array-errwarn.h, liboctave/util/lo-array-errwarn.cc: New header and .cc file with common errors and warnings for liboctave. * liboctave/util/module.mk: Add lo-array-errwarn.h, lo-array-errwarn.cc to build system. * lo-array-gripes.h: #include "lo-array-errwarn.h" for access to class index_exception. Remove const char *error_id_XXX prototypes. * lo-array-gripes.cc: Remove const char *error_id_XXX initializations. Remove index_exception method definitions. * Cell.cc, __pchip_deriv__.cc, __qp__.cc, balance.cc, betainc.cc, cellfun.cc, daspk.cc, dasrt.cc, dassl.cc, data.cc, debug.cc, defaults.cc, det.cc, dirfns.cc, eig.cc, fft.cc, fft2.cc, fftn.cc, find.cc, gammainc.cc, gcd.cc, getgrent.cc, getpwent.cc, graphics.in.h, help.cc, hess.cc, hex2num.cc, input.cc, inv.cc, jit-typeinfo.cc, load-save.cc, lookup.cc, ls-hdf5.cc, ls-mat-ascii.cc, ls-mat4.cc, ls-mat5.cc, ls-oct-binary.cc, ls-oct-text.cc, lsode.cc, lu.cc, luinc.cc, max.cc, mgorth.cc, oct-hist.cc, oct-procbuf.cc, oct-stream.cc, oct.h, pager.cc, pinv.cc, pr-output.cc, quad.cc, qz.cc, rand.cc, rcond.cc, regexp.cc, schur.cc, sparse-xdiv.cc, sparse-xpow.cc, sparse.cc, spparms.cc, sqrtm.cc, str2double.cc, strfind.cc, strfns.cc, sub2ind.cc, svd.cc, sylvester.cc, syscalls.cc, typecast.cc, utils.cc, variables.cc, xdiv.cc, xnorm.cc, xpow.cc, __eigs__.cc, __glpk__.cc, __magick_read__.cc, __osmesa_print__.cc, audiodevinfo.cc, audioread.cc, chol.cc, dmperm.cc, fftw.cc, qr.cc, symbfact.cc, symrcm.cc, ov-base-diag.cc, ov-base-int.cc, ov-base-mat.cc, ov-base-scalar.cc, ov-base-sparse.cc, ov-base.cc, ov-bool-mat.cc, ov-bool-sparse.cc, ov-bool.cc, ov-builtin.cc, ov-cell.cc, ov-ch-mat.cc, ov-class.cc, ov-complex.cc, ov-complex.h, ov-cs-list.cc, ov-cx-diag.cc, ov-cx-mat.cc, ov-cx-sparse.cc, ov-fcn-handle.cc, ov-fcn-inline.cc, ov-float.cc, ov-float.h, ov-flt-complex.cc, ov-flt-complex.h, ov-flt-cx-diag.cc, ov-flt-cx-mat.cc, ov-flt-re-mat.cc, ov-int16.cc, ov-int32.cc, ov-int64.cc, ov-int8.cc, ov-intx.h, ov-mex-fcn.cc, ov-perm.cc, ov-range.cc, ov-re-mat.cc, ov-re-sparse.cc, ov-scalar.cc, ov-scalar.h, ov-str-mat.cc, ov-struct.cc, ov-type-conv.h, ov-uint16.cc, ov-uint32.cc, ov-uint64.cc, ov-uint8.cc, ov-usr-fcn.cc, ov.cc, op-b-b.cc, op-b-bm.cc, op-b-sbm.cc, op-bm-b.cc, op-bm-bm.cc, op-bm-sbm.cc, op-cdm-cdm.cc, op-cell.cc, op-chm.cc, op-class.cc, op-cm-cm.cc, op-cm-cs.cc, op-cm-m.cc, op-cm-s.cc, op-cm-scm.cc, op-cm-sm.cc, op-cs-cm.cc, op-cs-cs.cc, op-cs-m.cc, op-cs-s.cc, op-cs-scm.cc, op-cs-sm.cc, op-dm-dm.cc, op-dm-scm.cc, op-dm-sm.cc, op-dms-template.cc, op-double-conv.cc, op-fcdm-fcdm.cc, op-fcdm-fdm.cc, op-fcm-fcm.cc, op-fcm-fcs.cc, op-fcm-fm.cc, op-fcm-fs.cc, op-fcn.cc, op-fcs-fcm.cc, op-fcs-fcs.cc, op-fcs-fm.cc, op-fcs-fs.cc, op-fdm-fdm.cc, op-float-conv.cc, op-fm-fcm.cc, op-fm-fcs.cc, op-fm-fm.cc, op-fm-fs.cc, op-fs-fcm.cc, op-fs-fcs.cc, op-fs-fm.cc, op-fs-fs.cc, op-i16-i16.cc, op-i32-i32.cc, op-i64-i64.cc, op-i8-i8.cc, op-int-concat.cc, op-int-conv.cc, op-int.h, op-m-cm.cc, op-m-cs.cc, op-m-m.cc, op-m-s.cc, op-m-scm.cc, op-m-sm.cc, op-pm-pm.cc, op-pm-scm.cc, op-pm-sm.cc, op-range.cc, op-s-cm.cc, op-s-cs.cc, op-s-m.cc, op-s-s.cc, op-s-scm.cc, op-s-sm.cc, op-sbm-b.cc, op-sbm-bm.cc, op-sbm-sbm.cc, op-scm-cm.cc, op-scm-cs.cc, op-scm-m.cc, op-scm-s.cc, op-scm-scm.cc, op-scm-sm.cc, op-sm-cm.cc, op-sm-cs.cc, op-sm-m.cc, op-sm-s.cc, op-sm-scm.cc, op-sm-sm.cc, op-str-m.cc, op-str-s.cc, op-str-str.cc, op-struct.cc, op-ui16-ui16.cc, op-ui32-ui32.cc, op-ui64-ui64.cc, op-ui8-ui8.cc, ops.h, lex.ll, pt-assign.cc, pt-eval.cc, pt-idx.cc, pt-loop.cc, pt-mat.cc, pt-stmt.cc, Array-util.cc, Array-util.h, Array.cc, CColVector.cc, CDiagMatrix.cc, CMatrix.cc, CNDArray.cc, CRowVector.cc, CSparse.cc, DiagArray2.cc, MDiagArray2.cc, MSparse.cc, PermMatrix.cc, Range.cc, Sparse.cc, dColVector.cc, dDiagMatrix.cc, dMatrix.cc, dNDArray.cc, dRowVector.cc, dSparse.cc, fCColVector.cc, fCDiagMatrix.cc, fCMatrix.cc, fCNDArray.cc, fCRowVector.cc, fColVector.cc, fDiagMatrix.cc, fMatrix.cc, fNDArray.cc, fRowVector.cc, idx-vector.cc, CmplxGEPBAL.cc, dbleGEPBAL.cc, fCmplxGEPBAL.cc, floatGEPBAL.cc, Sparse-diag-op-defs.h, Sparse-op-defs.h, Sparse-perm-op-defs.h, mx-inlines.cc, mx-op-defs.h, oct-binmap.h: Replace 'include "gripes.h"' with 'include "errwarn.h". Change all gripe_XXX to err_XXX or warn_XXX or errwarn_XXX.
author Rik <rik@octave.org>
date Mon, 18 Jan 2016 18:28:06 -0800
parents 93748bcaec17
children 3d0d84305600
line wrap: on
line source

/*

Copyright (C) 2001-2015 Ross Lippert and Paul Kienzle
Copyright (C) 2010 VZLU Prague

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/>.

*/

#ifdef HAVE_CONFIG_H
#include <config.h>
#endif

#include <float.h>

#include "CmplxSCHUR.h"
#include "fCmplxSCHUR.h"
#include "lo-ieee.h"
#include "lo-mappers.h"
#include "oct-norm.h"

#include "defun.h"
#include "error.h"
#include "errwarn.h"
#include "utils.h"
#include "xnorm.h"

template <class Matrix>
static void
sqrtm_utri_inplace (Matrix& T)
{
  typedef typename Matrix::element_type element_type;

  const element_type zero = element_type ();

  bool singular = false;

  // The following code is equivalent to this triple loop:
  //
  //   n = rows (T);
  //   for j = 1:n
  //     T(j,j) = sqrt (T(j,j));
  //     for i = j-1:-1:1
  //       T(i,j) /= (T(i,i) + T(j,j));
  //       k = 1:i-1;
  //       T(k,j) -= T(k,i) * T(i,j);
  //     endfor
  //   endfor
  //
  // this is an in-place, cache-aligned variant of the code
  // given in Higham's paper.

  const octave_idx_type n = T.rows ();
  element_type *Tp = T.fortran_vec ();
  for (octave_idx_type j = 0; j < n; j++)
    {
      element_type *colj = Tp + n*j;
      if (colj[j] != zero)
        colj[j] = sqrt (colj[j]);
      else
        singular = true;

      for (octave_idx_type i = j-1; i >= 0; i--)
        {
          const element_type *coli = Tp + n*i;
          const element_type colji = colj[i] /= (coli[i] + colj[j]);
          for (octave_idx_type k = 0; k < i; k++)
            colj[k] -= coli[k] * colji;
        }
    }

  if (singular)
    warning_with_id ("Octave:sqrtm:SingularMatrix",
                     "sqrtm: matrix is singular, may not have a square root");
}

template <class Matrix, class ComplexMatrix, class ComplexSCHUR>
static octave_value
do_sqrtm (const octave_value& arg)
{

  octave_value retval;

  MatrixType mt = arg.matrix_type ();

  bool iscomplex = arg.is_complex_type ();

  typedef typename Matrix::element_type real_type;

  real_type cutoff = 0;
  real_type one = 1;
  real_type eps = std::numeric_limits<real_type>::epsilon ();

  if (! iscomplex)
    {
      Matrix x = octave_value_extract<Matrix> (arg);

      if (mt.is_unknown ()) // if type is not known, compute it now.
        arg.matrix_type (mt = MatrixType (x));

      switch (mt.type ())
        {
        case MatrixType::Upper:
        case MatrixType::Diagonal:
          if (! x.diag ().any_element_is_negative ())
            {
              // Do it in real arithmetic.
              sqrtm_utri_inplace (x);
              retval = x;
              retval.matrix_type (mt);
            }
          else
            iscomplex = true;
          break;

        case MatrixType::Lower:
          if (! x.diag ().any_element_is_negative ())
            {
              x = x.transpose ();
              sqrtm_utri_inplace (x);
              retval = x.transpose ();
              retval.matrix_type (mt);
            }
          else
            iscomplex = true;
          break;

        default:
          iscomplex = true;
          break;
        }

      if (iscomplex)
        cutoff = 10 * x.rows () * eps * xnorm (x, one);
    }

  if (iscomplex)
    {
      ComplexMatrix x = octave_value_extract<ComplexMatrix> (arg);

      if (mt.is_unknown ()) // if type is not known, compute it now.
        arg.matrix_type (mt = MatrixType (x));

      switch (mt.type ())
        {
        case MatrixType::Upper:
        case MatrixType::Diagonal:
          sqrtm_utri_inplace (x);
          retval = x;
          retval.matrix_type (mt);
          break;

        case MatrixType::Lower:
          x = x.transpose ();
          sqrtm_utri_inplace (x);
          retval = x.transpose ();
          retval.matrix_type (mt);
          break;

        default:
          {
            ComplexMatrix u;

            do
              {
                ComplexSCHUR schur (x, "", true);
                x = schur.schur_matrix ();
                u = schur.unitary_matrix ();
              }
            while (0); // schur no longer needed.

            sqrtm_utri_inplace (x);

            x = u * x; // original x no longer needed.
            ComplexMatrix res = xgemm (x, u, blas_no_trans, blas_conj_trans);

            if (cutoff > 0 && xnorm (imag (res), one) <= cutoff)
              retval = real (res);
            else
              retval = res;
          }
          break;
        }
    }

  return retval;
}

DEFUN (sqrtm, args, nargout,
       "-*- texinfo -*-\n\
@deftypefn  {} {@var{s} =} sqrtm (@var{A})\n\
@deftypefnx {} {[@var{s}, @var{error_estimate}] =} sqrtm (@var{A})\n\
Compute the matrix square root of the square matrix @var{A}.\n\
\n\
Ref: @nospell{N.J. Higham}.  @cite{A New sqrtm for @sc{matlab}}.  Numerical\n\
Analysis Report No. 336, Manchester @nospell{Centre} for Computational\n\
Mathematics, Manchester, England, January 1999.\n\
@seealso{expm, logm}\n\
@end deftypefn")
{
  if (args.length () != 1)
    print_usage ();

  octave_value arg = args(0);

  octave_idx_type n = arg.rows ();
  octave_idx_type nc = arg.columns ();

  if (n != nc || arg.ndims () > 2)
    err_square_matrix_required ("sqrtm");

  octave_value_list retval (nargout > 1 ? 3 : 1);

  if (nargout > 1)
    {
      // FIXME: Octave does not calculate a condition number with respect to
      //        sqrtm.  Should this return NaN instead of -1?
      retval(2) = -1.0;
    }

  if (arg.is_diag_matrix ())
    // sqrtm of a diagonal matrix is just sqrt.
    retval(0) = arg.sqrt ();
  else if (arg.is_single_type ())
    retval(0) = do_sqrtm<FloatMatrix, FloatComplexMatrix, FloatComplexSCHUR>
                 (arg);
  else if (arg.is_numeric_type ())
    retval(0) = do_sqrtm<Matrix, ComplexMatrix, ComplexSCHUR> (arg);

  if (nargout > 1)
    {
      // This corresponds to generic code
      //
      //   norm (s*s - x, "fro") / norm (x, "fro");

      octave_value s = retval(0);
      retval(1) = xfrobnorm (s*s - arg) / xfrobnorm (arg);
    }

  return retval;
}

/*
%!assert (sqrtm (2*ones (2)), ones (2), 3*eps)

## The following two tests are from the reference in the docstring above.
%!test
%! x = [0 1; 0 0];
%! assert (any (isnan (sqrtm (x))(:)));

%!test
%! x = eye (4);  x(2,2) = x(3,3) = 2^-26;  x(1,4) = 1;
%! z = eye (4);  z(2,2) = z(3,3) = 2^-13;  z(1,4) = 0.5;
%! [y, err] = sqrtm (x);
%! assert (y, z);
%! assert (err, 0);   # Yes, this one has to hold exactly
*/