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annotate libinterp/corefcn/pinv.cc @ 20614:10ec79b47808

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use new string_value method to handle value extraction errors * __voronoi__.cc, chol.cc, colamd.cc, fftw.cc: Use new string_value method.
author John W. Eaton <jwe@octave.org>
date Thu, 08 Oct 2015 18:15:56 -0400
parents f90c8372b7ba
children
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1 /*
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2
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3 Copyright (C) 1996-2015 John W. Eaton
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4
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5 This file is part of Octave.
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6
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7 Octave is free software; you can redistribute it and/or modify it
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8 under the terms of the GNU General Public License as published by the
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9 Free Software Foundation; either version 3 of the License, or (at your
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10 option) any later version.
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11
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12 Octave is distributed in the hope that it will be useful, but WITHOUT
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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15 for more details.
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16
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17 You should have received a copy of the GNU General Public License
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18 along with Octave; see the file COPYING. If not, see
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19 <http://www.gnu.org/licenses/>.
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20
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21 */
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22
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23 #ifdef HAVE_CONFIG_H
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24 #include <config.h>
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25 #endif
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26
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27 #include "defun.h"
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28 #include "error.h"
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29 #include "gripes.h"
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30 #include "oct-obj.h"
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31 #include "utils.h"
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32 #include "ops.h"
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33 #include "ov-re-diag.h"
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34 #include "ov-cx-diag.h"
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35 #include "ov-flt-re-diag.h"
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36 #include "ov-flt-cx-diag.h"
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37 #include "ov-perm.h"
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38
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39 DEFUN (pinv, args, ,
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40 "-*- texinfo -*-\n\
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41 @deftypefn {Built-in Function} {} pinv (@var{x})\n\
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42 @deftypefnx {Built-in Function} {} pinv (@var{x}, @var{tol})\n\
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43 Return the pseudoinverse of @var{x}.\n\
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44 \n\
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45 Singular values less than @var{tol} are ignored.\n\
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46 \n\
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47 If the second argument is omitted, it is taken to be\n\
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48 \n\
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49 @example\n\
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50 tol = max (size (@var{x})) * sigma_max (@var{x}) * eps,\n\
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51 @end example\n\
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52 \n\
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53 @noindent\n\
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54 where @code{sigma_max (@var{x})} is the maximal singular value of @var{x}.\n\
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55 @end deftypefn")
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56 {
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57 octave_value retval;
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58
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59 int nargin = args.length ();
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60
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61 if (nargin < 1 || nargin > 2)
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62 {
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63 print_usage ();
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64 return retval;
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65 }
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66
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67 octave_value arg = args(0);
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68
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69 int arg_is_empty = empty_arg ("pinv", arg.rows (), arg.columns ());
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70
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71 if (arg_is_empty < 0)
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72 return retval;
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73 else if (arg_is_empty > 0)
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74 return octave_value (Matrix ());
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75
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76 bool isfloat = arg.is_single_type ();
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77
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78 if (arg.is_diag_matrix ())
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79 {
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80 if (isfloat)
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81 {
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82 float tol = 0.0;
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83 if (nargin == 2)
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84 tol = args(1).float_value ();
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85
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86 if (tol < 0.0)
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87 {
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88 error ("pinv: TOL must be greater than zero");
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89 return retval;
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90 }
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91
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92 if (arg.is_real_type ())
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93 retval = arg.float_diag_matrix_value ().pseudo_inverse (tol);
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94 else
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95 retval = arg.float_complex_diag_matrix_value ().pseudo_inverse (tol);
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96 }
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97 else
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98 {
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99 double tol = 0.0;
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100 if (nargin == 2)
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101 tol = args(1).double_value ();
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102
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103 if (tol < 0.0)
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104 {
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105 error ("pinv: TOL must be greater than zero");
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106 return retval;
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107 }
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108
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109 if (arg.is_real_type ())
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110 retval = arg.diag_matrix_value ().pseudo_inverse (tol);
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111 else
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112 retval = arg.complex_diag_matrix_value ().pseudo_inverse (tol);
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113 }
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114 }
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115 else if (arg.is_perm_matrix ())
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116 {
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117 retval = arg.perm_matrix_value ().inverse ();
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118 }
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119 else if (isfloat)
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120 {
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121 float tol = 0.0;
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122 if (nargin == 2)
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123 tol = args(1).float_value ();
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124
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125 if (tol < 0.0)
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126 {
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127 error ("pinv: TOL must be greater than zero");
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128 return retval;
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129 }
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130
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131 if (arg.is_real_type ())
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132 {
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133 FloatMatrix m = arg.float_matrix_value ();
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134
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135 retval = m.pseudo_inverse (tol);
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136 }
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137 else if (arg.is_complex_type ())
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138 {
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139 FloatComplexMatrix m = arg.float_complex_matrix_value ();
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140
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141 retval = m.pseudo_inverse (tol);
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142 }
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143 else
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144 gripe_wrong_type_arg ("pinv", arg);
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145 }
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146 else
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147 {
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148 double tol = 0.0;
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149 if (nargin == 2)
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150 tol = args(1).double_value ();
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151
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152 if (tol < 0.0)
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153 {
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154 error ("pinv: TOL must be greater than zero");
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155 return retval;
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156 }
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157
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158 if (arg.is_real_type ())
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159 {
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160 Matrix m = arg.matrix_value ();
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161
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162 retval = m.pseudo_inverse (tol);
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163 }
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164 else if (arg.is_complex_type ())
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165 {
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166 ComplexMatrix m = arg.complex_matrix_value ();
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167
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168 retval = m.pseudo_inverse (tol);
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169 }
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170 else
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171 gripe_wrong_type_arg ("pinv", arg);
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172 }
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173
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174 return retval;
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175 }
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176
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177 /*
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178 %!shared a, b, tol, hitol, d, u, x, y
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179 %! a = reshape (rand*[1:16], 4, 4); # Rank 2 matrix
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180 %! b = pinv (a);
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181 %! tol = 4e-14;
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182 %! hitol = 40*sqrt (eps);
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183 %! d = diag ([rand, rand, hitol, hitol]);
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184 %! u = rand (4); # Could be singular by freak accident
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185 %! x = inv (u)*d*u;
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186 %! y = pinv (x, sqrt (eps));
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187 %!
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188 %!assert (a*b*a, a, tol)
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189 %!assert (b*a*b, b, tol)
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190 %!assert ((b*a)', b*a, tol)
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191 %!assert ((a*b)', a*b, tol)
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192 %!assert (x*y*x, x, -hitol)
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193 %!assert (y*x*y, y, -hitol)
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194 %!assert ((x*y)', x*y, hitol)
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195 %!assert ((y*x)', y*x, hitol)
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196
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197 ## Clear shared variables
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198 %!shared
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199
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200 ## Test pinv for Diagonal matrices
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201 %!test
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202 %! x = diag ([3 2 1 0 -0.5]);
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203 %! y = pinv (x);
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204 %! assert (typeinfo (y)(1:8), "diagonal");
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205 %! assert (isa (y, "double"));
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206 %! assert (diag (y), [1/3, 1/2, 1, 0 1/-0.5]');
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207 %! y = pinv (x, 1);
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208 %! assert (diag (y), [1/3 1/2 1 0 0]');
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209 %! y = pinv (x, 2);
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210 %! assert (diag (y), [1/3 1/2 0 0 0]');
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211
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212 */