annotate scripts/linear-algebra/norm.m @ 6508:184ab67c3bc1

[project @ 2007-04-07 00:43:09 by jwe]
author jwe
date Sat, 07 Apr 2007 00:43:10 +0000
parents 34f96dd5441b
children 688ef9440022
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1 ## Copyright (C) 1996, 1997 John W. Eaton
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2 ##
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3 ## This file is part of Octave.
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4 ##
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5 ## Octave is free software; you can redistribute it and/or modify it
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6 ## under the terms of the GNU General Public License as published by
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7 ## the Free Software Foundation; either version 2, or (at your option)
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8 ## any later version.
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9 ##
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10 ## Octave is distributed in the hope that it will be useful, but
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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13 ## General Public License for more details.
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14 ##
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15 ## You should have received a copy of the GNU General Public License
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16 ## along with Octave; see the file COPYING. If not, write to the Free
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17 ## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
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18 ## 02110-1301, USA.
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19
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20 ## -*- texinfo -*-
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21 ## @deftypefn {Function File} {} norm (@var{a}, @var{p})
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22 ## Compute the p-norm of the matrix @var{a}. If the second argument is
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23 ## missing, @code{p = 2} is assumed.
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24 ##
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25 ## If @var{a} is a matrix:
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26 ##
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27 ## @table @asis
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28 ## @item @var{p} = @code{1}
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29 ## 1-norm, the largest column sum of the absolute values of @var{a}.
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30 ##
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31 ## @item @var{p} = @code{2}
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32 ## Largest singular value of @var{a}.
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33 ##
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34 ## @item @var{p} = @code{Inf}
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35 ## @cindex infinity norm
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36 ## Infinity norm, the largest row sum of the absolute values of @var{a}.
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37 ##
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38 ## @item @var{p} = @code{"fro"}
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39 ## @cindex Frobenius norm
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40 ## Frobenius norm of @var{a}, @code{sqrt (sum (diag (@var{a}' * @var{a})))}.
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41 ## @end table
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42 ##
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43 ## If @var{a} is a vector or a scalar:
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44 ##
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45 ## @table @asis
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46 ## @item @var{p} = @code{Inf}
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47 ## @code{max (abs (@var{a}))}.
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48 ##
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49 ## @item @var{p} = @code{-Inf}
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50 ## @code{min (abs (@var{a}))}.
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51 ##
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52 ## @item other
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53 ## p-norm of @var{a}, @code{(sum (abs (@var{a}) .^ @var{p})) ^ (1/@var{p})}.
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54 ## @end table
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55 ## @seealso{cond, svd}
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56 ## @end deftypefn
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57
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58 ## Author: jwe
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59
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60 function retval = norm (x, p)
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61
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62 if (nargin < 1 || nargin > 2)
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63 print_usage ();
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64 endif
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65
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66 if (isempty (x))
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67 retval = [];
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68 return;
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69 endif
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70
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71 if (ndims (x) > 2)
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72 error ("norm: only valid on 2-D objects")
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73 endif
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74
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75 if (nargin == 1)
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76 p = 2;
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77 endif
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78
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79 ## Do we have a vector or matrix as the first argument?
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80
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81 if (is_vector (x))
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82 if (isinteger (x) || issparse (x))
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83 if (ischar (p))
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84 if (strcmp (p, "fro"))
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85 retval = sqrt (sum (abs (x) .^ 2));
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86 elseif (strcmp (p, "inf"))
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87 retval = max (abs (x));
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88 else
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89 error ("norm: unrecognized norm");
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90 endif
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91 else
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92 if (p == Inf)
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93 retval = max (abs (x));
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94 elseif (p == -Inf)
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95 retval = min (abs (x));
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96 else
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97 retval = sum (abs (x) .^ p) ^ (1/p);
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98 endif
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99 endif
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100 else
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101 retval = __vnorm__ (x, p);
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102 endif
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103 else
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104 if (ischar (p))
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105 if (strcmp (p, "fro"))
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106 retval = sqrt (sum (sum (abs (x) .^ 2)));
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107 elseif (strcmp (p, "inf"))
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108 retval = max (sum (abs (x')));
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109 else
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110 error ("norm: unrecognized vector norm");
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111 endif
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112 else
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113 if (p == 1)
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114 retval = max (sum (abs (x)));
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115 elseif (p == 2)
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116 s = svd (x);
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117 retval = s (1);
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118 elseif (p == Inf)
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119 retval = max (sum (abs (x')));
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120 else
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121 error ("norm: unrecognized matrix norm");
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122 endif
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123 endif
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124 endif
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125
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126 endfunction
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127
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128 %!shared x
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129 %! x = [1, -3, 4, 5, -7];
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130 %!assert(norm(x,1), 20);
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131 %!assert(norm(x,2), 10);
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132 %!assert(norm(x,3), 8.24257059961711, -4*eps);
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133 %!assert(norm(x,Inf), 7);
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134 %!assert(norm(x,-Inf), 1);
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135 %!assert(norm(x,"inf"), 7);
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136 %!assert(norm(x,"fro"), 10);
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137 %!assert(norm(x), 10);
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138 %!assert(norm([1e200, 1]), 1e200);
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139 %!shared m
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140 %! m = magic (4);
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141 %!assert(norm(m,1), 34);
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142 %!assert(norm(m,2), 34);
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143 %!assert(norm(m,Inf), 34);
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144 %!assert(norm(m,"inf"), 34);