annotate libinterp/corefcn/schur.cc @ 19731:4197fc428c7d

maint: Update copyright notices for 2015.
author John W. Eaton <jwe@octave.org>
date Wed, 11 Feb 2015 14:19:08 -0500
parents 03067dab10ca
children 56157a7505ed
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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 <string>
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28
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29 #include "CmplxSCHUR.h"
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30 #include "dbleSCHUR.h"
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31 #include "fCmplxSCHUR.h"
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32 #include "floatSCHUR.h"
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33
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34 #include "defun.h"
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35 #include "error.h"
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36 #include "gripes.h"
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37 #include "oct-obj.h"
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38 #include "utils.h"
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39
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40 template <class Matrix>
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41 static octave_value
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42 mark_upper_triangular (const Matrix& a)
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43 {
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44 octave_value retval = a;
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45
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46 octave_idx_type n = a.rows ();
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47 assert (a.columns () == n);
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48
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49 const typename Matrix::element_type zero = typename Matrix::element_type ();
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50
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51 for (octave_idx_type i = 0; i < n; i++)
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52 if (a(i,i) == zero)
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53 return retval;
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54
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55 retval.matrix_type (MatrixType::Upper);
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56
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57 return retval;
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58 }
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59
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60 DEFUN (schur, args, nargout,
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61 "-*- texinfo -*-\n\
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62 @deftypefn {Built-in Function} {@var{S} =} schur (@var{A})\n\
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63 @deftypefnx {Built-in Function} {@var{S} =} schur (@var{A}, \"real\")\n\
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64 @deftypefnx {Built-in Function} {@var{S} =} schur (@var{A}, \"complex\")\n\
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65 @deftypefnx {Built-in Function} {@var{S} =} schur (@var{A}, @var{opt})\n\
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66 @deftypefnx {Built-in Function} {[@var{U}, @var{S}] =} schur (@dots{})\n\
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67 @cindex Schur decomposition\n\
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68 Compute the Schur@tie{}decomposition of @var{A}\n\
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69 @tex\n\
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70 $$\n\
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71 S = U^T A U\n\
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72 $$\n\
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73 @end tex\n\
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74 @ifnottex\n\
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75 \n\
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76 @example\n\
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77 @code{@var{S} = @var{U}' * @var{A} * @var{U}}\n\
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78 @end example\n\
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79 \n\
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80 @end ifnottex\n\
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81 where @var{U} is a unitary matrix\n\
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82 @tex\n\
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83 ($U^T U$ is identity)\n\
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84 @end tex\n\
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85 @ifnottex\n\
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86 (@code{@var{U}'* @var{U}} is identity)\n\
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87 @end ifnottex\n\
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88 and @var{S} is upper triangular. The eigenvalues of @var{A} (and @var{S})\n\
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89 are the diagonal elements of @var{S}. If the matrix @var{A}\n\
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90 is real, then the real Schur@tie{}decomposition is computed, in which the\n\
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91 matrix @var{U} is orthogonal and @var{S} is block upper triangular\n\
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92 with blocks of size at most\n\
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93 @tex\n\
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94 $2 \\times 2$\n\
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95 @end tex\n\
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96 @ifnottex\n\
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97 @code{2 x 2}\n\
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98 @end ifnottex\n\
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99 along the diagonal. The diagonal elements of @var{S}\n\
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100 (or the eigenvalues of the\n\
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101 @tex\n\
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102 $2 \\times 2$\n\
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103 @end tex\n\
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104 @ifnottex\n\
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105 @code{2 x 2}\n\
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106 @end ifnottex\n\
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107 blocks, when appropriate) are the eigenvalues of @var{A} and @var{S}.\n\
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108 \n\
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109 The default for real matrices is a real Schur@tie{}decomposition.\n\
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110 A complex decomposition may be forced by passing the flag\n\
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111 @qcode{\"complex\"}.\n\
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112 \n\
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113 The eigenvalues are optionally ordered along the diagonal according to\n\
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114 the value of @var{opt}. @code{@var{opt} = \"a\"} indicates that all\n\
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115 eigenvalues with negative real parts should be moved to the leading\n\
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116 block of @var{S}\n\
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117 (used in @code{are}), @code{@var{opt} = \"d\"} indicates that all eigenvalues\n\
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118 with magnitude less than one should be moved to the leading block of @var{S}\n\
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119 (used in @code{dare}), and @code{@var{opt} = \"u\"}, the default, indicates\n\
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120 that no ordering of eigenvalues should occur. The leading @var{k}\n\
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121 columns of @var{U} always span the @var{A}-invariant\n\
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122 subspace corresponding to the @var{k} leading eigenvalues of @var{S}.\n\
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123 \n\
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124 The Schur@tie{}decomposition is used to compute eigenvalues of a\n\
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125 square matrix, and has applications in the solution of algebraic\n\
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126 Riccati equations in control (see @code{are} and @code{dare}).\n\
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127 @seealso{rsf2csf, lu, chol, hess, qr, qz, svd}\n\
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128 @end deftypefn")
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129 {
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130 octave_value_list retval;
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131
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132 int nargin = args.length ();
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133
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134 if (nargin < 1 || nargin > 2 || nargout > 2)
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135 {
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136 print_usage ();
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137 return retval;
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138 }
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diff changeset
139
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
140 octave_value arg = args(0);
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
141
3523
b80bbb43a1a9 [project @ 2000-02-02 10:25:52 by jwe]
jwe
parents: 3372
diff changeset
142 std::string ord;
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
143
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
144 if (nargin == 2)
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
145 {
19437
03067dab10ca Use stricter input validation when looking for a string as input (bug #42651).
Rik <rik@octave.org>
parents: 19068
diff changeset
146 if (args(1).is_string ())
03067dab10ca Use stricter input validation when looking for a string as input (bug #42651).
Rik <rik@octave.org>
parents: 19068
diff changeset
147 ord = args(1).string_value ();
03067dab10ca Use stricter input validation when looking for a string as input (bug #42651).
Rik <rik@octave.org>
parents: 19068
diff changeset
148 else
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
149 {
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
150 error ("schur: second argument must be a string");
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
151 return retval;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
152 }
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
153 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
154
10607
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Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
155 bool force_complex = false;
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
156
13224
0a67c717c652 Add support for additional argument "real" to schur() (Bug #34012).
Rik <octave@nomad.inbox5.com>
parents: 12642
diff changeset
157 if (ord == "real")
0a67c717c652 Add support for additional argument "real" to schur() (Bug #34012).
Rik <octave@nomad.inbox5.com>
parents: 12642
diff changeset
158 {
0a67c717c652 Add support for additional argument "real" to schur() (Bug #34012).
Rik <octave@nomad.inbox5.com>
parents: 12642
diff changeset
159 ord = std::string ();
0a67c717c652 Add support for additional argument "real" to schur() (Bug #34012).
Rik <octave@nomad.inbox5.com>
parents: 12642
diff changeset
160 }
0a67c717c652 Add support for additional argument "real" to schur() (Bug #34012).
Rik <octave@nomad.inbox5.com>
parents: 12642
diff changeset
161 else if (ord == "complex")
10607
f7501986e42d make schur more Matlab compatible
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
162 {
f7501986e42d make schur more Matlab compatible
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
163 force_complex = true;
f7501986e42d make schur more Matlab compatible
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
164 ord = std::string ();
f7501986e42d make schur more Matlab compatible
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
165 }
f7501986e42d make schur more Matlab compatible
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
166 else
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
167 {
10607
f7501986e42d make schur more Matlab compatible
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
168 char ord_char = ord.empty () ? 'U' : ord[0];
f7501986e42d make schur more Matlab compatible
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
169
f7501986e42d make schur more Matlab compatible
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
170 if (ord_char != 'U' && ord_char != 'A' && ord_char != 'D'
f7501986e42d make schur more Matlab compatible
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
171 && ord_char != 'u' && ord_char != 'a' && ord_char != 'd')
f7501986e42d make schur more Matlab compatible
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
172 {
19050
b155fad47055 Fix error messages and %!fail tests for schur().
Rik <rik@octave.org>
parents: 17787
diff changeset
173 warning ("schur: incorrect ordered schur argument '%s'",
10607
f7501986e42d make schur more Matlab compatible
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
174 ord.c_str ());
f7501986e42d make schur more Matlab compatible
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
175 return retval;
f7501986e42d make schur more Matlab compatible
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
176 }
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
177 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
178
5275
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe]
jwe
parents: 5008
diff changeset
179 octave_idx_type nr = arg.rows ();
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe]
jwe
parents: 5008
diff changeset
180 octave_idx_type nc = arg.columns ();
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
181
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
182 if (nr != nc)
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
183 {
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
184 gripe_square_matrix_required ("schur");
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
185 return retval;
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
186 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
187
10607
f7501986e42d make schur more Matlab compatible
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
188 if (! arg.is_numeric_type ())
f7501986e42d make schur more Matlab compatible
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
189 gripe_wrong_type_arg ("schur", arg);
f7501986e42d make schur more Matlab compatible
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
190 else if (arg.is_single_type ())
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
191 {
10607
f7501986e42d make schur more Matlab compatible
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
192 if (! force_complex && arg.is_real_type ())
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
193 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
194 FloatMatrix tmp = arg.float_matrix_value ();
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
195
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
196 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
197 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
198 if (nargout == 0 || nargout == 1)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
199 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
200 FloatSCHUR result (tmp, ord, false);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
201 retval(0) = result.schur_matrix ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
202 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
203 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
204 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
205 FloatSCHUR result (tmp, ord, true);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
206 retval(1) = result.schur_matrix ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
207 retval(0) = result.unitary_matrix ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
208 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
209 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
210 }
10607
f7501986e42d make schur more Matlab compatible
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
211 else
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
212 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
213 FloatComplexMatrix ctmp = arg.float_complex_matrix_value ();
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
214
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
215 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
216 {
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
217
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
218 if (nargout == 0 || nargout == 1)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
219 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
220 FloatComplexSCHUR result (ctmp, ord, false);
10617
9c9e07f5eb1c make schur mark triangular matrices on output
Jaroslav Hajek <highegg@gmail.com>
parents: 10607
diff changeset
221 retval(0) = mark_upper_triangular (result.schur_matrix ());
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
222 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
223 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
224 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
225 FloatComplexSCHUR result (ctmp, ord, true);
10617
9c9e07f5eb1c make schur mark triangular matrices on output
Jaroslav Hajek <highegg@gmail.com>
parents: 10607
diff changeset
226 retval(1) = mark_upper_triangular (result.schur_matrix ());
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
227 retval(0) = result.unitary_matrix ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
228 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
229 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
230 }
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
231 }
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
232 else
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
233 {
10607
f7501986e42d make schur more Matlab compatible
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
234 if (! force_complex && arg.is_real_type ())
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
235 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
236 Matrix tmp = arg.matrix_value ();
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
237
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
238 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
239 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
240 if (nargout == 0 || nargout == 1)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
241 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
242 SCHUR result (tmp, ord, false);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
243 retval(0) = result.schur_matrix ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
244 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
245 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
246 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
247 SCHUR result (tmp, ord, true);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
248 retval(1) = result.schur_matrix ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
249 retval(0) = result.unitary_matrix ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
250 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
251 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
252 }
10607
f7501986e42d make schur more Matlab compatible
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
253 else
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
254 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
255 ComplexMatrix ctmp = arg.complex_matrix_value ();
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
256
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
257 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
258 {
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
259
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
260 if (nargout == 0 || nargout == 1)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
261 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
262 ComplexSCHUR result (ctmp, ord, false);
10617
9c9e07f5eb1c make schur mark triangular matrices on output
Jaroslav Hajek <highegg@gmail.com>
parents: 10607
diff changeset
263 retval(0) = mark_upper_triangular (result.schur_matrix ());
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
264 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
265 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
266 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
267 ComplexSCHUR result (ctmp, ord, true);
10617
9c9e07f5eb1c make schur mark triangular matrices on output
Jaroslav Hajek <highegg@gmail.com>
parents: 10607
diff changeset
268 retval(1) = mark_upper_triangular (result.schur_matrix ());
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
269 retval(0) = result.unitary_matrix ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
270 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
271 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
272 }
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
273 }
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
274
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
275 return retval;
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
276 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
277
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
278 /*
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
279 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
280 %! a = [1, 2, 3; 4, 5, 9; 7, 8, 6];
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
281 %! [u, s] = schur (a);
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14460
diff changeset
282 %! assert (u' * a * u, s, sqrt (eps));
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
283
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
284 %!test
14501
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285 %! a = single ([1, 2, 3; 4, 5, 9; 7, 8, 6]);
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286 %! [u, s] = schur (a);
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287 %! assert (u' * a * u, s, sqrt (eps ("single")));
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288
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289 %!error schur ()
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290 %!error schur (1,2,3)
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291 %!error [a,b,c] = schur (1)
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292 %!error <argument must be a square matrix> schur ([1, 2, 3; 4, 5, 6])
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293 %!error <wrong type argument 'cell'> schur ({1})
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294 %!warning <incorrect ordered schur argument> schur ([1, 2; 3, 4], "bad_opt");
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295
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296 */
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297
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298 DEFUN (rsf2csf, args, nargout,
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299 "-*- texinfo -*-\n\
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300 @deftypefn {Function File} {[@var{U}, @var{T}] =} rsf2csf (@var{UR}, @var{TR})\n\
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301 Convert a real, upper quasi-triangular Schur@tie{}form @var{TR} to a complex,\n\
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302 upper triangular Schur@tie{}form @var{T}.\n\
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303 \n\
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304 Note that the following relations hold:\n\
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305 \n\
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306 @tex\n\
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307 $UR \\cdot TR \\cdot {UR}^T = U T U^{\\dagger}$ and\n\
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308 $U^{\\dagger} U$ is the identity matrix I.\n\
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309 @end tex\n\
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310 @ifnottex\n\
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311 @tcode{@var{UR} * @var{TR} * @var{UR}' = @var{U} * @var{T} * @var{U}'} and\n\
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312 @code{@var{U}' * @var{U}} is the identity matrix I.\n\
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313 @end ifnottex\n\
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314 \n\
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315 Note also that @var{U} and @var{T} are not unique.\n\
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316 @seealso{schur}\n\
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317 @end deftypefn")
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318 {
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319 octave_value_list retval;
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320
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321 if (args.length () == 2 && nargout <= 2)
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322 {
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323 if (! args(0).is_numeric_type ())
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324 gripe_wrong_type_arg ("rsf2csf", args(0));
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325 else if (! args(1).is_numeric_type ())
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326 gripe_wrong_type_arg ("rsf2csf", args(1));
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327 else if (args(0).is_complex_type () || args(1).is_complex_type ())
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328 error ("rsf2csf: UR and TR must be real matrices");
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329 else
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330 {
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331
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332 if (args(0).is_single_type () || args(1).is_single_type ())
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333 {
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334 FloatMatrix u = args(0).float_matrix_value ();
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335 FloatMatrix t = args(1).float_matrix_value ();
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336 if (! error_state)
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337 {
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338 FloatComplexSCHUR cs (FloatSCHUR (t, u));
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339
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340 retval(1) = cs.schur_matrix ();
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341 retval(0) = cs.unitary_matrix ();
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342 }
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343 }
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344 else
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345 {
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346 Matrix u = args(0).matrix_value ();
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347 Matrix t = args(1).matrix_value ();
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348 if (! error_state)
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349 {
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350 ComplexSCHUR cs (SCHUR (t, u));
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351
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352 retval(1) = cs.schur_matrix ();
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353 retval(0) = cs.unitary_matrix ();
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354 }
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355 }
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356 }
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357 }
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358 else
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359 print_usage ();
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360
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361 return retval;
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362 }
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363
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364 /*
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365 %!test
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366 %! A = [1, 1, 1, 2; 1, 2, 1, 1; 1, 1, 3, 1; -2, 1, 1, 1];
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367 %! [u, t] = schur (A);
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368 %! [U, T] = rsf2csf (u, t);
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369 %! assert (norm (u * t * u' - U * T * U'), 0, 1e-12);
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370 %! assert (norm (A - U * T * U'), 0, 1e-12);
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371
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372 %!test
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373 %! A = rand (10);
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374 %! [u, t] = schur (A);
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375 %! [U, T] = rsf2csf (u, t);
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376 %! assert (norm (tril (T, -1)), 0);
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377 %! assert (norm (U * U'), 1, 1e-14);
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378
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379 %!test
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380 %! A = [0, 1;-1, 0];
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381 %! [u, t] = schur (A);
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382 %! [U, T] = rsf2csf (u,t);
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383 %! assert (U * T * U', A, 1e-14);
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384 */