Mercurial > octave-nkf
annotate scripts/sparse/svds.m @ 19627:446c46af4b42 stable
strip trailing whitespace from most source files
* Makefile.am, NEWS, build-aux/common.mk, configure.ac,
doc/Makefile.am, doc/doxyhtml/Makefile.am,
doc/interpreter/Makefile.am, doc/interpreter/arith.txi,
doc/interpreter/audio.txi, doc/interpreter/basics.txi,
doc/interpreter/bugs.txi, doc/interpreter/container.txi,
doc/interpreter/cp-idx.txi, doc/interpreter/data.txi,
doc/interpreter/debug.txi, doc/interpreter/diagperm.txi,
doc/interpreter/diffeq.txi, doc/interpreter/doccheck/README,
doc/interpreter/doccheck/spellcheck, doc/interpreter/emacs.txi,
doc/interpreter/errors.txi, doc/interpreter/eval.txi,
doc/interpreter/expr.txi, doc/interpreter/external.txi,
doc/interpreter/fn-idx.txi, doc/interpreter/func.txi,
doc/interpreter/geometry.txi, doc/interpreter/geometryimages.m,
doc/interpreter/gpl.txi, doc/interpreter/grammar.txi,
doc/interpreter/gui.txi, doc/interpreter/image.txi,
doc/interpreter/install.txi, doc/interpreter/interp.txi,
doc/interpreter/interpimages.m, doc/interpreter/intro.txi,
doc/interpreter/io.txi, doc/interpreter/java.txi,
doc/interpreter/linalg.txi, doc/interpreter/macros.texi,
doc/interpreter/matrix.txi, doc/interpreter/munge-texi.pl,
doc/interpreter/nonlin.txi, doc/interpreter/numbers.txi,
doc/interpreter/obsolete.txi, doc/interpreter/octave-config.1,
doc/interpreter/octave.texi, doc/interpreter/oop.txi,
doc/interpreter/op-idx.txi, doc/interpreter/optim.txi,
doc/interpreter/package.txi, doc/interpreter/plot.txi,
doc/interpreter/poly.txi, doc/interpreter/preface.txi,
doc/interpreter/quad.txi, doc/interpreter/set.txi,
doc/interpreter/signal.txi, doc/interpreter/sparse.txi,
doc/interpreter/sparseimages.m, doc/interpreter/splineimages.m,
doc/interpreter/stats.txi, doc/interpreter/stmt.txi,
doc/interpreter/strings.txi, doc/interpreter/system.txi,
doc/interpreter/testfun.txi, doc/interpreter/tips.txi,
doc/interpreter/var.txi, doc/interpreter/vectorize.txi,
doc/liboctave/Makefile.am, doc/liboctave/array.texi,
doc/liboctave/bugs.texi, doc/liboctave/cp-idx.texi,
doc/liboctave/dae.texi, doc/liboctave/diffeq.texi,
doc/liboctave/error.texi, doc/liboctave/factor.texi,
doc/liboctave/fn-idx.texi, doc/liboctave/gpl.texi,
doc/liboctave/install.texi, doc/liboctave/intro.texi,
doc/liboctave/liboctave.texi, doc/liboctave/matvec.texi,
doc/liboctave/nleqn.texi, doc/liboctave/nlfunc.texi,
doc/liboctave/ode.texi, doc/liboctave/optim.texi,
doc/liboctave/preface.texi, doc/liboctave/quad.texi,
doc/liboctave/range.texi, doc/refcard/Makefile.am,
doc/refcard/refcard.tex, etc/HACKING, etc/NEWS.1, etc/NEWS.2,
etc/NEWS.3, etc/OLD-ChangeLogs/ChangeLog,
etc/OLD-ChangeLogs/doc-ChangeLog,
etc/OLD-ChangeLogs/scripts-ChangeLog,
etc/OLD-ChangeLogs/src-ChangeLog, etc/OLD-ChangeLogs/test-ChangeLog,
etc/PROJECTS, etc/README.Cygwin, etc/README.MacOS, etc/README.MinGW,
etc/README.gnuplot, etc/gdbinit, etc/icons/Makefile.am,
examples/@polynomial/end.m, examples/@polynomial/subsasgn.m,
examples/Makefile.am, examples/standalonebuiltin.cc,
libgui/Makefile.am, libgui/qterminal/libqterminal/README,
libgui/qterminal/libqterminal/unix/BlockArray.cpp,
libgui/qterminal/libqterminal/unix/BlockArray.h,
libgui/qterminal/libqterminal/unix/Character.h,
libgui/qterminal/libqterminal/unix/CharacterColor.h,
libgui/qterminal/libqterminal/unix/Emulation.cpp,
libgui/qterminal/libqterminal/unix/Emulation.h,
libgui/qterminal/libqterminal/unix/Filter.cpp,
libgui/qterminal/libqterminal/unix/Filter.h,
libgui/qterminal/libqterminal/unix/History.cpp,
libgui/qterminal/libqterminal/unix/History.h,
libgui/qterminal/libqterminal/unix/KeyboardTranslator.cpp,
libgui/qterminal/libqterminal/unix/KeyboardTranslator.h,
libgui/qterminal/libqterminal/unix/LineFont.h,
libgui/qterminal/libqterminal/unix/QUnixTerminalImpl.cpp,
libgui/qterminal/libqterminal/unix/QUnixTerminalImpl.h,
libgui/qterminal/libqterminal/unix/Screen.cpp,
libgui/qterminal/libqterminal/unix/Screen.h,
libgui/qterminal/libqterminal/unix/ScreenWindow.cpp,
libgui/qterminal/libqterminal/unix/ScreenWindow.h,
libgui/qterminal/libqterminal/unix/TerminalCharacterDecoder.cpp,
libgui/qterminal/libqterminal/unix/TerminalCharacterDecoder.h,
libgui/qterminal/libqterminal/unix/Vt102Emulation.h,
libgui/qterminal/libqterminal/win32/QWinTerminalImpl.cpp,
libgui/qterminal/qterminal/main.cpp,
libgui/src/m-editor/file-editor-tab.cc, libgui/src/octave-gui.cc,
libgui/src/octave-qt-link.cc, libinterp/corefcn/data.cc,
libinterp/corefcn/defun-int.h, libinterp/corefcn/det.cc,
libinterp/corefcn/gl2ps-renderer.cc, libinterp/corefcn/graphics.cc,
libinterp/corefcn/graphics.in.h, libinterp/corefcn/ls-mat5.cc,
libinterp/corefcn/lu.cc, libinterp/corefcn/oct-tex-parser.yy,
libinterp/corefcn/oct-tex-symbols.in, libinterp/corefcn/quadcc.cc,
libinterp/corefcn/zfstream.cc, libinterp/dldfcn/__eigs__.cc,
libinterp/dldfcn/__voronoi__.cc, libinterp/gendoc.pl,
libinterp/genprops.awk, libinterp/mk-errno-list, libinterp/mk-pkg-add,
libinterp/mkbuiltins, libinterp/mkdefs, libinterp/mkdocs,
libinterp/mkops, libinterp/octave-value/ov-java.cc,
libinterp/parse-tree/lex.ll, libinterp/parse-tree/oct-parse.in.yy,
libinterp/parse-tree/octave.gperf, liboctave/Makefile.am,
liboctave/array/Array.cc, liboctave/array/module.mk,
liboctave/cruft/daspk/datv.f, liboctave/cruft/daspk/dcnst0.f,
liboctave/cruft/daspk/dcnstr.f, liboctave/cruft/daspk/ddasic.f,
liboctave/cruft/daspk/ddasid.f, liboctave/cruft/daspk/ddasik.f,
liboctave/cruft/daspk/ddaspk.f, liboctave/cruft/daspk/ddstp.f,
liboctave/cruft/daspk/ddwnrm.f, liboctave/cruft/daspk/dfnrmd.f,
liboctave/cruft/daspk/dfnrmk.f, liboctave/cruft/daspk/dhels.f,
liboctave/cruft/daspk/dheqr.f, liboctave/cruft/daspk/dinvwt.f,
liboctave/cruft/daspk/dlinsd.f, liboctave/cruft/daspk/dlinsk.f,
liboctave/cruft/daspk/dmatd.f, liboctave/cruft/daspk/dnedd.f,
liboctave/cruft/daspk/dnedk.f, liboctave/cruft/daspk/dnsd.f,
liboctave/cruft/daspk/dnsid.f, liboctave/cruft/daspk/dnsik.f,
liboctave/cruft/daspk/dnsk.f, liboctave/cruft/daspk/dorth.f,
liboctave/cruft/daspk/dslvd.f, liboctave/cruft/daspk/dslvk.f,
liboctave/cruft/daspk/dspigm.f, liboctave/cruft/daspk/dyypnw.f,
liboctave/cruft/dasrt/ddasrt.f, liboctave/cruft/dasrt/drchek.f,
liboctave/cruft/dassl/ddaslv.f, liboctave/cruft/dassl/ddassl.f,
liboctave/cruft/misc/blaswrap.c, liboctave/cruft/misc/module.mk,
liboctave/cruft/odepack/cfode.f, liboctave/cruft/odepack/dlsode.f,
liboctave/cruft/odepack/ewset.f, liboctave/cruft/odepack/intdy.f,
liboctave/cruft/odepack/prepj.f, liboctave/cruft/odepack/sintdy.f,
liboctave/cruft/odepack/slsode.f, liboctave/cruft/odepack/solsy.f,
liboctave/cruft/odepack/ssolsy.f, liboctave/cruft/odepack/stode.f,
liboctave/cruft/odepack/vnorm.f, liboctave/cruft/ranlib/Basegen.doc,
liboctave/cruft/ranlib/README, liboctave/cruft/ranlib/genbet.f,
liboctave/cruft/ranlib/genexp.f, liboctave/cruft/ranlib/gennch.f,
liboctave/cruft/ranlib/gennf.f, liboctave/cruft/ranlib/gennor.f,
liboctave/cruft/ranlib/getsd.f, liboctave/cruft/ranlib/initgn.f,
liboctave/cruft/ranlib/phrtsd.f, liboctave/cruft/ranlib/randlib.fdoc,
liboctave/cruft/ranlib/setsd.f, liboctave/cruft/ranlib/tstgmn.for,
liboctave/cruft/ranlib/tstmid.for, liboctave/cruft/slatec-fn/atanh.f,
liboctave/cruft/slatec-fn/datanh.f,
liboctave/cruft/slatec-fn/xgmainc.f,
liboctave/cruft/slatec-fn/xsgmainc.f, liboctave/numeric/module.mk,
liboctave/operators/mk-ops.awk, liboctave/operators/mx-ops,
liboctave/operators/sparse-mk-ops.awk,
liboctave/operators/sparse-mx-ops, liboctave/operators/vx-ops,
liboctave/util/module.mk, run-octave.in, scripts/@ftp/ftp.m,
scripts/audio/wavread.m, scripts/deprecated/java_convert_matrix.m,
scripts/deprecated/java_debug.m, scripts/deprecated/java_invoke.m,
scripts/deprecated/java_new.m,
scripts/deprecated/java_unsigned_conversion.m,
scripts/deprecated/javafields.m, scripts/deprecated/javamethods.m,
scripts/deprecated/shell_cmd.m, scripts/general/accumarray.m,
scripts/general/display.m, scripts/general/fieldnames.m,
scripts/general/interp1.m, scripts/general/interp2.m,
scripts/general/interp3.m, scripts/general/isa.m,
scripts/general/methods.m, scripts/general/sortrows.m,
scripts/geometry/convhull.m, scripts/geometry/delaunay.m,
scripts/geometry/delaunay3.m, scripts/geometry/delaunayn.m,
scripts/geometry/griddata.m, scripts/geometry/griddatan.m,
scripts/geometry/voronoi.m, scripts/geometry/voronoin.m,
scripts/gui/guihandles.m, scripts/gui/inputdlg.m,
scripts/gui/listdlg.m, scripts/gui/msgbox.m, scripts/gui/questdlg.m,
scripts/gui/uigetfile.m, scripts/gui/waitbar.m, scripts/gui/warndlg.m,
scripts/help/doc.m, scripts/help/help.m, scripts/help/type.m,
scripts/image/bone.m, scripts/image/cmpermute.m,
scripts/image/cmunique.m, scripts/image/colorcube.m,
scripts/image/colormap.m, scripts/image/contrast.m,
scripts/image/gray2ind.m, scripts/image/image.m,
scripts/image/imshow.m, scripts/image/ind2gray.m, scripts/image/jet.m,
scripts/image/rgb2ntsc.m, scripts/image/spinmap.m,
scripts/io/importdata.m, scripts/io/strread.m, scripts/io/textread.m,
scripts/io/textscan.m, scripts/java/java_get.m,
scripts/java/java_set.m, scripts/java/javaaddpath.m,
scripts/java/javaclasspath.m, scripts/java/javamem.m,
scripts/linear-algebra/linsolve.m, scripts/linear-algebra/qzhess.m,
scripts/miscellaneous/debug.m, scripts/miscellaneous/desktop.m,
scripts/miscellaneous/dir.m, scripts/miscellaneous/dos.m,
scripts/miscellaneous/edit.m, scripts/miscellaneous/fact.m,
scripts/miscellaneous/getappdata.m, scripts/miscellaneous/inputname.m,
scripts/miscellaneous/license.m, scripts/miscellaneous/ls_command.m,
scripts/miscellaneous/run.m, scripts/miscellaneous/setfield.m,
scripts/miscellaneous/unix.m, scripts/miscellaneous/ver.m,
scripts/mk-pkg-add, scripts/mkdoc.pl,
scripts/optimization/fminsearch.m, scripts/optimization/optimset.m,
scripts/optimization/sqp.m, scripts/pkg/pkg.m,
scripts/pkg/private/create_pkgadddel.m,
scripts/pkg/private/fix_depends.m, scripts/pkg/private/install.m,
scripts/plot/appearance/axis.m, scripts/plot/appearance/box.m,
scripts/plot/appearance/clabel.m, scripts/plot/appearance/daspect.m,
scripts/plot/appearance/datetick.m, scripts/plot/appearance/grid.m,
scripts/plot/appearance/legend.m, scripts/plot/appearance/orient.m,
scripts/plot/appearance/shading.m, scripts/plot/appearance/text.m,
scripts/plot/appearance/title.m, scripts/plot/appearance/xlabel.m,
scripts/plot/appearance/ylabel.m, scripts/plot/appearance/zlabel.m,
scripts/plot/draw/area.m, scripts/plot/draw/bar.m,
scripts/plot/draw/barh.m, scripts/plot/draw/colorbar.m,
scripts/plot/draw/contour.m, scripts/plot/draw/contour3.m,
scripts/plot/draw/contourf.m, scripts/plot/draw/ellipsoid.m,
scripts/plot/draw/errorbar.m, scripts/plot/draw/ezcontour.m,
scripts/plot/draw/ezcontourf.m, scripts/plot/draw/ezmesh.m,
scripts/plot/draw/ezpolar.m, scripts/plot/draw/fill.m,
scripts/plot/draw/fplot.m, scripts/plot/draw/hist.m,
scripts/plot/draw/meshc.m, scripts/plot/draw/meshz.m,
scripts/plot/draw/pareto.m, scripts/plot/draw/patch.m,
scripts/plot/draw/peaks.m, scripts/plot/draw/pie.m,
scripts/plot/draw/pie3.m, scripts/plot/draw/plot.m,
scripts/plot/draw/plotyy.m, scripts/plot/draw/private/__bar__.m,
scripts/plot/draw/private/__contour__.m,
scripts/plot/draw/private/__errplot__.m,
scripts/plot/draw/private/__ezplot__.m,
scripts/plot/draw/private/__patch__.m,
scripts/plot/draw/private/__stem__.m, scripts/plot/draw/rectangle.m,
scripts/plot/draw/ribbon.m, scripts/plot/draw/rose.m,
scripts/plot/draw/scatter.m, scripts/plot/draw/scatter3.m,
scripts/plot/draw/semilogx.m, scripts/plot/draw/shrinkfaces.m,
scripts/plot/draw/sombrero.m, scripts/plot/draw/sphere.m,
scripts/plot/draw/stairs.m, scripts/plot/draw/stem.m,
scripts/plot/draw/stemleaf.m, scripts/plot/draw/surf.m,
scripts/plot/draw/surface.m, scripts/plot/draw/surfc.m,
scripts/plot/draw/surfl.m, scripts/plot/draw/surfnorm.m,
scripts/plot/draw/tetramesh.m, scripts/plot/draw/trimesh.m,
scripts/plot/draw/triplot.m, scripts/plot/draw/trisurf.m,
scripts/plot/util/__gnuplot_drawnow__.m,
scripts/plot/util/__plt_get_axis_arg__.m, scripts/plot/util/axes.m,
scripts/plot/util/clf.m, scripts/plot/util/copyobj.m,
scripts/plot/util/figure.m, scripts/plot/util/gcbo.m,
scripts/plot/util/graphics_toolkit.m, scripts/plot/util/hggroup.m,
scripts/plot/util/meshgrid.m, scripts/plot/util/newplot.m,
scripts/plot/util/print.m,
scripts/plot/util/private/__add_default_menu__.m,
scripts/plot/util/private/__fltk_print__.m,
scripts/plot/util/private/__gnuplot_print__.m,
scripts/plot/util/private/__print_parse_opts__.m,
scripts/plot/util/refreshdata.m, scripts/plot/util/subplot.m,
scripts/polynomial/conv.m, scripts/polynomial/poly.m,
scripts/polynomial/polyeig.m, scripts/polynomial/polyfit.m,
scripts/polynomial/polyval.m,
scripts/polynomial/private/__splinefit__.m,
scripts/polynomial/spline.m, scripts/prefs/prefdir.m,
scripts/prefs/preferences.m, scripts/prefs/private/prefsfile.m,
scripts/prefs/rmpref.m, scripts/signal/freqz.m,
scripts/signal/module.mk, scripts/sparse/eigs.m, scripts/sparse/pcg.m,
scripts/sparse/private/__sprand_impl__.m, scripts/sparse/sprand.m,
scripts/sparse/sprandn.m, scripts/sparse/spy.m, scripts/sparse/svds.m,
scripts/specfun/expint.m, scripts/specfun/factor.m,
scripts/special-matrix/gallery.m, scripts/special-matrix/hankel.m,
scripts/special-matrix/toeplitz.m, scripts/startup/inputrc,
scripts/statistics/base/kurtosis.m, scripts/statistics/base/moment.m,
scripts/statistics/base/qqplot.m, scripts/statistics/base/var.m,
scripts/statistics/distributions/betarnd.m,
scripts/statistics/distributions/binoinv.m,
scripts/statistics/distributions/binopdf.m,
scripts/statistics/distributions/binornd.m,
scripts/statistics/distributions/cauchy_rnd.m,
scripts/statistics/distributions/chi2rnd.m,
scripts/statistics/distributions/discrete_pdf.m,
scripts/statistics/distributions/discrete_rnd.m,
scripts/statistics/distributions/empirical_rnd.m,
scripts/statistics/distributions/exprnd.m,
scripts/statistics/distributions/frnd.m,
scripts/statistics/distributions/gamrnd.m,
scripts/statistics/distributions/geornd.m,
scripts/statistics/distributions/hygernd.m,
scripts/statistics/distributions/kolmogorov_smirnov_cdf.m,
scripts/statistics/distributions/laplace_cdf.m,
scripts/statistics/distributions/laplace_pdf.m,
scripts/statistics/distributions/logistic_cdf.m,
scripts/statistics/distributions/logistic_pdf.m,
scripts/statistics/distributions/lognrnd.m,
scripts/statistics/distributions/nbincdf.m,
scripts/statistics/distributions/nbininv.m,
scripts/statistics/distributions/nbinpdf.m,
scripts/statistics/distributions/nbinrnd.m,
scripts/statistics/distributions/normrnd.m,
scripts/statistics/distributions/poissinv.m,
scripts/statistics/distributions/poissrnd.m,
scripts/statistics/distributions/tinv.m,
scripts/statistics/distributions/trnd.m,
scripts/statistics/distributions/unidcdf.m,
scripts/statistics/distributions/unidpdf.m,
scripts/statistics/distributions/unidrnd.m,
scripts/statistics/distributions/unifrnd.m,
scripts/statistics/distributions/wblrnd.m,
scripts/statistics/models/module.mk,
scripts/statistics/tests/kruskal_wallis_test.m,
scripts/strings/base2dec.m, scripts/strings/deblank.m,
scripts/strings/dec2base.m, scripts/strings/dec2bin.m,
scripts/strings/dec2hex.m, scripts/strings/mat2str.m,
scripts/strings/ostrsplit.m, scripts/strings/regexptranslate.m,
scripts/strings/str2num.m, scripts/strings/strcat.m,
scripts/strings/strjoin.m, scripts/strings/strsplit.m,
scripts/strings/strtok.m, scripts/strings/strtrim.m,
scripts/strings/strtrunc.m, scripts/strings/substr.m,
scripts/testfun/__run_test_suite__.m, scripts/testfun/speed.m,
scripts/testfun/test.m, scripts/time/asctime.m,
scripts/time/datenum.m, scripts/time/datevec.m,
scripts/time/weekday.m, src/Makefile.am, test/Makefile.am,
test/build-bc-overload-tests.sh, test/build-sparse-tests.sh,
test/jit.tst, test/line-continue.tst: Strip trailing whitespace.
author | John W. Eaton <jwe@octave.org> |
---|---|
date | Tue, 20 Jan 2015 08:26:57 -0500 |
parents | d63878346099 |
children | 0e1f5a750d00 |
rev | line source |
---|---|
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1 ## Copyright (C) 2006-2013 David Bateman |
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2 ## |
11104 | 3 ## This file is part of Octave. |
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4 ## |
11104 | 5 ## Octave is free software; you can redistribute it and/or modify it |
6 ## under the terms of the GNU General Public License as published by | |
7 ## the Free Software Foundation; either version 3 of the License, or (at | |
8 ## your option) any later version. | |
9 ## | |
10 ## Octave is distributed in the hope that it will be useful, but | |
11 ## WITHOUT ANY WARRANTY; without even the implied warranty of | |
12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
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 |
11104 | 16 ## along with Octave; see the file COPYING. If not, see |
17 ## <http://www.gnu.org/licenses/>. | |
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18 |
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19 ## -*- texinfo -*- |
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20 ## @deftypefn {Function File} {@var{s} =} svds (@var{A}) |
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21 ## @deftypefnx {Function File} {@var{s} =} svds (@var{A}, @var{k}) |
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22 ## @deftypefnx {Function File} {@var{s} =} svds (@var{A}, @var{k}, @var{sigma}) |
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23 ## @deftypefnx {Function File} {@var{s} =} svds (@var{A}, @var{k}, @var{sigma}, @var{opts}) |
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24 ## @deftypefnx {Function File} {[@var{u}, @var{s}, @var{v}] =} svds (@dots{}) |
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25 ## @deftypefnx {Function File} {[@var{u}, @var{s}, @var{v}, @var{flag}] =} svds (@dots{}) |
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26 ## |
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27 ## Find a few singular values of the matrix @var{A}. The singular values |
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28 ## are calculated using |
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29 ## |
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30 ## @example |
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31 ## @group |
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32 ## [@var{m}, @var{n}] = size (@var{A}); |
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33 ## @var{s} = eigs ([sparse(@var{m}, @var{m}), @var{A}; |
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34 ## @var{A}', sparse(@var{n}, @var{n})]) |
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35 ## @end group |
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36 ## @end example |
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37 ## |
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38 ## The eigenvalues returned by @code{eigs} correspond to the singular values |
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39 ## of @var{A}. The number of singular values to calculate is given by @var{k} |
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40 ## and defaults to 6. |
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41 ## |
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42 ## The argument @var{sigma} specifies which singular values to find. When |
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43 ## @var{sigma} is the string @qcode{'L'}, the default, the largest singular |
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44 ## values of @var{A} are found. Otherwise, @var{sigma} must be a real scalar |
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45 ## and the singular values closest to @var{sigma} are found. As a corollary, |
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46 ## @code{@var{sigma} = 0} finds the smallest singular values. Note that for |
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47 ## relatively small values of @var{sigma}, there is a chance that the |
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48 ## requested number of singular values will not be found. In that case |
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49 ## @var{sigma} should be increased. |
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50 ## |
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51 ## @var{opts} is a structure defining options that @code{svds} will pass |
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52 ## to @code{eigs}. The possible fields of this structure are documented in |
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53 ## @code{eigs}. By default, @code{svds} sets the following three fields: |
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54 ## |
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55 ## @table @code |
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56 ## @item tol |
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57 ## The required convergence tolerance for the singular values. The default |
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58 ## value is 1e-10. @code{eigs} is passed @code{@var{tol} / sqrt(2)}. |
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59 ## |
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60 ## @item maxit |
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61 ## The maximum number of iterations. The default is 300. |
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62 ## |
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63 ## @item disp |
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64 ## The level of diagnostic printout (0|1|2). If @code{disp} is 0 then |
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65 ## diagnostics are disabled. The default value is 0. |
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66 ## @end table |
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67 ## |
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68 ## If more than one output is requested then @code{svds} will return an |
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69 ## approximation of the singular value decomposition of @var{A} |
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70 ## |
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71 ## @example |
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72 ## @var{A}_approx = @var{u}*@var{s}*@var{v}' |
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73 ## @end example |
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74 ## |
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75 ## @noindent |
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76 ## where @var{A}_approx is a matrix of size @var{A} but only rank @var{k}. |
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77 ## |
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78 ## @var{flag} returns 0 if the algorithm has succesfully converged, and 1 |
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79 ## otherwise. The test for convergence is |
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80 ## |
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81 ## @example |
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82 ## @group |
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83 ## norm (@var{A}*@var{v} - @var{u}*@var{s}, 1) <= @var{tol} * norm (@var{A}, 1) |
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84 ## @end group |
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85 ## @end example |
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86 ## |
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87 ## @code{svds} is best for finding only a few singular values from a large |
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88 ## sparse matrix. Otherwise, @code{svd (full (@var{A}))} will likely be more |
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89 ## efficient. |
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90 ## @end deftypefn |
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91 ## @seealso{svd, eigs} |
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92 |
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93 function [u, s, v, flag] = svds (A, k, sigma, opts) |
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94 |
8507 | 95 persistent root2 = sqrt (2); |
96 | |
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97 if (nargin < 1 || nargin > 4) |
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99 endif |
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100 |
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101 if (ndims (A) > 2) |
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103 endif |
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104 |
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105 if (nargin < 4) |
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106 opts.tol = 0; # use ARPACK default |
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107 opts.disp = 0; |
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108 opts.maxit = 300; |
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109 else |
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111 error ("svds: OPTS must be a structure"); |
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112 endif |
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114 opts.tol = 0; # use ARPACK default |
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115 else |
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116 opts.tol = opts.tol / root2; |
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117 endif |
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118 if (isfield (opts, "v0")) |
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119 if (!isvector (opts.v0) || (length (opts.v0) != sum (size (A)))) |
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120 error ("svds: OPTS.v0 must be a vector with rows(A)+columns(A) entries"); |
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121 endif |
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122 endif |
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123 endif |
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124 |
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126 if (isreal (A)) |
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127 sigma = "LA"; |
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128 else |
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129 sigma = "LR"; |
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130 endif |
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131 elseif (isscalar (sigma) && isnumeric (sigma) && isreal (sigma)) |
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133 error ("svds: SIGMA must be a positive real value"); |
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134 endif |
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135 else |
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136 error ("svds: SIGMA must be a positive real value or the string 'L'"); |
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137 endif |
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138 |
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139 [m, n] = size (A); |
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140 max_a = max (abs (nonzeros (A))); |
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141 if (isempty (max_a)) |
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142 max_a = 0; |
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143 endif |
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144 ## Must initialize variable value, otherwise it may appear to interpreter |
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145 ## that code is trying to call flag() colormap function. |
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146 flag = 0; |
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147 |
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149 s = zeros (k, 1); # special case of zero matrix |
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150 else |
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151 if (nargin < 2) |
8507 | 152 k = min ([6, m, n]); |
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153 else |
8507 | 154 k = min ([k, m, n]); |
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155 endif |
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156 |
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157 ## Scale everything by the 1-norm to make things more stable. |
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158 b = A / max_a; |
8507 | 159 b_opts = opts; |
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160 ## Call to eigs is always a symmetric matrix by construction |
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161 b_opts.issym = true; |
8507 | 162 b_sigma = sigma; |
163 if (!ischar (b_sigma)) | |
164 b_sigma = b_sigma / max_a; | |
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165 endif |
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166 |
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167 if (b_sigma == 0) |
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168 ## Find the smallest eigenvalues |
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169 ## The eigenvalues returns by eigs for sigma=0 are symmetric about 0. |
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170 ## As we are only interested in the positive eigenvalues, we have to |
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171 ## double k and then throw out the k negative eigenvalues. |
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172 ## Separately, if sigma is non-zero, but smaller than the smallest |
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173 ## singular value, ARPACK may not return k eigenvalues. However, as |
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174 ## computation scales with k we'd like to avoid doubling k for all |
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175 ## scalar values of sigma. |
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176 b_k = 2 * k; |
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177 else |
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178 b_k = k; # Normal case, find just the k largest eigenvalues |
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179 endif |
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180 |
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181 if (nargout > 1) |
8507 | 182 [V, s, flag] = eigs ([sparse(m,m), b; b', sparse(n,n)], |
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183 b_k, b_sigma, b_opts); |
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184 s = diag (s); |
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185 else |
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186 s = eigs ([sparse(m,m), b; b', sparse(n,n)], b_k, b_sigma, b_opts); |
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187 endif |
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188 |
8507 | 189 if (ischar (sigma)) |
190 norma = max (s); | |
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191 else |
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192 norma = normest (A); |
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193 endif |
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194 ## We wish to exclude all eigenvalues that are less than zero as these |
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195 ## are artifacts of the way the matrix passed to eigs is formed. There |
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196 ## is also the possibility that the value of sigma chosen is exactly |
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197 ## a singular value, and in that case we're dead!! So have to rely on |
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198 ## the warning from eigs. We exclude the singular values which are |
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199 ## less than or equal to zero to within some tolerance scaled by the |
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200 ## norm since if we don't we might end up with too many singular |
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201 ## values. |
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202 tol = norma * opts.tol; |
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203 ind = find (s > tol); |
8507 | 204 if (length (ind) < k) |
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205 ## Too few eigenvalues returned. Add in any zero eigenvalues of B, |
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206 ## including the nominally negative ones. |
8507 | 207 zind = find (abs (s) <= tol); |
208 p = min (length (zind), k - length (ind)); | |
209 ind = [ind; zind(1:p)]; | |
210 elseif (length (ind) > k) | |
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211 ## Too many eigenvalues returned. Select according to criterium. |
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212 if (b_sigma == 0) |
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213 ind = ind(end+1-k:end); # smallest eigenvalues |
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214 else |
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215 ind = ind(1:k); # largest eigenvalues |
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216 endif |
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217 endif |
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218 s = s(ind); |
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219 |
8507 | 220 if (length (s) < k) |
221 warning ("returning fewer singular values than requested"); | |
222 if (!ischar (sigma)) | |
10549 | 223 warning ("try increasing the value of sigma"); |
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224 endif |
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225 endif |
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226 |
8507 | 227 s = s * max_a; |
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228 endif |
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229 |
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230 if (nargout < 2) |
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231 u = s; |
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232 else |
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233 if (max_a == 0) |
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234 u = eye (m, k); |
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235 s = diag (s); |
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236 v = eye (n, k); |
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237 else |
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238 u = root2 * V(1:m,ind); |
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239 s = diag (s); |
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240 v = root2 * V(m+1:end,ind); |
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241 endif |
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242 |
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243 if (nargout > 3) |
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244 flag = (flag != 0); |
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245 endif |
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246 endif |
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247 |
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248 endfunction |
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249 |
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250 |
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251 %!shared n, k, A, u, s, v, opts, rand_state, randn_state, tol |
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252 %! n = 100; |
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253 %! k = 7; |
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254 %! A = sparse ([3:n,1:n,1:(n-2)],[1:(n-2),1:n,3:n],[ones(1,n-2),0.4*n*ones(1,n),ones(1,n-2)]); |
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255 %! [u,s,v] = svd (full (A)); |
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256 %! s = diag (s); |
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257 %! [~, idx] = sort (abs (s)); |
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258 %! s = s(idx); |
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259 %! u = u(:, idx); |
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260 %! v = v(:, idx); |
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261 %! randn_state = randn ("state"); |
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262 %! rand_state = rand ("state"); |
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263 %! randn ("state", 42); % Initialize to make normest function reproducible |
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264 %! rand ("state", 42); |
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265 %! opts.v0 = rand (2*n,1); % Initialize eigs ARPACK starting vector |
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266 %! % to guarantee reproducible results |
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267 %! |
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268 %!testif HAVE_ARPACK |
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269 %! [u2,s2,v2,flag] = svds (A,k); |
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270 %! s2 = diag (s2); |
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271 %! assert (flag, !1); |
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272 %! tol = 10 * eps() * norm(s2, 1); |
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273 %! assert (s2, s(end:-1:end-k+1), tol); |
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274 %! |
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275 %!testif HAVE_ARPACK, HAVE_UMFPACK |
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276 %! [u2,s2,v2,flag] = svds (A,k,0,opts); |
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277 %! s2 = diag (s2); |
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278 %! assert (flag, !1); |
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279 %! tol = 10 * eps() * norm(s2, 1); |
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280 %! assert (s2, s(k:-1:1), tol); |
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281 %! |
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282 %!testif HAVE_ARPACK, HAVE_UMFPACK |
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283 %! idx = floor (n/2); |
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284 %! % Don't put sigma right on a singular value or there are convergence issues |
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285 %! sigma = 0.99*s(idx) + 0.01*s(idx+1); |
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286 %! [u2,s2,v2,flag] = svds (A,k,sigma,opts); |
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287 %! s2 = diag (s2); |
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288 %! assert (flag, !1); |
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289 %! tol = 10 * eps() * norm(s2, 1); |
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290 %! assert (s2, s((idx+floor(k/2)):-1:(idx-floor(k/2))), tol); |
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291 %! |
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292 %!testif HAVE_ARPACK |
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293 %! [u2,s2,v2,flag] = svds (zeros (10), k); |
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294 %! assert (u2, eye (10, k)); |
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295 %! assert (s2, zeros (k)); |
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296 %! assert (v2, eye (10, 7)); |
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297 %! |
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298 %!testif HAVE_ARPACK |
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299 %! s = svds (speye (10)); |
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300 %! assert (s, ones (6, 1), 8*eps); |
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301 |
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302 %!test |
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303 %! ## Restore random number generator seeds at end of tests |
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304 %! rand ("state", rand_state); |
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305 %! randn ("state", randn_state); |
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306 |