annotate scripts/special-matrix/toeplitz.m @ 19627:446c46af4b42 stable

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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 1197f04eec09
children 4197fc428c7d
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1 ## Copyright (C) 1993-2013 John W. Eaton
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2 ## Copyright (C) 2009 VZLU Prague
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3 ##
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4 ## This file is part of Octave.
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5 ##
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6 ## Octave is free software; you can redistribute it and/or modify it
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7 ## under the terms of the GNU General Public License as published by
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8 ## the Free Software Foundation; either version 3 of the License, or (at
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9 ## your option) any later version.
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10 ##
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11 ## Octave is distributed in the hope that it will be useful, but
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12 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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14 ## General Public License for more details.
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15 ##
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16 ## You should have received a copy of the GNU General Public License
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17 ## along with Octave; see the file COPYING. If not, see
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18 ## <http://www.gnu.org/licenses/>.
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19
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20 ## -*- texinfo -*-
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21 ## @deftypefn {Function File} {} toeplitz (@var{c})
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22 ## @deftypefnx {Function File} {} toeplitz (@var{c}, @var{r})
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23 ## Return the Toeplitz matrix constructed from the first column @var{c},
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24 ## and (optionally) the first row @var{r}. If the first element of @var{r}
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25 ## is not the same as the first element of @var{c}, the first element of
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26 ## @var{c} is used. If the second argument is omitted, the first row is
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27 ## taken to be the same as the first column.
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28 ##
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29 ## A square Toeplitz matrix has the form:
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30 ## @tex
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31 ## $$
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32 ## \left[\matrix{c_0 & r_1 & r_2 & \cdots & r_n\cr
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33 ## c_1 & c_0 & r_1 & \cdots & r_{n-1}\cr
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34 ## c_2 & c_1 & c_0 & \cdots & r_{n-2}\cr
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35 ## \vdots & \vdots & \vdots & \ddots & \vdots\cr
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36 ## c_n & c_{n-1} & c_{n-2} & \ldots & c_0}\right]
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37 ## $$
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38 ## @end tex
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39 ## @ifnottex
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40 ##
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41 ## @example
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42 ## @group
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43 ## c(0) r(1) r(2) @dots{} r(n)
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44 ## c(1) c(0) r(1) @dots{} r(n-1)
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45 ## c(2) c(1) c(0) @dots{} r(n-2)
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46 ## . . . . .
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47 ## . . . . .
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48 ## . . . . .
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49 ## c(n) c(n-1) c(n-2) @dots{} c(0)
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50 ## @end group
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51 ## @end example
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52 ##
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53 ## @end ifnottex
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54 ## @seealso{hankel}
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55 ## @end deftypefn
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56
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57 ## Author: jwe && jh
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58
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59 function retval = toeplitz (c, r)
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60
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61 if (nargin < 1 || nargin > 2)
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62 print_usage ();
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63 endif
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64
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65 if (nargin == 1)
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66 if (! isvector (c))
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67 error ("toeplitz: C must be a vector");
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68 endif
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69
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70 r = c;
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71 nr = length (c);
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72 nc = nr;
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73 else
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74 if (! (isvector (c) && isvector (r)))
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75 error ("toeplitz: C and R must be vectors");
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76 elseif (r(1) != c(1))
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77 warning ("toeplitz: column wins diagonal conflict");
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78 endif
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79
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80 nr = length (c);
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81 nc = length (r);
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82 endif
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83
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84 if (nr == 0 || nc == 0)
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85 ## Empty matrix.
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86 retval = zeros (nr, nc, class (c));
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87 return;
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88 endif
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89
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90 ## If we have a single complex argument, we want to return a
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91 ## Hermitian-symmetric matrix (actually, this will really only be
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92 ## Hermitian-symmetric if the first element of the vector is real).
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93 if (nargin == 1 && iscomplex (c))
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94 c = conj (c);
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95 c(1) = conj (c(1));
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96 endif
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97
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98 if (issparse (c) && issparse (r))
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99 c = c(:).'; # enforce row vector
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100 r = r(:).'; # enforce row vector
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101 cidx = find (c);
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102 ridx = find (r);
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103
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104 ## Ignore the first element in r.
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105 ridx = ridx(ridx > 1);
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106
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107 ## Form matrix.
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108 retval = spdiags (repmat (c(cidx),nr,1),1-cidx,nr,nc) + ...
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109 spdiags (repmat (r(ridx),nr,1),ridx-1,nr,nc);
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110 else
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111 ## Concatenate data into a single column vector.
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112 data = [r(end:-1:2)(:); c(:)];
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113
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114 ## Get slices.
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115 slices = cellslices (data, nc:-1:1, nc+nr-1:-1:nr);
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116
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117 ## Form matrix.
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118 retval = horzcat (slices{:});
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119 endif
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120
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121 endfunction
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122
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123
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124 %!assert (toeplitz (1), [1])
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125 %!assert (toeplitz ([1, 2, 3], [1; -3; -5]), [1, -3, -5; 2, 1, -3; 3, 2, 1])
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126 %!assert (toeplitz ([1, 2, 3], [1; -3i; -5i]), [1, -3i, -5i; 2, 1, -3i; 3, 2, 1])
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127
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128 %% Test input validation
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129 %!error toeplitz ()
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130 %!error toeplitz (1, 2, 3)
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131 %!error <C must be a vector> toeplitz ([1, 2; 3, 4])
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132 %!error <C and R must be vectors> toeplitz ([1, 2; 3, 4], 1)
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133 %!error <C and R must be vectors> toeplitz (1, [1, 2; 3, 4])
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134