annotate scripts/linear-algebra/housh.m @ 7016:93c65f2a5668

[project @ 2007-10-12 06:40:56 by jwe]
author jwe
date Fri, 12 Oct 2007 06:41:26 +0000
parents 4c8a2e4e0717
children a1dbe9d80eee
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1 ## Copyright (C) 1995, 1998 A. Scottedward Hodel
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2 ##
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3 ## This file is part of Octave.
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4 ##
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5 ## Octave is free software; you can redistribute it and/or modify it
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6 ## under the terms of the GNU General Public License as published by
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7 ## the Free Software Foundation; either version 3 of the License, or (at
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8 ## your option) any later version.
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9 ##
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10 ## Octave is distributed in the hope that it will be useful, but
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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13 ## General Public License for more details.
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14 ##
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15 ## You should have received a copy of the GNU General Public License
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16 ## along with Octave; see the file COPYING. If not, see
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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{housv}, @var{beta}, @var{zer}] =} housh (@var{x}, @var{j}, @var{z})
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21 ## Computes householder reflection vector housv to reflect x to be
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22 ## jth column of identity, i.e., (I - beta*housv*housv')x =e(j)
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23 ## inputs
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24 ## x: vector
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25 ## j: index into vector
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26 ## z: threshold for zero (usually should be the number 0)
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27 ## outputs: (see Golub and Van Loan)
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28 ## beta: If beta = 0, then no reflection need be applied (zer set to 0)
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29 ## housv: householder vector
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30 ## @end deftypefn
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31
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32 ## Author: A. S. Hodel
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33 ## Created: August 1995
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34
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35 function [housv, beta, zer] = housh (x, j, z)
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36
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37 ## check for valid inputs
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38 if (!isvector (x) && ! isscalar (x))
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39 error ("housh: first input must be a vector")
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40 elseif (! isscalar(j))
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41 error ("housh: second argment must be an integer scalar")
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42 else
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43 housv = x;
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44 m = max (abs (housv));
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45 if (m != 0.0)
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46 housv = housv / m;
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47 alpha = norm (housv);
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48 if (alpha > z)
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49 beta = 1.0 / (alpha * (alpha + abs (housv(j))));
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50 sg = sign (housv(j));
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51 if (sg == 0)
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52 sg = 1;
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53 endif
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54 housv(j) = housv(j) + alpha*sg;
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55 else
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56 beta = 0.0;
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57 endif
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58 else
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59 beta = 0.0;
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60 endif
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61 zer = (beta == 0);
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62 endif
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63
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64 endfunction