annotate src/corefcn/schur.cc @ 15039:e753177cde93

maint: Move non-dynamically linked functions from DLD-FUNCTIONS/ to corefcn/ directory * __contourc__.cc, __dispatch__.cc, __lin_interpn__.cc, __pchip_deriv__.cc, __qp__.cc, balance.cc, besselj.cc, betainc.cc, bsxfun.cc, cellfun.cc, colloc.cc, conv2.cc, daspk.cc, dasrt.cc, dassl.cc, det.cc, dlmread.cc, dot.cc, eig.cc, fft.cc, fft2.cc, fftn.cc, filter.cc, find.cc, gammainc.cc, gcd.cc, getgrent.cc, getpwent.cc, getrusage.cc, givens.cc, hess.cc, hex2num.cc, inv.cc, kron.cc, lookup.cc, lsode.cc, lu.cc, luinc.cc, matrix_type.cc, max.cc, md5sum.cc, mgorth.cc, nproc.cc, pinv.cc, quad.cc, quadcc.cc, qz.cc, rand.cc, rcond.cc, regexp.cc, schur.cc, spparms.cc, sqrtm.cc, str2double.cc, strfind.cc, sub2ind.cc, svd.cc, syl.cc, time.cc, tril.cc, typecast.cc: Move functions from DLD-FUNCTIONS/ to corefcn/ directory. Include "defun.h", not "defun-dld.h". Change docstring to refer to these as "Built-in Functions". * build-aux/mk-opts.pl: Generate options code with '#include "defun.h"'. Change option docstrings to refer to these as "Built-in Functions". * corefcn/module.mk: List of functions to build in corefcn/ dir. * DLD-FUNCTIONS/config-module.awk: Update to new build system. * DLD-FUNCTIONS/module-files: Remove functions which are now in corefcn/ directory. * src/Makefile.am: Update to build "convenience library" in corefcn/. Octave program now links against all other libraries + corefcn libary. * src/find-defun-files.sh: Strip $srcdir from filename. * src/link-deps.mk: Add REGEX and FFTW link dependencies for liboctinterp. * type.m, which.m: Change failing tests to use 'amd', still a dynamic function, rather than 'dot', which isn't.
author Rik <rik@octave.org>
date Fri, 27 Jul 2012 15:35:00 -0700
parents src/DLD-FUNCTIONS/schur.cc@5ae9f0f77635
children
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1 /*
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2
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3 Copyright (C) 1996-2012 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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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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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 (@var{A}, @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 \"complex\".\n\
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111 \n\
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112 The eigenvalues are optionally ordered along the diagonal according to\n\
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113 the value of @var{opt}. @code{@var{opt} = \"a\"} indicates that all\n\
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114 eigenvalues with negative real parts should be moved to the leading\n\
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115 block of @var{S}\n\
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116 (used in @code{are}), @code{@var{opt} = \"d\"} indicates that all eigenvalues\n\
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117 with magnitude less than one should be moved to the leading block of @var{S}\n\
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118 (used in @code{dare}), and @code{@var{opt} = \"u\"}, the default, indicates\n\
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119 that no ordering of eigenvalues should occur. The leading @var{k}\n\
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120 columns of @var{U} always span the @var{A}-invariant\n\
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121 subspace corresponding to the @var{k} leading eigenvalues of @var{S}.\n\
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122 \n\
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123 The Schur@tie{}decomposition is used to compute eigenvalues of a\n\
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124 square matrix, and has applications in the solution of algebraic\n\
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125 Riccati equations in control (see @code{are} and @code{dare}).\n\
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126 @seealso{rsf2csf}\n\
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diff changeset
127 @end deftypefn")
2928
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diff changeset
128 {
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
129 octave_value_list retval;
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
130
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
131 int nargin = args.length ();
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
132
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
133 if (nargin < 1 || nargin > 2 || nargout > 2)
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
134 {
5823
080c08b192d8 [project @ 2006-05-19 05:32:17 by jwe]
jwe
parents: 5555
diff changeset
135 print_usage ();
2928
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parents:
diff changeset
136 return retval;
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
137 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
138
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
139 octave_value arg = args(0);
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
140
3523
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jwe
parents: 3372
diff changeset
141 std::string ord;
2928
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jwe
parents:
diff changeset
142
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
143 if (nargin == 2)
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
144 {
11586
12df7854fa7c strip trailing whitespace from source files
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parents: 11553
diff changeset
145 ord = args(1).string_value ();
2928
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jwe
parents:
diff changeset
146
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
147 if (error_state)
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
148 {
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
149 error ("schur: second argument must be a string");
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
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diff changeset
150 return retval;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
151 }
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
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diff changeset
152 }
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diff changeset
153
10607
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Jaroslav Hajek <highegg@gmail.com>
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diff changeset
154 bool force_complex = false;
2928
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jwe
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diff changeset
155
13224
0a67c717c652 Add support for additional argument "real" to schur() (Bug #34012).
Rik <octave@nomad.inbox5.com>
parents: 12642
diff changeset
156 if (ord == "real")
0a67c717c652 Add support for additional argument "real" to schur() (Bug #34012).
Rik <octave@nomad.inbox5.com>
parents: 12642
diff changeset
157 {
0a67c717c652 Add support for additional argument "real" to schur() (Bug #34012).
Rik <octave@nomad.inbox5.com>
parents: 12642
diff changeset
158 ord = std::string ();
0a67c717c652 Add support for additional argument "real" to schur() (Bug #34012).
Rik <octave@nomad.inbox5.com>
parents: 12642
diff changeset
159 }
0a67c717c652 Add support for additional argument "real" to schur() (Bug #34012).
Rik <octave@nomad.inbox5.com>
parents: 12642
diff changeset
160 else if (ord == "complex")
10607
f7501986e42d make schur more Matlab compatible
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diff changeset
161 {
f7501986e42d make schur more Matlab compatible
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parents: 10155
diff changeset
162 force_complex = true;
f7501986e42d make schur more Matlab compatible
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
163 ord = std::string ();
f7501986e42d make schur more Matlab compatible
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
164 }
f7501986e42d make schur more Matlab compatible
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
165 else
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
166 {
10607
f7501986e42d make schur more Matlab compatible
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parents: 10155
diff changeset
167 char ord_char = ord.empty () ? 'U' : ord[0];
f7501986e42d make schur more Matlab compatible
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parents: 10155
diff changeset
168
f7501986e42d make schur more Matlab compatible
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
169 if (ord_char != 'U' && ord_char != 'A' && ord_char != 'D'
f7501986e42d make schur more Matlab compatible
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parents: 10155
diff changeset
170 && ord_char != 'u' && ord_char != 'a' && ord_char != 'd')
f7501986e42d make schur more Matlab compatible
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parents: 10155
diff changeset
171 {
f7501986e42d make schur more Matlab compatible
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
172 warning ("schur: incorrect ordered schur argument `%c'",
f7501986e42d make schur more Matlab compatible
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
173 ord.c_str ());
f7501986e42d make schur more Matlab compatible
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
174 return retval;
f7501986e42d make schur more Matlab compatible
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
175 }
2928
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parents:
diff changeset
176 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
177
5275
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe]
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parents: 5008
diff changeset
178 octave_idx_type nr = arg.rows ();
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe]
jwe
parents: 5008
diff changeset
179 octave_idx_type nc = arg.columns ();
2928
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parents:
diff changeset
180
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
181 if (nr != nc)
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
182 {
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
183 gripe_square_matrix_required ("schur");
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
184 return retval;
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
185 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
186
10607
f7501986e42d make schur more Matlab compatible
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
187 if (! arg.is_numeric_type ())
f7501986e42d make schur more Matlab compatible
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
188 gripe_wrong_type_arg ("schur", arg);
f7501986e42d make schur more Matlab compatible
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
189 else if (arg.is_single_type ())
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
190 {
10607
f7501986e42d make schur more Matlab compatible
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
191 if (! force_complex && arg.is_real_type ())
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
192 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
193 FloatMatrix tmp = arg.float_matrix_value ();
2928
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jwe
parents:
diff changeset
194
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
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parents: 9758
diff changeset
195 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
196 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
197 if (nargout == 0 || nargout == 1)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
198 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
199 FloatSCHUR result (tmp, ord, false);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
200 retval(0) = result.schur_matrix ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
201 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
202 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
203 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
204 FloatSCHUR result (tmp, ord, true);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
205 retval(1) = result.schur_matrix ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
206 retval(0) = result.unitary_matrix ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
207 }
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 }
10607
f7501986e42d make schur more Matlab compatible
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
210 else
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
211 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
212 FloatComplexMatrix ctmp = arg.float_complex_matrix_value ();
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
213
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
214 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
215 {
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
216
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
217 if (nargout == 0 || nargout == 1)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
218 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
219 FloatComplexSCHUR result (ctmp, ord, false);
10617
9c9e07f5eb1c make schur mark triangular matrices on output
Jaroslav Hajek <highegg@gmail.com>
parents: 10607
diff changeset
220 retval(0) = mark_upper_triangular (result.schur_matrix ());
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
221 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
222 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
223 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
224 FloatComplexSCHUR result (ctmp, ord, true);
10617
9c9e07f5eb1c make schur mark triangular matrices on output
Jaroslav Hajek <highegg@gmail.com>
parents: 10607
diff changeset
225 retval(1) = mark_upper_triangular (result.schur_matrix ());
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
226 retval(0) = result.unitary_matrix ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
227 }
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 }
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
230 }
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
231 else
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
232 {
10607
f7501986e42d make schur more Matlab compatible
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
233 if (! force_complex && arg.is_real_type ())
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
234 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
235 Matrix tmp = arg.matrix_value ();
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
236
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
237 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
238 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
239 if (nargout == 0 || nargout == 1)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
240 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
241 SCHUR result (tmp, ord, false);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
242 retval(0) = result.schur_matrix ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
243 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
244 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
245 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
246 SCHUR result (tmp, ord, true);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
247 retval(1) = result.schur_matrix ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
248 retval(0) = result.unitary_matrix ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
249 }
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 }
10607
f7501986e42d make schur more Matlab compatible
Jaroslav Hajek <highegg@gmail.com>
parents: 10155
diff changeset
252 else
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
253 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
254 ComplexMatrix ctmp = arg.complex_matrix_value ();
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
255
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
256 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
257 {
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
258
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
259 if (nargout == 0 || nargout == 1)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
260 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
261 ComplexSCHUR result (ctmp, ord, false);
10617
9c9e07f5eb1c make schur mark triangular matrices on output
Jaroslav Hajek <highegg@gmail.com>
parents: 10607
diff changeset
262 retval(0) = mark_upper_triangular (result.schur_matrix ());
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
263 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
264 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
265 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
266 ComplexSCHUR result (ctmp, ord, true);
10617
9c9e07f5eb1c make schur mark triangular matrices on output
Jaroslav Hajek <highegg@gmail.com>
parents: 10607
diff changeset
267 retval(1) = mark_upper_triangular (result.schur_matrix ());
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
268 retval(0) = result.unitary_matrix ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9758
diff changeset
269 }
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 }
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
272 }
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
273
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
274 return retval;
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
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275 }
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276
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277 /*
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278 %!test
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279 %! a = [1, 2, 3; 4, 5, 9; 7, 8, 6];
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280 %! [u, s] = schur (a);
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281 %! assert (u' * a * u, s, sqrt (eps));
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282
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283 %!test
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284 %! a = single ([1, 2, 3; 4, 5, 9; 7, 8, 6]);
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285 %! [u, s] = schur (a);
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286 %! assert (u' * a * u, s, sqrt (eps ("single")));
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287
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288 %!test
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289 %! fail ("schur ([1, 2; 3, 4], 2)", "warning");
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290
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291 %!error schur ()
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292 %!error <argument must be a square matrix> schur ([1, 2, 3; 4, 5, 6])
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293 */
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294
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295 DEFUN (rsf2csf, args, nargout,
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296 "-*- texinfo -*-\n\
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297 @deftypefn {Function File} {[@var{U}, @var{T}] =} rsf2csf (@var{UR}, @var{TR})\n\
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298 Convert a real, upper quasi-triangular Schur@tie{}form @var{TR} to a complex,\n\
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299 upper triangular Schur@tie{}form @var{T}.\n\
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300 \n\
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301 Note that the following relations hold:\n\
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302 \n\
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303 @tex\n\
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304 $UR \\cdot TR \\cdot {UR}^T = U T U^{\\dagger}$ and\n\
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305 $U^{\\dagger} U$ is the identity matrix I.\n\
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306 @end tex\n\
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307 @ifnottex\n\
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308 @xcode{@var{UR} * @var{TR} * @var{UR}' = @var{U} * @var{T} * @var{U}'} and\n\
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309 @code{@var{U}' * @var{U}} is the identity matrix I.\n\
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310 @end ifnottex\n\
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311 \n\
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312 Note also that @var{U} and @var{T} are not unique.\n\
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313 @seealso{schur}\n\
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314 @end deftypefn")
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315 {
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316 octave_value_list retval;
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317
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318 if (args.length () == 2 && nargout <= 2)
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319 {
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320 if (! args(0).is_numeric_type ())
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321 gripe_wrong_type_arg ("rsf2csf", args(0));
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322 else if (! args(1).is_numeric_type ())
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323 gripe_wrong_type_arg ("rsf2csf", args(1));
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324 else if (args(0).is_complex_type () || args(1).is_complex_type ())
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325 error ("rsf2csf: UR and TR must be real matrices");
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326 else
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327 {
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328
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329 if (args(0).is_single_type () || args(1).is_single_type ())
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330 {
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331 FloatMatrix u = args(0).float_matrix_value ();
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332 FloatMatrix t = args(1).float_matrix_value ();
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333 if (! error_state)
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334 {
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335 FloatComplexSCHUR cs (FloatSCHUR (t, u));
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336
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337 retval(1) = cs.schur_matrix ();
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338 retval(0) = cs.unitary_matrix ();
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339 }
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340 }
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341 else
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342 {
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343 Matrix u = args(0).matrix_value ();
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344 Matrix t = args(1).matrix_value ();
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345 if (! error_state)
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346 {
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347 ComplexSCHUR cs (SCHUR (t, u));
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348
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349 retval(1) = cs.schur_matrix ();
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350 retval(0) = cs.unitary_matrix ();
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351 }
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352 }
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353 }
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354 }
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355 else
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356 print_usage ();
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357
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358 return retval;
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359 }
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360
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361 /*
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362 %!test
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363 %! A = [1, 1, 1, 2; 1, 2, 1, 1; 1, 1, 3, 1; -2, 1, 1, 1];
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364 %! [u, t] = schur (A);
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365 %! [U, T] = rsf2csf (u, t);
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366 %! assert (norm (u * t * u' - U * T * U'), 0, 1e-12);
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367 %! assert (norm (A - U * T * U'), 0, 1e-12);
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368
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369 %!test
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370 %! A = rand (10);
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371 %! [u, t] = schur (A);
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372 %! [U, T] = rsf2csf (u, t);
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373 %! assert (norm (tril (T, -1)), 0);
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374 %! assert (norm (U * U'), 1, 1e-14);
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375
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376 %!test
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377 %! A = [0, 1;-1, 0];
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378 %! [u, t] = schur (A);
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379 %! [U, T] = rsf2csf (u,t);
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380 %! assert (U * T * U', A, 1e-14);
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381 */