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annotate liboctave/array/fDiagMatrix.cc @ 20603:f61c67865d9f

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Don't return A for inv (A) when A is a singular Diagonal matrix (bug #46103). * dDiagMatrix.cc (inverse), fDiagMatrix.cc (inverse): return octave_Inf for the inverse of a diagonal element whose value is 0. * test/diag-perm.tst: Add tests for new behavior.
author Rik <rik@octave.org>
date Wed, 07 Oct 2015 07:41:44 -0700
parents a9574e3c6e9e
children
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1 // FloatDiagMatrix manipulations.
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2 /*
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3
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4 Copyright (C) 1994-2015 John W. Eaton
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5 Copyright (C) 2009 VZLU Prague
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6
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7 This file is part of Octave.
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8
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9 Octave is free software; you can redistribute it and/or modify it
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10 under the terms of the GNU General Public License as published by the
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11 Free Software Foundation; either version 3 of the License, or (at your
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12 option) any later version.
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13
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14 Octave is distributed in the hope that it will be useful, but WITHOUT
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15 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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16 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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17 for more details.
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18
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19 You should have received a copy of the GNU General Public License
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20 along with Octave; see the file COPYING. If not, see
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21 <http://www.gnu.org/licenses/>.
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22
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23 */
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24
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25 #ifdef HAVE_CONFIG_H
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26 #include <config.h>
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27 #endif
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28
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29 #include <iostream>
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30
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31 #include "Array-util.h"
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32 #include "lo-error.h"
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33 #include "mx-base.h"
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34 #include "mx-inlines.cc"
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35 #include "oct-cmplx.h"
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36
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37 // Diagonal Matrix class.
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38
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39 bool
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40 FloatDiagMatrix::operator == (const FloatDiagMatrix& a) const
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41 {
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42 if (rows () != a.rows () || cols () != a.cols ())
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43 return 0;
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44
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45 return mx_inline_equal (length (), data (), a.data ());
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46 }
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47
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48 bool
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49 FloatDiagMatrix::operator != (const FloatDiagMatrix& a) const
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50 {
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51 return !(*this == a);
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52 }
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53
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54 FloatDiagMatrix&
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55 FloatDiagMatrix::fill (float val)
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56 {
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57 for (octave_idx_type i = 0; i < length (); i++)
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58 elem (i, i) = val;
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59 return *this;
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60 }
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61
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62 FloatDiagMatrix&
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63 FloatDiagMatrix::fill (float val, octave_idx_type beg, octave_idx_type end)
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64 {
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65 if (beg < 0 || end >= length () || end < beg)
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66 {
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67 (*current_liboctave_error_handler) ("range error for fill");
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68 return *this;
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69 }
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70
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71 for (octave_idx_type i = beg; i <= end; i++)
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72 elem (i, i) = val;
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73
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74 return *this;
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75 }
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76
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77 FloatDiagMatrix&
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78 FloatDiagMatrix::fill (const FloatColumnVector& a)
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79 {
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80 octave_idx_type len = length ();
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81 if (a.numel () != len)
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82 {
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83 (*current_liboctave_error_handler) ("range error for fill");
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84 return *this;
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85 }
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86
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87 for (octave_idx_type i = 0; i < len; i++)
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88 elem (i, i) = a.elem (i);
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89
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90 return *this;
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91 }
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92
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93 FloatDiagMatrix&
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94 FloatDiagMatrix::fill (const FloatRowVector& a)
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95 {
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96 octave_idx_type len = length ();
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97 if (a.numel () != len)
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98 {
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99 (*current_liboctave_error_handler) ("range error for fill");
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100 return *this;
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101 }
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102
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103 for (octave_idx_type i = 0; i < len; i++)
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104 elem (i, i) = a.elem (i);
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105
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106 return *this;
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107 }
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108
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109 FloatDiagMatrix&
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110 FloatDiagMatrix::fill (const FloatColumnVector& a, octave_idx_type beg)
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111 {
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112 octave_idx_type a_len = a.numel ();
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113 if (beg < 0 || beg + a_len >= length ())
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114 {
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115 (*current_liboctave_error_handler) ("range error for fill");
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116 return *this;
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117 }
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118
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119 for (octave_idx_type i = 0; i < a_len; i++)
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120 elem (i+beg, i+beg) = a.elem (i);
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121
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122 return *this;
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123 }
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124
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125 FloatDiagMatrix&
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126 FloatDiagMatrix::fill (const FloatRowVector& a, octave_idx_type beg)
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127 {
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128 octave_idx_type a_len = a.numel ();
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129 if (beg < 0 || beg + a_len >= length ())
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130 {
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131 (*current_liboctave_error_handler) ("range error for fill");
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132 return *this;
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133 }
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134
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135 for (octave_idx_type i = 0; i < a_len; i++)
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136 elem (i+beg, i+beg) = a.elem (i);
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137
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138 return *this;
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139 }
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140
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141 FloatDiagMatrix
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142 FloatDiagMatrix::abs (void) const
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143 {
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144 return FloatDiagMatrix (extract_diag ().abs (), rows (), columns ());
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145 }
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146
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147 FloatDiagMatrix
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148 real (const FloatComplexDiagMatrix& a)
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149 {
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150 return FloatDiagMatrix (real (a.extract_diag ()), a.rows (), a.columns ());
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151 }
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152
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153 FloatDiagMatrix
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154 imag (const FloatComplexDiagMatrix& a)
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155 {
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156 return FloatDiagMatrix (imag (a.extract_diag ()), a.rows (), a.columns ());
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157 }
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158
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159 FloatMatrix
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160 FloatDiagMatrix::extract (octave_idx_type r1, octave_idx_type c1,
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161 octave_idx_type r2, octave_idx_type c2) const
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162 {
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163 if (r1 > r2) { std::swap (r1, r2); }
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164 if (c1 > c2) { std::swap (c1, c2); }
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165
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166 octave_idx_type new_r = r2 - r1 + 1;
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167 octave_idx_type new_c = c2 - c1 + 1;
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168
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169 FloatMatrix result (new_r, new_c);
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170
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171 for (octave_idx_type j = 0; j < new_c; j++)
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172 for (octave_idx_type i = 0; i < new_r; i++)
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173 result.elem (i, j) = elem (r1+i, c1+j);
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174
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175 return result;
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176 }
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177
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178 // extract row or column i.
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179
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180 FloatRowVector
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181 FloatDiagMatrix::row (octave_idx_type i) const
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182 {
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183 octave_idx_type r = rows ();
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184 octave_idx_type c = cols ();
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185 if (i < 0 || i >= r)
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186 {
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187 (*current_liboctave_error_handler) ("invalid row selection");
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188 return FloatRowVector ();
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189 }
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190
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191 FloatRowVector retval (c, 0.0);
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192 if (r <= c || (r > c && i < c))
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193 retval.elem (i) = elem (i, i);
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194
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195 return retval;
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196 }
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197
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198 FloatRowVector
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199 FloatDiagMatrix::row (char *s) const
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200 {
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201 if (! s)
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202 {
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203 (*current_liboctave_error_handler) ("invalid row selection");
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204 return FloatRowVector ();
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205 }
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206
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207 char c = *s;
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208 if (c == 'f' || c == 'F')
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209 return row (static_cast<octave_idx_type>(0));
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210 else if (c == 'l' || c == 'L')
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211 return row (rows () - 1);
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212 else
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213 {
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214 (*current_liboctave_error_handler) ("invalid row selection");
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215 return FloatRowVector ();
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216 }
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217 }
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218
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219 FloatColumnVector
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220 FloatDiagMatrix::column (octave_idx_type i) const
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221 {
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222 octave_idx_type r = rows ();
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223 octave_idx_type c = cols ();
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224 if (i < 0 || i >= c)
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225 {
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226 (*current_liboctave_error_handler) ("invalid column selection");
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227 return FloatColumnVector ();
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228 }
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229
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230 FloatColumnVector retval (r, 0.0);
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231 if (r >= c || (r < c && i < r))
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232 retval.elem (i) = elem (i, i);
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233
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234 return retval;
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235 }
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236
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237 FloatColumnVector
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238 FloatDiagMatrix::column (char *s) const
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239 {
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240 if (! s)
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241 {
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242 (*current_liboctave_error_handler) ("invalid column selection");
11586
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243 return FloatColumnVector ();
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244 }
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245
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246 char c = *s;
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247 if (c == 'f' || c == 'F')
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248 return column (static_cast<octave_idx_type>(0));
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249 else if (c == 'l' || c == 'L')
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250 return column (cols () - 1);
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251 else
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252 {
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253 (*current_liboctave_error_handler) ("invalid column selection");
11586
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254 return FloatColumnVector ();
7789
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255 }
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256 }
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257
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258 FloatDiagMatrix
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259 FloatDiagMatrix::inverse (void) const
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260 {
8811
20dfb885f877 int -> octave_idx fixes
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parents: 8380
diff changeset
261 octave_idx_type info;
7789
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262 return inverse (info);
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parents:
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263 }
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264
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265 FloatDiagMatrix
8811
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parents: 8380
diff changeset
266 FloatDiagMatrix::inverse (octave_idx_type &info) const
7789
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267 {
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268 octave_idx_type r = rows ();
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diff changeset
269 octave_idx_type c = cols ();
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diff changeset
270 octave_idx_type len = length ();
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parents:
diff changeset
271 if (r != c)
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272 {
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273 (*current_liboctave_error_handler) ("inverse requires square matrix");
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274 return FloatDiagMatrix ();
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parents:
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275 }
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parents:
diff changeset
276
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277 FloatDiagMatrix retval (r, c);
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278
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diff changeset
279 info = 0;
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280 for (octave_idx_type i = 0; i < len; i++)
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diff changeset
281 {
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parents:
diff changeset
282 if (elem (i, i) == 0.0)
20603
f61c67865d9f Don't return A for inv (A) when A is a singular Diagonal matrix (bug #46103).
Rik <rik@octave.org>
parents: 20267
diff changeset
283 retval.elem (i, i) = octave_Inf;
7789
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284 else
10314
07ebe522dac2 untabify liboctave C++ sources
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parents: 10158
diff changeset
285 retval.elem (i, i) = 1.0 / elem (i, i);
7789
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286 }
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287
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288 return retval;
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parents:
diff changeset
289 }
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290
8840
c690e3772583 support diagonal matrices in pinv
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parents: 8811
diff changeset
291 FloatDiagMatrix
18467
c5a101de2d88 Allow pinv to work on Diagonal Matrices with a tolerance (bug #41546).
Rik <rik@octave.org>
parents: 18084
diff changeset
292 FloatDiagMatrix::pseudo_inverse (float tol) const
8840
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293 {
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diff changeset
294 octave_idx_type r = rows ();
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diff changeset
295 octave_idx_type c = cols ();
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diff changeset
296 octave_idx_type len = length ();
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297
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diff changeset
298 FloatDiagMatrix retval (c, r);
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diff changeset
299
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diff changeset
300 for (octave_idx_type i = 0; i < len; i++)
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diff changeset
301 {
18481
16b0cd465ecd Handle special case of 0 for pinv with Diagonal matrices.
Rik <rik@octave.org>
parents: 18467
diff changeset
302 float val = std::abs (elem (i, i));
18496
80b8873c90ba Fix pinv bug with 0 values introduced in cset 16b0cd465ecd.
Rik <rik@octave.org>
parents: 18494
diff changeset
303 if (val < tol || val == 0.0f)
18467
c5a101de2d88 Allow pinv to work on Diagonal Matrices with a tolerance (bug #41546).
Rik <rik@octave.org>
parents: 18084
diff changeset
304 retval.elem (i, i) = 0.0f;
18496
80b8873c90ba Fix pinv bug with 0 values introduced in cset 16b0cd465ecd.
Rik <rik@octave.org>
parents: 18494
diff changeset
305 else
18494
1fa5bba16218 [mq]: pinv
Rik <rik@octave.org>
parents: 18481
diff changeset
306 retval.elem (i, i) = 1.0f / elem (i, i);
8840
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parents: 8811
diff changeset
307 }
c690e3772583 support diagonal matrices in pinv
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parents: 8811
diff changeset
308
c690e3772583 support diagonal matrices in pinv
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parents: 8811
diff changeset
309 return retval;
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diff changeset
310 }
c690e3772583 support diagonal matrices in pinv
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parents: 8811
diff changeset
311
7789
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312 // diagonal matrix by diagonal matrix -> diagonal matrix operations
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parents:
diff changeset
313
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parents:
diff changeset
314 // diagonal matrix by diagonal matrix -> diagonal matrix operations
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diff changeset
315
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parents:
diff changeset
316 FloatDiagMatrix
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parents:
diff changeset
317 operator * (const FloatDiagMatrix& a, const FloatDiagMatrix& b)
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parents:
diff changeset
318 {
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diff changeset
319 octave_idx_type a_nr = a.rows ();
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parents:
diff changeset
320 octave_idx_type a_nc = a.cols ();
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parents:
diff changeset
321
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diff changeset
322 octave_idx_type b_nr = b.rows ();
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parents:
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323 octave_idx_type b_nc = b.cols ();
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parents:
diff changeset
324
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parents:
diff changeset
325 if (a_nc != b_nr)
9698
7c6d5d8c8d37 fix diag*diag multiplication
Jaroslav Hajek <highegg@gmail.com>
parents: 9601
diff changeset
326 gripe_nonconformant ("operator *", a_nr, a_nc, b_nr, b_nc);
7789
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diff changeset
327
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diff changeset
328 FloatDiagMatrix c (a_nr, b_nc);
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parents:
diff changeset
329
18084
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330 octave_idx_type len = c.length ();
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331 octave_idx_type lenm = len < a_nc ? len : a_nc;
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332
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333 for (octave_idx_type i = 0; i < lenm; i++)
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334 c.dgxelem (i) = a.dgelem (i) * b.dgelem (i);
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335 for (octave_idx_type i = lenm; i < len; i++)
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336 c.dgxelem (i) = 0.0f;
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337
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338 return c;
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339 }
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340
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341 // other operations
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342
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343 FloatDET
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344 FloatDiagMatrix::determinant (void) const
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345 {
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346 FloatDET det (1.0f);
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347 if (rows () != cols ())
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348 {
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349 (*current_liboctave_error_handler) ("determinant requires square matrix");
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350 det = 0.0f;
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351 }
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352 else
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353 {
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354 octave_idx_type len = length ();
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355 for (octave_idx_type i = 0; i < len; i++)
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356 det *= elem (i, i);
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357 }
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358
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359 return det;
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360 }
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361
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362 float
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363 FloatDiagMatrix::rcond (void) const
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364 {
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365 FloatColumnVector av = extract_diag (0).map<float> (fabsf);
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366 float amx = av.max ();
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367 float amn = av.min ();
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368 return amx == 0 ? 0.0f : amn / amx;
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369 }
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370
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371 std::ostream&
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372 operator << (std::ostream& os, const FloatDiagMatrix& a)
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373 {
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374 // int field_width = os.precision () + 7;
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375
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376 for (octave_idx_type i = 0; i < a.rows (); i++)
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377 {
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378 for (octave_idx_type j = 0; j < a.cols (); j++)
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379 {
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380 if (i == j)
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381 os << " " /* setw (field_width) */ << a.elem (i, i);
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382 else
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383 os << " " /* setw (field_width) */ << 0.0;
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384 }
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385 os << "\n";
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386 }
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387 return os;
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388 }