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comparison src/DLD-FUNCTIONS/qr.cc @ 9064:7c02ec148a3c
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author | Rik <rdrider0-list@yahoo.com> |
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date | Sat, 28 Mar 2009 13:57:22 -0700 |
parents | c3b743b1b1c6 |
children | 923c7cb7f13f |
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98 \n\ | 98 \n\ |
99 @noindent\n\ | 99 @noindent\n\ |
100 returns\n\ | 100 returns\n\ |
101 \n\ | 101 \n\ |
102 @example\n\ | 102 @example\n\ |
103 @group\n\ | |
103 q =\n\ | 104 q =\n\ |
104 \n\ | 105 \n\ |
105 -0.31623 -0.94868\n\ | 106 -0.31623 -0.94868\n\ |
106 -0.94868 0.31623\n\ | 107 -0.94868 0.31623\n\ |
107 \n\ | 108 \n\ |
108 r =\n\ | 109 r =\n\ |
109 \n\ | 110 \n\ |
110 -3.16228 -4.42719\n\ | 111 -3.16228 -4.42719\n\ |
111 0.00000 -0.63246\n\ | 112 0.00000 -0.63246\n\ |
113 @end group\n\ | |
112 @end example\n\ | 114 @end example\n\ |
113 \n\ | 115 \n\ |
114 The @code{qr} factorization has applications in the solution of least\n\ | 116 The @code{qr} factorization has applications in the solution of least\n\ |
115 squares problems\n\ | 117 squares problems\n\ |
116 @iftex\n\ | 118 @iftex\n\ |
162 \n\ | 164 \n\ |
163 @noindent\n\ | 165 @noindent\n\ |
164 returns\n\ | 166 returns\n\ |
165 \n\ | 167 \n\ |
166 @example\n\ | 168 @example\n\ |
169 @group\n\ | |
167 q = \n\ | 170 q = \n\ |
168 \n\ | 171 \n\ |
169 -0.44721 -0.89443\n\ | 172 -0.44721 -0.89443\n\ |
170 -0.89443 0.44721\n\ | 173 -0.89443 0.44721\n\ |
171 \n\ | 174 \n\ |
176 \n\ | 179 \n\ |
177 p =\n\ | 180 p =\n\ |
178 \n\ | 181 \n\ |
179 0 1\n\ | 182 0 1\n\ |
180 1 0\n\ | 183 1 0\n\ |
184 @end group\n\ | |
181 @end example\n\ | 185 @end example\n\ |
182 \n\ | 186 \n\ |
183 The permuted @code{qr} factorization @code{[q, r, p] = qr (a)}\n\ | 187 The permuted @code{qr} factorization @code{[q, r, p] = qr (a)}\n\ |
184 factorization allows the construction of an orthogonal basis of\n\ | 188 factorization allows the construction of an orthogonal basis of\n\ |
185 @code{span (a)}.\n\ | 189 @code{span (a)}.\n\ |
186 \n\ | 190 \n\ |
187 If the matrix @var{a} is sparse, then compute the sparse QR factorization\n\ | 191 If the matrix @var{a} is sparse, then compute the sparse QR factorization\n\ |
188 of @var{a}, using @sc{CSparse}. As the matrix @var{Q} is in general a full\n\ | 192 of @var{a}, using @sc{CSparse}. As the matrix @var{Q} is in general a full\n\ |
189 matrix, this function returns the @var{Q}-less factorization @var{r} of\n\ | 193 matrix, this function returns the @var{Q}-less factorization @var{r} of\n\ |
190 @var{a}, such that @code{@var{r} = chol (@var{a}' * @var{a})}.\n\ | 194 @var{a}, such that @code{@var{r} = chol (@var{a}' * @var{a})}.\n\ |
191 \n\ | 195 \n\ |
192 If the final argument is the scalar @code{0} and the number of rows is\n\ | 196 If the final argument is the scalar @code{0} and the number of rows is\n\ |
193 larger than the number of columns, then an economy factorization is\n\ | 197 larger than the number of columns, then an economy factorization is\n\ |
194 returned. That is @var{r} will have only @code{size (@var{a},1)} rows.\n\ | 198 returned. That is @var{r} will have only @code{size (@var{a},1)} rows.\n\ |
195 \n\ | 199 \n\ |
196 If an additional matrix @var{b} is supplied, then @code{qr} returns\n\ | 200 If an additional matrix @var{b} is supplied, then @code{qr} returns\n\ |
197 @var{c}, where @code{@var{c} = @var{q}' * @var{b}}. This allows the\n\ | 201 @var{c}, where @code{@var{c} = @var{q}' * @var{b}}. This allows the\n\ |
198 least squares approximation of @code{@var{a} \\ @var{b}} to be calculated\n\ | 202 least squares approximation of @code{@var{a} \\ @var{b}} to be calculated\n\ |
199 as\n\ | 203 as\n\ |
200 \n\ | 204 \n\ |
201 @example\n\ | 205 @example\n\ |
206 @group\n\ | |
202 [@var{c},@var{r}] = spqr (@var{a},@var{b})\n\ | 207 [@var{c},@var{r}] = spqr (@var{a},@var{b})\n\ |
203 @var{x} = @var{r} \\ @var{c}\n\ | 208 @var{x} = @var{r} \\ @var{c}\n\ |
209 @end group\n\ | |
204 @end example\n\ | 210 @end example\n\ |
205 @end deftypefn") | 211 @end deftypefn") |
206 { | 212 { |
207 octave_value_list retval; | 213 octave_value_list retval; |
208 | 214 |
782 Given a QR@tie{}factorization of a real or complex matrix\n\ | 788 Given a QR@tie{}factorization of a real or complex matrix\n\ |
783 @w{@var{A} = @var{Q}*@var{R}}, @var{Q}@tie{}unitary and\n\ | 789 @w{@var{A} = @var{Q}*@var{R}}, @var{Q}@tie{}unitary and\n\ |
784 @var{R}@tie{}upper trapezoidal, return the QR@tie{}factorization\n\ | 790 @var{R}@tie{}upper trapezoidal, return the QR@tie{}factorization\n\ |
785 of @w{@var{A} + @var{u}*@var{v}'}, where @var{u} and @var{v} are\n\ | 791 of @w{@var{A} + @var{u}*@var{v}'}, where @var{u} and @var{v} are\n\ |
786 column vectors (rank-1 update) or matrices with equal number of columns\n\ | 792 column vectors (rank-1 update) or matrices with equal number of columns\n\ |
787 (rank-k update). Notice that the latter case is done as a sequence of rank-1 updates;\n\ | 793 (rank-k update). Notice that the latter case is done as a sequence of rank-1 updates;\n\ |
788 thus, for k large enough, it will be both faster and more accurate to recompute\n\ | 794 thus, for k large enough, it will be both faster and more accurate to recompute\n\ |
789 the factorization from scratch.\n\ | 795 the factorization from scratch.\n\ |
790 \n\ | 796 \n\ |
791 The QR factorization supplied may be either full\n\ | 797 The QR factorization supplied may be either full\n\ |
792 (Q is square) or economized (R is square).\n\ | 798 (Q is square) or economized (R is square).\n\ |
1176 "-*- texinfo -*-\n\ | 1182 "-*- texinfo -*-\n\ |
1177 @deftypefn {Loadable Function} {[@var{Q1}, @var{R1}] =} qrdelete (@var{Q}, @var{R}, @var{j}, @var{orient})\n\ | 1183 @deftypefn {Loadable Function} {[@var{Q1}, @var{R1}] =} qrdelete (@var{Q}, @var{R}, @var{j}, @var{orient})\n\ |
1178 Given a QR@tie{}factorization of a real or complex matrix\n\ | 1184 Given a QR@tie{}factorization of a real or complex matrix\n\ |
1179 @w{@var{A} = @var{Q}*@var{R}}, @var{Q}@tie{}unitary and\n\ | 1185 @w{@var{A} = @var{Q}*@var{R}}, @var{Q}@tie{}unitary and\n\ |
1180 @var{R}@tie{}upper trapezoidal, return the QR@tie{}factorization of\n\ | 1186 @var{R}@tie{}upper trapezoidal, return the QR@tie{}factorization of\n\ |
1181 @w{[A(:,1:j-1) A(:,j+1:n)]}, i.e. @var{A} with one column deleted\n\ | 1187 @w{[A(:,1:j-1) A(:,j+1:n)]}, i.e., @var{A} with one column deleted\n\ |
1182 (if @var{orient} is \"col\"), or the QR@tie{}factorization of\n\ | 1188 (if @var{orient} is \"col\"), or the QR@tie{}factorization of\n\ |
1183 @w{[A(1:j-1,:);A(:,j+1:n)]}, i.e. @var{A} with one row deleted (if\n\ | 1189 @w{[A(1:j-1,:);A(:,j+1:n)]}, i.e., @var{A} with one row deleted (if\n\ |
1184 @var{orient} is \"row\").\n\ | 1190 @var{orient} is \"row\").\n\ |
1185 \n\ | 1191 \n\ |
1186 The default value of @var{orient} is \"col\".\n\ | 1192 The default value of @var{orient} is \"col\".\n\ |
1187 \n\ | 1193 \n\ |
1188 If @var{orient} is @code{\"col\"},\n\ | 1194 If @var{orient} is @code{\"col\"},\n\ |
1429 @w{@var{A} = @var{Q}*@var{R}}, @var{Q}@tie{}unitary and\n\ | 1435 @w{@var{A} = @var{Q}*@var{R}}, @var{Q}@tie{}unitary and\n\ |
1430 @var{R}@tie{}upper trapezoidal, return the QR@tie{}factorization\n\ | 1436 @var{R}@tie{}upper trapezoidal, return the QR@tie{}factorization\n\ |
1431 of @w{@var{A}(:,p)}, where @w{p} is the permutation @*\n\ | 1437 of @w{@var{A}(:,p)}, where @w{p} is the permutation @*\n\ |
1432 @code{p = [1:i-1, shift(i:j, 1), j+1:n]} if @w{@var{i} < @var{j}} @*\n\ | 1438 @code{p = [1:i-1, shift(i:j, 1), j+1:n]} if @w{@var{i} < @var{j}} @*\n\ |
1433 or @*\n\ | 1439 or @*\n\ |
1434 @code{p = [1:j-1, shift(j:i,-1), i+1:n]} if @w{@var{j} < @var{i}}. @*\n\ | 1440 @code{p = [1:j-1, shift(j:i,-1), i+1:n]} if @w{@var{j} < @var{i}}. @*\n\ |
1435 \n\ | 1441 \n\ |
1436 @seealso{qr, qrinsert, qrdelete}\n\ | 1442 @seealso{qr, qrinsert, qrdelete}\n\ |
1437 @end deftypefn") | 1443 @end deftypefn") |
1438 { | 1444 { |
1439 octave_idx_type nargin = args.length (); | 1445 octave_idx_type nargin = args.length (); |