Mercurial > octave-nkf
diff src/DLD-FUNCTIONS/mgorth.cc @ 12509:e742720c5e71
Add mgorth and gmres functions from Octave Forge
author | Carlo de Falco <kingcrimson@tiscali.it> |
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date | Wed, 16 Mar 2011 13:36:27 -0700 |
parents | |
children | e81ddf9cacd5 |
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--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/src/DLD-FUNCTIONS/mgorth.cc Wed Mar 16 13:36:27 2011 -0700 @@ -0,0 +1,154 @@ +/* + +Copyright (C) 2009-2011 Carlo de Falco +Copyright (C) 2010 VZLU Prague + +This file is part of Octave. + +Octave is free software; you can redistribute it and/or modify it +under the terms of the GNU General Public License as published by the +Free Software Foundation; either version 3 of the License, or (at your +option) any later version. + +Octave is distributed in the hope that it will be useful, but WITHOUT +ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or +FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License +for more details. + +You should have received a copy of the GNU General Public License +along with Octave; see the file COPYING. If not, see +<http://www.gnu.org/licenses/>. + +*/ + +#ifdef HAVE_CONFIG_H +#include <config.h> +#endif + +#include "oct-norm.h" +#include "defun-dld.h" +#include "error.h" +#include "gripes.h" + +template <class ColumnVector, class Matrix, class RowVector> +static void +do_mgorth (ColumnVector& x, const Matrix& V, RowVector& h) +{ + octave_idx_type Vc = V.columns (); + h = RowVector (Vc + 1); + for (octave_idx_type j = 0; j < Vc; j++) + { + ColumnVector Vcj = V.column (j); + h(j) = RowVector (Vcj.hermitian ()) * x; + x -= h(j) * Vcj; + } + + h(Vc) = xnorm (x); + if (real (h(Vc)) > 0) + x = x / h(Vc); +} + +DEFUN_DLD (mgorth, args, nargout, + "-*- texinfo -*-\n\ +@deftypefn {Loadable Function} {[@var{y}, @var{h}] =} mgorth (@var{x}, @var{v})\n\ +Orthogonalize a given column vector @var{x} with respect to a given\n\ +orthonormal basis @var{v} using a modified Gram-Schmidt orthogonalization. \n\ +On exit, @var{y} is a unit vector such that:\n\ +\n\ +@example\n\ +@group\n\ + norm (@var{y}) = 1\n\ + @var{v}' * @var{y} = 0\n\ + @var{x} = @var{h}*[@var{v}, @var{y}]\n\ +@end group\n\ +@end example\n\ +\n\ +@end deftypefn") +{ + octave_value_list retval; + + int nargin = args.length(); + + if (nargin != 2 || nargout > 2) + { + print_usage (); + return retval; + } + + octave_value arg_x = args(0); + octave_value arg_v = args(1); + + if (arg_v.ndims () != 2 || arg_x.ndims () != 2 || arg_x.columns () != 1 + || arg_v.rows () != arg_x.rows ()) + { + error ("mgorth: V should me a matrix, and X a column vector with" + " the same number of rows as V."); + return retval; + } + + if (! arg_x.is_numeric_type () && ! arg_v.is_numeric_type ()) + { + error ("mgorth: X and V must be numeric"); + } + + bool iscomplex = (arg_x.is_complex_type () || arg_v.is_complex_type ()); + if (arg_x.is_single_type () || arg_v.is_single_type ()) + { + if (iscomplex) + { + FloatComplexColumnVector x = arg_x.float_complex_column_vector_value (); + FloatComplexMatrix V = arg_v.float_complex_matrix_value (); + FloatComplexRowVector h; + do_mgorth (x, V, h); + retval(1) = h; + retval(0) = x; + } + else + { + FloatColumnVector x = arg_x.float_column_vector_value (); + FloatMatrix V = arg_v.float_matrix_value (); + FloatRowVector h; + do_mgorth (x, V, h); + retval(1) = h; + retval(0) = x; + } + } + else + { + if (iscomplex) + { + ComplexColumnVector x = arg_x.complex_column_vector_value (); + ComplexMatrix V = arg_v.complex_matrix_value (); + ComplexRowVector h; + do_mgorth (x, V, h); + retval(1) = h; + retval(0) = x; + } + else + { + ColumnVector x = arg_x.column_vector_value (); + Matrix V = arg_v.matrix_value (); + RowVector h; + do_mgorth (x, V, h); + retval(1) = h; + retval(0) = x; + } + } + + return retval; +} + +/* + +%!test +%! for ii=1:100; assert (abs (mgorth (randn (5, 1), eye (5, 4))), [0 0 0 0 1]', eps); endfor + +%!test +%! a = hilb (5); +%! a(:, 1) /= norm (a(:, 1)); +%! for ii = 1:5 +%! a(:, ii) = mgorth (a(:, ii), a(:, 1:ii-1)); +%! endfor +%! assert (a' * a, eye (5), 1e10); + +*/