view scripts/linear-algebra/housh.m @ 5307:4c8a2e4e0717

[project @ 2005-04-26 19:24:27 by jwe]
author jwe
date Tue, 26 Apr 2005 19:24:47 +0000
parents 22bd65326ec1
children 93c65f2a5668
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## Copyright (C) 1995, 1998 A. Scottedward Hodel
##
## 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 2, 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, write to the Free
## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
## 02110-1301 USA.

## -*- texinfo -*-
## @deftypefn {Function File} {[@var{housv}, @var{beta}, @var{zer}] =} housh (@var{x}, @var{j}, @var{z})
## Computes householder reflection vector housv to reflect x to be
## jth column of identity, i.e., (I - beta*housv*housv')x =e(j)
## inputs
##   x: vector
##   j: index into vector
##   z: threshold for zero  (usually should be the number 0)
## outputs: (see Golub and Van Loan)
##   beta: If beta = 0, then no reflection need be applied (zer set to 0)
##   housv: householder vector
## @end deftypefn

## Author: A. S. Hodel
## Created: August 1995

function [housv, beta, zer] = housh (x, j, z)

  ## check for valid inputs
  if (!isvector (x) && ! isscalar (x))
    error ("housh: first input must be a vector")
  elseif (! isscalar(j))
    error ("housh: second argment must be an integer scalar")
  else
    housv = x;
    m = max (abs (housv));
    if (m != 0.0)
      housv = housv / m;
      alpha = norm (housv);
      if (alpha > z)
        beta = 1.0 / (alpha * (alpha + abs (housv(j))));
        sg = sign (housv(j));
        if (sg == 0)
          sg = 1;
        endif
        housv(j) = housv(j) + alpha*sg;
      else
        beta = 0.0;
      endif
    else
      beta = 0.0;
    endif
    zer = (beta == 0);
  endif

endfunction