view libinterp/corefcn/schur.cc @ 17281:bc924baa2c4e

doc: Add new @qcode macro for code samples which are quoted. Macro handles options ("on") or properties ("position") more elegantly than @code{"text"}. * doc/interpreter/macros.texi: Add new @qcode macro. * doc/interpreter/tips.txi: Add documentation about @qcode macro. * doc/interpreter/basics.txi, doc/interpreter/container.txi, doc/interpreter/emacs.txi, doc/interpreter/errors.txi, doc/interpreter/eval.txi, doc/interpreter/expr.txi, doc/interpreter/external.txi, doc/interpreter/func.txi, doc/interpreter/grammar.txi, doc/interpreter/image.txi, doc/interpreter/install.txi, doc/interpreter/interp.txi, doc/interpreter/io.txi, doc/interpreter/matrix.txi, doc/interpreter/numbers.txi, doc/interpreter/oop.txi, doc/interpreter/package.txi, doc/interpreter/plot.txi, doc/interpreter/quad.txi, doc/interpreter/sparse.txi, doc/interpreter/strings.txi, doc/interpreter/system.txi, doc/interpreter/vectorize.txi, libinterp/corefcn/balance.cc, libinterp/corefcn/bitfcns.cc, libinterp/corefcn/cellfun.cc, libinterp/corefcn/conv2.cc, libinterp/corefcn/data.cc, libinterp/corefcn/debug.cc, libinterp/corefcn/defaults.cc, libinterp/corefcn/dirfns.cc, libinterp/corefcn/dlmread.cc, libinterp/corefcn/error.cc, libinterp/corefcn/file-io.cc, libinterp/corefcn/find.cc, libinterp/corefcn/gammainc.cc, libinterp/corefcn/graphics.cc, libinterp/corefcn/help.cc, libinterp/corefcn/hex2num.cc, libinterp/corefcn/input.cc, libinterp/corefcn/load-path.cc, libinterp/corefcn/load-save.cc, libinterp/corefcn/ls-oct-ascii.cc, libinterp/corefcn/lu.cc, libinterp/corefcn/luinc.cc, libinterp/corefcn/matrix_type.cc, libinterp/corefcn/oct-hist.cc, libinterp/corefcn/pager.cc, libinterp/corefcn/pr-output.cc, libinterp/corefcn/pt-jit.cc, libinterp/corefcn/qz.cc, libinterp/corefcn/rand.cc, libinterp/corefcn/regexp.cc, libinterp/corefcn/schur.cc, libinterp/corefcn/sighandlers.cc, libinterp/corefcn/sparse.cc, libinterp/corefcn/spparms.cc, libinterp/corefcn/str2double.cc, libinterp/corefcn/svd.cc, libinterp/corefcn/symtab.cc, libinterp/corefcn/syscalls.cc, libinterp/corefcn/toplev.cc, libinterp/corefcn/tril.cc, libinterp/corefcn/typecast.cc, libinterp/corefcn/utils.cc, libinterp/corefcn/variables.cc, libinterp/dldfcn/__init_fltk__.cc, libinterp/dldfcn/chol.cc, libinterp/dldfcn/colamd.cc, libinterp/dldfcn/fftw.cc, libinterp/dldfcn/qr.cc, libinterp/dldfcn/symbfact.cc, libinterp/octave-value/ov-base.cc, libinterp/octave-value/ov-fcn-handle.cc, libinterp/octave-value/ov-fcn-inline.cc, libinterp/octave-value/ov-java.cc, libinterp/octave-value/ov-range.cc, libinterp/octave-value/ov-struct.cc, libinterp/octave-value/ov-usr-fcn.cc, libinterp/parse-tree/oct-parse.in.yy, libinterp/parse-tree/pt-binop.cc, libinterp/parse-tree/pt-eval.cc, libinterp/parse-tree/pt-mat.cc, scripts/@ftp/ftp.m, scripts/deprecated/java_convert_matrix.m, scripts/deprecated/java_debug.m, scripts/deprecated/java_unsigned_conversion.m, scripts/deprecated/shell_cmd.m, scripts/general/dblquad.m, scripts/general/display.m, scripts/general/genvarname.m, scripts/general/idivide.m, 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scripts/plot/ezmeshc.m, scripts/plot/ezsurf.m, scripts/plot/ezsurfc.m, scripts/plot/findall.m, scripts/plot/findobj.m, scripts/plot/gcbo.m, scripts/plot/gcf.m, scripts/plot/gco.m, scripts/plot/grid.m, scripts/plot/guihandles.m, scripts/plot/hdl2struct.m, scripts/plot/hidden.m, scripts/plot/hold.m, scripts/plot/isonormals.m, scripts/plot/isosurface.m, scripts/plot/legend.m, scripts/plot/mesh.m, scripts/plot/meshc.m, scripts/plot/meshz.m, scripts/plot/newplot.m, scripts/plot/orient.m, scripts/plot/pareto.m, scripts/plot/patch.m, scripts/plot/pbaspect.m, scripts/plot/pcolor.m, scripts/plot/plot.m, scripts/plot/print.m, scripts/plot/private/__add_default_menu__.m, scripts/plot/quiver.m, scripts/plot/quiver3.m, scripts/plot/refreshdata.m, scripts/plot/saveas.m, scripts/plot/scatter.m, scripts/plot/scatter3.m, scripts/plot/shading.m, scripts/plot/shrinkfaces.m, scripts/plot/slice.m, scripts/plot/stem.m, scripts/plot/stem3.m, scripts/plot/struct2hdl.m, scripts/plot/subplot.m, scripts/plot/surf.m, scripts/plot/surfc.m, scripts/plot/surfl.m, scripts/plot/tetramesh.m, scripts/plot/uigetfile.m, scripts/plot/uimenu.m, scripts/plot/uiputfile.m, scripts/plot/waterfall.m, scripts/plot/whitebg.m, scripts/plot/xlim.m, scripts/plot/ylim.m, scripts/plot/zlim.m, scripts/polynomial/conv.m, scripts/polynomial/polyout.m, scripts/polynomial/splinefit.m, scripts/set/ismember.m, scripts/set/powerset.m, scripts/set/setdiff.m, scripts/set/union.m, scripts/set/unique.m, scripts/signal/detrend.m, scripts/signal/filter2.m, scripts/signal/freqz.m, scripts/signal/periodogram.m, scripts/signal/spectral_adf.m, scripts/signal/spectral_xdf.m, scripts/sparse/eigs.m, scripts/sparse/svds.m, scripts/specfun/legendre.m, scripts/special-matrix/gallery.m, scripts/statistics/base/mean.m, scripts/statistics/base/moment.m, scripts/statistics/tests/cor_test.m, scripts/statistics/tests/kolmogorov_smirnov_test.m, scripts/statistics/tests/kolmogorov_smirnov_test_2.m, scripts/statistics/tests/kruskal_wallis_test.m, scripts/statistics/tests/prop_test_2.m, scripts/statistics/tests/sign_test.m, scripts/statistics/tests/t_test.m, scripts/statistics/tests/t_test_2.m, scripts/statistics/tests/t_test_regression.m, scripts/statistics/tests/u_test.m, scripts/statistics/tests/var_test.m, scripts/statistics/tests/welch_test.m, scripts/statistics/tests/wilcoxon_test.m, scripts/statistics/tests/z_test.m, scripts/statistics/tests/z_test_2.m, scripts/strings/base2dec.m, scripts/strings/index.m, scripts/strings/isstrprop.m, scripts/strings/mat2str.m, scripts/strings/regexptranslate.m, scripts/strings/rindex.m, scripts/strings/str2num.m, scripts/strings/strcat.m, scripts/strings/strjust.m, scripts/strings/strmatch.m, scripts/strings/validatestring.m, scripts/testfun/demo.m, scripts/testfun/example.m, scripts/testfun/test.m, scripts/time/addtodate.m, scripts/time/asctime.m, scripts/time/datestr.m, scripts/time/datetick.m, scripts/time/weekday.m, scripts/ui/errordlg.m, scripts/ui/helpdlg.m, scripts/ui/inputdlg.m, scripts/ui/listdlg.m, scripts/ui/msgbox.m, scripts/ui/questdlg.m, scripts/ui/warndlg.m: Use new @qcode macro.
author Rik <rik@octave.org>
date Mon, 19 Aug 2013 20:46:38 -0700
parents 1c21f264d26f
children d63878346099
line wrap: on
line source

/*

Copyright (C) 1996-2012 John W. Eaton

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 <string>

#include "CmplxSCHUR.h"
#include "dbleSCHUR.h"
#include "fCmplxSCHUR.h"
#include "floatSCHUR.h"

#include "defun.h"
#include "error.h"
#include "gripes.h"
#include "oct-obj.h"
#include "utils.h"

template <class Matrix>
static octave_value
mark_upper_triangular (const Matrix& a)
{
  octave_value retval = a;

  octave_idx_type n = a.rows ();
  assert (a.columns () == n);

  const typename Matrix::element_type zero = typename Matrix::element_type ();

  for (octave_idx_type i = 0; i < n; i++)
    if (a(i,i) == zero)
      return retval;

  retval.matrix_type (MatrixType::Upper);

  return retval;
}

DEFUN (schur, args, nargout,
  "-*- texinfo -*-\n\
@deftypefn  {Built-in Function} {@var{S} =} schur (@var{A})\n\
@deftypefnx {Built-in Function} {@var{S} =} schur (@var{A}, \"real\")\n\
@deftypefnx {Built-in Function} {@var{S} =} schur (@var{A}, \"complex\")\n\
@deftypefnx {Built-in Function} {@var{S} =} schur (@var{A}, @var{opt})\n\
@deftypefnx {Built-in Function} {[@var{U}, @var{S}] =} schur (@var{A}, @dots{})\n\
@cindex Schur decomposition\n\
Compute the Schur@tie{}decomposition of @var{A}\n\
@tex\n\
$$\n\
 S = U^T A U\n\
$$\n\
@end tex\n\
@ifnottex\n\
\n\
@example\n\
@code{@var{S} = @var{U}' * @var{A} * @var{U}}\n\
@end example\n\
\n\
@end ifnottex\n\
where @var{U} is a unitary matrix\n\
@tex\n\
($U^T U$ is identity)\n\
@end tex\n\
@ifnottex\n\
(@code{@var{U}'* @var{U}} is identity)\n\
@end ifnottex\n\
and @var{S} is upper triangular.  The eigenvalues of @var{A} (and @var{S})\n\
are the diagonal elements of @var{S}.  If the matrix @var{A}\n\
is real, then the real Schur@tie{}decomposition is computed, in which the\n\
matrix @var{U} is orthogonal and @var{S} is block upper triangular\n\
with blocks of size at most\n\
@tex\n\
$2 \\times 2$\n\
@end tex\n\
@ifnottex\n\
@code{2 x 2}\n\
@end ifnottex\n\
along the diagonal.  The diagonal elements of @var{S}\n\
(or the eigenvalues of the\n\
@tex\n\
$2 \\times 2$\n\
@end tex\n\
@ifnottex\n\
@code{2 x 2}\n\
@end ifnottex\n\
blocks, when appropriate) are the eigenvalues of @var{A} and @var{S}.\n\
\n\
The default for real matrices is a real Schur@tie{}decomposition.\n\
A complex decomposition may be forced by passing the flag\n\
@qcode{\"complex\"}.\n\
\n\
The eigenvalues are optionally ordered along the diagonal according to\n\
the value of @var{opt}.  @code{@var{opt} = \"a\"} indicates that all\n\
eigenvalues with negative real parts should be moved to the leading\n\
block of @var{S}\n\
(used in @code{are}), @code{@var{opt} = \"d\"} indicates that all eigenvalues\n\
with magnitude less than one should be moved to the leading block of @var{S}\n\
(used in @code{dare}), and @code{@var{opt} = \"u\"}, the default, indicates\n\
that no ordering of eigenvalues should occur.  The leading @var{k}\n\
columns of @var{U} always span the @var{A}-invariant\n\
subspace corresponding to the @var{k} leading eigenvalues of @var{S}.\n\
\n\
The Schur@tie{}decomposition is used to compute eigenvalues of a\n\
square matrix, and has applications in the solution of algebraic\n\
Riccati equations in control (see @code{are} and @code{dare}).\n\
@seealso{rsf2csf, lu, chol, hess, qr, qz, svd}\n\
@end deftypefn")
{
  octave_value_list retval;

  int nargin = args.length ();

  if (nargin < 1 || nargin > 2 || nargout > 2)
    {
      print_usage ();
      return retval;
    }

  octave_value arg = args(0);

  std::string ord;

  if (nargin == 2)
    {
      ord = args(1).string_value ();

      if (error_state)
        {
          error ("schur: second argument must be a string");
          return retval;
        }
    }

  bool force_complex = false;

  if (ord == "real")
    {
      ord = std::string ();
    }
  else if (ord == "complex")
    {
      force_complex = true;
      ord = std::string ();
    }
  else
    {
      char ord_char = ord.empty () ? 'U' : ord[0];

      if (ord_char != 'U' && ord_char != 'A' && ord_char != 'D'
          && ord_char != 'u' && ord_char != 'a' && ord_char != 'd')
        {
          warning ("schur: incorrect ordered schur argument '%c'",
                   ord.c_str ());
          return retval;
        }
    }

  octave_idx_type nr = arg.rows ();
  octave_idx_type nc = arg.columns ();

  if (nr != nc)
    {
      gripe_square_matrix_required ("schur");
      return retval;
    }

  if (! arg.is_numeric_type ())
    gripe_wrong_type_arg ("schur", arg);
  else if (arg.is_single_type ())
    {
      if (! force_complex && arg.is_real_type ())
        {
          FloatMatrix tmp = arg.float_matrix_value ();

          if (! error_state)
            {
              if (nargout == 0 || nargout == 1)
                {
                  FloatSCHUR result (tmp, ord, false);
                  retval(0) = result.schur_matrix ();
                }
              else
                {
                  FloatSCHUR result (tmp, ord, true);
                  retval(1) = result.schur_matrix ();
                  retval(0) = result.unitary_matrix ();
                }
            }
        }
      else
        {
          FloatComplexMatrix ctmp = arg.float_complex_matrix_value ();

          if (! error_state)
            {

              if (nargout == 0 || nargout == 1)
                {
                  FloatComplexSCHUR result (ctmp, ord, false);
                  retval(0) = mark_upper_triangular (result.schur_matrix ());
                }
              else
                {
                  FloatComplexSCHUR result (ctmp, ord, true);
                  retval(1) = mark_upper_triangular (result.schur_matrix ());
                  retval(0) = result.unitary_matrix ();
                }
            }
        }
    }
  else
    {
      if (! force_complex && arg.is_real_type ())
        {
          Matrix tmp = arg.matrix_value ();

          if (! error_state)
            {
              if (nargout == 0 || nargout == 1)
                {
                  SCHUR result (tmp, ord, false);
                  retval(0) = result.schur_matrix ();
                }
              else
                {
                  SCHUR result (tmp, ord, true);
                  retval(1) = result.schur_matrix ();
                  retval(0) = result.unitary_matrix ();
                }
            }
        }
      else
        {
          ComplexMatrix ctmp = arg.complex_matrix_value ();

          if (! error_state)
            {

              if (nargout == 0 || nargout == 1)
                {
                  ComplexSCHUR result (ctmp, ord, false);
                  retval(0) = mark_upper_triangular (result.schur_matrix ());
                }
              else
                {
                  ComplexSCHUR result (ctmp, ord, true);
                  retval(1) = mark_upper_triangular (result.schur_matrix ());
                  retval(0) = result.unitary_matrix ();
                }
            }
        }
    }

  return retval;
}

/*
%!test
%! a = [1, 2, 3; 4, 5, 9; 7, 8, 6];
%! [u, s] = schur (a);
%! assert (u' * a * u, s, sqrt (eps));

%!test
%! a = single ([1, 2, 3; 4, 5, 9; 7, 8, 6]);
%! [u, s] = schur (a);
%! assert (u' * a * u, s, sqrt (eps ("single")));

%!test
%! fail ("schur ([1, 2; 3, 4], 2)", "warning");

%!error schur ()
%!error <argument must be a square matrix> schur ([1, 2, 3; 4, 5, 6])
*/

DEFUN (rsf2csf, args, nargout,
  "-*- texinfo -*-\n\
@deftypefn {Function File} {[@var{U}, @var{T}] =} rsf2csf (@var{UR}, @var{TR})\n\
Convert a real, upper quasi-triangular Schur@tie{}form @var{TR} to a complex,\n\
upper triangular Schur@tie{}form @var{T}.\n\
\n\
Note that the following relations hold:\n\
\n\
@tex\n\
$UR \\cdot TR \\cdot {UR}^T = U T U^{\\dagger}$ and\n\
$U^{\\dagger} U$ is the identity matrix I.\n\
@end tex\n\
@ifnottex\n\
@tcode{@var{UR} * @var{TR} * @var{UR}' = @var{U} * @var{T} * @var{U}'} and\n\
@code{@var{U}' * @var{U}} is the identity matrix I.\n\
@end ifnottex\n\
\n\
Note also that @var{U} and @var{T} are not unique.\n\
@seealso{schur}\n\
@end deftypefn")
{
  octave_value_list retval;

  if (args.length () == 2 && nargout <= 2)
    {
      if (! args(0).is_numeric_type ())
        gripe_wrong_type_arg ("rsf2csf", args(0));
      else if (! args(1).is_numeric_type ())
        gripe_wrong_type_arg ("rsf2csf", args(1));
      else if (args(0).is_complex_type () || args(1).is_complex_type ())
        error ("rsf2csf: UR and TR must be real matrices");
      else
        {

          if (args(0).is_single_type () || args(1).is_single_type ())
            {
              FloatMatrix u = args(0).float_matrix_value ();
              FloatMatrix t = args(1).float_matrix_value ();
              if (! error_state)
                {
                  FloatComplexSCHUR cs (FloatSCHUR (t, u));

                  retval(1) = cs.schur_matrix ();
                  retval(0) = cs.unitary_matrix ();
                }
            }
          else
            {
              Matrix u = args(0).matrix_value ();
              Matrix t = args(1).matrix_value ();
              if (! error_state)
                {
                  ComplexSCHUR cs (SCHUR (t, u));

                  retval(1) = cs.schur_matrix ();
                  retval(0) = cs.unitary_matrix ();
                }
            }
        }
    }
  else
    print_usage ();

  return retval;
}

/*
%!test
%! A = [1, 1, 1, 2; 1, 2, 1, 1; 1, 1, 3, 1; -2, 1, 1, 1];
%! [u, t] = schur (A);
%! [U, T] = rsf2csf (u, t);
%! assert (norm (u * t * u' - U * T * U'), 0, 1e-12);
%! assert (norm (A - U * T * U'), 0, 1e-12);

%!test
%! A = rand (10);
%! [u, t] = schur (A);
%! [U, T] = rsf2csf (u, t);
%! assert (norm (tril (T, -1)), 0);
%! assert (norm (U * U'), 1, 1e-14);

%!test
%! A = [0, 1;-1, 0];
%! [u, t] = schur (A);
%! [U, T] = rsf2csf (u,t);
%! assert (U * T * U', A, 1e-14);
*/