Mercurial > octave
annotate libinterp/corefcn/balance.cc @ 27919:1891570abac8
update Octave Project Developers copyright for the new year
In files that have the "Octave Project Developers" copyright notice,
update for 2020.
author | John W. Eaton <jwe@octave.org> |
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date | Mon, 06 Jan 2020 22:29:51 -0500 |
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27919
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3 Copyright (C) 1996-2020 The Octave Project Developers |
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4 |
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5 See the file COPYRIGHT.md in the top-level directory of this distribution |
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6 or <https://octave.org/COPYRIGHT.html/>. |
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7 |
2928 | 8 |
9 This file is part of Octave. | |
10 | |
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11 Octave is free software: you can redistribute it and/or modify it |
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12 under the terms of the GNU General Public License as published by |
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13 the Free Software Foundation, either version 3 of the License, or |
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14 (at your option) any later version. |
2928 | 15 |
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16 Octave is distributed in the hope that it will be useful, but |
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17 WITHOUT ANY WARRANTY; without even the implied warranty of |
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18 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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19 GNU General Public License for more details. |
2928 | 20 |
21 You should have received a copy of the GNU General Public License | |
7016 | 22 along with Octave; see the file COPYING. If not, see |
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23 <https://www.gnu.org/licenses/>. |
2928 | 24 |
25 */ | |
26 | |
3911 | 27 // Author: A. S. Hodel <scotte@eng.auburn.edu> |
2928 | 28 |
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29 #if defined (HAVE_CONFIG_H) |
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30 # include "config.h" |
2928 | 31 #endif |
32 | |
33 #include <string> | |
34 | |
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35 #include "CMatrix.h" |
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36 #include "aepbalance.h" |
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37 #include "dMatrix.h" |
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38 #include "fCMatrix.h" |
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39 #include "fMatrix.h" |
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40 #include "gepbalance.h" |
4153 | 41 #include "quit.h" |
2928 | 42 |
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43 #include "defun.h" |
2928 | 44 #include "error.h" |
3181 | 45 #include "f77-fcn.h" |
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46 #include "errwarn.h" |
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47 #include "ovl.h" |
2928 | 48 #include "utils.h" |
49 | |
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50 DEFUN (balance, args, nargout, |
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51 doc: /* -*- texinfo -*- |
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52 @deftypefn {} {@var{AA} =} balance (@var{A}) |
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53 @deftypefnx {} {@var{AA} =} balance (@var{A}, @var{opt}) |
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54 @deftypefnx {} {[@var{DD}, @var{AA}] =} balance (@var{A}, @var{opt}) |
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55 @deftypefnx {} {[@var{D}, @var{P}, @var{AA}] =} balance (@var{A}, @var{opt}) |
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56 @deftypefnx {} {[@var{CC}, @var{DD}, @var{AA}, @var{BB}] =} balance (@var{A}, @var{B}, @var{opt}) |
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57 |
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58 Balance the matrix @var{A} to reduce numerical errors in future |
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59 calculations. |
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60 |
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61 Compute @code{@var{AA} = @var{DD} \ @var{A} * @var{DD}} in which @var{AA} |
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62 is a matrix whose row and column norms are roughly equal in magnitude, and |
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63 @code{@var{DD} = @var{P} * @var{D}}, in which @var{P} is a permutation |
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64 matrix and @var{D} is a diagonal matrix of powers of two. This allows the |
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65 equilibration to be computed without round-off. Results of eigenvalue |
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66 calculation are typically improved by balancing first. |
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67 |
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68 If two output values are requested, @code{balance} returns |
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69 the diagonal @var{D} and the permutation @var{P} separately as vectors. |
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70 In this case, @code{@var{DD} = eye(n)(:,@var{P}) * diag (@var{D})}, where |
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71 @math{n} is the matrix size. |
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72 |
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73 If four output values are requested, compute @code{@var{AA} = |
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74 @var{CC}*@var{A}*@var{DD}} and @code{@var{BB} = @var{CC}*@var{B}*@var{DD}}, |
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75 in which @var{AA} and @var{BB} have nonzero elements of approximately the |
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76 same magnitude and @var{CC} and @var{DD} are permuted diagonal matrices as |
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77 in @var{DD} for the algebraic eigenvalue problem. |
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78 |
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79 The eigenvalue balancing option @var{opt} may be one of: |
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80 |
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81 @table @asis |
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82 @item @qcode{"noperm"}, @qcode{"S"} |
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83 Scale only; do not permute. |
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84 |
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85 @item @qcode{"noscal"}, @qcode{"P"} |
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86 Permute only; do not scale. |
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87 @end table |
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88 |
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89 Algebraic eigenvalue balancing uses standard @sc{lapack} routines. |
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90 |
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91 Generalized eigenvalue problem balancing uses Ward's algorithm |
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92 (SIAM Journal on Scientific and Statistical Computing, 1981). |
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93 @end deftypefn */) |
2928 | 94 { |
95 int nargin = args.length (); | |
96 | |
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97 if (nargin < 1 || nargin > 3 || nargout < 0) |
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98 print_usage (); |
2928 | 99 |
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100 octave_value_list retval; |
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101 |
3181 | 102 // determine if it's AEP or GEP |
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103 bool AEPcase = nargin == 1 || args(1).is_string (); |
2928 | 104 |
3181 | 105 // problem dimension |
5275 | 106 octave_idx_type nn = args(0).rows (); |
2928 | 107 |
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108 if (nn != args(0).columns ()) |
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109 err_square_matrix_required ("balance", "A"); |
2928 | 110 |
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111 bool isfloat = args(0).is_single_type () |
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112 || (! AEPcase && args(1).is_single_type ()); |
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113 |
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114 bool complex_case = args(0).iscomplex () |
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115 || (! AEPcase && args(1).iscomplex ()); |
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116 |
2928 | 117 // Extract argument 1 parameter for both AEP and GEP. |
118 Matrix aa; | |
119 ComplexMatrix caa; | |
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120 FloatMatrix faa; |
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121 FloatComplexMatrix fcaa; |
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123 if (isfloat) |
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124 { |
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125 if (complex_case) |
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126 fcaa = args(0).float_complex_matrix_value (); |
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127 else |
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128 faa = args(0).float_matrix_value (); |
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129 } |
3185 | 130 else |
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131 { |
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132 if (complex_case) |
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133 caa = args(0).complex_matrix_value (); |
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134 else |
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135 aa = args(0).matrix_value (); |
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136 } |
3185 | 137 |
2928 | 138 // Treat AEP/GEP cases. |
3185 | 139 if (AEPcase) |
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140 { |
3185 | 141 // Algebraic eigenvalue problem. |
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142 bool noperm = false; |
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143 bool noscal = false; |
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144 if (nargin > 1) |
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145 { |
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146 std::string a1s = args(1).string_value (); |
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147 noperm = a1s == "noperm" || a1s == "S"; |
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148 noscal = a1s == "noscal" || a1s == "P"; |
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149 } |
3185 | 150 |
151 // balance the AEP | |
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152 if (isfloat) |
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153 { |
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154 if (complex_case) |
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155 { |
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156 octave::math::aepbalance<FloatComplexMatrix> result (fcaa, noperm, noscal); |
2928 | 157 |
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158 if (nargout == 0 || nargout == 1) |
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159 retval = ovl (result.balanced_matrix ()); |
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160 else if (nargout == 2) |
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161 retval = ovl (result.balancing_matrix (), |
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162 result.balanced_matrix ()); |
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163 else |
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164 retval = ovl (result.scaling_vector (), |
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165 result.permuting_vector (), |
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166 result.balanced_matrix ()); |
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167 } |
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168 else |
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169 { |
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170 octave::math::aepbalance<FloatMatrix> result (faa, noperm, noscal); |
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171 |
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172 if (nargout == 0 || nargout == 1) |
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173 retval = ovl (result.balanced_matrix ()); |
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174 else if (nargout == 2) |
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175 retval = ovl (result.balancing_matrix (), |
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176 result.balanced_matrix ()); |
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177 else |
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178 retval = ovl (result.scaling_vector (), |
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179 result.permuting_vector (), |
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180 result.balanced_matrix ()); |
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181 } |
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182 } |
3181 | 183 else |
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184 { |
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185 if (complex_case) |
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186 { |
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187 octave::math::aepbalance<ComplexMatrix> result (caa, noperm, noscal); |
3185 | 188 |
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189 if (nargout == 0 || nargout == 1) |
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190 retval = ovl (result.balanced_matrix ()); |
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191 else if (nargout == 2) |
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192 retval = ovl (result.balancing_matrix (), |
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193 result.balanced_matrix ()); |
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194 else |
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195 retval = ovl (result.scaling_vector (), |
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196 result.permuting_vector (), |
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197 result.balanced_matrix ()); |
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198 } |
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199 else |
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200 { |
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201 octave::math::aepbalance<Matrix> result (aa, noperm, noscal); |
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202 |
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203 if (nargout == 0 || nargout == 1) |
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204 retval = ovl (result.balanced_matrix ()); |
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205 else if (nargout == 2) |
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206 retval = ovl (result.balancing_matrix (), |
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207 result.balanced_matrix ()); |
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208 else |
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209 retval = ovl (result.scaling_vector (), |
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210 result.permuting_vector (), |
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211 result.balanced_matrix ()); |
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212 } |
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213 } |
3181 | 214 } |
215 else | |
216 { | |
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217 std::string bal_job; |
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218 if (nargout == 1) |
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219 warning ("balance: used GEP, should have two output arguments"); |
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220 |
3185 | 221 // Generalized eigenvalue problem. |
222 if (nargin == 2) | |
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223 bal_job = 'B'; |
3185 | 224 else |
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225 bal_job = args(2).xstring_value ("balance: OPT argument must be a string"); |
3185 | 226 |
227 if ((nn != args(1).columns ()) || (nn != args(1).rows ())) | |
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228 err_nonconformant (); |
3185 | 229 |
230 Matrix bb; | |
231 ComplexMatrix cbb; | |
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232 FloatMatrix fbb; |
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233 FloatComplexMatrix fcbb; |
3185 | 234 |
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235 if (isfloat) |
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236 { |
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237 if (complex_case) |
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238 fcbb = args(1).float_complex_matrix_value (); |
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239 else |
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240 fbb = args(1).float_matrix_value (); |
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241 } |
3185 | 242 else |
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243 { |
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244 if (complex_case) |
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245 cbb = args(1).complex_matrix_value (); |
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246 else |
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247 bb = args(1).matrix_value (); |
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248 } |
4153 | 249 |
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250 // balance the GEP |
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251 if (isfloat) |
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252 { |
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253 if (complex_case) |
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254 { |
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255 octave::math::gepbalance<FloatComplexMatrix> result (fcaa, fcbb, bal_job); |
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256 |
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257 switch (nargout) |
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258 { |
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259 case 4: |
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260 retval(3) = result.balanced_matrix2 (); |
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261 OCTAVE_FALLTHROUGH; |
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262 |
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263 case 3: |
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264 retval(2) = result.balanced_matrix (); |
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265 retval(1) = result.balancing_matrix2 (); |
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266 retval(0) = result.balancing_matrix (); |
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267 break; |
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268 |
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269 case 2: |
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270 retval(1) = result.balancing_matrix2 (); |
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271 OCTAVE_FALLTHROUGH; |
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272 |
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273 case 1: |
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274 retval(0) = result.balancing_matrix (); |
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275 break; |
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276 |
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277 default: |
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278 error ("balance: invalid number of output arguments"); |
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279 break; |
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280 } |
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281 } |
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282 else |
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283 { |
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284 octave::math::gepbalance<FloatMatrix> result (faa, fbb, bal_job); |
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285 |
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286 switch (nargout) |
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287 { |
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288 case 4: |
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289 retval(3) = result.balanced_matrix2 (); |
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290 OCTAVE_FALLTHROUGH; |
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291 |
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292 case 3: |
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293 retval(2) = result.balanced_matrix (); |
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294 retval(1) = result.balancing_matrix2 (); |
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295 retval(0) = result.balancing_matrix (); |
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296 break; |
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297 |
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298 case 2: |
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299 retval(1) = result.balancing_matrix2 (); |
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300 OCTAVE_FALLTHROUGH; |
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301 |
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302 case 1: |
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303 retval(0) = result.balancing_matrix (); |
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304 break; |
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305 |
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306 default: |
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307 error ("balance: invalid number of output arguments"); |
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308 break; |
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309 } |
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310 } |
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311 } |
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312 else |
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313 { |
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314 if (complex_case) |
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315 { |
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316 octave::math::gepbalance<ComplexMatrix> result (caa, cbb, bal_job); |
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317 |
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318 switch (nargout) |
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319 { |
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320 case 4: |
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321 retval(3) = result.balanced_matrix2 (); |
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322 OCTAVE_FALLTHROUGH; |
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323 |
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324 case 3: |
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325 retval(2) = result.balanced_matrix (); |
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326 retval(1) = result.balancing_matrix2 (); |
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327 retval(0) = result.balancing_matrix (); |
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328 break; |
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329 |
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330 case 2: |
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331 retval(1) = result.balancing_matrix2 (); |
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332 OCTAVE_FALLTHROUGH; |
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333 |
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334 case 1: |
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335 retval(0) = result.balancing_matrix (); |
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336 break; |
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337 |
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338 default: |
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339 error ("balance: invalid number of output arguments"); |
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340 break; |
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341 } |
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342 } |
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343 else |
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344 { |
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345 octave::math::gepbalance<Matrix> result (aa, bb, bal_job); |
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346 |
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347 switch (nargout) |
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348 { |
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349 case 4: |
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350 retval(3) = result.balanced_matrix2 (); |
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351 OCTAVE_FALLTHROUGH; |
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352 |
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353 case 3: |
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354 retval(2) = result.balanced_matrix (); |
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355 retval(1) = result.balancing_matrix2 (); |
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356 retval(0) = result.balancing_matrix (); |
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357 break; |
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358 |
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359 case 2: |
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360 retval(1) = result.balancing_matrix2 (); |
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361 OCTAVE_FALLTHROUGH; |
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362 |
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363 case 1: |
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364 retval(0) = result.balancing_matrix (); |
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365 break; |
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366 |
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367 default: |
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368 error ("balance: invalid number of output arguments"); |
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369 break; |
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370 } |
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371 } |
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372 } |
2928 | 373 } |
3185 | 374 |
2928 | 375 return retval; |
376 } |