octave: scripts/linear-algebra/normest.m annotate

annotate scripts/linear-algebra/normest.m @ 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>
date	Mon, 06 Jan 2020 22:29:51 -0500
parents	b442ec6dda5c
children	bd51beb6205e

rev	line source
27919 1891570abac8 update Octave Project Developers copyright for the new year John W. Eaton <jwe@octave.org> parents: 27918 diff changeset	1 ## Copyright (C) 2006-2020 The Octave Project Developers
27918 b442ec6dda5c use centralized file for copyright info for individual contributors John W. Eaton <jwe@octave.org> parents: 26376 diff changeset	2 ##
b442ec6dda5c use centralized file for copyright info for individual contributors John W. Eaton <jwe@octave.org> parents: 26376 diff changeset	3 ## See the file COPYRIGHT.md in the top-level directory of this distribution
b442ec6dda5c use centralized file for copyright info for individual contributors John W. Eaton <jwe@octave.org> parents: 26376 diff changeset	4 ## or <https://octave.org/COPYRIGHT.html/>.
b442ec6dda5c use centralized file for copyright info for individual contributors John W. Eaton <jwe@octave.org> parents: 26376 diff changeset	5 ##
6212 cc34c0be7b00 [project @ 2006-12-08 11:17:12 by dbateman] dbateman parents: diff changeset	6 ##
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6498 diff changeset	7 ## This file is part of Octave.
6212 cc34c0be7b00 [project @ 2006-12-08 11:17:12 by dbateman] dbateman parents: diff changeset	8 ##
24534 194eb4bd202b maint: Update punctuation for GPL v3 license text. Rik <rik@octave.org> parents: 23220 diff changeset	9 ## Octave is free software: you can redistribute it and/or modify it
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6498 diff changeset	10 ## under the terms of the GNU General Public License as published by
24534 194eb4bd202b maint: Update punctuation for GPL v3 license text. Rik <rik@octave.org> parents: 23220 diff changeset	11 ## the Free Software Foundation, either version 3 of the License, or
22755 3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22323 diff changeset	12 ## (at your option) any later version.
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6498 diff changeset	13 ##
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6498 diff changeset	14 ## Octave is distributed in the hope that it will be useful, but
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6498 diff changeset	15 ## WITHOUT ANY WARRANTY; without even the implied warranty of
22755 3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22323 diff changeset	16 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22323 diff changeset	17 ## GNU General Public License for more details.
6212 cc34c0be7b00 [project @ 2006-12-08 11:17:12 by dbateman] dbateman parents: diff changeset	18 ##
cc34c0be7b00 [project @ 2006-12-08 11:17:12 by dbateman] dbateman parents: diff changeset	19 ## You should have received a copy of the GNU General Public License
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6498 diff changeset	20 ## along with Octave; see the file COPYING. If not, see
24534 194eb4bd202b maint: Update punctuation for GPL v3 license text. Rik <rik@octave.org> parents: 23220 diff changeset	21 ## <https://www.gnu.org/licenses/>.
6212 cc34c0be7b00 [project @ 2006-12-08 11:17:12 by dbateman] dbateman parents: diff changeset	22
cc34c0be7b00 [project @ 2006-12-08 11:17:12 by dbateman] dbateman parents: diff changeset	23 ## -- texinfo --
22827 c3d3a81ad986 doc: Update documentation for norm, normest, normest1, condest. Rik <rik@octave.org> parents: 22323 diff changeset	24 ## @deftypefn {} {@var{nest} =} normest (@var{A})
c3d3a81ad986 doc: Update documentation for norm, normest, normest1, condest. Rik <rik@octave.org> parents: 22323 diff changeset	25 ## @deftypefnx {} {@var{nest} =} normest (@var{A}, @var{tol})
c3d3a81ad986 doc: Update documentation for norm, normest, normest1, condest. Rik <rik@octave.org> parents: 22323 diff changeset	26 ## @deftypefnx {} {[@var{nest}, @var{iter}] =} normest (@dots{})
20160 03b9d17a2d95 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19833 diff changeset	27 ## Estimate the 2-norm of the matrix @var{A} using a power series analysis.
03b9d17a2d95 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19833 diff changeset	28 ##
03b9d17a2d95 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19833 diff changeset	29 ## This is typically used for large matrices, where the cost of calculating
03b9d17a2d95 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19833 diff changeset	30 ## @code{norm (@var{A})} is prohibitive and an approximation to the 2-norm is
03b9d17a2d95 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19833 diff changeset	31 ## acceptable.
6212 cc34c0be7b00 [project @ 2006-12-08 11:17:12 by dbateman] dbateman parents: diff changeset	32 ##
9051 1bf0ce0930be Grammar check TexInfo in all .m files Rik <rdrider0-list@yahoo.com> parents: 8920 diff changeset	33 ## @var{tol} is the tolerance to which the 2-norm is calculated. By default
20160 03b9d17a2d95 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19833 diff changeset	34 ## @var{tol} is 1e-6.
03b9d17a2d95 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19833 diff changeset	35 ##
22827 c3d3a81ad986 doc: Update documentation for norm, normest, normest1, condest. Rik <rik@octave.org> parents: 22323 diff changeset	36 ## The optional output @var{iter} returns the number of iterations that were
c3d3a81ad986 doc: Update documentation for norm, normest, normest1, condest. Rik <rik@octave.org> parents: 22323 diff changeset	37 ## required for @code{normest} to converge.
c3d3a81ad986 doc: Update documentation for norm, normest, normest1, condest. Rik <rik@octave.org> parents: 22323 diff changeset	38 ## @seealso{normest1, norm, cond, condest}
6212 cc34c0be7b00 [project @ 2006-12-08 11:17:12 by dbateman] dbateman parents: diff changeset	39 ## @end deftypefn
cc34c0be7b00 [project @ 2006-12-08 11:17:12 by dbateman] dbateman parents: diff changeset	40
22830 c88f88296789 normest.m: Overhaul function. Rik <rik@octave.org> parents: 22828 diff changeset	41 function [nest, iter] = normest (A, tol = 1e-6)
10788 c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	42
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	43 if (nargin != 1 && nargin != 2)
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	44 print_usage ();
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	45 endif
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	46
22830 c88f88296789 normest.m: Overhaul function. Rik <rik@octave.org> parents: 22828 diff changeset	47 if (! isnumeric (A) \|\| ndims (A) != 2)
10788 c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	48 error ("normest: A must be a numeric 2-D matrix");
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	49 endif
10788 c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	50
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	51 if (! (isscalar (tol) && isreal (tol)))
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	52 error ("normest: TOL must be a real scalar");
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	53 endif
10788 c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	54
9871 87595d714005 move normest to linear-algebra, improve it Jaroslav Hajek <highegg@gmail.com> parents: 9051 diff changeset	55 if (! isfloat (A))
87595d714005 move normest to linear-algebra, improve it Jaroslav Hajek <highegg@gmail.com> parents: 9051 diff changeset	56 A = double (A);
87595d714005 move normest to linear-algebra, improve it Jaroslav Hajek <highegg@gmail.com> parents: 9051 diff changeset	57 endif
10788 c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	58
9871 87595d714005 move normest to linear-algebra, improve it Jaroslav Hajek <highegg@gmail.com> parents: 9051 diff changeset	59 tol = max (tol, eps (class (A)));
10788 c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	60 ## Set random number generator to depend on target matrix
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	61 v = rand ("state");
20179 cc5ffacb15ab normest.m: Fix function to run with sparse complex inputs (bug #45080). Rik <rik@octave.org> parents: 20160 diff changeset	62 rand ("state", full (trace (A)));
10788 c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	63 ncols = columns (A);
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	64 ## Randomize y to avoid bad guesses for important matrices.
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	65 y = rand (ncols, 1);
22830 c88f88296789 normest.m: Overhaul function. Rik <rik@octave.org> parents: 22828 diff changeset	66 iter = 0;
c88f88296789 normest.m: Overhaul function. Rik <rik@octave.org> parents: 22828 diff changeset	67 nest = 0;
10788 c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	68 do
22830 c88f88296789 normest.m: Overhaul function. Rik <rik@octave.org> parents: 22828 diff changeset	69 n0 = nest;
10788 c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	70 x = A * y;
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	71 normx = norm (x);
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	72 if (normx == 0)
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	73 x = rand (ncols, 1);
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	74 else
20231 83792dd9bcc1 Use in-place operators in m-files where possible. Rik <rik@octave.org> parents: 20179 diff changeset	75 x /= normx;
11113 a8ac114ec9ab Stylefixes, replace end by endif. Thorsten Meyer <thorsten.meyier@gmx.de> parents: 10788 diff changeset	76 endif
10788 c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	77 y = A' * x;
22830 c88f88296789 normest.m: Overhaul function. Rik <rik@octave.org> parents: 22828 diff changeset	78 nest = norm (y);
c88f88296789 normest.m: Overhaul function. Rik <rik@octave.org> parents: 22828 diff changeset	79 iter += 1;
c88f88296789 normest.m: Overhaul function. Rik <rik@octave.org> parents: 22828 diff changeset	80 until (abs (nest - n0) <= tol * nest)
10788 c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	81
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	82 rand ("state", v); # restore state of random number generator
21758 ffad2baa90f7 maint: Use newlines to make code more readable. Rik <rik@octave.org> parents: 20852 diff changeset	83
6212 cc34c0be7b00 [project @ 2006-12-08 11:17:12 by dbateman] dbateman parents: diff changeset	84 endfunction
10788 c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	85
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	86
10788 c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	87 %!test
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	88 %! A = toeplitz ([-2,1,0,0]);
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	89 %! assert (normest (A), norm (A), 1e-6);
10788 c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	90
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	91 %!test
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	92 %! A = rand (10);
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	93 %! assert (normest (A), norm (A), 1e-6);
10788 c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	94
19833 9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19697 diff changeset	95 ## Test input validation
10788 c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	96 %!error normest ()
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	97 %!error normest (1, 2, 3)
22830 c88f88296789 normest.m: Overhaul function. Rik <rik@octave.org> parents: 22828 diff changeset	98 %!error <A must be a numeric .* matrix> normest ([true true])
c88f88296789 normest.m: Overhaul function. Rik <rik@octave.org> parents: 22828 diff changeset	99 %!error <A must be .* 2-D matrix> normest (ones (3,3,3))
c88f88296789 normest.m: Overhaul function. Rik <rik@octave.org> parents: 22828 diff changeset	100 %!error <TOL must be a real scalar> normest (1, [1, 2])
c88f88296789 normest.m: Overhaul function. Rik <rik@octave.org> parents: 22828 diff changeset	101 %!error <TOL must be a real scalar> normest (1, 1+1i)

Mercurial > octave

annotate scripts/linear-algebra/normest.m @ 27919:1891570abac8