Mercurial > octave
annotate libinterp/corefcn/inv.cc @ 29359:7854d5752dd2
maint: merge stable to default.
author | John W. Eaton <jwe@octave.org> |
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date | Wed, 10 Feb 2021 10:10:40 -0500 |
parents | 06c8e0877864 0a5b15007766 |
children | 32c3a5805893 |
rev | line source |
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1 //////////////////////////////////////////////////////////////////////// |
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2 // |
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3 // Copyright (C) 1996-2021 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 |
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6 // distribution or <https://octave.org/copyright/>. |
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7 // |
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8 // This file is part of Octave. |
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9 // |
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10 // Octave is free software: you can redistribute it and/or modify it |
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11 // under the terms of the GNU General Public License as published by |
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12 // the Free Software Foundation, either version 3 of the License, or |
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13 // (at your option) any later version. |
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14 // |
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15 // Octave is distributed in the hope that it will be useful, but |
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16 // WITHOUT ANY WARRANTY; without even the implied warranty of |
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17 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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18 // GNU General Public License for more details. |
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19 // |
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20 // You should have received a copy of the GNU General Public License |
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21 // along with Octave; see the file COPYING. If not, see |
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22 // <https://www.gnu.org/licenses/>. |
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23 // |
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24 //////////////////////////////////////////////////////////////////////// |
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26 #if defined (HAVE_CONFIG_H) |
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27 # include "config.h" |
2928 | 28 #endif |
29 | |
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30 #include "defun.h" |
2928 | 31 #include "error.h" |
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32 #include "errwarn.h" |
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33 #include "ovl.h" |
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34 #include "ops.h" |
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35 #include "ov-re-diag.h" |
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36 #include "ov-cx-diag.h" |
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37 #include "ov-flt-re-diag.h" |
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38 #include "ov-flt-cx-diag.h" |
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39 #include "ov-perm.h" |
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41 DEFUN (inv, args, nargout, |
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42 doc: /* -*- texinfo -*- |
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43 @deftypefn {} {@var{x} =} inv (@var{A}) |
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44 @deftypefnx {} {[@var{x}, @var{rcond}] =} inv (@var{A}) |
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45 @deftypefnx {} {[@dots{}] =} inverse (@dots{}) |
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46 Compute the inverse of the square matrix @var{A}. |
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47 |
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48 Return an estimate of the reciprocal condition number if requested, |
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49 otherwise warn of an ill-conditioned matrix if the reciprocal condition |
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50 number is small. |
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51 |
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52 In general it is best to avoid calculating the inverse of a matrix directly. |
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53 For example, it is both faster and more accurate to solve systems of |
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54 equations (@var{A}*@math{x} = @math{b}) with |
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55 @code{@var{y} = @var{A} \ @math{b}}, rather than |
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56 @code{@var{y} = inv (@var{A}) * @math{b}}. |
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57 |
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58 If called with a sparse matrix, then in general @var{x} will be a full |
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59 matrix requiring significantly more storage. Avoid forming the inverse of a |
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60 sparse matrix if possible. |
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61 |
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62 @code{inverse} is an alias and may be used identically in place of @code{inv}. |
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63 @seealso{ldivide, rdivide, pinv} |
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64 @end deftypefn */) |
2928 | 65 { |
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66 if (args.length () != 1) |
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67 print_usage (); |
2928 | 68 |
69 octave_value arg = args(0); | |
70 | |
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71 if (arg.isempty ()) |
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72 return ovl (Matrix ()); |
2928 | 73 |
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74 if (arg.rows () != arg.columns ()) |
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75 err_square_matrix_required ("inverse", "A"); |
2928 | 76 |
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77 octave_value result; |
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78 octave_idx_type info; |
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79 double rcond = 0.0; |
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80 float frcond = 0.0; |
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81 bool isfloat = arg.is_single_type (); |
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82 |
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83 if (arg.is_diag_matrix ()) |
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84 { |
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85 rcond = 1.0; |
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86 frcond = 1.0f; |
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87 if (arg.iscomplex ()) |
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88 { |
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89 if (isfloat) |
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90 { |
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91 result = arg.float_complex_diag_matrix_value ().inverse (info); |
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92 if (info == -1) |
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93 frcond = 0.0f; |
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94 else if (nargout > 1) |
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95 frcond = arg.float_complex_diag_matrix_value ().rcond (); |
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96 } |
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97 else |
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98 { |
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99 result = arg.complex_diag_matrix_value ().inverse (info); |
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100 if (info == -1) |
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101 rcond = 0.0; |
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102 else if (nargout > 1) |
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103 rcond = arg.complex_diag_matrix_value ().rcond (); |
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104 } |
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105 } |
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106 else |
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107 { |
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108 if (isfloat) |
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109 { |
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110 result = arg.float_diag_matrix_value ().inverse (info); |
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111 if (info == -1) |
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112 frcond = 0.0f; |
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113 else if (nargout > 1) |
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114 frcond = arg.float_diag_matrix_value ().rcond (); |
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115 } |
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116 else |
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117 { |
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118 result = arg.diag_matrix_value ().inverse (info); |
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119 if (info == -1) |
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120 rcond = 0.0; |
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121 else if (nargout > 1) |
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122 rcond = arg.diag_matrix_value ().rcond (); |
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123 } |
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124 } |
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125 } |
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126 else if (arg.is_perm_matrix ()) |
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127 { |
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128 rcond = 1.0; |
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129 info = 0; |
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130 result = arg.perm_matrix_value ().inverse (); |
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131 } |
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132 else if (isfloat) |
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134 if (arg.isreal ()) |
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135 { |
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136 FloatMatrix m = arg.float_matrix_value (); |
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137 |
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138 MatrixType mattyp = args(0).matrix_type (); |
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139 result = m.inverse (mattyp, info, frcond, 1); |
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140 args(0).matrix_type (mattyp); |
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141 } |
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142 else if (arg.iscomplex ()) |
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143 { |
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144 FloatComplexMatrix m = arg.float_complex_matrix_value (); |
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145 |
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146 MatrixType mattyp = args(0).matrix_type (); |
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147 result = m.inverse (mattyp, info, frcond, 1); |
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148 args(0).matrix_type (mattyp); |
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149 } |
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151 else |
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153 if (arg.isreal ()) |
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154 { |
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155 if (arg.issparse ()) |
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156 { |
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157 SparseMatrix m = arg.sparse_matrix_value (); |
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158 |
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159 MatrixType mattyp = args(0).matrix_type (); |
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160 result = m.inverse (mattyp, info, rcond, 1); |
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161 args(0).matrix_type (mattyp); |
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162 } |
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163 else |
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164 { |
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165 Matrix m = arg.matrix_value (); |
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166 |
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167 MatrixType mattyp = args(0).matrix_type (); |
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168 result = m.inverse (mattyp, info, rcond, 1); |
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169 args(0).matrix_type (mattyp); |
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170 } |
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171 } |
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172 else if (arg.iscomplex ()) |
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173 { |
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174 if (arg.issparse ()) |
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175 { |
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176 SparseComplexMatrix m = arg.sparse_complex_matrix_value (); |
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177 |
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178 MatrixType mattyp = args(0).matrix_type (); |
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179 result = m.inverse (mattyp, info, rcond, 1); |
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180 args(0).matrix_type (mattyp); |
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181 } |
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182 else |
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183 { |
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184 ComplexMatrix m = arg.complex_matrix_value (); |
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185 |
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186 MatrixType mattyp = args(0).matrix_type (); |
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187 result = m.inverse (mattyp, info, rcond, 1); |
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188 args(0).matrix_type (mattyp); |
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189 } |
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190 } |
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191 else |
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192 err_wrong_type_arg ("inv", arg); |
2928 | 193 } |
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194 |
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195 octave_value_list retval (nargout > 1 ? 2 : 1); |
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196 |
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197 retval(0) = result; |
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198 if (nargout > 1) |
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199 retval(1) = (isfloat ? octave_value (frcond) : octave_value (rcond)); |
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200 |
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201 bool rcond_plus_one_eq_one = false; |
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202 |
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203 if (isfloat) |
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204 { |
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205 volatile float xrcond = frcond; |
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206 rcond_plus_one_eq_one = xrcond + 1.0f == 1.0f; |
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207 } |
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208 else |
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209 { |
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210 volatile double xrcond = rcond; |
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211 rcond_plus_one_eq_one = xrcond + 1.0 == 1.0; |
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212 } |
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213 |
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214 if (nargout < 2 && (info == -1 || rcond_plus_one_eq_one)) |
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215 octave::warn_singular_matrix (isfloat ? frcond : rcond); |
2928 | 216 |
217 return retval; | |
218 } | |
219 | |
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220 /* |
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221 %!assert (inv ([1, 2; 3, 4]), [-2, 1; 1.5, -0.5], sqrt (eps)) |
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222 %!assert (inv (single ([1, 2; 3, 4])), single ([-2, 1; 1.5, -0.5]), sqrt (eps ("single"))) |
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223 |
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224 ## Test special inputs |
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225 %!assert (inv (zeros (2,0)), []) |
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226 %!warning <matrix singular> assert (inv (Inf), 0) |
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227 %!warning <matrix singular> assert (inv (-Inf), -0) |
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228 %!warning <matrix singular> assert (inv (single (Inf)), single (0)) |
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229 %!warning <matrix singular> assert (inv (complex (1, Inf)), 0) |
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230 %!warning <matrix singular> assert (inv (single (complex (1,Inf))), single (0)) |
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231 |
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232 %!test |
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233 %! [xinv, rcond] = inv (single ([1,2;3,4])); |
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234 %! assert (isa (xinv, "single")); |
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235 %! assert (isa (rcond, "single")); |
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236 |
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237 %!test |
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238 %! [xinv, rcond] = inv ([1,2;3,4]); |
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239 %! assert (isa (xinv, "double")); |
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240 %! assert (isa (rcond, "double")); |
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241 |
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242 %!testif HAVE_UMFPACK <*56232> |
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243 %! fail ("A = inv (sparse ([1, 2;0 ,0]))", "warning", "matrix singular"); |
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244 %! assert (A, sparse ([Inf, Inf; 0, 0])); |
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245 |
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246 %!testif HAVE_UMFPACK <*56232> |
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247 %! fail ("A = inv (sparse ([1i, 2;0 ,0]))", "warning", "matrix singular"); |
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248 %! assert (A, sparse ([Inf, Inf; 0, 0])); |
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249 |
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250 %!test |
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251 %! fail ("A = inv (diag ([1, 0, 1]))", "warning", "matrix singular"); |
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252 %! assert (A, diag ([Inf, Inf, Inf])); |
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253 |
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254 %!error <inverse of the null matrix not defined> inv (diag ([0, 0])) |
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255 %!error <inverse of the null matrix not defined> inv (diag (complex ([0, 0]))) |
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256 |
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257 %!testif HAVE_UMFPACK <*56232> |
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258 %! fail ("A = inv (sparse ([1, 0, 0; 0, 0, 0; 0, 0, 1]))", "warning", "matrix singular"); |
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259 %! assert (A, sparse ([Inf, 0, 0; 0, 0, 0; 0, 0, Inf])); |
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260 |
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261 %!error inv () |
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262 %!error inv ([1, 2; 3, 4], 2) |
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263 %!error <must be a square matrix> inv ([1, 2; 3, 4; 5, 6]) |
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264 %!error <inverse of the null matrix not defined> inv (sparse (2, 2, 0)) |
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265 */ |
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266 |
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use DEFALIAS to define inverse
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267 DEFALIAS (inverse, inv); |