Mercurial > octave
annotate libinterp/corefcn/hess.cc @ 30564:796f54d4ddbf stable
update Octave Project Developers copyright for the new year
In files that have the "Octave Project Developers" copyright notice,
update for 2021.
In all .txi and .texi files except gpl.txi and gpl.texi in the
doc/liboctave and doc/interpreter directories, change the copyright
to "Octave Project Developers", the same as used for other source
files. Update copyright notices for 2022 (not done since 2019). For
gpl.txi and gpl.texi, change the copyright notice to be "Free Software
Foundation, Inc." and leave the date at 2007 only because this file
only contains the text of the GPL, not anything created by the Octave
Project Developers.
Add Paul Thomas to contributors.in.
author | John W. Eaton <jwe@octave.org> |
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date | Tue, 28 Dec 2021 18:22:40 -0500 |
parents | 7d6709900da7 |
children | e88a07dec498 |
rev | line source |
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1 //////////////////////////////////////////////////////////////////////// |
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2 // |
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3 // Copyright (C) 1996-2022 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 "hess.h" |
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32 #include "defun.h" |
2928 | 33 #include "error.h" |
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34 #include "errwarn.h" |
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35 #include "ovl.h" |
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37 OCTAVE_NAMESPACE_BEGIN |
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38 |
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39 DEFUN (hess, args, nargout, |
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40 doc: /* -*- texinfo -*- |
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41 @deftypefn {} {@var{H} =} hess (@var{A}) |
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42 @deftypefnx {} {[@var{P}, @var{H}] =} hess (@var{A}) |
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43 @cindex Hessenberg decomposition |
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44 Compute the Hessenberg decomposition of the matrix @var{A}. |
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45 |
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46 The Hessenberg decomposition is |
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47 @tex |
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48 $$ |
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49 A = PHP^T |
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50 $$ |
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51 where $P$ is a square unitary matrix ($P^TP = I$), and $H$ |
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52 is upper Hessenberg ($H_{i,j} = 0, \forall i > j+1$). |
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53 @end tex |
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54 @ifnottex |
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55 @code{@var{P} * @var{H} * @var{P}' = @var{A}} where @var{P} is a square |
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56 unitary matrix (@code{@var{P}' * @var{P} = I}, using complex-conjugate |
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57 transposition) and @var{H} is upper Hessenberg |
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58 (@code{@var{H}(i, j) = 0 forall i > j+1)}. |
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59 @end ifnottex |
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60 |
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61 The Hessenberg decomposition is usually used as the first step in an |
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62 eigenvalue computation, but has other applications as well |
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63 (see @nospell{Golub, Nash, and Van Loan}, |
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64 IEEE Transactions on Automatic Control, 1979). |
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65 @seealso{eig, chol, lu, qr, qz, schur, svd} |
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66 @end deftypefn */) |
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68 if (args.length () != 1) |
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69 print_usage (); |
2928 | 70 |
71 octave_value arg = args(0); | |
72 | |
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73 if (arg.isempty ()) |
2928 | 74 return octave_value_list (2, Matrix ()); |
75 | |
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76 if (arg.rows () != arg.columns ()) |
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77 err_square_matrix_required ("hess", "A"); |
2928 | 78 |
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79 octave_value_list retval; |
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80 |
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81 if (arg.is_single_type ()) |
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83 if (arg.isreal ()) |
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84 { |
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85 FloatMatrix tmp = arg.float_matrix_value (); |
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87 math::hess<FloatMatrix> result (tmp); |
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88 |
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89 if (nargout <= 1) |
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90 retval = ovl (result.hess_matrix ()); |
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91 else |
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92 retval = ovl (result.unitary_hess_matrix (), |
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93 result.hess_matrix ()); |
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94 } |
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95 else if (arg.iscomplex ()) |
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96 { |
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97 FloatComplexMatrix ctmp = arg.float_complex_matrix_value (); |
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99 math::hess<FloatComplexMatrix> result (ctmp); |
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100 |
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101 if (nargout <= 1) |
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102 retval = ovl (result.hess_matrix ()); |
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103 else |
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104 retval = ovl (result.unitary_hess_matrix (), |
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105 result.hess_matrix ()); |
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106 } |
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108 else | |
109 { | |
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110 if (arg.isreal ()) |
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111 { |
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112 Matrix tmp = arg.matrix_value (); |
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113 |
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114 math::hess<Matrix> result (tmp); |
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115 |
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116 if (nargout <= 1) |
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117 retval = ovl (result.hess_matrix ()); |
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118 else |
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119 retval = ovl (result.unitary_hess_matrix (), |
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120 result.hess_matrix ()); |
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121 } |
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122 else if (arg.iscomplex ()) |
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123 { |
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124 ComplexMatrix ctmp = arg.complex_matrix_value (); |
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125 |
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126 math::hess<ComplexMatrix> result (ctmp); |
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127 |
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128 if (nargout <= 1) |
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129 retval = ovl (result.hess_matrix ()); |
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130 else |
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131 retval = ovl (result.unitary_hess_matrix (), |
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132 result.hess_matrix ()); |
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133 } |
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134 else |
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135 err_wrong_type_arg ("hess", arg); |
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137 | |
138 return retval; | |
139 } | |
140 | |
141 /* | |
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142 %!test |
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143 %! a = [1, 2, 3; 5, 4, 6; 8, 7, 9]; |
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144 %! [p, h] = hess (a); |
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145 %! assert (p * h * p', a, sqrt (eps)); |
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146 |
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147 %!test |
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148 %! a = single ([1, 2, 3; 5, 4, 6; 8, 7, 9]); |
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149 %! [p, h] = hess (a); |
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150 %! assert (p * h * p', a, sqrt (eps ("single"))); |
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151 |
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152 %!error hess () |
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153 %!error hess ([1, 2; 3, 4], 2) |
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154 %!error <must be a square matrix> hess ([1, 2; 3, 4; 5, 6]) |
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155 */ |
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156 |
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157 OCTAVE_NAMESPACE_END |