annotate scripts/linear-algebra/qzhess.m @ 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>
date Tue, 28 Dec 2021 18:22:40 -0500
parents 7854d5752dd2
children 597f3ee61a48
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1 ########################################################################
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2 ##
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3 ## Copyright (C) 1993-2022 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 ## -*- texinfo -*-
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27 ## @deftypefn {} {[@var{aa}, @var{bb}, @var{q}, @var{z}] =} qzhess (@var{A}, @var{B})
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28 ## Compute the Hessenberg-triangular decomposition of the matrix pencil
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29 ## @code{(@var{A}, @var{B})}, returning
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30 ## @code{@var{aa} = @var{q} * @var{A} * @var{z}},
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31 ## @code{@var{bb} = @var{q} * @var{B} * @var{z}}, with @var{q} and @var{z}
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32 ## orthogonal.
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33 ##
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34 ## For example:
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35 ##
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36 ## @example
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37 ## @group
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38 ## [aa, bb, q, z] = qzhess ([1, 2; 3, 4], [5, 6; 7, 8])
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39 ## @result{} aa =
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40 ## -3.02244 -4.41741
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41 ## 0.92998 0.69749
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42 ## @result{} bb =
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43 ## -8.60233 -9.99730
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44 ## 0.00000 -0.23250
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45 ## @result{} q =
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46 ## -0.58124 -0.81373
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47 ## -0.81373 0.58124
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48 ## @result{} z =
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49 ## Diagonal Matrix
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50 ## 1 0
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51 ## 0 1
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52 ## @end group
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53 ## @end example
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54 ##
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55 ## The Hessenberg-triangular decomposition is the first step in
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56 ## @nospell{Moler and Stewart's} QZ@tie{}decomposition algorithm.
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57 ##
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58 ## Algorithm taken from @nospell{Golub and Van Loan},
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59 ## @cite{Matrix Computations, 2nd edition}.
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60 ##
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61 ## @seealso{lu, chol, hess, qr, qz, schur, svd}
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62 ## @end deftypefn
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63
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64 function [aa, bb, q, z] = qzhess (A, B)
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65
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66 if (nargin != 2)
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67 print_usage ();
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68 endif
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69
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70 [na, ma] = size (A);
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71 [nb, mb] = size (B);
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72 if (na != ma || na != nb || nb != mb)
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73 error ("qzhess: incompatible dimensions");
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74 endif
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75
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76 ## Reduce to hessenberg-triangular form.
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77
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78 [q, bb] = qr (B);
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79 aa = q' * A;
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80 q = q';
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81 z = eye (na);
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82 for j = 1:(na-2)
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83 for i = na:-1:(j+2)
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84
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85 ## disp (["zero out aa(", num2str(i), ",", num2str(j), ")"])
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86
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87 rot = givens (aa (i-1, j), aa (i, j));
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88 aa((i-1):i, :) = rot *aa((i-1):i, :);
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89 bb((i-1):i, :) = rot *bb((i-1):i, :);
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90 q((i-1):i, :) = rot * q((i-1):i, :);
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91
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92 ## disp (["now zero out bb(", num2str(i), ",", num2str(i-1), ")"])
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93
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94 rot = givens (bb (i, i), bb (i, i-1))';
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95 bb(:, (i-1):i) = bb(:, (i-1):i) * rot';
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96 aa(:, (i-1):i) = aa(:, (i-1):i) * rot';
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97 z(:, (i-1):i) = z(:, (i-1):i) * rot';
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98
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99 endfor
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100 endfor
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101
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102 bb(2, 1) = 0.0;
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103 for i = 3:na
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104 bb (i, 1:(i-1)) = zeros (1, i-1);
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105 aa (i, 1:(i-2)) = zeros (1, i-2);
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106 endfor
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107
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108 endfunction
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109
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110
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111 %!test
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112 %! a = [1 2 1 3;
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113 %! 2 5 3 2;
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114 %! 5 5 1 0;
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115 %! 4 0 3 2];
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116 %! b = [0 4 2 1;
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117 %! 2 3 1 1;
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118 %! 1 0 2 1;
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119 %! 2 5 3 2];
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120 %! mask = [0 0 0 0;
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121 %! 0 0 0 0;
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122 %! 1 0 0 0;
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123 %! 1 1 0 0];
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124 %! [aa, bb, q, z] = qzhess (a, b);
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125 %! assert (inv (q) - q', zeros (4), 2e-8);
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126 %! assert (inv (z) - z', zeros (4), 2e-8);
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127 %! assert (q * a * z, aa, 2e-8);
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128 %! assert (aa .* mask, zeros (4), 2e-8);
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129 %! assert (q * b * z, bb, 2e-8);
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130 %! assert (bb .* mask, zeros (4), 2e-8);
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131
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132 %!test
c5c94b63931f codesprint: linear algebra tests: cross, housh, planerot, qzhess, rref
Roman Belov <romblv@gmail.com>
parents: 11593
diff changeset
133 %! a = [1 2 3 4 5;
c5c94b63931f codesprint: linear algebra tests: cross, housh, planerot, qzhess, rref
Roman Belov <romblv@gmail.com>
parents: 11593
diff changeset
134 %! 3 2 3 1 0;
c5c94b63931f codesprint: linear algebra tests: cross, housh, planerot, qzhess, rref
Roman Belov <romblv@gmail.com>
parents: 11593
diff changeset
135 %! 4 3 2 1 1;
c5c94b63931f codesprint: linear algebra tests: cross, housh, planerot, qzhess, rref
Roman Belov <romblv@gmail.com>
parents: 11593
diff changeset
136 %! 0 1 0 1 0;
c5c94b63931f codesprint: linear algebra tests: cross, housh, planerot, qzhess, rref
Roman Belov <romblv@gmail.com>
parents: 11593
diff changeset
137 %! 3 2 1 0 5];
c5c94b63931f codesprint: linear algebra tests: cross, housh, planerot, qzhess, rref
Roman Belov <romblv@gmail.com>
parents: 11593
diff changeset
138 %! b = [5 0 4 0 1;
c5c94b63931f codesprint: linear algebra tests: cross, housh, planerot, qzhess, rref
Roman Belov <romblv@gmail.com>
parents: 11593
diff changeset
139 %! 1 1 1 2 5;
c5c94b63931f codesprint: linear algebra tests: cross, housh, planerot, qzhess, rref
Roman Belov <romblv@gmail.com>
parents: 11593
diff changeset
140 %! 0 3 2 1 0;
c5c94b63931f codesprint: linear algebra tests: cross, housh, planerot, qzhess, rref
Roman Belov <romblv@gmail.com>
parents: 11593
diff changeset
141 %! 4 3 0 3 5;
c5c94b63931f codesprint: linear algebra tests: cross, housh, planerot, qzhess, rref
Roman Belov <romblv@gmail.com>
parents: 11593
diff changeset
142 %! 2 1 2 1 3];
c5c94b63931f codesprint: linear algebra tests: cross, housh, planerot, qzhess, rref
Roman Belov <romblv@gmail.com>
parents: 11593
diff changeset
143 %! mask = [0 0 0 0 0;
c5c94b63931f codesprint: linear algebra tests: cross, housh, planerot, qzhess, rref
Roman Belov <romblv@gmail.com>
parents: 11593
diff changeset
144 %! 0 0 0 0 0;
c5c94b63931f codesprint: linear algebra tests: cross, housh, planerot, qzhess, rref
Roman Belov <romblv@gmail.com>
parents: 11593
diff changeset
145 %! 1 0 0 0 0;
c5c94b63931f codesprint: linear algebra tests: cross, housh, planerot, qzhess, rref
Roman Belov <romblv@gmail.com>
parents: 11593
diff changeset
146 %! 1 1 0 0 0;
c5c94b63931f codesprint: linear algebra tests: cross, housh, planerot, qzhess, rref
Roman Belov <romblv@gmail.com>
parents: 11593
diff changeset
147 %! 1 1 1 0 0];
14363
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14327
diff changeset
148 %! [aa, bb, q, z] = qzhess (a, b);
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14327
diff changeset
149 %! assert (inv (q) - q', zeros (5), 2e-8);
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14327
diff changeset
150 %! assert (inv (z) - z', zeros (5), 2e-8);
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14327
diff changeset
151 %! assert (q * a * z, aa, 2e-8);
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14327
diff changeset
152 %! assert (aa .* mask, zeros (5), 2e-8);
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14327
diff changeset
153 %! assert (q * b * z, bb, 2e-8);
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14327
diff changeset
154 %! assert (bb .* mask, zeros (5), 2e-8);
13048
c5c94b63931f codesprint: linear algebra tests: cross, housh, planerot, qzhess, rref
Roman Belov <romblv@gmail.com>
parents: 11593
diff changeset
155
28896
90fea9cc9caa test: Add expected error message <Invalid call> to BIST tests for nargin.
Rik <rik@octave.org>
parents: 27985
diff changeset
156 ## Test input validation
90fea9cc9caa test: Add expected error message <Invalid call> to BIST tests for nargin.
Rik <rik@octave.org>
parents: 27985
diff changeset
157 %!error <Invalid call> qzhess ()
90fea9cc9caa test: Add expected error message <Invalid call> to BIST tests for nargin.
Rik <rik@octave.org>
parents: 27985
diff changeset
158 %!error <Invalid call> qzhess (1)