Mercurial > octave
annotate libinterp/corefcn/mgorth.cc @ 29961:7d6709900da7
eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more
Files affected: __betainc__.cc, __contourc__.cc, __eigs__.cc,
__expint__.cc, __ftp__.cc, __gammainc__.cc, __ichol__.cc, __ilu__.cc,
__magick_read__.cc, __pchip_deriv__.cc, __qp__.cc, amd.cc, balance.cc,
besselj.cc, bsxfun.cc, call-stack.cc, ccolamd.cc, cellfun.cc, chol.cc,
colamd.cc, colloc.cc, conv2.cc, daspk.cc, dasrt.cc, dassl.cc, data.cc,
defaults.cc, dirfns.cc, display.cc, dlmread.cc, dmperm.cc, dot.cc,
eig.cc, ellipj.cc, environment.cc, error.cc, event-manager.cc, fft.cc,
fft2.cc, fftn.cc, file-io.cc, find.cc, gcd.cc, getgrent.cc,
getpwent.cc, getrusage.cc, gsvd.cc, hash.cc, help.cc, hess.cc,
hex2num.cc, input.cc, inv.cc, jsondecode.cc, jsonencode.cc,
load-path.cc, load-save.cc, lookup.cc, lsode.cc, lu.cc, max.cc,
mgorth.cc, oct-hist.cc, ordqz.cc, ordschur.cc, pager.cc, pr-output.cc,
psi.cc, qr.cc, quad.cc, quadcc.cc, qz.cc, rand.cc, regexp.cc,
schur.cc, settings.cc, sighandlers.cc, sparse.cc, spparms.cc,
sqrtm.cc, stream-euler.cc, strfind.cc, strfns.cc, sub2ind.cc, svd.cc,
symbfact.cc, symtab.cc, syscalls.cc, sysdep.cc, time.cc, toplev.cc,
tril.cc, typecast.cc, urlwrite.cc, utils.cc, variables.cc,
__delaunayn__.cc, __fltk_uigetfile__.cc, __glpk__.cc,
__init_gnuplot__.cc, __ode15__.cc, __voronoi__.cc, audiodevinfo.cc,
audioread.cc, convhulln.cc, fftw.cc, gzip.cc, ov-cell.cc, ov-class.cc,
ov-classdef.cc, ov-fcn-handle.cc, ov-struct.cc, ov-typeinfo.cc,
ov-usr-fcn.cc, octave.cc, lex.ll, oct-parse.yy, profiler.cc,
andpt-eval.cc.
author | John W. Eaton <jwe@octave.org> |
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date | Sat, 14 Aug 2021 22:48:52 -0400 |
parents | 32c3a5805893 |
children | 4f8284dee449 |
rev | line source |
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1 //////////////////////////////////////////////////////////////////////// |
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2 // |
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3 // Copyright (C) 2009-2021 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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25 |
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26 #if defined (HAVE_CONFIG_H) |
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27 # include "config.h" |
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28 #endif |
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29 |
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30 #include "oct-norm.h" |
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31 #include "defun.h" |
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32 #include "error.h" |
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33 #include "errwarn.h" |
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34 |
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35 OCTAVE_NAMESPACE_BEGIN |
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36 |
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37 template <typename ColumnVector, typename Matrix, typename RowVector> |
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38 static void |
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39 do_mgorth (ColumnVector& x, const Matrix& V, RowVector& h) |
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40 { |
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41 octave_idx_type Vc = V.columns (); |
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42 h = RowVector (Vc + 1); |
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43 for (octave_idx_type j = 0; j < Vc; j++) |
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44 { |
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45 ColumnVector Vcj = V.column (j); |
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46 h(j) = RowVector (Vcj.hermitian ()) * x; |
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47 x -= h(j) * Vcj; |
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48 } |
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49 |
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50 h(Vc) = xnorm (x); |
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51 if (std::real (h(Vc)) > 0) |
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52 x /= h(Vc); |
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53 } |
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54 |
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55 DEFUN (mgorth, args, , |
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56 doc: /* -*- texinfo -*- |
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57 @deftypefn {} {[@var{y}, @var{h}] =} mgorth (@var{x}, @var{v}) |
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58 Orthogonalize a given column vector @var{x} with respect to a set of |
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59 orthonormal vectors comprising the columns of @var{v} using the modified |
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60 Gram-Schmidt method. |
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61 |
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62 On exit, @var{y} is a unit vector such that: |
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63 |
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64 @example |
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65 @group |
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66 norm (@var{y}) = 1 |
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67 @var{v}' * @var{y} = 0 |
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68 @var{x} = [@var{v}, @var{y}]*@var{h}' |
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69 @end group |
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70 @end example |
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71 |
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72 @end deftypefn */) |
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73 { |
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74 if (args.length () != 2) |
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75 print_usage (); |
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76 |
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77 octave_value arg_x = args(0); |
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78 octave_value arg_v = args(1); |
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79 |
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80 if (arg_v.ndims () != 2 || arg_x.ndims () != 2 || arg_x.columns () != 1 |
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81 || arg_v.rows () != arg_x.rows ()) |
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82 error ("mgorth: V should be a matrix, and X a column vector with" |
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83 " the same number of rows as V."); |
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84 |
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85 if (! arg_x.isnumeric () && ! arg_v.isnumeric ()) |
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86 error ("mgorth: X and V must be numeric"); |
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87 |
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88 octave_value_list retval; |
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89 |
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90 bool iscomplex = (arg_x.iscomplex () || arg_v.iscomplex ()); |
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91 if (arg_x.is_single_type () || arg_v.is_single_type ()) |
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92 { |
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93 if (iscomplex) |
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94 { |
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95 FloatComplexColumnVector x |
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96 = arg_x.float_complex_column_vector_value (); |
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97 FloatComplexMatrix V = arg_v.float_complex_matrix_value (); |
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98 FloatComplexRowVector h; |
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99 do_mgorth (x, V, h); |
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100 retval = ovl (x, h); |
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101 } |
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102 else |
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103 { |
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104 FloatColumnVector x = arg_x.float_column_vector_value (); |
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105 FloatMatrix V = arg_v.float_matrix_value (); |
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106 FloatRowVector h; |
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107 do_mgorth (x, V, h); |
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108 retval = ovl (x, h); |
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109 } |
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110 } |
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111 else |
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112 { |
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113 if (iscomplex) |
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114 { |
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115 ComplexColumnVector x = arg_x.complex_column_vector_value (); |
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116 ComplexMatrix V = arg_v.complex_matrix_value (); |
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117 ComplexRowVector h; |
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118 do_mgorth (x, V, h); |
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119 retval = ovl (x, h); |
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120 } |
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121 else |
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122 { |
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123 ColumnVector x = arg_x.column_vector_value (); |
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124 Matrix V = arg_v.matrix_value (); |
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125 RowVector h; |
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126 do_mgorth (x, V, h); |
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127 retval = ovl (x, h); |
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128 } |
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129 } |
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130 |
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131 return retval; |
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132 } |
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133 |
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134 /* |
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135 %!test |
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136 %! for ii=1:100 |
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137 %! assert (abs (mgorth (randn (5, 1), eye (5, 4))), [0 0 0 0 1]', eps); |
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138 %! endfor |
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139 |
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140 %!test |
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141 %! a = hilb (5); |
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142 %! a(:, 1) /= norm (a(:, 1)); |
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143 %! for ii = 1:5 |
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144 %! a(:, ii) = mgorth (a(:, ii), a(:, 1:ii-1)); |
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145 %! endfor |
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146 %! assert (a' * a, eye (5), 1e10); |
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147 */ |
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148 |
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149 OCTAVE_NAMESPACE_END |