annotate libinterp/corefcn/sqrtm.cc @ 21724:aba2e6293dd8

use "#if ..." consistently instead of "#ifdef" and "#ifndef" * configure.ac, Doxyfile.in, make_int.cc, Backend.cc, BaseControl.cc, ButtonControl.cc, Canvas.cc, CheckBoxControl.cc, Container.cc, ContextMenu.cc, EditControl.cc, Figure.cc, FigureWindow.cc, GLCanvas.cc, KeyMap.cc, ListBoxControl.cc, Logger.cc, Menu.cc, MouseModeActionGroup.cc, Object.cc, ObjectFactory.cc, ObjectProxy.cc, Panel.cc, PopupMenuControl.cc, PushButtonControl.cc, PushTool.cc, QtHandlesUtils.cc, RadioButtonControl.cc, SliderControl.cc, TextControl.cc, TextEdit.cc, ToggleButtonControl.cc, ToggleTool.cc, ToolBar.cc, __init_qt__.cc, annotation-dialog.cc, gl-select.cc, module.mk, color-picker.cc, dialog.cc, documentation-dock-widget.cc, files-dock-widget.cc, find-files-dialog.cc, find-files-model.cc, history-dock-widget.cc, liboctgui-build-info.in.cc, file-editor-tab.cc, file-editor.cc, find-dialog.cc, marker.cc, marker.h, octave-qscintilla.cc, octave-txt-lexer.cc, main-window.cc, octave-cmd.cc, octave-dock-widget.cc, octave-gui.cc, octave-interpreter.cc, octave-qt-link.cc, parser.cc, webinfo.cc, resource-manager.cc, settings-dialog.cc, shortcut-manager.cc, terminal-dock-widget.cc, thread-manager.cc, welcome-wizard.cc, workspace-model.cc, workspace-view.cc, build-env.in.cc, Cell.cc, __contourc__.cc, __dispatch__.cc, __dsearchn__.cc, __ichol__.cc, __ilu__.cc, __lin_interpn__.cc, __luinc__.cc, __magick_read__.cc, __pchip_deriv__.cc, __qp__.cc, balance.cc, besselj.cc, betainc.cc, bitfcns.cc, bsxfun.cc, c-file-ptr-stream.cc, c-file-ptr-stream.h, cdisplay.c, cdisplay.h, cellfun.cc, coct-hdf5-types.c, colloc.cc, comment-list.cc, conv2.cc, daspk.cc, dasrt.cc, dassl.cc, data.cc, debug.cc, defaults.cc, defaults.in.h, defun.cc, det.cc, dirfns.cc, display.cc, dlmread.cc, dot.cc, dynamic-ld.cc, eig.cc, ellipj.cc, error.cc, errwarn.cc, event-queue.cc, fft.cc, fft2.cc, fftn.cc, file-io.cc, filter.cc, find.cc, ft-text-renderer.cc, gammainc.cc, gcd.cc, getgrent.cc, getpwent.cc, getrusage.cc, givens.cc, gl-render.cc, gl2ps-print.cc, graphics.cc, gripes.cc, hash.cc, help.cc, hess.cc, hex2num.cc, input.cc, inv.cc, jit-ir.cc, jit-ir.h, jit-typeinfo.cc, jit-typeinfo.h, jit-util.cc, jit-util.h, kron.cc, load-path.cc, load-save.cc, lookup.cc, ls-ascii-helper.cc, ls-hdf5.cc, ls-mat-ascii.cc, ls-mat4.cc, ls-mat5.cc, ls-oct-binary.cc, ls-oct-text.cc, ls-oct-text.h, ls-utils.cc, lsode.cc, lu.cc, mappers.cc, matrix_type.cc, max.cc, mex.cc, mex.h, mexproto.h, mgorth.cc, nproc.cc, oct-errno.in.cc, oct-fstrm.cc, oct-hdf5-types.cc, oct-hdf5-types.h, oct-hist.cc, oct-iostrm.cc, oct-lvalue.cc, oct-map.cc, oct-prcstrm.cc, oct-procbuf.cc, oct-stdstrm.h, oct-stream.cc, oct-strstrm.cc, oct-tex-lexer.in.ll, oct-tex-parser.in.yy, octave-link.cc, ordschur.cc, pager.cc, pinv.cc, pr-output.cc, procstream.cc, profiler.cc, psi.cc, pt-jit.cc, pt-jit.h, quad.cc, quadcc.cc, qz.cc, rand.cc, rcond.cc, regexp.cc, schur.cc, sighandlers.cc, sighandlers.h, siglist.c, siglist.h, sparse-xdiv.cc, sparse-xpow.cc, sparse.cc, spparms.cc, sqrtm.cc, str2double.cc, strfind.cc, strfns.cc, sub2ind.cc, svd.cc, sylvester.cc, symtab.cc, syscalls.cc, sysdep.cc, text-renderer.cc, time.cc, toplev.cc, tril.cc, tsearch.cc, txt-eng.cc, typecast.cc, urlwrite.cc, utils.cc, variables.cc, xdiv.cc, xgl2ps.c, xnorm.cc, xpow.cc, zfstream.cc, zfstream.h, __delaunayn__.cc, __eigs__.cc, __fltk_uigetfile__.cc, __glpk__.cc, __init_fltk__.cc, __init_gnuplot__.cc, __osmesa_print__.cc, __voronoi__.cc, amd.cc, audiodevinfo.cc, audioread.cc, ccolamd.cc, chol.cc, colamd.cc, convhulln.cc, dmperm.cc, fftw.cc, qr.cc, symbfact.cc, symrcm.cc, liboctinterp-build-info.in.cc, mkbuiltins, mkops, ov-base.cc, ov-bool-mat.cc, ov-bool-sparse.cc, ov-bool.cc, ov-builtin.cc, ov-cell.cc, ov-ch-mat.cc, ov-class.cc, ov-classdef.cc, ov-colon.cc, ov-complex.cc, ov-cs-list.cc, ov-cx-diag.cc, ov-cx-mat.cc, ov-cx-sparse.cc, ov-dld-fcn.cc, ov-fcn-handle.cc, ov-fcn-inline.cc, ov-fcn.cc, ov-float.cc, ov-flt-complex.cc, ov-flt-cx-diag.cc, ov-flt-cx-mat.cc, ov-flt-re-diag.cc, ov-flt-re-mat.cc, ov-int16.cc, ov-int32.cc, ov-int64.cc, ov-int8.cc, ov-java.cc, ov-lazy-idx.cc, ov-mex-fcn.cc, ov-null-mat.cc, ov-oncleanup.cc, ov-perm.cc, ov-range.cc, ov-re-diag.cc, ov-re-mat.cc, ov-re-sparse.cc, ov-scalar.cc, ov-str-mat.cc, ov-struct.cc, ov-typeinfo.cc, ov-uint16.cc, ov-uint32.cc, ov-uint64.cc, ov-uint8.cc, ov-usr-fcn.cc, ov-usr-fcn.h, ov.cc, ovl.cc, octave.cc, octave.h, op-b-b.cc, op-b-bm.cc, op-b-sbm.cc, op-bm-b.cc, op-bm-bm.cc, op-bm-sbm.cc, op-cdm-cdm.cc, op-cdm-cm.cc, op-cdm-dm.cc, op-cdm-m.cc, op-cell.cc, op-chm.cc, op-class.cc, op-cm-cdm.cc, op-cm-cm.cc, op-cm-cs.cc, op-cm-dm.cc, op-cm-m.cc, op-cm-s.cc, op-cm-scm.cc, op-cm-sm.cc, op-cs-cm.cc, op-cs-cs.cc, op-cs-m.cc, op-cs-s.cc, op-cs-scm.cc, op-cs-sm.cc, op-dm-cdm.cc, op-dm-cm.cc, op-dm-dm.cc, op-dm-m.cc, op-dm-scm.cc, op-dm-sm.cc, op-dm-template.cc, op-dms-template.cc, op-double-conv.cc, op-fcdm-fcdm.cc, op-fcdm-fcm.cc, op-fcdm-fdm.cc, op-fcdm-fm.cc, op-fcm-fcdm.cc, op-fcm-fcm.cc, op-fcm-fcs.cc, op-fcm-fdm.cc, op-fcm-fm.cc, op-fcm-fs.cc, op-fcn.cc, op-fcs-fcm.cc, op-fcs-fcs.cc, op-fcs-fm.cc, op-fcs-fs.cc, op-fdm-fcdm.cc, op-fdm-fcm.cc, op-fdm-fdm.cc, op-fdm-fm.cc, op-float-conv.cc, op-fm-fcdm.cc, op-fm-fcm.cc, op-fm-fcs.cc, op-fm-fdm.cc, op-fm-fm.cc, op-fm-fs.cc, op-fs-fcm.cc, op-fs-fcs.cc, op-fs-fm.cc, op-fs-fs.cc, op-i16-i16.cc, op-i32-i32.cc, op-i64-i64.cc, op-i8-i8.cc, op-int-concat.cc, op-int-conv.cc, op-m-cdm.cc, op-m-cm.cc, op-m-cs.cc, op-m-dm.cc, op-m-m.cc, op-m-s.cc, op-m-scm.cc, op-m-sm.cc, op-pm-pm.cc, op-pm-scm.cc, op-pm-sm.cc, op-pm-template.cc, op-range.cc, op-s-cm.cc, op-s-cs.cc, op-s-m.cc, op-s-s.cc, op-s-scm.cc, op-s-sm.cc, op-sbm-b.cc, op-sbm-bm.cc, op-sbm-sbm.cc, op-scm-cm.cc, op-scm-cs.cc, op-scm-m.cc, op-scm-s.cc, op-scm-scm.cc, op-scm-sm.cc, op-sm-cm.cc, op-sm-cs.cc, op-sm-m.cc, op-sm-s.cc, op-sm-scm.cc, op-sm-sm.cc, op-str-m.cc, op-str-s.cc, op-str-str.cc, op-struct.cc, op-ui16-ui16.cc, op-ui32-ui32.cc, op-ui64-ui64.cc, op-ui8-ui8.cc, lex.ll, oct-parse.in.yy, pt-arg-list.cc, pt-array-list.cc, pt-assign.cc, pt-binop.cc, pt-bp.cc, pt-cbinop.cc, pt-cell.cc, pt-check.cc, pt-classdef.cc, pt-cmd.cc, pt-colon.cc, pt-const.cc, pt-decl.cc, pt-eval.cc, pt-except.cc, pt-exp.cc, pt-fcn-handle.cc, pt-funcall.cc, pt-id.cc, pt-idx.cc, pt-jump.cc, pt-loop.cc, pt-loop.h, pt-mat.cc, pt-misc.cc, pt-pr-code.cc, pt-select.cc, pt-stmt.cc, pt-unop.cc, pt.cc, token.cc, Array-jit.cc, Array-tc.cc, version.cc, Array-C.cc, Array-b.cc, Array-ch.cc, Array-d.cc, Array-f.cc, Array-fC.cc, Array-i.cc, Array-idx-vec.cc, Array-s.cc, Array-str.cc, Array-util.cc, Array-voidp.cc, Array.cc, CColVector.cc, CDiagMatrix.cc, CMatrix.cc, CNDArray.cc, CRowVector.cc, CSparse.cc, MArray-C.cc, MArray-d.cc, MArray-f.cc, MArray-fC.cc, MArray-i.cc, MArray-s.cc, MSparse-C.cc, MSparse-d.cc, MatrixType.cc, PermMatrix.cc, Range.cc, Sparse-C.cc, Sparse-b.cc, Sparse-d.cc, boolMatrix.cc, boolNDArray.cc, boolSparse.cc, chMatrix.cc, chNDArray.cc, dColVector.cc, dDiagMatrix.cc, dMatrix.cc, dNDArray.cc, dRowVector.cc, dSparse.cc, dim-vector.cc, dim-vector.h, fCColVector.cc, fCDiagMatrix.cc, fCMatrix.cc, fCNDArray.cc, fCRowVector.cc, fColVector.cc, fDiagMatrix.cc, fMatrix.cc, fNDArray.cc, fRowVector.cc, idx-vector.cc, int16NDArray.cc, int32NDArray.cc, int64NDArray.cc, int8NDArray.cc, uint16NDArray.cc, uint32NDArray.cc, uint64NDArray.cc, uint8NDArray.cc, Faddeeva.cc, blaswrap.c, cquit.c, f77-extern.cc, f77-fcn.c, f77-fcn.h, lo-error.c, lo-error.h, quit.cc, quit.h, liboctave-build-info.in.cc, CollocWt.cc, DASPK.cc, DASRT.cc, DASSL.cc, EIG.cc, LSODE.cc, ODES.cc, Quad.cc, aepbalance.cc, chol.cc, eigs-base.cc, fEIG.cc, gepbalance.cc, hess.cc, lo-mappers.cc, lo-specfun.cc, lu.cc, oct-convn.cc, oct-fftw.cc, oct-norm.cc, oct-rand.cc, oct-spparms.cc, qr.cc, qrp.cc, randmtzig.cc, randpoisson.cc, schur.cc, sparse-chol.cc, sparse-dmsolve.cc, sparse-lu.cc, sparse-qr.cc, svd.cc, mk-ops.awk, mx-defs.h, dir-ops.cc, file-ops.cc, file-stat.cc, lo-sysdep.cc, mach-info.cc, oct-env.cc, oct-group.cc, oct-passwd.cc, oct-syscalls.cc, oct-time.cc, oct-uname.cc, pathlen.h, syswait.h, cmd-edit.cc, cmd-hist.cc, data-conv.cc, f2c-main.c, glob-match.cc, kpse.cc, lo-array-errwarn.cc, lo-array-gripes.cc, lo-cutils.c, lo-cutils.h, lo-ieee.cc, lo-ieee.h, lo-regexp.cc, lo-utils.cc, oct-base64.cc, oct-glob.cc, oct-inttypes.cc, oct-inttypes.h, oct-locbuf.cc, oct-mutex.cc, oct-rl-edit.c, oct-rl-edit.h, oct-rl-hist.c, oct-rl-hist.h, oct-shlib.cc, oct-sort.cc, pathsearch.cc, singleton-cleanup.cc, sparse-sort.cc, sparse-util.cc, statdefs.h, str-vec.cc, unwind-prot.cc, url-transfer.cc, acinclude.m4, display-available.c, display-available.h, main-cli.cc, main-gui.cc, main.in.cc, mkoctfile.in.cc, octave-build-info.in.cc, octave-config.in.cc, shared-fcns.h: Use "#if ..." consistently instead of "#ifdef" and "#ifndef".
author John W. Eaton <jwe@octave.org>
date Tue, 17 May 2016 12:09:30 -0400
parents bc9aa534bc29
children d92dcbcd7691
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1 /*
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2
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3 Copyright (C) 2001-2015 Ross Lippert and Paul Kienzle
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4 Copyright (C) 2010 VZLU Prague
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5
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6 This file is part of Octave.
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7
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8 Octave is free software; you can redistribute it and/or modify it
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9 under the terms of the GNU General Public License as published by the
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10 Free Software Foundation; either version 3 of the License, or (at your
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11 option) any later version.
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12
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13 Octave is distributed in the hope that it will be useful, but WITHOUT
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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16 for more details.
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17
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18 You should have received a copy of the GNU General Public License
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19 along with Octave; see the file COPYING. If not, see
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20 <http://www.gnu.org/licenses/>.
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21
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22 */
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23
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24 #if defined (HAVE_CONFIG_H)
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25 # include "config.h"
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26 #endif
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27
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28 #include <float.h>
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29
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30 #include "schur.h"
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31 #include "lo-ieee.h"
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32 #include "lo-mappers.h"
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33 #include "oct-norm.h"
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34
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35 #include "defun.h"
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36 #include "error.h"
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37 #include "errwarn.h"
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38 #include "utils.h"
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39 #include "xnorm.h"
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40
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41 template <typename Matrix>
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42 static void
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43 sqrtm_utri_inplace (Matrix& T)
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44 {
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45 typedef typename Matrix::element_type element_type;
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46
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47 const element_type zero = element_type ();
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48
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49 bool singular = false;
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50
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51 // The following code is equivalent to this triple loop:
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52 //
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53 // n = rows (T);
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54 // for j = 1:n
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55 // T(j,j) = sqrt (T(j,j));
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56 // for i = j-1:-1:1
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57 // T(i,j) /= (T(i,i) + T(j,j));
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58 // k = 1:i-1;
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59 // T(k,j) -= T(k,i) * T(i,j);
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60 // endfor
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61 // endfor
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62 //
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63 // this is an in-place, cache-aligned variant of the code
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64 // given in Higham's paper.
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65
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66 const octave_idx_type n = T.rows ();
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67 element_type *Tp = T.fortran_vec ();
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68 for (octave_idx_type j = 0; j < n; j++)
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69 {
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70 element_type *colj = Tp + n*j;
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71 if (colj[j] != zero)
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72 colj[j] = sqrt (colj[j]);
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73 else
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74 singular = true;
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75
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76 for (octave_idx_type i = j-1; i >= 0; i--)
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77 {
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78 const element_type *coli = Tp + n*i;
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79 const element_type colji = colj[i] /= (coli[i] + colj[j]);
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80 for (octave_idx_type k = 0; k < i; k++)
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81 colj[k] -= coli[k] * colji;
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82 }
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83 }
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84
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85 if (singular)
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86 warning_with_id ("Octave:sqrtm:SingularMatrix",
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87 "sqrtm: matrix is singular, may not have a square root");
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88 }
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89
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90 template <typename Matrix, typename ComplexMatrix, typename ComplexSCHUR>
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91 static octave_value
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92 do_sqrtm (const octave_value& arg)
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93 {
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94
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95 octave_value retval;
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96
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97 MatrixType mt = arg.matrix_type ();
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98
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99 bool iscomplex = arg.is_complex_type ();
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100
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101 typedef typename Matrix::element_type real_type;
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102
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103 real_type cutoff = 0;
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104 real_type one = 1;
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105 real_type eps = std::numeric_limits<real_type>::epsilon ();
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106
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107 if (! iscomplex)
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108 {
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109 Matrix x = octave_value_extract<Matrix> (arg);
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110
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111 if (mt.is_unknown ()) // if type is not known, compute it now.
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112 arg.matrix_type (mt = MatrixType (x));
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113
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114 switch (mt.type ())
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115 {
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116 case MatrixType::Upper:
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117 case MatrixType::Diagonal:
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118 if (! x.diag ().any_element_is_negative ())
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119 {
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120 // Do it in real arithmetic.
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121 sqrtm_utri_inplace (x);
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122 retval = x;
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123 retval.matrix_type (mt);
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124 }
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125 else
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126 iscomplex = true;
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127 break;
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128
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129 case MatrixType::Lower:
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130 if (! x.diag ().any_element_is_negative ())
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131 {
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132 x = x.transpose ();
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133 sqrtm_utri_inplace (x);
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134 retval = x.transpose ();
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135 retval.matrix_type (mt);
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136 }
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137 else
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138 iscomplex = true;
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139 break;
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140
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141 default:
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142 iscomplex = true;
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143 break;
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144 }
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145
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146 if (iscomplex)
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147 cutoff = 10 * x.rows () * eps * xnorm (x, one);
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148 }
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149
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150 if (iscomplex)
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151 {
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152 ComplexMatrix x = octave_value_extract<ComplexMatrix> (arg);
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153
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154 if (mt.is_unknown ()) // if type is not known, compute it now.
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155 arg.matrix_type (mt = MatrixType (x));
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156
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157 switch (mt.type ())
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158 {
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159 case MatrixType::Upper:
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160 case MatrixType::Diagonal:
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161 sqrtm_utri_inplace (x);
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162 retval = x;
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163 retval.matrix_type (mt);
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164 break;
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165
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166 case MatrixType::Lower:
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167 x = x.transpose ();
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168 sqrtm_utri_inplace (x);
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169 retval = x.transpose ();
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170 retval.matrix_type (mt);
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171 break;
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172
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173 default:
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174 {
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175 ComplexMatrix u;
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176
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177 do
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178 {
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179 ComplexSCHUR schur_fact (x, "", true);
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180 x = schur_fact.schur_matrix ();
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181 u = schur_fact.unitary_matrix ();
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182 }
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183 while (0); // schur no longer needed.
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184
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185 sqrtm_utri_inplace (x);
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186
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187 x = u * x; // original x no longer needed.
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188 ComplexMatrix res = xgemm (x, u, blas_no_trans, blas_conj_trans);
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189
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190 if (cutoff > 0 && xnorm (imag (res), one) <= cutoff)
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191 retval = real (res);
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192 else
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193 retval = res;
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194 }
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195 break;
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196 }
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197 }
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198
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199 return retval;
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200 }
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201
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202 DEFUN (sqrtm, args, nargout,
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diff changeset
203 "-*- texinfo -*-\n\
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diff changeset
204 @deftypefn {} {@var{s} =} sqrtm (@var{A})\n\
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205 @deftypefnx {} {[@var{s}, @var{error_estimate}] =} sqrtm (@var{A})\n\
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diff changeset
206 Compute the matrix square root of the square matrix @var{A}.\n\
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207 \n\
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208 Ref: @nospell{N.J. Higham}. @cite{A New sqrtm for @sc{matlab}}. Numerical\n\
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diff changeset
209 Analysis Report No. 336, Manchester @nospell{Centre} for Computational\n\
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diff changeset
210 Mathematics, Manchester, England, January 1999.\n\
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diff changeset
211 @seealso{expm, logm}\n\
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diff changeset
212 @end deftypefn")
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213 {
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214 if (args.length () != 1)
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diff changeset
215 print_usage ();
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216
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217 octave_value arg = args(0);
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218
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diff changeset
219 octave_idx_type n = arg.rows ();
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220 octave_idx_type nc = arg.columns ();
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221
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222 if (n != nc || arg.ndims () > 2)
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223 err_square_matrix_required ("sqrtm", "A");
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224
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225 octave_value_list retval (nargout > 1 ? 3 : 1);
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226
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227 if (nargout > 1)
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228 {
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229 // FIXME: Octave does not calculate a condition number with respect to
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230 // sqrtm. Should this return NaN instead of -1?
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231 retval(2) = -1.0;
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232 }
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233
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234 if (arg.is_diag_matrix ())
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235 // sqrtm of a diagonal matrix is just sqrt.
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236 retval(0) = arg.sqrt ();
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237 else if (arg.is_single_type ())
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238 retval(0) = do_sqrtm<FloatMatrix, FloatComplexMatrix,
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239 schur<FloatComplexMatrix> > (arg);
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240 else if (arg.is_numeric_type ())
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241 retval(0) = do_sqrtm<Matrix, ComplexMatrix, schur<ComplexMatrix> > (arg);
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242
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243 if (nargout > 1)
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244 {
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245 // This corresponds to generic code
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246 //
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247 // norm (s*s - x, "fro") / norm (x, "fro");
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248
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249 octave_value s = retval(0);
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250 retval(1) = xfrobnorm (s*s - arg) / xfrobnorm (arg);
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251 }
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252
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253 return retval;
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254 }
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255
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256 /*
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257 %!assert (sqrtm (2*ones (2)), ones (2), 3*eps)
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258
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259 ## The following two tests are from the reference in the docstring above.
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260 %!test
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261 %! warning ("off", "Octave:sqrtm:SingularMatrix", "local");
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262 %! x = [0 1; 0 0];
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263 %! assert (any (isnan (sqrtm (x))(:)));
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264
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265 %!test
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266 %! x = eye (4); x(2,2) = x(3,3) = 2^-26; x(1,4) = 1;
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267 %! z = eye (4); z(2,2) = z(3,3) = 2^-13; z(1,4) = 0.5;
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268 %! [y, err] = sqrtm (x);
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269 %! assert (y, z);
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270 %! assert (err, 0); # Yes, this one has to hold exactly
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271 */