Mercurial > octave
annotate libinterp/corefcn/pinv.cc @ 24195:d3dc76efb38b
Return correct value for pinv of zero vectors and scalars (bug #51246).
CMatrix.cc, dMatrix.cc (pseudo_inverse): Change any computed tolerance of 0 to
std::numeric_limits<double>::min() so that zero values are later dropped from
calculation.
fCMatrix.cc, fMatrix.cc (pseudo_inverse): Change calculation of default tolerance
to us the <float> version of std::numeric_limits::epsilon () rather than the
double version. Change any computed tolerance of 0 to
std::numeric_limits<float>::min() so that zero values are later dropped from
calculation.
* pinv.cc (Fpinv): Add BIST tests.
author | Rik <rik@octave.org> |
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date | Fri, 03 Nov 2017 10:03:36 -0700 |
parents | 0cc2011d800e |
children | 11cdca79d316 |
rev | line source |
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2928 | 1 /* |
2 | |
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3 Copyright (C) 1996-2017 John W. Eaton |
2928 | 4 |
5 This file is part of Octave. | |
6 | |
7 Octave is free software; you can redistribute it and/or modify it | |
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8 under the terms of the GNU General Public License as published by |
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9 the Free Software Foundation; either version 3 of the License, or |
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10 (at your option) any later version. |
2928 | 11 |
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12 Octave is distributed in the hope that it will be useful, but |
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13 WITHOUT ANY WARRANTY; without even the implied warranty of |
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14 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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15 GNU General Public License for more details. |
2928 | 16 |
17 You should have received a copy of the GNU General Public License | |
7016 | 18 along with Octave; see the file COPYING. If not, see |
19 <http://www.gnu.org/licenses/>. | |
2928 | 20 |
21 */ | |
22 | |
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23 #if defined (HAVE_CONFIG_H) |
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24 # include "config.h" |
2928 | 25 #endif |
26 | |
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27 #include "defun.h" |
2928 | 28 #include "error.h" |
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29 #include "errwarn.h" |
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30 #include "ovl.h" |
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31 #include "ops.h" |
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32 #include "ov-re-diag.h" |
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33 #include "ov-cx-diag.h" |
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34 #include "ov-flt-re-diag.h" |
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35 #include "ov-flt-cx-diag.h" |
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36 #include "ov-perm.h" |
2928 | 37 |
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38 DEFUN (pinv, args, , |
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39 doc: /* -*- texinfo -*- |
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40 @deftypefn {} {} pinv (@var{x}) |
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41 @deftypefnx {} {} pinv (@var{x}, @var{tol}) |
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42 Return the pseudoinverse of @var{x}. |
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43 |
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44 Singular values less than @var{tol} are ignored. |
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45 |
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46 If the second argument is omitted, it is taken to be |
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47 |
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48 @example |
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49 tol = max (size (@var{x})) * sigma_max (@var{x}) * eps, |
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50 @end example |
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51 |
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52 @noindent |
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53 where @code{sigma_max (@var{x})} is the maximal singular value of @var{x}. |
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54 @end deftypefn */) |
2928 | 55 { |
56 int nargin = args.length (); | |
57 | |
58 if (nargin < 1 || nargin > 2) | |
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59 print_usage (); |
2928 | 60 |
61 octave_value arg = args(0); | |
62 | |
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63 if (arg.isempty ()) |
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64 return ovl (Matrix ()); |
2928 | 65 |
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66 octave_value retval; |
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67 |
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68 bool isfloat = arg.is_single_type (); |
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69 |
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70 if (arg.is_diag_matrix ()) |
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71 { |
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72 if (isfloat) |
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73 { |
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74 float tol = 0.0; |
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75 if (nargin == 2) |
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76 tol = args(1).float_value (); |
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77 |
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78 if (tol < 0.0) |
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79 error ("pinv: TOL must be greater than zero"); |
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80 |
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81 if (arg.isreal ()) |
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82 retval = arg.float_diag_matrix_value ().pseudo_inverse (tol); |
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83 else |
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84 retval = arg.float_complex_diag_matrix_value ().pseudo_inverse (tol); |
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85 } |
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86 else |
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87 { |
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88 double tol = 0.0; |
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89 if (nargin == 2) |
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90 tol = args(1).double_value (); |
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91 |
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92 if (tol < 0.0) |
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93 error ("pinv: TOL must be greater than zero"); |
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94 |
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95 if (arg.isreal ()) |
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96 retval = arg.diag_matrix_value ().pseudo_inverse (tol); |
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97 else |
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98 retval = arg.complex_diag_matrix_value ().pseudo_inverse (tol); |
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99 } |
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100 } |
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101 else if (arg.is_perm_matrix ()) |
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102 { |
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103 retval = arg.perm_matrix_value ().inverse (); |
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104 } |
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105 else if (isfloat) |
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107 float tol = 0.0; |
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108 if (nargin == 2) |
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109 tol = args(1).float_value (); |
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110 |
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111 if (tol < 0.0) |
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112 error ("pinv: TOL must be greater than zero"); |
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114 if (arg.isreal ()) |
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115 { |
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116 FloatMatrix m = arg.float_matrix_value (); |
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118 retval = m.pseudo_inverse (tol); |
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119 } |
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120 else if (arg.iscomplex ()) |
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121 { |
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122 FloatComplexMatrix m = arg.float_complex_matrix_value (); |
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123 |
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124 retval = m.pseudo_inverse (tol); |
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125 } |
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126 else |
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127 err_wrong_type_arg ("pinv", arg); |
2928 | 128 } |
129 else | |
130 { | |
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131 double tol = 0.0; |
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132 if (nargin == 2) |
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133 tol = args(1).double_value (); |
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134 |
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135 if (tol < 0.0) |
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136 error ("pinv: TOL must be greater than zero"); |
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137 |
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138 if (arg.isreal ()) |
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139 { |
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140 Matrix m = arg.matrix_value (); |
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141 |
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142 retval = m.pseudo_inverse (tol); |
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143 } |
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144 else if (arg.iscomplex ()) |
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145 { |
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146 ComplexMatrix m = arg.complex_matrix_value (); |
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147 |
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148 retval = m.pseudo_inverse (tol); |
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149 } |
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150 else |
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151 err_wrong_type_arg ("pinv", arg); |
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153 | |
154 return retval; | |
155 } | |
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156 |
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157 /* |
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158 %!shared a, b, tol, hitol, d, u, x, y |
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159 %! a = reshape (rand*[1:16], 4, 4); # Rank 2 matrix |
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160 %! b = pinv (a); |
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161 %! tol = 4e-14; |
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162 %! hitol = 40*sqrt (eps); |
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163 %! d = diag ([rand, rand, hitol, hitol]); |
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164 %! u = rand (4); # Could be singular by freak accident |
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165 %! x = inv (u)*d*u; |
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166 %! y = pinv (x, sqrt (eps)); |
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167 %! |
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168 %!assert (a*b*a, a, tol) |
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169 %!assert (b*a*b, b, tol) |
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170 %!assert ((b*a)', b*a, tol) |
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171 %!assert ((a*b)', a*b, tol) |
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172 %!assert (x*y*x, x, -hitol) |
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173 %!assert (y*x*y, y, -hitol) |
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174 %!assert ((x*y)', x*y, hitol) |
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175 %!assert ((y*x)', y*x, hitol) |
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177 ## Clear shared variables | |
178 %!shared | |
179 | |
180 ## Test pinv for Diagonal matrices | |
181 %!test | |
182 %! x = diag ([3 2 1 0 -0.5]); | |
183 %! y = pinv (x); | |
184 %! assert (typeinfo (y)(1:8), "diagonal"); | |
185 %! assert (isa (y, "double")); | |
186 %! assert (diag (y), [1/3, 1/2, 1, 0 1/-0.5]'); | |
187 %! y = pinv (x, 1); | |
188 %! assert (diag (y), [1/3 1/2 1 0 0]'); | |
189 %! y = pinv (x, 2); | |
190 %! assert (diag (y), [1/3 1/2 0 0 0]'); | |
191 | |
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192 ## Test special case of 0 scalars and vectors |
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193 %!assert (pinv (0), 0) |
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194 %!assert (pinv ([0, 0, 0]), [0; 0; 0]) |
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195 %!assert (pinv (single (0)), single (0)) |
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196 %!assert (pinv (single ([0, 0, 0])), single ([0; 0; 0])) |
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197 %!assert (pinv (complex (0,0)), 0) |
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198 %!assert (pinv (complex ([0,0,0], [0,0,0])), [0; 0; 0]) |
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199 %!assert (pinv (complex (single (0),0)), single (0)) |
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200 %!assert (pinv (complex (single ([0,0,0]), [0,0,0])), single ([0; 0; 0])) |
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201 */ |