annotate libinterp/corefcn/sqrtm.cc @ 31605:e88a07dec498 stable

maint: Use macros to begin/end C++ namespaces. * oct-conf-post-public.in.h: Define two macros (OCTAVE_BEGIN_NAMESPACE, OCTAVE_END_NAMESPACE) that can be used to start/end a namespace. * mk-opts.pl, build-env.h, build-env.in.cc, __betainc__.cc, __contourc__.cc, __dsearchn__.cc, __eigs__.cc, __expint__.cc, __ftp__.cc, __gammainc__.cc, __ichol__.cc, __ilu__.cc, __isprimelarge__.cc, __lin_interpn__.cc, __magick_read__.cc, __pchip_deriv__.cc, __qp__.cc, amd.cc, auto-shlib.cc, auto-shlib.h, balance.cc, base-text-renderer.cc, base-text-renderer.h, besselj.cc, bitfcns.cc, bsxfun.cc, c-file-ptr-stream.cc, c-file-ptr-stream.h, call-stack.cc, call-stack.h, ccolamd.cc, cellfun.cc, chol.cc, colamd.cc, colloc.cc, conv2.cc, daspk.cc, dasrt.cc, dassl.cc, data.cc, data.h, debug.cc, defaults.cc, defaults.h, defun-int.h, defun.cc, det.cc, dirfns.cc, display.cc, display.h, dlmread.cc, dmperm.cc, dot.cc, dynamic-ld.cc, dynamic-ld.h, eig.cc, ellipj.cc, environment.cc, environment.h, error.cc, error.h, errwarn.h, event-manager.cc, event-manager.h, event-queue.cc, event-queue.h, fcn-info.cc, fcn-info.h, fft.cc, fft2.cc, fftn.cc, file-io.cc, filter.cc, find.cc, ft-text-renderer.cc, ft-text-renderer.h, gcd.cc, getgrent.cc, getpwent.cc, getrusage.cc, givens.cc, gl-render.cc, gl-render.h, gl2ps-print.cc, gl2ps-print.h, graphics-toolkit.cc, graphics-toolkit.h, graphics.cc, graphics.in.h, gsvd.cc, gtk-manager.cc, gtk-manager.h, hash.cc, help.cc, help.h, hess.cc, hex2num.cc, hook-fcn.cc, hook-fcn.h, input.cc, input.h, interpreter-private.cc, interpreter-private.h, interpreter.cc, interpreter.h, inv.cc, jsondecode.cc, jsonencode.cc, kron.cc, latex-text-renderer.cc, latex-text-renderer.h, load-path.cc, load-path.h, load-save.cc, load-save.h, lookup.cc, ls-ascii-helper.cc, ls-ascii-helper.h, ls-oct-text.cc, ls-utils.cc, ls-utils.h, lsode.cc, lu.cc, mappers.cc, matrix_type.cc, max.cc, mex-private.h, mex.cc, mgorth.cc, nproc.cc, oct-fstrm.cc, oct-fstrm.h, oct-hdf5-types.cc, oct-hdf5-types.h, oct-hist.cc, oct-hist.h, oct-iostrm.cc, oct-iostrm.h, oct-opengl.h, oct-prcstrm.cc, oct-prcstrm.h, oct-procbuf.cc, oct-procbuf.h, oct-process.cc, oct-process.h, oct-stdstrm.h, oct-stream.cc, oct-stream.h, oct-strstrm.cc, oct-strstrm.h, oct-tex-lexer.in.ll, oct-tex-parser.yy, ordqz.cc, ordschur.cc, pager.cc, pager.h, pinv.cc, pow2.cc, pr-flt-fmt.cc, pr-output.cc, procstream.cc, procstream.h, psi.cc, qr.cc, quad.cc, quadcc.cc, qz.cc, rand.cc, rcond.cc, regexp.cc, schur.cc, settings.cc, settings.h, sighandlers.cc, sighandlers.h, sparse-xdiv.cc, sparse-xdiv.h, sparse-xpow.cc, sparse-xpow.h, sparse.cc, spparms.cc, sqrtm.cc, stack-frame.cc, stack-frame.h, stream-euler.cc, strfind.cc, strfns.cc, sub2ind.cc, svd.cc, sylvester.cc, symbfact.cc, syminfo.cc, syminfo.h, symrcm.cc, symrec.cc, symrec.h, symscope.cc, symscope.h, symtab.cc, symtab.h, syscalls.cc, sysdep.cc, sysdep.h, text-engine.cc, text-engine.h, text-renderer.cc, text-renderer.h, time.cc, toplev.cc, tril.cc, tsearch.cc, typecast.cc, url-handle-manager.cc, url-handle-manager.h, urlwrite.cc, utils.cc, utils.h, variables.cc, variables.h, xdiv.cc, xdiv.h, xnorm.cc, xnorm.h, xpow.cc, xpow.h, __delaunayn__.cc, __fltk_uigetfile__.cc, __glpk__.cc, __init_fltk__.cc, __init_gnuplot__.cc, __ode15__.cc, __voronoi__.cc, audiodevinfo.cc, audioread.cc, convhulln.cc, fftw.cc, gzip.cc, mk-build-env-features.sh, mk-builtins.pl, cdef-class.cc, cdef-class.h, cdef-fwd.h, cdef-manager.cc, cdef-manager.h, cdef-method.cc, cdef-method.h, cdef-object.cc, cdef-object.h, cdef-package.cc, cdef-package.h, cdef-property.cc, cdef-property.h, cdef-utils.cc, cdef-utils.h, ov-base.cc, ov-base.h, ov-bool-mat.cc, ov-builtin.h, ov-cell.cc, ov-class.cc, ov-class.h, ov-classdef.cc, ov-classdef.h, ov-complex.cc, ov-fcn-handle.cc, ov-fcn-handle.h, ov-fcn.h, ov-java.cc, ov-java.h, ov-mex-fcn.h, ov-null-mat.cc, ov-oncleanup.cc, ov-struct.cc, ov-typeinfo.cc, ov-typeinfo.h, ov-usr-fcn.cc, ov-usr-fcn.h, ov.cc, ov.h, octave.cc, octave.h, mk-ops.sh, 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-cell.cc, op-chm.cc, op-class.cc, op-cm-cm.cc, op-cm-cs.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-dm.cc, op-dm-scm.cc, op-dm-sm.cc, op-dm-template.cc, op-dms-template.cc, op-fcdm-fcdm.cc, op-fcm-fcm.cc, op-fcm-fcs.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-fdm.cc, op-fm-fcm.cc, op-fm-fcs.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-m-cm.cc, op-m-cs.cc, op-m-m.cc, op-m-s.cc, op-m-scm.cc, op-m-sm.cc, op-mi.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, ops.h, anon-fcn-validator.cc, anon-fcn-validator.h, bp-table.cc, bp-table.h, comment-list.cc, comment-list.h, filepos.h, lex.h, lex.ll, oct-lvalue.cc, oct-lvalue.h, oct-parse.yy, parse.h, profiler.cc, profiler.h, pt-anon-scopes.cc, pt-anon-scopes.h, pt-arg-list.cc, pt-arg-list.h, pt-args-block.cc, pt-args-block.h, pt-array-list.cc, pt-array-list.h, pt-assign.cc, pt-assign.h, pt-binop.cc, pt-binop.h, pt-bp.cc, pt-bp.h, pt-cbinop.cc, pt-cbinop.h, pt-cell.cc, pt-cell.h, pt-check.cc, pt-check.h, pt-classdef.cc, pt-classdef.h, pt-cmd.h, pt-colon.cc, pt-colon.h, pt-const.cc, pt-const.h, pt-decl.cc, pt-decl.h, pt-eval.cc, pt-eval.h, pt-except.cc, pt-except.h, pt-exp.cc, pt-exp.h, pt-fcn-handle.cc, pt-fcn-handle.h, pt-id.cc, pt-id.h, pt-idx.cc, pt-idx.h, pt-jump.h, pt-loop.cc, pt-loop.h, pt-mat.cc, pt-mat.h, pt-misc.cc, pt-misc.h, pt-pr-code.cc, pt-pr-code.h, pt-select.cc, pt-select.h, pt-spmd.cc, pt-spmd.h, pt-stmt.cc, pt-stmt.h, pt-tm-const.cc, pt-tm-const.h, pt-unop.cc, pt-unop.h, pt-vm-eval.cc, pt-walk.cc, pt-walk.h, pt.cc, pt.h, token.cc, token.h, Range.cc, Range.h, idx-vector.cc, idx-vector.h, range-fwd.h, CollocWt.cc, CollocWt.h, aepbalance.cc, aepbalance.h, chol.cc, chol.h, gepbalance.cc, gepbalance.h, gsvd.cc, gsvd.h, hess.cc, hess.h, lo-mappers.cc, lo-mappers.h, lo-specfun.cc, lo-specfun.h, lu.cc, lu.h, oct-convn.cc, oct-convn.h, oct-fftw.cc, oct-fftw.h, oct-norm.cc, oct-norm.h, oct-rand.cc, oct-rand.h, oct-spparms.cc, oct-spparms.h, qr.cc, qr.h, qrp.cc, qrp.h, randgamma.cc, randgamma.h, randmtzig.cc, randmtzig.h, randpoisson.cc, randpoisson.h, schur.cc, schur.h, sparse-chol.cc, sparse-chol.h, sparse-lu.cc, sparse-lu.h, sparse-qr.cc, sparse-qr.h, svd.cc, svd.h, child-list.cc, child-list.h, dir-ops.cc, dir-ops.h, file-ops.cc, file-ops.h, file-stat.cc, file-stat.h, lo-sysdep.cc, lo-sysdep.h, lo-sysinfo.cc, lo-sysinfo.h, mach-info.cc, mach-info.h, oct-env.cc, oct-env.h, oct-group.cc, oct-group.h, oct-password.cc, oct-password.h, oct-syscalls.cc, oct-syscalls.h, oct-time.cc, oct-time.h, oct-uname.cc, oct-uname.h, action-container.cc, action-container.h, base-list.h, cmd-edit.cc, cmd-edit.h, cmd-hist.cc, cmd-hist.h, f77-fcn.h, file-info.cc, file-info.h, lo-array-errwarn.cc, lo-array-errwarn.h, lo-hash.cc, lo-hash.h, lo-ieee.h, lo-regexp.cc, lo-regexp.h, lo-utils.cc, lo-utils.h, oct-base64.cc, oct-base64.h, oct-glob.cc, oct-glob.h, oct-inttypes.h, oct-mutex.cc, oct-mutex.h, oct-refcount.h, oct-shlib.cc, oct-shlib.h, oct-sparse.cc, oct-sparse.h, oct-string.h, octave-preserve-stream-state.h, pathsearch.cc, pathsearch.h, quit.cc, quit.h, unwind-prot.cc, unwind-prot.h, url-transfer.cc, url-transfer.h : Use new macros to begin/end C++ namespaces.
author Rik <rik@octave.org>
date Thu, 01 Dec 2022 14:23:45 -0800
parents 796f54d4ddbf
children aac27ad79be6
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rev   line source
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1 ////////////////////////////////////////////////////////////////////////
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2 //
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3 // Copyright (C) 2001-2022 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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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 "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 OCTAVE_BEGIN_NAMESPACE(octave)
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42
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43 template <typename Matrix>
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44 static void
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45 sqrtm_utri_inplace (Matrix& T)
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46 {
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47 typedef typename Matrix::element_type element_type;
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48
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49 const element_type zero = element_type ();
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50
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51 bool singular = false;
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52
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53 // The following code is equivalent to this triple loop:
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54 //
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55 // n = rows (T);
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56 // for j = 1:n
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57 // T(j,j) = sqrt (T(j,j));
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58 // for i = j-1:-1:1
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59 // if T(i,j) != 0
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60 // T(i,j) /= (T(i,i) + T(j,j));
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61 // endif
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62 // k = 1:i-1;
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63 // T(k,j) -= T(k,i) * T(i,j);
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64 // endfor
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65 // endfor
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66 //
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67 // this is an in-place, cache-aligned variant of the code
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68 // given in Higham's paper.
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69
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70 const octave_idx_type n = T.rows ();
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71 element_type *Tp = T.fortran_vec ();
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72 for (octave_idx_type j = 0; j < n; j++)
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73 {
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74 element_type *colj = Tp + n*j;
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75 if (colj[j] != zero)
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76 colj[j] = sqrt (colj[j]);
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77 else
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78 singular = true;
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79
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80 for (octave_idx_type i = j-1; i >= 0; i--)
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81 {
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82 const element_type *coli = Tp + n*i;
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83 if (colj[i] != zero)
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84 colj[i] /= (coli[i] + colj[j]);
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85 const element_type colji = colj[i];
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86 for (octave_idx_type k = 0; k < i; k++)
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87 colj[k] -= coli[k] * colji;
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88 }
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89 }
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90
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91 if (singular)
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92 warning_with_id ("Octave:sqrtm:SingularMatrix",
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93 "sqrtm: matrix is singular, may not have a square root");
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94 }
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95
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538b57866b90 consistently use "typename" intead of "class" in template declarations
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96 template <typename Matrix, typename ComplexMatrix, typename ComplexSCHUR>
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97 static octave_value
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98 do_sqrtm (const octave_value& arg)
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99 {
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100
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101 octave_value retval;
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102
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103 MatrixType mt = arg.matrix_type ();
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104
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105 bool iscomplex = arg.iscomplex ();
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106
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107 typedef typename Matrix::element_type real_type;
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108
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109 real_type cutoff = 0;
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110 real_type one = 1;
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111 real_type eps = std::numeric_limits<real_type>::epsilon ();
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112
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113 if (! iscomplex)
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114 {
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115 Matrix x = octave_value_extract<Matrix> (arg);
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116
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117 if (mt.is_unknown ()) // if type is not known, compute it now.
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118 arg.matrix_type (mt = MatrixType (x));
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119
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120 switch (mt.type ())
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121 {
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122 case MatrixType::Upper:
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123 case MatrixType::Diagonal:
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124 if (! x.diag ().any_element_is_negative ())
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125 {
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126 // Do it in real arithmetic.
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127 sqrtm_utri_inplace (x);
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128 retval = x;
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129 retval.matrix_type (mt);
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130 }
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131 else
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132 iscomplex = true;
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133 break;
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134
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135 case MatrixType::Lower:
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136 if (! x.diag ().any_element_is_negative ())
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137 {
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138 x = x.transpose ();
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139 sqrtm_utri_inplace (x);
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140 retval = x.transpose ();
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141 retval.matrix_type (mt);
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142 }
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143 else
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144 iscomplex = true;
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145 break;
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146
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147 default:
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148 iscomplex = true;
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149 break;
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150 }
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151
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152 if (iscomplex)
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153 cutoff = 10 * x.rows () * eps * xnorm (x, one);
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154 }
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155
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156 if (iscomplex)
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157 {
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158 ComplexMatrix x = octave_value_extract<ComplexMatrix> (arg);
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159
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160 if (mt.is_unknown ()) // if type is not known, compute it now.
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161 arg.matrix_type (mt = MatrixType (x));
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162
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163 switch (mt.type ())
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164 {
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165 case MatrixType::Upper:
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166 case MatrixType::Diagonal:
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167 sqrtm_utri_inplace (x);
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168 retval = x;
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169 retval.matrix_type (mt);
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170 break;
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171
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172 case MatrixType::Lower:
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173 x = x.transpose ();
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174 sqrtm_utri_inplace (x);
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175 retval = x.transpose ();
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176 retval.matrix_type (mt);
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177 break;
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178
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179 default:
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180 {
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181 ComplexMatrix u;
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182
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183 do
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184 {
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185 ComplexSCHUR schur_fact (x, "", true);
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186 x = schur_fact.schur_matrix ();
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187 u = schur_fact.unitary_schur_matrix ();
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188 }
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189 while (0); // schur no longer needed.
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190
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191 sqrtm_utri_inplace (x);
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192
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193 x = u * x; // original x no longer needed.
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194 ComplexMatrix res = xgemm (x, u, blas_no_trans, blas_conj_trans);
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195
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196 if (cutoff > 0 && xnorm (imag (res), one) <= cutoff)
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197 retval = real (res);
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198 else
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199 retval = res;
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200 }
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201 break;
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202 }
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203 }
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204
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205 return retval;
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206 }
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207
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208 DEFUN (sqrtm, args, nargout,
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diff changeset
209 doc: /* -*- texinfo -*-
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210 @deftypefn {} {@var{s} =} sqrtm (@var{A})
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211 @deftypefnx {} {[@var{s}, @var{error_estimate}] =} sqrtm (@var{A})
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212 Compute the matrix square root of the square matrix @var{A}.
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diff changeset
213
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diff changeset
214 Ref: @nospell{N.J. Higham}. @cite{A New sqrtm for @sc{matlab}}. Numerical
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diff changeset
215 Analysis Report No.@: 336, Manchester @nospell{Centre} for Computational
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diff changeset
216 Mathematics, Manchester, England, January 1999.
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diff changeset
217 @seealso{expm, logm}
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diff changeset
218 @end deftypefn */)
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219 {
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diff changeset
220 if (args.length () != 1)
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diff changeset
221 print_usage ();
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diff changeset
222
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diff changeset
223 octave_value arg = args(0);
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diff changeset
224
5275
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diff changeset
225 octave_idx_type n = arg.rows ();
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226 octave_idx_type nc = arg.columns ();
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227
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228 if (n != nc || arg.ndims () > 2)
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229 err_square_matrix_required ("sqrtm", "A");
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230
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231 octave_value_list retval (nargout > 1 ? 3 : 1);
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232
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233 if (nargout > 1)
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234 {
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235 // FIXME: Octave does not calculate a condition number with respect to
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236 // sqrtm. Should this return NaN instead of -1?
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237 retval(2) = -1.0;
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238 }
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239
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240 if (arg.is_diag_matrix ())
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241 // sqrtm of a diagonal matrix is just sqrt.
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242 retval(0) = arg.sqrt ();
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243 else if (arg.is_single_type ())
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244 retval(0) = do_sqrtm<FloatMatrix, FloatComplexMatrix,
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245 math::schur<FloatComplexMatrix>> (arg);
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246 else if (arg.isnumeric ())
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247 retval(0) = do_sqrtm<Matrix, ComplexMatrix,
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248 math::schur<ComplexMatrix>> (arg);
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249
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250 if (nargout > 1)
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251 {
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252 // This corresponds to generic code
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253 //
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254 // norm (s*s - x, "fro") / norm (x, "fro");
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255
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256 octave_value s = retval(0);
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257 retval(1) = xfrobnorm (s*s - arg) / xfrobnorm (arg);
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258 }
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259
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260 return retval;
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261 }
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262
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263 /*
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264 %!assert (sqrtm (2*ones (2)), ones (2), 3*eps)
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265 %!assert <*60797> (sqrtm (ones (4))^2, ones (4), 5*eps)
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266
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267 ## The following two tests are from the reference in the docstring above.
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268 %!test
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269 %! warning ("off", "Octave:sqrtm:SingularMatrix", "local");
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270 %! x = [0 1; 0 0];
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271 %! assert (any (isnan (sqrtm (x))(:)));
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272
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273 %!test
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274 %! x = eye (4); x(2,2) = x(3,3) = 2^-26; x(1,4) = 1;
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275 %! z = eye (4); z(2,2) = z(3,3) = 2^-13; z(1,4) = 0.5;
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276 %! [y, err] = sqrtm (x);
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277 %! assert (y, z);
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278 %! assert (err, 0); # Yes, this one has to hold exactly
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279 */
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280
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281 OCTAVE_END_NAMESPACE(octave)