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annotate scripts/linear-algebra/cond.m @ 33625:d213a148b3f1 default tip @
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author | Torsten Lilge <ttl-octave@mailbox.org> |
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date | Sun, 26 May 2024 02:29:44 +0200 |
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1 ######################################################################## |
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2 ## |
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3 ## Copyright (C) 1993-2024 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/>. |
2313 | 7 ## |
8 ## This file is part of Octave. | |
9 ## | |
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10 ## Octave is free software: you can redistribute it and/or modify it |
2313 | 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. |
2313 | 14 ## |
15 ## Octave is distributed in the hope that it will be useful, but | |
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. |
2313 | 19 ## |
20 ## You should have received a copy of the GNU General Public License | |
7016 | 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 ######################################################################## |
245 | 25 |
3372 | 26 ## -*- texinfo -*- |
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27 ## @deftypefn {} {@var{c} =} cond (@var{A}) |
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28 ## @deftypefnx {} {@var{c} =} cond (@var{A}, @var{p}) |
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29 ## Compute the @var{p}-norm condition number of a matrix with respect to |
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30 ## inversion. |
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31 ## |
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32 ## @code{cond (@var{A})} is defined as |
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33 ## @tex |
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34 ## $ {\parallel A \parallel_p * \parallel A^{-1} \parallel_p .} $ |
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35 ## @end tex |
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36 ## @ifnottex |
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37 ## @code{norm (@var{A}, @var{p}) * norm (inv (@var{A}), @var{p})}. |
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38 ## @end ifnottex |
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39 ## |
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40 ## By default, @code{@var{p} = 2} is used which implies a (relatively slow) |
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41 ## singular value decomposition. Other possible selections are |
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42 ## @code{@var{p} = 1, Inf, "fro"} which are generally faster. For a full |
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43 ## discussion of possible @var{p} values, @pxref{XREFnorm,,@code{norm}}. |
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44 ## |
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45 ## The condition number of a matrix quantifies the sensitivity of the matrix |
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46 ## inversion operation when small changes are made to matrix elements. Ideally |
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47 ## the condition number will be close to 1. When the number is large this |
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48 ## indicates small changes (such as underflow or round-off error) will produce |
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49 ## large changes in the resulting output. In such cases the solution results |
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50 ## from numerical computing are not likely to be accurate. |
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51 ## @seealso{condest, rcond, condeig, norm, svd} |
3372 | 52 ## @end deftypefn |
4 | 53 |
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54 function c = cond (A, p = 2) |
4 | 55 |
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56 if (nargin < 1) |
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57 print_usage (); |
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58 endif |
7484 | 59 |
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60 if (ndims (A) > 2) |
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61 error ("cond: A must be a 2-D matrix"); |
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62 endif |
4890 | 63 |
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64 if (p == 2) |
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65 if (isempty (A)) |
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66 c = 0.0; |
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67 else |
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68 try |
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69 sigma = svd (A); |
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70 catch |
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71 error ("cond: A must not contain Inf or NaN values"); |
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72 end_try_catch |
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73 sigma_1 = sigma(1); |
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74 sigma_n = sigma(end); |
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75 if (sigma_1 == 0 || sigma_n == 0) |
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76 c = Inf; |
7484 | 77 else |
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78 c = sigma_1 / sigma_n; |
7484 | 79 endif |
3250 | 80 endif |
4 | 81 else |
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82 c = norm (A, p) * norm (inv (A), p); |
4 | 83 endif |
84 | |
85 endfunction | |
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87 |
7484 | 88 %!test |
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89 %! y = [7, 2, 3; 1, 3, 4; 6, 4, 5]; |
7484 | 90 %! tol = 1e-6; |
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91 %! type = {1, 2, "fro", "inf", inf}; |
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92 %! for n = 1:numel (type) |
7484 | 93 %! rcondition(n) = 1 / cond (y, type{n}); |
94 %! endfor | |
95 %! assert (rcondition, [0.017460, 0.019597, 0.018714, 0.012022, 0.012022], tol); | |
7411 | 96 |
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97 %!assert (cond ([1, 2; 2, 1]), 3, sqrt (eps)) |
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98 %!assert (cond ([1, 2, 3; 4, 5, 6; 7, 8, 9]) > 1.0e+16) |
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100 %!error <Invalid call> cond () |
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101 %!error <A must be a 2-D matrix> cond (ones (1,3,3)) |
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102 %!error <A must not contain Inf or NaN value> cond ([1, 2;Inf 4]) |
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103 %!error <A must not contain Inf or NaN value> cond ([1, 2;NaN 4]) |