annotate scripts/linear-algebra/cond.m @ 33625:d213a148b3f1 default tip @

ensure exp. terminal widget has focus at startup * main-window.cc (main_window): call focus_command_window only if event loop is idle by using a single shot timer * main-window.h: make focus_command_window a public slot
author Torsten Lilge <ttl-octave@mailbox.org>
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/>.
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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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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}
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52 ## @end deftypefn
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53
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54 function c = cond (A, p = 2)
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55
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56 if (nargin < 1)
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57 print_usage ();
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58 endif
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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
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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;
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77 else
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78 c = sigma_1 / sigma_n;
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79 endif
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80 endif
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81 else
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82 c = norm (A, p) * norm (inv (A), p);
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83 endif
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84
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85 endfunction
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86
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87
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88 %!test
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89 %! y = [7, 2, 3; 1, 3, 4; 6, 4, 5];
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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)
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93 %! rcondition(n) = 1 / cond (y, type{n});
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94 %! endfor
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95 %! assert (rcondition, [0.017460, 0.019597, 0.018714, 0.012022, 0.012022], tol);
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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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99
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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])