Mercurial > octave
diff src/corefcn/hess.cc @ 15039:e753177cde93
maint: Move non-dynamically linked functions from DLD-FUNCTIONS/ to corefcn/ directory
* __contourc__.cc, __dispatch__.cc, __lin_interpn__.cc, __pchip_deriv__.cc,
__qp__.cc, balance.cc, besselj.cc, betainc.cc, bsxfun.cc, cellfun.cc,
colloc.cc, conv2.cc, daspk.cc, dasrt.cc, dassl.cc, det.cc, dlmread.cc, dot.cc,
eig.cc, fft.cc, fft2.cc, fftn.cc, filter.cc, find.cc, gammainc.cc, gcd.cc,
getgrent.cc, getpwent.cc, getrusage.cc, givens.cc, hess.cc, hex2num.cc, inv.cc,
kron.cc, lookup.cc, lsode.cc, lu.cc, luinc.cc, matrix_type.cc, max.cc,
md5sum.cc, mgorth.cc, nproc.cc, pinv.cc, quad.cc, quadcc.cc, qz.cc,
rand.cc, rcond.cc, regexp.cc, schur.cc, spparms.cc, sqrtm.cc, str2double.cc,
strfind.cc, sub2ind.cc, svd.cc, syl.cc, time.cc, tril.cc, typecast.cc:
Move functions from DLD-FUNCTIONS/ to corefcn/ directory. Include "defun.h",
not "defun-dld.h". Change docstring to refer to these as "Built-in Functions".
* build-aux/mk-opts.pl: Generate options code with '#include "defun.h"'. Change
option docstrings to refer to these as "Built-in Functions".
* corefcn/module.mk: List of functions to build in corefcn/ dir.
* DLD-FUNCTIONS/config-module.awk: Update to new build system.
* DLD-FUNCTIONS/module-files: Remove functions which are now in corefcn/ directory.
* src/Makefile.am: Update to build "convenience library" in corefcn/. Octave
program now links against all other libraries + corefcn libary.
* src/find-defun-files.sh: Strip $srcdir from filename.
* src/link-deps.mk: Add REGEX and FFTW link dependencies for liboctinterp.
* type.m, which.m: Change failing tests to use 'amd', still a dynamic function,
rather than 'dot', which isn't.
author | Rik <rik@octave.org> |
---|---|
date | Fri, 27 Jul 2012 15:35:00 -0700 |
parents | src/DLD-FUNCTIONS/hess.cc@60e5cf354d80 |
children |
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--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/src/corefcn/hess.cc Fri Jul 27 15:35:00 2012 -0700 @@ -0,0 +1,189 @@ +/* + +Copyright (C) 1996-2012 John W. Eaton + +This file is part of Octave. + +Octave is free software; you can redistribute it and/or modify it +under the terms of the GNU General Public License as published by the +Free Software Foundation; either version 3 of the License, or (at your +option) any later version. + +Octave is distributed in the hope that it will be useful, but WITHOUT +ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or +FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License +for more details. + +You should have received a copy of the GNU General Public License +along with Octave; see the file COPYING. If not, see +<http://www.gnu.org/licenses/>. + +*/ + +#ifdef HAVE_CONFIG_H +#include <config.h> +#endif + +#include "CmplxHESS.h" +#include "dbleHESS.h" +#include "fCmplxHESS.h" +#include "floatHESS.h" + +#include "defun.h" +#include "error.h" +#include "gripes.h" +#include "oct-obj.h" +#include "utils.h" + +DEFUN (hess, args, nargout, + "-*- texinfo -*-\n\ +@deftypefn {Built-in Function} {@var{H} =} hess (@var{A})\n\ +@deftypefnx {Built-in Function} {[@var{P}, @var{H}] =} hess (@var{A})\n\ +@cindex Hessenberg decomposition\n\ +Compute the Hessenberg decomposition of the matrix @var{A}.\n\ +\n\ +The Hessenberg decomposition is\n\ +@tex\n\ +$$\n\ +A = PHP^T\n\ +$$\n\ +where $P$ is a square unitary matrix ($P^TP = I$), and $H$\n\ +is upper Hessenberg ($H_{i,j} = 0, \\forall i \\ge j+1$).\n\ +@end tex\n\ +@ifnottex\n\ +@code{@var{P} * @var{H} * @var{P}' = @var{A}} where @var{P} is a square\n\ +unitary matrix (@code{@var{P}' * @var{P} = I}, using complex-conjugate\n\ +transposition) and @var{H} is upper Hessenberg\n\ +(@code{@var{H}(i, j) = 0 forall i >= j+1)}.\n\ +@end ifnottex\n\ +\n\ +The Hessenberg decomposition is usually used as the first step in an\n\ +eigenvalue computation, but has other applications as well (see Golub,\n\ +Nash, and Van Loan, IEEE Transactions on Automatic Control, 1979).\n\ +@end deftypefn") +{ + octave_value_list retval; + + int nargin = args.length (); + + if (nargin != 1 || nargout > 2) + { + print_usage (); + return retval; + } + + octave_value arg = args(0); + + octave_idx_type nr = arg.rows (); + octave_idx_type nc = arg.columns (); + + int arg_is_empty = empty_arg ("hess", nr, nc); + + if (arg_is_empty < 0) + return retval; + else if (arg_is_empty > 0) + return octave_value_list (2, Matrix ()); + + if (nr != nc) + { + gripe_square_matrix_required ("hess"); + return retval; + } + + if (arg.is_single_type ()) + { + if (arg.is_real_type ()) + { + FloatMatrix tmp = arg.float_matrix_value (); + + if (! error_state) + { + FloatHESS result (tmp); + + if (nargout <= 1) + retval(0) = result.hess_matrix (); + else + { + retval(1) = result.hess_matrix (); + retval(0) = result.unitary_hess_matrix (); + } + } + } + else if (arg.is_complex_type ()) + { + FloatComplexMatrix ctmp = arg.float_complex_matrix_value (); + + if (! error_state) + { + FloatComplexHESS result (ctmp); + + if (nargout <= 1) + retval(0) = result.hess_matrix (); + else + { + retval(1) = result.hess_matrix (); + retval(0) = result.unitary_hess_matrix (); + } + } + } + } + else + { + if (arg.is_real_type ()) + { + Matrix tmp = arg.matrix_value (); + + if (! error_state) + { + HESS result (tmp); + + if (nargout <= 1) + retval(0) = result.hess_matrix (); + else + { + retval(1) = result.hess_matrix (); + retval(0) = result.unitary_hess_matrix (); + } + } + } + else if (arg.is_complex_type ()) + { + ComplexMatrix ctmp = arg.complex_matrix_value (); + + if (! error_state) + { + ComplexHESS result (ctmp); + + if (nargout <= 1) + retval(0) = result.hess_matrix (); + else + { + retval(1) = result.hess_matrix (); + retval(0) = result.unitary_hess_matrix (); + } + } + } + else + { + gripe_wrong_type_arg ("hess", arg); + } + } + + return retval; +} + +/* +%!test +%! a = [1, 2, 3; 5, 4, 6; 8, 7, 9]; +%! [p, h] = hess (a); +%! assert (p * h * p', a, sqrt (eps)); + +%!test +%! a = single ([1, 2, 3; 5, 4, 6; 8, 7, 9]); +%! [p, h] = hess (a); +%! assert (p * h * p', a, sqrt (eps ("single"))); + +%!error hess () +%!error hess ([1, 2; 3, 4], 2) +%!error <argument must be a square matrix> hess ([1, 2; 3, 4; 5, 6]) +*/