view libinterp/corefcn/hess.cc @ 29958:32c3a5805893

move DEFUN and DEFMETHOD functions inside octave namespace * mk-opts.pl: Surround emitted function definitions with OCTAVE_NAMESPACE_BEGIN and OCTAVE_NAMESPACE_END tags. * mk-builtins.pl: Surround emitted function declarations with OCTAVE_NAMESPACE_BEGIN and OCTAVE_NAMESPACE_END tags. Emit deprecated global inline functions. * __betainc__.cc, __contourc__.cc, __dsearchn__.cc, __eigs__.cc, __expint__.cc, __ftp__.cc, __gammainc__.cc, __ichol__.cc, __ilu__.cc, __lin_interpn__.cc, __magick_read__.cc, __pchip_deriv__.cc, __qp__.cc, amd.cc, balance.cc, besselj.cc, bitfcns.cc, bsxfun.cc, call-stack.cc, ccolamd.cc, cellfun.cc, chol.cc, colamd.cc, colloc.cc, conv2.cc, daspk.cc, dasrt.cc, dassl.cc, data.cc, debug.cc, defaults.cc, defun.cc, det.cc, dirfns.cc, display.cc, dlmread.cc, dmperm.cc, dot.cc, eig.cc, ellipj.cc, environment.cc, error.cc, event-manager.cc, fcn-info.cc, fft.cc, fft2.cc, fftn.cc, file-io.cc, filter.cc, find.cc, gcd.cc, getgrent.cc, getpwent.cc, getrusage.cc, givens.cc, graphics.cc, gsvd.cc, hash.cc, help.cc, hess.cc, hex2num.cc, input.cc, interpreter.cc, inv.cc, jsondecode.cc, jsonencode.cc, kron.cc, load-path.cc, load-save.cc, lookup.cc, ls-oct-text.cc, lsode.cc, lu.cc, mappers.cc, matrix_type.cc, max.cc, mgorth.cc, nproc.cc, oct-hist.cc, ordqz.cc, ordschur.cc, pager.cc, pinv.cc, pr-flt-fmt.cc, pr-output.cc, psi.cc, qr.cc, quad.cc, quadcc.cc, qz.cc, rand.cc, rcond.cc, regexp.cc, schur.cc, settings.cc, sighandlers.cc, sparse.cc, spparms.cc, sqrtm.cc, stream-euler.cc, strfind.cc, strfns.cc, sub2ind.cc, svd.cc, sylvester.cc, symbfact.cc, symrcm.cc, symtab.cc, syscalls.cc, sysdep.cc, time.cc, toplev.cc, tril.cc, tsearch.cc, typecast.cc, urlwrite.cc, utils.cc, variables.cc, __delaunayn__.cc, __fltk_uigetfile__.cc, __glpk__.cc, __init_gnuplot__.cc, __ode15__.cc, __voronoi__.cc, audiodevinfo.cc, audioread.cc, convhulln.cc, fftw.cc, gzip.cc, ov-base.cc, ov-bool-mat.cc, ov-cell.cc, ov-class.cc, ov-classdef.cc, ov-fcn-handle.cc, ov-java.cc, ov-null-mat.cc, ov-oncleanup.cc, ov-struct.cc, ov-typeinfo.cc, ov-usr-fcn.cc, ov.cc, octave.cc, lex.ll, oct-parse.yy, profiler.cc, pt-eval.cc: Surround DEFUN and DEFMETHOD function defnitions with OCTAVE_NAMESPACE_BEGIN and OCTAVE_NAMESPACE_END tags.
author John W. Eaton <jwe@octave.org>
date Fri, 13 Aug 2021 21:53:51 -0400
parents 7854d5752dd2
children 7d6709900da7
line wrap: on
line source

////////////////////////////////////////////////////////////////////////
//
// Copyright (C) 1996-2021 The Octave Project Developers
//
// See the file COPYRIGHT.md in the top-level directory of this
// distribution or <https://octave.org/copyright/>.
//
// 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
// <https://www.gnu.org/licenses/>.
//
////////////////////////////////////////////////////////////////////////

#if defined (HAVE_CONFIG_H)
#  include "config.h"
#endif

#include "hess.h"

#include "defun.h"
#include "error.h"
#include "errwarn.h"
#include "ovl.h"

OCTAVE_NAMESPACE_BEGIN

DEFUN (hess, args, nargout,
       doc: /* -*- texinfo -*-
@deftypefn  {} {@var{H} =} hess (@var{A})
@deftypefnx {} {[@var{P}, @var{H}] =} hess (@var{A})
@cindex Hessenberg decomposition
Compute the Hessenberg decomposition of the matrix @var{A}.

The Hessenberg decomposition is
@tex
$$
A = PHP^T
$$
where $P$ is a square unitary matrix ($P^TP = I$), and $H$
is upper Hessenberg ($H_{i,j} = 0, \forall i > j+1$).
@end tex
@ifnottex
@code{@var{P} * @var{H} * @var{P}' = @var{A}} where @var{P} is a square
unitary matrix (@code{@var{P}' * @var{P} = I}, using complex-conjugate
transposition) and @var{H} is upper Hessenberg
(@code{@var{H}(i, j) = 0 forall i > j+1)}.
@end ifnottex

The Hessenberg decomposition is usually used as the first step in an
eigenvalue computation, but has other applications as well
(see @nospell{Golub, Nash, and Van Loan},
IEEE Transactions on Automatic Control, 1979).
@seealso{eig, chol, lu, qr, qz, schur, svd}
@end deftypefn */)
{
  if (args.length () != 1)
    print_usage ();

  octave_value arg = args(0);

  if (arg.isempty ())
    return octave_value_list (2, Matrix ());

  if (arg.rows () != arg.columns ())
    err_square_matrix_required ("hess", "A");

  octave_value_list retval;

  if (arg.is_single_type ())
    {
      if (arg.isreal ())
        {
          FloatMatrix tmp = arg.float_matrix_value ();

          octave::math::hess<FloatMatrix> result (tmp);

          if (nargout <= 1)
            retval = ovl (result.hess_matrix ());
          else
            retval = ovl (result.unitary_hess_matrix (),
                          result.hess_matrix ());
        }
      else if (arg.iscomplex ())
        {
          FloatComplexMatrix ctmp = arg.float_complex_matrix_value ();

          octave::math::hess<FloatComplexMatrix> result (ctmp);

          if (nargout <= 1)
            retval = ovl (result.hess_matrix ());
          else
            retval = ovl (result.unitary_hess_matrix (),
                          result.hess_matrix ());
        }
    }
  else
    {
      if (arg.isreal ())
        {
          Matrix tmp = arg.matrix_value ();

          octave::math::hess<Matrix> result (tmp);

          if (nargout <= 1)
            retval = ovl (result.hess_matrix ());
          else
            retval = ovl (result.unitary_hess_matrix (),
                          result.hess_matrix ());
        }
      else if (arg.iscomplex ())
        {
          ComplexMatrix ctmp = arg.complex_matrix_value ();

          octave::math::hess<ComplexMatrix> result (ctmp);

          if (nargout <= 1)
            retval = ovl (result.hess_matrix ());
          else
            retval = ovl (result.unitary_hess_matrix (),
                          result.hess_matrix ());
        }
      else
        err_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 <must be a square matrix> hess ([1, 2; 3, 4; 5, 6])
*/

OCTAVE_NAMESPACE_END