view libinterp/corefcn/mgorth.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 92662b17ef7e
children 7d6709900da7
line wrap: on
line source

////////////////////////////////////////////////////////////////////////
//
// Copyright (C) 2009-2021 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 "oct-norm.h"
#include "defun.h"
#include "error.h"
#include "errwarn.h"

OCTAVE_NAMESPACE_BEGIN

template <typename ColumnVector, typename Matrix, typename RowVector>
static void
do_mgorth (ColumnVector& x, const Matrix& V, RowVector& h)
{
  octave_idx_type Vc = V.columns ();
  h = RowVector (Vc + 1);
  for (octave_idx_type j = 0; j < Vc; j++)
    {
      ColumnVector Vcj = V.column (j);
      h(j) = RowVector (Vcj.hermitian ()) * x;
      x -= h(j) * Vcj;
    }

  h(Vc) = octave::xnorm (x);
  if (std::real (h(Vc)) > 0)
    x /= h(Vc);
}

DEFUN (mgorth, args, ,
       doc: /* -*- texinfo -*-
@deftypefn {} {[@var{y}, @var{h}] =} mgorth (@var{x}, @var{v})
Orthogonalize a given column vector @var{x} with respect to a set of
orthonormal vectors comprising the columns of @var{v} using the modified
Gram-Schmidt method.

On exit, @var{y} is a unit vector such that:

@example
@group
  norm (@var{y}) = 1
  @var{v}' * @var{y} = 0
  @var{x} = [@var{v}, @var{y}]*@var{h}'
@end group
@end example

@end deftypefn */)
{
  if (args.length () != 2)
    print_usage ();

  octave_value arg_x = args(0);
  octave_value arg_v = args(1);

  if (arg_v.ndims () != 2 || arg_x.ndims () != 2 || arg_x.columns () != 1
      || arg_v.rows () != arg_x.rows ())
    error ("mgorth: V should be a matrix, and X a column vector with"
           " the same number of rows as V.");

  if (! arg_x.isnumeric () && ! arg_v.isnumeric ())
    error ("mgorth: X and V must be numeric");

  octave_value_list retval;

  bool iscomplex = (arg_x.iscomplex () || arg_v.iscomplex ());
  if (arg_x.is_single_type () || arg_v.is_single_type ())
    {
      if (iscomplex)
        {
          FloatComplexColumnVector x
            = arg_x.float_complex_column_vector_value ();
          FloatComplexMatrix V = arg_v.float_complex_matrix_value ();
          FloatComplexRowVector h;
          do_mgorth (x, V, h);
          retval = ovl (x, h);
        }
      else
        {
          FloatColumnVector x = arg_x.float_column_vector_value ();
          FloatMatrix V = arg_v.float_matrix_value ();
          FloatRowVector h;
          do_mgorth (x, V, h);
          retval = ovl (x, h);
        }
    }
  else
    {
      if (iscomplex)
        {
          ComplexColumnVector x = arg_x.complex_column_vector_value ();
          ComplexMatrix V = arg_v.complex_matrix_value ();
          ComplexRowVector h;
          do_mgorth (x, V, h);
          retval = ovl (x, h);
        }
      else
        {
          ColumnVector x = arg_x.column_vector_value ();
          Matrix V = arg_v.matrix_value ();
          RowVector h;
          do_mgorth (x, V, h);
          retval = ovl (x, h);
        }
    }

  return retval;
}

/*
%!test
%! for ii=1:100
%!   assert (abs (mgorth (randn (5, 1), eye (5, 4))), [0 0 0 0 1]', eps);
%! endfor

%!test
%! a = hilb (5);
%! a(:, 1) /= norm (a(:, 1));
%! for ii = 1:5
%!   a(:, ii) = mgorth (a(:, ii), a(:, 1:ii-1));
%! endfor
%! assert (a' * a, eye (5), 1e10);
*/

OCTAVE_NAMESPACE_END