view scripts/polynomial/polyeig.m @ 30920:47cbc69e66cd

eliminate direct access to call stack from evaluator The call stack is an internal implementation detail of the evaluator. Direct access to it outside of the evlauator should not be needed. * pt-eval.h (tree_evaluator::get_call_stack): Delete.
author John W. Eaton <jwe@octave.org>
date Fri, 08 Apr 2022 15:19:22 -0400
parents 796f54d4ddbf
children 597f3ee61a48
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########################################################################
##
## Copyright (C) 2012-2022 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
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## (at your option) any later version.
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## 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
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########################################################################

## -*- texinfo -*-
## @deftypefn  {} {@var{z} =} polyeig (@var{C0}, @var{C1}, @dots{}, @var{Cl})
## @deftypefnx {} {[@var{v}, @var{z}] =} polyeig (@var{C0}, @var{C1}, @dots{}, @var{Cl})
##
## Solve the polynomial eigenvalue problem of degree @var{l}.
##
## Given an @var{n}x@var{n} matrix polynomial
##
## @code{@var{C}(@var{s}) = @var{C0} + @var{C1} @var{s} + @dots{} + @var{Cl}
## @var{s}^@var{l}}
##
## @code{polyeig} solves the eigenvalue problem
##
## @code{(@var{C0} + @var{C1} @var{z} + @dots{} + @var{Cl} @var{z}^@var{l})
## @var{v} = 0}.
##
## Note that the eigenvalues @var{z} are the zeros of the matrix polynomial.
## @var{z} is a row vector with @code{@var{n}*@var{l}} elements.  @var{v} is a
## matrix (@var{n} x @var{n}*@var{l}) with columns that correspond to the
## eigenvectors.
##
## @seealso{eig, eigs, compan}
## @end deftypefn

function [z, v] = polyeig (varargin)

  if (nargin < 1)
    print_usage ();
  endif

  n = rows (varargin{1});

  for i = 1 : nargin
    if (! issquare (varargin{i}))
      error ("polyeig: coefficients must be square matrices");
    endif
    if (rows (varargin{i}) != n)
      error ("polyeig: coefficients must have the same dimensions");
    endif
  endfor

  ## matrix polynomial degree
  l = nargin - 1;

  ## form needed matrices
  C = [ zeros(n * (l - 1), n), eye(n * (l - 1));
       -cell2mat(varargin(1:end-1)) ];

  D = [ eye(n * (l - 1)), zeros(n * (l - 1), n);
        zeros(n, n * (l - 1)), varargin{end} ];

  ## solve generalized eigenvalue problem
  if (nargout < 2)
    z = eig (C, D);
  else
    [z, v] = eig (C, D);
    v = diag (v);
    ## return n-element eigenvectors normalized so that the infinity-norm = 1
    z = z(1:n,:);
    t = max (z);    # max() takes the abs if complex.
    z ./= t;
  endif

endfunction


%!shared C0, C1
%! C0 = [8, 0; 0, 4];
%! C1 = [1, 0; 0, 1];

%!test
%! z = polyeig (C0, C1);
%! assert (z, [-8; -4]);

%!test
%! [v,z] = polyeig (C0, C1);
%! assert (z, [-8; -4]);
%! z = diag (z);
%! d = C0*v + C1*v*z;
%! assert (norm (d), 0.0);

## Test input validation
%!error <Invalid call> polyeig ()
%!error <coefficients must be square matrices> polyeig (ones (3,2))
%!error <coefficients must have the same dimensions>
%! polyeig (ones (3,3), ones (2,2))