view libinterp/corefcn/sqrtm.cc @ 21139:538b57866b90

consistently use "typename" intead of "class" in template declarations * Object.h, QtHandlesUtils.cc, QtHandlesUtils.h, ToolBarButton.cc, ToolBarButton.h, Cell.h, __lin_interpn__.cc, bitfcns.cc, bsxfun.cc, cellfun.cc, data.cc, filter.cc, gcd.cc, graphics.cc, help.cc, kron.cc, lookup.cc, ls-mat5.cc, ls-oct-text.h, lu.cc, max.cc, mgorth.cc, oct-map.cc, oct-map.h, oct-stream.cc, oct-stream.h, octave-link.h, pr-output.cc, profiler.h, schur.cc, sparse-xdiv.cc, sparse-xpow.cc, sqrtm.cc, symtab.h, tril.cc, typecast.cc, variables.cc, xdiv.cc, zfstream.h, __init_fltk__.cc, __magick_read__.cc, chol.cc, qr.cc, ov-base-diag.cc, ov-base-diag.h, ov-base-int.cc, ov-base-int.h, ov-base-mat.cc, ov-base-mat.h, ov-base-scalar.cc, ov-base-scalar.h, ov-base-sparse.cc, ov-base-sparse.h, ov-base.h, ov-classdef.cc, ov-int-traits.h, ov-java.h, ov-usr-fcn.h, ov.cc, ov.h, op-dms-template.cc, oct-parse.in.yy, parse.h, pt-mat.cc, Array-b.cc, Array.cc, Array.h, CDiagMatrix.h, CMatrix.h, CNDArray.h, DiagArray2.cc, DiagArray2.h, MArray.cc, MArray.h, MDiagArray2.cc, MDiagArray2.h, MSparse.cc, MSparse.h, MatrixType.cc, Sparse.cc, Sparse.h, dDiagMatrix.h, dMatrix.h, dNDArray.h, fCDiagMatrix.h, fCMatrix.h, fCNDArray.h, fDiagMatrix.h, fMatrix.h, fNDArray.h, idx-vector.cc, idx-vector.h, intNDArray.cc, intNDArray.h, DET.h, base-aepbal.h, base-lu.cc, base-lu.h, base-qr.cc, base-qr.h, bsxfun-defs.cc, eigs-base.cc, lo-mappers.h, lo-specfun.cc, lo-specfun.h, oct-convn.cc, oct-fftw.cc, oct-norm.cc, sparse-base-chol.cc, sparse-base-chol.h, sparse-base-lu.cc, sparse-base-lu.h, sparse-dmsolve.cc, mx-inlines.cc, action-container.h, base-list.h, lo-traits.h, lo-utils.h, oct-base64.h, oct-binmap.h, oct-cmplx.h, oct-inttypes.cc, oct-inttypes.h, oct-locbuf.h, oct-refcount.h, oct-sort.cc, oct-sort.h: Use "typename" instead of "class" in template declarations.
author John W. Eaton <jwe@octave.org>
date Sun, 24 Jan 2016 13:50:04 -0500
parents 3d0d84305600
children fcac5dbbf9ed
line wrap: on
line source

/*

Copyright (C) 2001-2015 Ross Lippert and Paul Kienzle
Copyright (C) 2010 VZLU Prague

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 <float.h>

#include "CmplxSCHUR.h"
#include "fCmplxSCHUR.h"
#include "lo-ieee.h"
#include "lo-mappers.h"
#include "oct-norm.h"

#include "defun.h"
#include "error.h"
#include "errwarn.h"
#include "utils.h"
#include "xnorm.h"

template <typename Matrix>
static void
sqrtm_utri_inplace (Matrix& T)
{
  typedef typename Matrix::element_type element_type;

  const element_type zero = element_type ();

  bool singular = false;

  // The following code is equivalent to this triple loop:
  //
  //   n = rows (T);
  //   for j = 1:n
  //     T(j,j) = sqrt (T(j,j));
  //     for i = j-1:-1:1
  //       T(i,j) /= (T(i,i) + T(j,j));
  //       k = 1:i-1;
  //       T(k,j) -= T(k,i) * T(i,j);
  //     endfor
  //   endfor
  //
  // this is an in-place, cache-aligned variant of the code
  // given in Higham's paper.

  const octave_idx_type n = T.rows ();
  element_type *Tp = T.fortran_vec ();
  for (octave_idx_type j = 0; j < n; j++)
    {
      element_type *colj = Tp + n*j;
      if (colj[j] != zero)
        colj[j] = sqrt (colj[j]);
      else
        singular = true;

      for (octave_idx_type i = j-1; i >= 0; i--)
        {
          const element_type *coli = Tp + n*i;
          const element_type colji = colj[i] /= (coli[i] + colj[j]);
          for (octave_idx_type k = 0; k < i; k++)
            colj[k] -= coli[k] * colji;
        }
    }

  if (singular)
    warning_with_id ("Octave:sqrtm:SingularMatrix",
                     "sqrtm: matrix is singular, may not have a square root");
}

template <typename Matrix, typename ComplexMatrix, typename ComplexSCHUR>
static octave_value
do_sqrtm (const octave_value& arg)
{

  octave_value retval;

  MatrixType mt = arg.matrix_type ();

  bool iscomplex = arg.is_complex_type ();

  typedef typename Matrix::element_type real_type;

  real_type cutoff = 0;
  real_type one = 1;
  real_type eps = std::numeric_limits<real_type>::epsilon ();

  if (! iscomplex)
    {
      Matrix x = octave_value_extract<Matrix> (arg);

      if (mt.is_unknown ()) // if type is not known, compute it now.
        arg.matrix_type (mt = MatrixType (x));

      switch (mt.type ())
        {
        case MatrixType::Upper:
        case MatrixType::Diagonal:
          if (! x.diag ().any_element_is_negative ())
            {
              // Do it in real arithmetic.
              sqrtm_utri_inplace (x);
              retval = x;
              retval.matrix_type (mt);
            }
          else
            iscomplex = true;
          break;

        case MatrixType::Lower:
          if (! x.diag ().any_element_is_negative ())
            {
              x = x.transpose ();
              sqrtm_utri_inplace (x);
              retval = x.transpose ();
              retval.matrix_type (mt);
            }
          else
            iscomplex = true;
          break;

        default:
          iscomplex = true;
          break;
        }

      if (iscomplex)
        cutoff = 10 * x.rows () * eps * xnorm (x, one);
    }

  if (iscomplex)
    {
      ComplexMatrix x = octave_value_extract<ComplexMatrix> (arg);

      if (mt.is_unknown ()) // if type is not known, compute it now.
        arg.matrix_type (mt = MatrixType (x));

      switch (mt.type ())
        {
        case MatrixType::Upper:
        case MatrixType::Diagonal:
          sqrtm_utri_inplace (x);
          retval = x;
          retval.matrix_type (mt);
          break;

        case MatrixType::Lower:
          x = x.transpose ();
          sqrtm_utri_inplace (x);
          retval = x.transpose ();
          retval.matrix_type (mt);
          break;

        default:
          {
            ComplexMatrix u;

            do
              {
                ComplexSCHUR schur (x, "", true);
                x = schur.schur_matrix ();
                u = schur.unitary_matrix ();
              }
            while (0); // schur no longer needed.

            sqrtm_utri_inplace (x);

            x = u * x; // original x no longer needed.
            ComplexMatrix res = xgemm (x, u, blas_no_trans, blas_conj_trans);

            if (cutoff > 0 && xnorm (imag (res), one) <= cutoff)
              retval = real (res);
            else
              retval = res;
          }
          break;
        }
    }

  return retval;
}

DEFUN (sqrtm, args, nargout,
       "-*- texinfo -*-\n\
@deftypefn  {} {@var{s} =} sqrtm (@var{A})\n\
@deftypefnx {} {[@var{s}, @var{error_estimate}] =} sqrtm (@var{A})\n\
Compute the matrix square root of the square matrix @var{A}.\n\
\n\
Ref: @nospell{N.J. Higham}.  @cite{A New sqrtm for @sc{matlab}}.  Numerical\n\
Analysis Report No. 336, Manchester @nospell{Centre} for Computational\n\
Mathematics, Manchester, England, January 1999.\n\
@seealso{expm, logm}\n\
@end deftypefn")
{
  if (args.length () != 1)
    print_usage ();

  octave_value arg = args(0);

  octave_idx_type n = arg.rows ();
  octave_idx_type nc = arg.columns ();

  if (n != nc || arg.ndims () > 2)
    err_square_matrix_required ("sqrtm", "A");

  octave_value_list retval (nargout > 1 ? 3 : 1);

  if (nargout > 1)
    {
      // FIXME: Octave does not calculate a condition number with respect to
      //        sqrtm.  Should this return NaN instead of -1?
      retval(2) = -1.0;
    }

  if (arg.is_diag_matrix ())
    // sqrtm of a diagonal matrix is just sqrt.
    retval(0) = arg.sqrt ();
  else if (arg.is_single_type ())
    retval(0) = do_sqrtm<FloatMatrix, FloatComplexMatrix, FloatComplexSCHUR>
                 (arg);
  else if (arg.is_numeric_type ())
    retval(0) = do_sqrtm<Matrix, ComplexMatrix, ComplexSCHUR> (arg);

  if (nargout > 1)
    {
      // This corresponds to generic code
      //
      //   norm (s*s - x, "fro") / norm (x, "fro");

      octave_value s = retval(0);
      retval(1) = xfrobnorm (s*s - arg) / xfrobnorm (arg);
    }

  return retval;
}

/*
%!assert (sqrtm (2*ones (2)), ones (2), 3*eps)

## The following two tests are from the reference in the docstring above.
%!test
%! x = [0 1; 0 0];
%! assert (any (isnan (sqrtm (x))(:)));

%!test
%! x = eye (4);  x(2,2) = x(3,3) = 2^-26;  x(1,4) = 1;
%! z = eye (4);  z(2,2) = z(3,3) = 2^-13;  z(1,4) = 0.5;
%! [y, err] = sqrtm (x);
%! assert (y, z);
%! assert (err, 0);   # Yes, this one has to hold exactly
*/