view libinterp/corefcn/balance.cc @ 30564:796f54d4ddbf stable

update Octave Project Developers copyright for the new year In files that have the "Octave Project Developers" copyright notice, update for 2021. In all .txi and .texi files except gpl.txi and gpl.texi in the doc/liboctave and doc/interpreter directories, change the copyright to "Octave Project Developers", the same as used for other source files. Update copyright notices for 2022 (not done since 2019). For gpl.txi and gpl.texi, change the copyright notice to be "Free Software Foundation, Inc." and leave the date at 2007 only because this file only contains the text of the GPL, not anything created by the Octave Project Developers. Add Paul Thomas to contributors.in.
author John W. Eaton <jwe@octave.org>
date Tue, 28 Dec 2021 18:22:40 -0500
parents 7d6709900da7
children e88a07dec498
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////////////////////////////////////////////////////////////////////////
//
// Copyright (C) 1996-2022 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
// 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 <string>

#include "CMatrix.h"
#include "aepbalance.h"
#include "dMatrix.h"
#include "fCMatrix.h"
#include "fMatrix.h"
#include "gepbalance.h"
#include "quit.h"

#include "defun.h"
#include "error.h"
#include "f77-fcn.h"
#include "errwarn.h"
#include "ovl.h"
#include "utils.h"

OCTAVE_NAMESPACE_BEGIN

DEFUN (balance, args, nargout,
       doc: /* -*- texinfo -*-
@deftypefn  {} {@var{AA} =} balance (@var{A})
@deftypefnx {} {@var{AA} =} balance (@var{A}, @var{opt})
@deftypefnx {} {[@var{DD}, @var{AA}] =} balance (@var{A}, @var{opt})
@deftypefnx {} {[@var{D}, @var{P}, @var{AA}] =} balance (@var{A}, @var{opt})
@deftypefnx {} {[@var{CC}, @var{DD}, @var{AA}, @var{BB}] =} balance (@var{A}, @var{B}, @var{opt})

Balance the matrix @var{A} to reduce numerical errors in future
calculations.

Compute @code{@var{AA} = @var{DD} \ @var{A} * @var{DD}} in which @var{AA}
is a matrix whose row and column norms are roughly equal in magnitude, and
@code{@var{DD} = @var{P} * @var{D}}, in which @var{P} is a permutation
matrix and @var{D} is a diagonal matrix of powers of two.  This allows the
equilibration to be computed without round-off.  Results of eigenvalue
calculation are typically improved by balancing first.

If two output values are requested, @code{balance} returns
the diagonal @var{D} and the permutation @var{P} separately as vectors.
In this case, @code{@var{DD} = eye(n)(:,@var{P}) * diag (@var{D})}, where
@math{n} is the matrix size.

If four output values are requested, compute @code{@var{AA} =
@var{CC}*@var{A}*@var{DD}} and @code{@var{BB} = @var{CC}*@var{B}*@var{DD}},
in which @var{AA} and @var{BB} have nonzero elements of approximately the
same magnitude and @var{CC} and @var{DD} are permuted diagonal matrices as
in @var{DD} for the algebraic eigenvalue problem.

The eigenvalue balancing option @var{opt} may be one of:

@table @asis
@item @qcode{"noperm"}, @qcode{"S"}
Scale only; do not permute.

@item @qcode{"noscal"}, @qcode{"P"}
Permute only; do not scale.
@end table

Algebraic eigenvalue balancing uses standard @sc{lapack} routines.

Generalized eigenvalue problem balancing uses Ward's algorithm
(SIAM Journal on Scientific and Statistical Computing, 1981).
@end deftypefn */)
{
  int nargin = args.length ();

  if (nargin < 1 || nargin > 3 || nargout < 0)
    print_usage ();

  octave_value_list retval;

  // determine if it's AEP or GEP
  bool AEPcase = nargin == 1 || args(1).is_string ();

  // problem dimension
  octave_idx_type nn = args(0).rows ();

  if (nn != args(0).columns ())
    err_square_matrix_required ("balance", "A");

  bool isfloat = args(0).is_single_type ()
                 || (! AEPcase && args(1).is_single_type ());

  bool complex_case = args(0).iscomplex ()
                      || (! AEPcase && args(1).iscomplex ());

  // Extract argument 1 parameter for both AEP and GEP.
  Matrix aa;
  ComplexMatrix caa;
  FloatMatrix faa;
  FloatComplexMatrix fcaa;

  if (isfloat)
    {
      if (complex_case)
        fcaa = args(0).float_complex_matrix_value ();
      else
        faa = args(0).float_matrix_value ();
    }
  else
    {
      if (complex_case)
        caa = args(0).complex_matrix_value ();
      else
        aa = args(0).matrix_value ();
    }

  // Treat AEP/GEP cases.
  if (AEPcase)
    {
      // Algebraic eigenvalue problem.
      bool noperm = false;
      bool noscal = false;
      if (nargin > 1)
        {
          std::string a1s = args(1).string_value ();
          noperm = a1s == "noperm" || a1s == "S";
          noscal = a1s == "noscal" || a1s == "P";
        }

      // balance the AEP
      if (isfloat)
        {
          if (complex_case)
            {
              math::aepbalance<FloatComplexMatrix> result (fcaa, noperm, noscal);

              if (nargout == 0 || nargout == 1)
                retval = ovl (result.balanced_matrix ());
              else if (nargout == 2)
                retval = ovl (result.balancing_matrix (),
                              result.balanced_matrix ());
              else
                retval = ovl (result.scaling_vector (),
                              result.permuting_vector (),
                              result.balanced_matrix ());
            }
          else
            {
              math::aepbalance<FloatMatrix> result (faa, noperm, noscal);

              if (nargout == 0 || nargout == 1)
                retval = ovl (result.balanced_matrix ());
              else if (nargout == 2)
                retval = ovl (result.balancing_matrix (),
                              result.balanced_matrix ());
              else
                retval = ovl (result.scaling_vector (),
                              result.permuting_vector (),
                              result.balanced_matrix ());
            }
        }
      else
        {
          if (complex_case)
            {
              math::aepbalance<ComplexMatrix> result (caa, noperm, noscal);

              if (nargout == 0 || nargout == 1)
                retval = ovl (result.balanced_matrix ());
              else if (nargout == 2)
                retval = ovl (result.balancing_matrix (),
                              result.balanced_matrix ());
              else
                retval = ovl (result.scaling_vector (),
                              result.permuting_vector (),
                              result.balanced_matrix ());
            }
          else
            {
              math::aepbalance<Matrix> result (aa, noperm, noscal);

              if (nargout == 0 || nargout == 1)
                retval = ovl (result.balanced_matrix ());
              else if (nargout == 2)
                retval = ovl (result.balancing_matrix (),
                              result.balanced_matrix ());
              else
                retval = ovl (result.scaling_vector (),
                              result.permuting_vector (),
                              result.balanced_matrix ());
            }
        }
    }
  else
    {
      std::string bal_job;
      if (nargout == 1)
        warning ("balance: used GEP, should have two output arguments");

      // Generalized eigenvalue problem.
      if (nargin == 2)
        bal_job = 'B';
      else
        bal_job = args(2).xstring_value ("balance: OPT argument must be a string");

      if ((nn != args(1).columns ()) || (nn != args(1).rows ()))
        ::err_nonconformant ();

      Matrix bb;
      ComplexMatrix cbb;
      FloatMatrix fbb;
      FloatComplexMatrix fcbb;

      if (isfloat)
        {
          if (complex_case)
            fcbb = args(1).float_complex_matrix_value ();
          else
            fbb = args(1).float_matrix_value ();
        }
      else
        {
          if (complex_case)
            cbb = args(1).complex_matrix_value ();
          else
            bb = args(1).matrix_value ();
        }

      // balance the GEP
      if (isfloat)
        {
          if (complex_case)
            {
              math::gepbalance<FloatComplexMatrix> result (fcaa, fcbb, bal_job);

              switch (nargout)
                {
                case 4:
                  retval(3) = result.balanced_matrix2 ();
                  OCTAVE_FALLTHROUGH;

                case 3:
                  retval(2) = result.balanced_matrix ();
                  retval(1) = result.balancing_matrix2 ();
                  retval(0) = result.balancing_matrix ();
                  break;

                case 2:
                  retval(1) = result.balancing_matrix2 ();
                  OCTAVE_FALLTHROUGH;

                case 1:
                  retval(0) = result.balancing_matrix ();
                  break;

                default:
                  error ("balance: invalid number of output arguments");
                  break;
                }
            }
          else
            {
              math::gepbalance<FloatMatrix> result (faa, fbb, bal_job);

              switch (nargout)
                {
                case 4:
                  retval(3) = result.balanced_matrix2 ();
                  OCTAVE_FALLTHROUGH;

                case 3:
                  retval(2) = result.balanced_matrix ();
                  retval(1) = result.balancing_matrix2 ();
                  retval(0) = result.balancing_matrix ();
                  break;

                case 2:
                  retval(1) = result.balancing_matrix2 ();
                  OCTAVE_FALLTHROUGH;

                case 1:
                  retval(0) = result.balancing_matrix ();
                  break;

                default:
                  error ("balance: invalid number of output arguments");
                  break;
                }
            }
        }
      else
        {
          if (complex_case)
            {
              math::gepbalance<ComplexMatrix> result (caa, cbb, bal_job);

              switch (nargout)
                {
                case 4:
                  retval(3) = result.balanced_matrix2 ();
                  OCTAVE_FALLTHROUGH;

                case 3:
                  retval(2) = result.balanced_matrix ();
                  retval(1) = result.balancing_matrix2 ();
                  retval(0) = result.balancing_matrix ();
                  break;

                case 2:
                  retval(1) = result.balancing_matrix2 ();
                  OCTAVE_FALLTHROUGH;

                case 1:
                  retval(0) = result.balancing_matrix ();
                  break;

                default:
                  error ("balance: invalid number of output arguments");
                  break;
                }
            }
          else
            {
              math::gepbalance<Matrix> result (aa, bb, bal_job);

              switch (nargout)
                {
                case 4:
                  retval(3) = result.balanced_matrix2 ();
                  OCTAVE_FALLTHROUGH;

                case 3:
                  retval(2) = result.balanced_matrix ();
                  retval(1) = result.balancing_matrix2 ();
                  retval(0) = result.balancing_matrix ();
                  break;

                case 2:
                  retval(1) = result.balancing_matrix2 ();
                  OCTAVE_FALLTHROUGH;

                case 1:
                  retval(0) = result.balancing_matrix ();
                  break;

                default:
                  error ("balance: invalid number of output arguments");
                  break;
                }
            }
        }
    }

  return retval;
}

OCTAVE_NAMESPACE_END