Mercurial > octave
view scripts/linear-algebra/linsolve.m @ 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> |
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date | Tue, 28 Dec 2021 18:22:40 -0500 |
parents | 7854d5752dd2 |
children | 597f3ee61a48 |
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######################################################################## ## ## Copyright (C) 2013-2022 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/>. ## ######################################################################## ## -*- texinfo -*- ## @deftypefn {} {@var{x} =} linsolve (@var{A}, @var{b}) ## @deftypefnx {} {@var{x} =} linsolve (@var{A}, @var{b}, @var{opts}) ## @deftypefnx {} {[@var{x}, @var{R}] =} linsolve (@dots{}) ## Solve the linear system @code{A*x = b}. ## ## With no options, this function is equivalent to the left division operator ## @w{(@code{x = A \ b})} or the matrix-left-divide function ## @w{(@code{x = mldivide (A, b)})}. ## ## Octave ordinarily examines the properties of the matrix @var{A} and chooses ## a solver that best matches the matrix. By passing a structure @var{opts} ## to @code{linsolve} you can inform Octave directly about the matrix @var{A}. ## In this case Octave will skip the matrix examination and proceed directly ## to solving the linear system. ## ## @strong{Warning:} If the matrix @var{A} does not have the properties listed ## in the @var{opts} structure then the result will not be accurate AND no ## warning will be given. When in doubt, let Octave examine the matrix and ## choose the appropriate solver as this step takes little time and the result ## is cached so that it is only done once per linear system. ## ## Possible @var{opts} fields (set value to true/false): ## ## @table @asis ## @item LT ## @var{A} is lower triangular ## ## @item UT ## @var{A} is upper triangular ## ## @item UHESS ## @var{A} is upper Hessenberg (currently makes no difference) ## ## @item SYM ## @var{A} is symmetric or complex Hermitian (currently makes no difference) ## ## @item POSDEF ## @var{A} is positive definite ## ## @item RECT ## @var{A} is general rectangular (currently makes no difference) ## ## @item TRANSA ## Solve @code{A'*x = b} if true rather than @code{A*x = b} ## @end table ## ## The optional second output @var{R} is the inverse condition number of ## @var{A} (zero if matrix is singular). ## @seealso{mldivide, matrix_type, rcond} ## @end deftypefn function [x, R] = linsolve (A, b, opts) if (nargin < 2) print_usage (); endif if (! (isnumeric (A) && isnumeric (b))) error ("linsolve: A and B must be numeric"); endif trans_A = false; ## Process any opts if (nargin > 2) if (! isstruct (opts)) error ("linsolve: OPTS must be a structure"); endif if (isfield (opts, "TRANSA") && opts.TRANSA) trans_A = true; endif if (isfield (opts, "POSDEF") && opts.POSDEF) A = matrix_type (A, "positive definite"); endif if (isfield (opts, "LT") && opts.LT) A = matrix_type (A, "lower"); elseif (isfield (opts, "UT") && opts.UT) A = matrix_type (A, "upper"); endif endif ## This way is faster as the transpose is not calculated in Octave, ## but forwarded as a flag option to BLAS. if (trans_A) x = A' \ b; else x = A \ b; endif if (nargout > 1) if (issquare (A)) R = rcond (A); else R = 0; endif endif endfunction %!test %! n = 10; %! A = rand (n); %! x = rand (n, 1); %! b = A * x; %! assert (linsolve (A, b), A \ b); %! assert (linsolve (A, b, struct ()), A \ b); %!test %! n = 10; %! A = triu (gallery ("condex", n)); %! x = rand (n, 1); %! b = A' * x; %! opts.UT = true; %! opts.TRANSA = true; %! assert (linsolve (A, b, opts), A' \ b); %!error <Invalid call> linsolve () %!error <Invalid call> linsolve (1) %!error linsolve (1,2,3) %!error <A and B must be numeric> linsolve ({1},2) %!error <A and B must be numeric> linsolve (1,{2}) %!error <OPTS must be a structure> linsolve (1,2,3)