Mercurial > octave
view libinterp/corefcn/pinv.cc @ 20941:a4f5da7c5463
maint: Replace "octave_value_list ()" with "ovl ()".
* debug.cc, det.cc, ellipj.cc, error.cc, file-io.cc, graphics.cc, hess.cc,
input.cc, inv.cc, load-path.cc, lu.cc, octave-link.cc, pager.cc, pinv.cc,
pr-output.cc, profiler.cc, schur.cc, symtab.cc, sysdep.cc, urlwrite.cc,
variables.cc, __magick_read__.cc, audioread.cc, chol.cc, ov-classdef.h,
ov-cs-list.cc, ov-flt-re-mat.cc, ov-re-mat.cc, ov-usr-fcn.cc:
maint: Replace "octave_value_list ()" with "ovl ()".
author | Rik <rik@octave.org> |
---|---|
date | Fri, 18 Dec 2015 16:18:41 -0800 |
parents | 48b2ad5ee801 |
children | e39e05d90788 |
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/* Copyright (C) 1996-2015 John W. Eaton 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 "defun.h" #include "error.h" #include "gripes.h" #include "ovl.h" #include "utils.h" #include "ops.h" #include "ov-re-diag.h" #include "ov-cx-diag.h" #include "ov-flt-re-diag.h" #include "ov-flt-cx-diag.h" #include "ov-perm.h" DEFUN (pinv, args, , "-*- texinfo -*-\n\ @deftypefn {} {} pinv (@var{x})\n\ @deftypefnx {} {} pinv (@var{x}, @var{tol})\n\ Return the pseudoinverse of @var{x}.\n\ \n\ Singular values less than @var{tol} are ignored.\n\ \n\ If the second argument is omitted, it is taken to be\n\ \n\ @example\n\ tol = max (size (@var{x})) * sigma_max (@var{x}) * eps,\n\ @end example\n\ \n\ @noindent\n\ where @code{sigma_max (@var{x})} is the maximal singular value of @var{x}.\n\ @end deftypefn") { int nargin = args.length (); if (nargin < 1 || nargin > 2) print_usage (); octave_value arg = args(0); int arg_is_empty = empty_arg ("pinv", arg.rows (), arg.columns ()); if (arg_is_empty < 0) return ovl (); else if (arg_is_empty > 0) return octave_value (Matrix ()); octave_value retval; bool isfloat = arg.is_single_type (); if (arg.is_diag_matrix ()) { if (isfloat) { float tol = 0.0; if (nargin == 2) tol = args(1).float_value (); if (tol < 0.0) error ("pinv: TOL must be greater than zero"); if (arg.is_real_type ()) retval = arg.float_diag_matrix_value ().pseudo_inverse (tol); else retval = arg.float_complex_diag_matrix_value ().pseudo_inverse (tol); } else { double tol = 0.0; if (nargin == 2) tol = args(1).double_value (); if (tol < 0.0) error ("pinv: TOL must be greater than zero"); if (arg.is_real_type ()) retval = arg.diag_matrix_value ().pseudo_inverse (tol); else retval = arg.complex_diag_matrix_value ().pseudo_inverse (tol); } } else if (arg.is_perm_matrix ()) { retval = arg.perm_matrix_value ().inverse (); } else if (isfloat) { float tol = 0.0; if (nargin == 2) tol = args(1).float_value (); if (tol < 0.0) error ("pinv: TOL must be greater than zero"); if (arg.is_real_type ()) { FloatMatrix m = arg.float_matrix_value (); retval = m.pseudo_inverse (tol); } else if (arg.is_complex_type ()) { FloatComplexMatrix m = arg.float_complex_matrix_value (); retval = m.pseudo_inverse (tol); } else gripe_wrong_type_arg ("pinv", arg); } else { double tol = 0.0; if (nargin == 2) tol = args(1).double_value (); if (tol < 0.0) error ("pinv: TOL must be greater than zero"); if (arg.is_real_type ()) { Matrix m = arg.matrix_value (); retval = m.pseudo_inverse (tol); } else if (arg.is_complex_type ()) { ComplexMatrix m = arg.complex_matrix_value (); retval = m.pseudo_inverse (tol); } else gripe_wrong_type_arg ("pinv", arg); } return retval; } /* %!shared a, b, tol, hitol, d, u, x, y %! a = reshape (rand*[1:16], 4, 4); # Rank 2 matrix %! b = pinv (a); %! tol = 4e-14; %! hitol = 40*sqrt (eps); %! d = diag ([rand, rand, hitol, hitol]); %! u = rand (4); # Could be singular by freak accident %! x = inv (u)*d*u; %! y = pinv (x, sqrt (eps)); %! %!assert (a*b*a, a, tol) %!assert (b*a*b, b, tol) %!assert ((b*a)', b*a, tol) %!assert ((a*b)', a*b, tol) %!assert (x*y*x, x, -hitol) %!assert (y*x*y, y, -hitol) %!assert ((x*y)', x*y, hitol) %!assert ((y*x)', y*x, hitol) ## Clear shared variables %!shared ## Test pinv for Diagonal matrices %!test %! x = diag ([3 2 1 0 -0.5]); %! y = pinv (x); %! assert (typeinfo (y)(1:8), "diagonal"); %! assert (isa (y, "double")); %! assert (diag (y), [1/3, 1/2, 1, 0 1/-0.5]'); %! y = pinv (x, 1); %! assert (diag (y), [1/3 1/2 1 0 0]'); %! y = pinv (x, 2); %! assert (diag (y), [1/3 1/2 0 0 0]'); */