Mercurial > octave
view libinterp/corefcn/sqrtm.cc @ 31607:aac27ad79be6 stable
maint: Re-indent code after switch to using namespace macros.
* build-env.h, build-env.in.cc, Cell.h, __betainc__.cc, __eigs__.cc,
__ftp__.cc, __ichol__.cc, __ilu__.cc, __isprimelarge__.cc, __magick_read__.cc,
__pchip_deriv__.cc, amd.cc, base-text-renderer.cc, base-text-renderer.h,
besselj.cc, bitfcns.cc, bsxfun.cc, c-file-ptr-stream.h, call-stack.cc,
call-stack.h, ccolamd.cc, cellfun.cc, chol.cc, colamd.cc, dasrt.cc, data.cc,
debug.cc, defaults.cc, defaults.h, det.cc, display.cc, display.h, dlmread.cc,
dynamic-ld.cc, dynamic-ld.h, ellipj.cc, environment.cc, environment.h,
error.cc, error.h, errwarn.h, event-manager.cc, event-manager.h,
event-queue.cc, event-queue.h, fcn-info.cc, fcn-info.h, fft.cc, fft2.cc,
file-io.cc, filter.cc, find.cc, ft-text-renderer.cc, ft-text-renderer.h,
gcd.cc, gl-render.cc, gl-render.h, gl2ps-print.cc, gl2ps-print.h,
graphics-toolkit.cc, graphics-toolkit.h, graphics.cc, gsvd.cc, gtk-manager.cc,
gtk-manager.h, help.cc, help.h, hook-fcn.cc, hook-fcn.h, input.cc, input.h,
interpreter-private.cc, interpreter-private.h, interpreter.cc, interpreter.h,
inv.cc, jsondecode.cc, jsonencode.cc, latex-text-renderer.cc,
latex-text-renderer.h, load-path.cc, load-path.h, load-save.cc, load-save.h,
lookup.cc, ls-hdf5.cc, ls-mat4.cc, ls-mat5.cc, lsode.cc, lu.cc, mappers.cc,
matrix_type.cc, max.cc, mex.cc, mexproto.h, mxarray.h, mxtypes.in.h,
oct-errno.in.cc, oct-hdf5-types.cc, oct-hist.cc, oct-hist.h, oct-map.cc,
oct-map.h, oct-opengl.h, oct-prcstrm.h, oct-process.cc, oct-process.h,
oct-stdstrm.h, oct-stream.cc, oct-stream.h, oct-strstrm.h,
octave-default-image.h, ordqz.cc, ordschur.cc, pager.cc, pager.h, pinv.cc,
pow2.cc, pr-output.cc, psi.cc, qr.cc, quadcc.cc, rand.cc, regexp.cc,
settings.cc, settings.h, sighandlers.cc, sighandlers.h, sparse-xpow.cc,
sqrtm.cc, stack-frame.cc, stack-frame.h, stream-euler.cc, strfns.cc, svd.cc,
syminfo.cc, syminfo.h, symrcm.cc, symrec.cc, symrec.h, symscope.cc, symscope.h,
symtab.cc, symtab.h, sysdep.cc, sysdep.h, text-engine.cc, text-engine.h,
text-renderer.cc, text-renderer.h, time.cc, toplev.cc, typecast.cc,
url-handle-manager.cc, url-handle-manager.h, urlwrite.cc, utils.cc, utils.h,
variables.cc, variables.h, xdiv.cc, __delaunayn__.cc, __init_fltk__.cc,
__init_gnuplot__.cc, __ode15__.cc, __voronoi__.cc, audioread.cc, convhulln.cc,
gzip.cc, cdef-class.cc, cdef-class.h, cdef-fwd.h, cdef-manager.cc,
cdef-manager.h, cdef-method.cc, cdef-method.h, cdef-object.cc, cdef-object.h,
cdef-package.cc, cdef-package.h, cdef-property.cc, cdef-property.h,
cdef-utils.cc, cdef-utils.h, ov-base-diag.cc, ov-base-int.cc, ov-base-mat.cc,
ov-base-mat.h, ov-base-scalar.cc, ov-base.cc, ov-base.h, ov-bool-mat.cc,
ov-bool-mat.h, ov-bool-sparse.cc, ov-bool.cc, ov-builtin.h, ov-cell.cc,
ov-ch-mat.cc, ov-class.cc, ov-class.h, ov-classdef.cc, ov-classdef.h,
ov-complex.cc, ov-cx-diag.cc, ov-cx-mat.cc, ov-cx-sparse.cc, ov-dld-fcn.cc,
ov-dld-fcn.h, ov-fcn-handle.cc, ov-fcn-handle.h, ov-fcn.h, ov-float.cc,
ov-flt-complex.cc, ov-flt-cx-diag.cc, ov-flt-cx-mat.cc, ov-flt-re-diag.cc,
ov-flt-re-mat.cc, ov-flt-re-mat.h, ov-intx.h, ov-java.cc, ov-lazy-idx.cc,
ov-legacy-range.cc, ov-magic-int.cc, ov-mex-fcn.cc, ov-mex-fcn.h,
ov-null-mat.cc, ov-perm.cc, ov-range.cc, ov-re-diag.cc, ov-re-mat.cc,
ov-re-mat.h, ov-re-sparse.cc, ov-scalar.cc, ov-str-mat.cc, ov-struct.cc,
ov-typeinfo.cc, ov-typeinfo.h, ov-usr-fcn.cc, ov-usr-fcn.h, ov.cc, ov.h, ovl.h,
octave.cc, octave.h, op-b-sbm.cc, op-bm-sbm.cc, op-cs-scm.cc, op-fm-fcm.cc,
op-fs-fcm.cc, op-s-scm.cc, op-scm-cs.cc, op-scm-s.cc, op-sm-cs.cc, ops.h,
anon-fcn-validator.cc, anon-fcn-validator.h, bp-table.cc, bp-table.h,
comment-list.cc, comment-list.h, filepos.h, lex.h, oct-lvalue.cc, oct-lvalue.h,
parse.h, profiler.cc, profiler.h, pt-anon-scopes.cc, pt-anon-scopes.h,
pt-arg-list.cc, pt-arg-list.h, pt-args-block.cc, pt-args-block.h,
pt-array-list.cc, pt-array-list.h, pt-assign.cc, pt-assign.h, pt-binop.cc,
pt-binop.h, pt-bp.cc, pt-bp.h, pt-cbinop.cc, pt-cbinop.h, pt-cell.cc,
pt-cell.h, pt-check.cc, pt-check.h, pt-classdef.cc, pt-classdef.h, pt-cmd.h,
pt-colon.cc, pt-colon.h, pt-const.cc, pt-const.h, pt-decl.cc, pt-decl.h,
pt-eval.cc, pt-eval.h, pt-except.cc, pt-except.h, pt-exp.cc, pt-exp.h,
pt-fcn-handle.cc, pt-fcn-handle.h, pt-id.cc, pt-id.h, pt-idx.cc, pt-idx.h,
pt-jump.h, pt-loop.cc, pt-loop.h, pt-mat.cc, pt-mat.h, pt-misc.cc, pt-misc.h,
pt-pr-code.cc, pt-pr-code.h, pt-select.cc, pt-select.h, pt-spmd.cc, pt-spmd.h,
pt-stmt.cc, pt-stmt.h, pt-tm-const.cc, pt-tm-const.h, pt-unop.cc, pt-unop.h,
pt-walk.cc, pt-walk.h, pt.cc, pt.h, token.cc, token.h, Range.cc, Range.h,
idx-vector.cc, idx-vector.h, range-fwd.h, CollocWt.cc, CollocWt.h,
aepbalance.cc, aepbalance.h, chol.cc, chol.h, gepbalance.cc, gepbalance.h,
gsvd.cc, gsvd.h, hess.cc, hess.h, lo-mappers.cc, lo-mappers.h, lo-specfun.cc,
lo-specfun.h, lu.cc, lu.h, oct-convn.cc, oct-convn.h, oct-fftw.cc, oct-fftw.h,
oct-norm.cc, oct-norm.h, oct-rand.cc, oct-rand.h, oct-spparms.cc,
oct-spparms.h, qr.cc, qr.h, qrp.cc, qrp.h, randgamma.cc, randgamma.h,
randmtzig.cc, randmtzig.h, randpoisson.cc, randpoisson.h, schur.cc, schur.h,
sparse-chol.cc, sparse-chol.h, sparse-lu.cc, sparse-lu.h, sparse-qr.cc,
sparse-qr.h, svd.cc, svd.h, child-list.cc, child-list.h, dir-ops.cc, dir-ops.h,
file-ops.cc, file-ops.h, file-stat.cc, file-stat.h, lo-sysdep.cc, lo-sysdep.h,
lo-sysinfo.cc, lo-sysinfo.h, mach-info.cc, mach-info.h, oct-env.cc, oct-env.h,
oct-group.cc, oct-group.h, oct-password.cc, oct-password.h, oct-syscalls.cc,
oct-syscalls.h, oct-time.cc, oct-time.h, oct-uname.cc, oct-uname.h,
action-container.cc, action-container.h, base-list.h, cmd-edit.cc, cmd-edit.h,
cmd-hist.cc, cmd-hist.h, f77-fcn.h, file-info.cc, file-info.h,
lo-array-errwarn.cc, lo-array-errwarn.h, lo-hash.cc, lo-hash.h, lo-ieee.h,
lo-regexp.cc, lo-regexp.h, lo-utils.cc, lo-utils.h, oct-base64.cc,
oct-base64.h, oct-glob.cc, oct-glob.h, oct-inttypes.h, oct-mutex.cc,
oct-mutex.h, oct-refcount.h, oct-shlib.cc, oct-shlib.h, oct-sparse.cc,
oct-sparse.h, oct-string.h, octave-preserve-stream-state.h, pathsearch.cc,
pathsearch.h, quit.cc, quit.h, unwind-prot.cc, unwind-prot.h, url-transfer.cc,
url-transfer.h:
Re-indent code after switch to using namespace macros.
author | Rik <rik@octave.org> |
---|---|
date | Thu, 01 Dec 2022 18:02:15 -0800 |
parents | e88a07dec498 |
children | 597f3ee61a48 |
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//////////////////////////////////////////////////////////////////////// // // Copyright (C) 2001-2022 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 "schur.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" OCTAVE_BEGIN_NAMESPACE(octave) 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 // if T(i,j) != 0 // T(i,j) /= (T(i,i) + T(j,j)); // endif // 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; if (colj[i] != zero) colj[i] /= (coli[i] + colj[j]); const element_type colji = colj[i]; 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.iscomplex (); 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_fact (x, "", true); x = schur_fact.schur_matrix (); u = schur_fact.unitary_schur_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, doc: /* -*- texinfo -*- @deftypefn {} {@var{s} =} sqrtm (@var{A}) @deftypefnx {} {[@var{s}, @var{error_estimate}] =} sqrtm (@var{A}) Compute the matrix square root of the square matrix @var{A}. Ref: @nospell{N.J. Higham}. @cite{A New sqrtm for @sc{matlab}}. Numerical Analysis Report No.@: 336, Manchester @nospell{Centre} for Computational Mathematics, Manchester, England, January 1999. @seealso{expm, logm} @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, math::schur<FloatComplexMatrix>> (arg); else if (arg.isnumeric ()) retval(0) = do_sqrtm<Matrix, ComplexMatrix, math::schur<ComplexMatrix>> (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) %!assert <*60797> (sqrtm (ones (4))^2, ones (4), 5*eps) ## The following two tests are from the reference in the docstring above. %!test %! warning ("off", "Octave:sqrtm:SingularMatrix", "local"); %! 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 */ OCTAVE_END_NAMESPACE(octave)