view libinterp/corefcn/pinv.cc @ 21100:e39e05d90788

Switch gripe_XXX to either err_XXX or warn_XXX naming scheme. * libinterp/corefcn/errwarn.h, libinterp/corefcn/errwarn.cc: New header and .cc file with common errors and warnings for libinterp. * libinterp/corefcn/module.mk: Add errwarn.h, errwarn.cc to build system. * liboctave/util/lo-array-errwarn.h, liboctave/util/lo-array-errwarn.cc: New header and .cc file with common errors and warnings for liboctave. * liboctave/util/module.mk: Add lo-array-errwarn.h, lo-array-errwarn.cc to build system. * lo-array-gripes.h: #include "lo-array-errwarn.h" for access to class index_exception. Remove const char *error_id_XXX prototypes. * lo-array-gripes.cc: Remove const char *error_id_XXX initializations. Remove index_exception method definitions. * Cell.cc, __pchip_deriv__.cc, __qp__.cc, balance.cc, betainc.cc, cellfun.cc, daspk.cc, dasrt.cc, dassl.cc, data.cc, debug.cc, defaults.cc, det.cc, dirfns.cc, eig.cc, fft.cc, fft2.cc, fftn.cc, find.cc, gammainc.cc, gcd.cc, getgrent.cc, getpwent.cc, graphics.in.h, help.cc, hess.cc, hex2num.cc, input.cc, inv.cc, jit-typeinfo.cc, load-save.cc, lookup.cc, ls-hdf5.cc, ls-mat-ascii.cc, ls-mat4.cc, ls-mat5.cc, ls-oct-binary.cc, ls-oct-text.cc, lsode.cc, lu.cc, luinc.cc, max.cc, mgorth.cc, oct-hist.cc, oct-procbuf.cc, oct-stream.cc, oct.h, pager.cc, pinv.cc, pr-output.cc, quad.cc, qz.cc, rand.cc, rcond.cc, regexp.cc, schur.cc, sparse-xdiv.cc, sparse-xpow.cc, sparse.cc, spparms.cc, sqrtm.cc, str2double.cc, strfind.cc, strfns.cc, sub2ind.cc, svd.cc, sylvester.cc, syscalls.cc, typecast.cc, utils.cc, variables.cc, xdiv.cc, xnorm.cc, xpow.cc, __eigs__.cc, __glpk__.cc, __magick_read__.cc, __osmesa_print__.cc, audiodevinfo.cc, audioread.cc, chol.cc, dmperm.cc, fftw.cc, qr.cc, symbfact.cc, symrcm.cc, ov-base-diag.cc, ov-base-int.cc, ov-base-mat.cc, ov-base-scalar.cc, ov-base-sparse.cc, ov-base.cc, ov-bool-mat.cc, ov-bool-sparse.cc, ov-bool.cc, ov-builtin.cc, ov-cell.cc, ov-ch-mat.cc, ov-class.cc, ov-complex.cc, ov-complex.h, ov-cs-list.cc, ov-cx-diag.cc, ov-cx-mat.cc, ov-cx-sparse.cc, ov-fcn-handle.cc, ov-fcn-inline.cc, ov-float.cc, ov-float.h, ov-flt-complex.cc, ov-flt-complex.h, ov-flt-cx-diag.cc, ov-flt-cx-mat.cc, ov-flt-re-mat.cc, ov-int16.cc, ov-int32.cc, ov-int64.cc, ov-int8.cc, ov-intx.h, ov-mex-fcn.cc, ov-perm.cc, ov-range.cc, ov-re-mat.cc, ov-re-sparse.cc, ov-scalar.cc, ov-scalar.h, ov-str-mat.cc, ov-struct.cc, ov-type-conv.h, ov-uint16.cc, ov-uint32.cc, ov-uint64.cc, ov-uint8.cc, ov-usr-fcn.cc, ov.cc, op-b-b.cc, op-b-bm.cc, op-b-sbm.cc, op-bm-b.cc, op-bm-bm.cc, op-bm-sbm.cc, op-cdm-cdm.cc, op-cell.cc, op-chm.cc, op-class.cc, op-cm-cm.cc, op-cm-cs.cc, op-cm-m.cc, op-cm-s.cc, op-cm-scm.cc, op-cm-sm.cc, op-cs-cm.cc, op-cs-cs.cc, op-cs-m.cc, op-cs-s.cc, op-cs-scm.cc, op-cs-sm.cc, op-dm-dm.cc, op-dm-scm.cc, op-dm-sm.cc, op-dms-template.cc, op-double-conv.cc, op-fcdm-fcdm.cc, op-fcdm-fdm.cc, op-fcm-fcm.cc, op-fcm-fcs.cc, op-fcm-fm.cc, op-fcm-fs.cc, op-fcn.cc, op-fcs-fcm.cc, op-fcs-fcs.cc, op-fcs-fm.cc, op-fcs-fs.cc, op-fdm-fdm.cc, op-float-conv.cc, op-fm-fcm.cc, op-fm-fcs.cc, op-fm-fm.cc, op-fm-fs.cc, op-fs-fcm.cc, op-fs-fcs.cc, op-fs-fm.cc, op-fs-fs.cc, op-i16-i16.cc, op-i32-i32.cc, op-i64-i64.cc, op-i8-i8.cc, op-int-concat.cc, op-int-conv.cc, op-int.h, op-m-cm.cc, op-m-cs.cc, op-m-m.cc, op-m-s.cc, op-m-scm.cc, op-m-sm.cc, op-pm-pm.cc, op-pm-scm.cc, op-pm-sm.cc, op-range.cc, op-s-cm.cc, op-s-cs.cc, op-s-m.cc, op-s-s.cc, op-s-scm.cc, op-s-sm.cc, op-sbm-b.cc, op-sbm-bm.cc, op-sbm-sbm.cc, op-scm-cm.cc, op-scm-cs.cc, op-scm-m.cc, op-scm-s.cc, op-scm-scm.cc, op-scm-sm.cc, op-sm-cm.cc, op-sm-cs.cc, op-sm-m.cc, op-sm-s.cc, op-sm-scm.cc, op-sm-sm.cc, op-str-m.cc, op-str-s.cc, op-str-str.cc, op-struct.cc, op-ui16-ui16.cc, op-ui32-ui32.cc, op-ui64-ui64.cc, op-ui8-ui8.cc, ops.h, lex.ll, pt-assign.cc, pt-eval.cc, pt-idx.cc, pt-loop.cc, pt-mat.cc, pt-stmt.cc, Array-util.cc, Array-util.h, Array.cc, CColVector.cc, CDiagMatrix.cc, CMatrix.cc, CNDArray.cc, CRowVector.cc, CSparse.cc, DiagArray2.cc, MDiagArray2.cc, MSparse.cc, PermMatrix.cc, Range.cc, Sparse.cc, dColVector.cc, dDiagMatrix.cc, dMatrix.cc, dNDArray.cc, dRowVector.cc, dSparse.cc, fCColVector.cc, fCDiagMatrix.cc, fCMatrix.cc, fCNDArray.cc, fCRowVector.cc, fColVector.cc, fDiagMatrix.cc, fMatrix.cc, fNDArray.cc, fRowVector.cc, idx-vector.cc, CmplxGEPBAL.cc, dbleGEPBAL.cc, fCmplxGEPBAL.cc, floatGEPBAL.cc, Sparse-diag-op-defs.h, Sparse-op-defs.h, Sparse-perm-op-defs.h, mx-inlines.cc, mx-op-defs.h, oct-binmap.h: Replace 'include "gripes.h"' with 'include "errwarn.h". Change all gripe_XXX to err_XXX or warn_XXX or errwarn_XXX.
author Rik <rik@octave.org>
date Mon, 18 Jan 2016 18:28:06 -0800
parents a4f5da7c5463
children df7891224709
line wrap: on
line source

/*

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 "errwarn.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
        err_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
        err_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]');

*/