Mercurial > octave
view libinterp/corefcn/schur.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 | 5e00ed38a58b |
children | 3d0d84305600 |
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 <string> #include "CmplxSCHUR.h" #include "dbleSCHUR.h" #include "fCmplxSCHUR.h" #include "floatSCHUR.h" #include "defun.h" #include "error.h" #include "errwarn.h" #include "ovl.h" #include "utils.h" template <class Matrix> static octave_value mark_upper_triangular (const Matrix& a) { octave_value retval = a; octave_idx_type n = a.rows (); assert (a.columns () == n); const typename Matrix::element_type zero = typename Matrix::element_type (); for (octave_idx_type i = 0; i < n; i++) if (a(i,i) == zero) return retval; retval.matrix_type (MatrixType::Upper); return retval; } DEFUN (schur, args, nargout, "-*- texinfo -*-\n\ @deftypefn {} {@var{S} =} schur (@var{A})\n\ @deftypefnx {} {@var{S} =} schur (@var{A}, \"real\")\n\ @deftypefnx {} {@var{S} =} schur (@var{A}, \"complex\")\n\ @deftypefnx {} {@var{S} =} schur (@var{A}, @var{opt})\n\ @deftypefnx {} {[@var{U}, @var{S}] =} schur (@dots{})\n\ @cindex Schur decomposition\n\ Compute the Schur@tie{}decomposition of @var{A}.\n\ \n\ The Schur@tie{}decomposition is defined as\n\ @tex\n\ $$\n\ S = U^T A U\n\ $$\n\ @end tex\n\ @ifnottex\n\ \n\ @example\n\ @code{@var{S} = @var{U}' * @var{A} * @var{U}}\n\ @end example\n\ \n\ @end ifnottex\n\ where @var{U} is a unitary matrix\n\ @tex\n\ ($U^T U$ is identity)\n\ @end tex\n\ @ifnottex\n\ (@code{@var{U}'* @var{U}} is identity)\n\ @end ifnottex\n\ and @var{S} is upper triangular. The eigenvalues of @var{A} (and @var{S})\n\ are the diagonal elements of @var{S}. If the matrix @var{A} is real, then\n\ the real Schur@tie{}decomposition is computed, in which the matrix @var{U}\n\ is orthogonal and @var{S} is block upper triangular with blocks of size at\n\ most\n\ @tex\n\ $2 \\times 2$\n\ @end tex\n\ @ifnottex\n\ @code{2 x 2}\n\ @end ifnottex\n\ along the diagonal. The diagonal elements of @var{S}\n\ (or the eigenvalues of the\n\ @tex\n\ $2 \\times 2$\n\ @end tex\n\ @ifnottex\n\ @code{2 x 2}\n\ @end ifnottex\n\ blocks, when appropriate) are the eigenvalues of @var{A} and @var{S}.\n\ \n\ The default for real matrices is a real Schur@tie{}decomposition.\n\ A complex decomposition may be forced by passing the flag\n\ @qcode{\"complex\"}.\n\ \n\ The eigenvalues are optionally ordered along the diagonal according to the\n\ value of @var{opt}. @code{@var{opt} = \"a\"} indicates that all eigenvalues\n\ with negative real parts should be moved to the leading block of @var{S}\n\ (used in @code{are}), @code{@var{opt} = \"d\"} indicates that all\n\ eigenvalues with magnitude less than one should be moved to the leading\n\ block of @var{S} (used in @code{dare}), and @code{@var{opt} = \"u\"}, the\n\ default, indicates that no ordering of eigenvalues should occur. The\n\ leading @var{k} columns of @var{U} always span the @var{A}-invariant\n\ subspace corresponding to the @var{k} leading eigenvalues of @var{S}.\n\ \n\ The Schur@tie{}decomposition is used to compute eigenvalues of a square\n\ matrix, and has applications in the solution of algebraic Riccati equations\n\ in control (see @code{are} and @code{dare}).\n\ @seealso{rsf2csf, ordschur, lu, chol, hess, qr, qz, svd}\n\ @end deftypefn") { int nargin = args.length (); if (nargin < 1 || nargin > 2 || nargout > 2) print_usage (); octave_value arg = args(0); std::string ord; if (nargin == 2) ord = args(1).xstring_value ("schur: second argument must be a string"); bool force_complex = false; if (ord == "real") { ord = ""; } else if (ord == "complex") { force_complex = true; ord = ""; } else { char ord_char = ord.empty () ? 'U' : ord[0]; if (ord_char != 'U' && ord_char != 'A' && ord_char != 'D' && ord_char != 'u' && ord_char != 'a' && ord_char != 'd') { warning ("schur: incorrect ordered schur argument '%s'", ord.c_str ()); return ovl (); } } octave_idx_type nr = arg.rows (); octave_idx_type nc = arg.columns (); if (nr != nc) err_square_matrix_required ("schur"); octave_value_list retval; if (! arg.is_numeric_type ()) err_wrong_type_arg ("schur", arg); else if (arg.is_single_type ()) { if (! force_complex && arg.is_real_type ()) { FloatMatrix tmp = arg.float_matrix_value (); if (nargout <= 1) { FloatSCHUR result (tmp, ord, false); retval = ovl (result.schur_matrix ()); } else { FloatSCHUR result (tmp, ord, true); retval = ovl (result.unitary_matrix (), result.schur_matrix ()); } } else { FloatComplexMatrix ctmp = arg.float_complex_matrix_value (); if (nargout <= 1) { FloatComplexSCHUR result (ctmp, ord, false); retval = ovl (mark_upper_triangular (result.schur_matrix ())); } else { FloatComplexSCHUR result (ctmp, ord, true); retval = ovl (result.unitary_matrix (), mark_upper_triangular (result.schur_matrix ())); } } } else { if (! force_complex && arg.is_real_type ()) { Matrix tmp = arg.matrix_value (); if (nargout <= 1) { SCHUR result (tmp, ord, false); retval = ovl (result.schur_matrix ()); } else { SCHUR result (tmp, ord, true); retval = ovl (result.unitary_matrix (), result.schur_matrix ()); } } else { ComplexMatrix ctmp = arg.complex_matrix_value (); if (nargout <= 1) { ComplexSCHUR result (ctmp, ord, false); retval = ovl (mark_upper_triangular (result.schur_matrix ())); } else { ComplexSCHUR result (ctmp, ord, true); retval = ovl (result.unitary_matrix (), mark_upper_triangular (result.schur_matrix ())); } } } return retval; } /* %!test %! a = [1, 2, 3; 4, 5, 9; 7, 8, 6]; %! [u, s] = schur (a); %! assert (u' * a * u, s, sqrt (eps)); %!test %! a = single ([1, 2, 3; 4, 5, 9; 7, 8, 6]); %! [u, s] = schur (a); %! assert (u' * a * u, s, sqrt (eps ("single"))); %!error schur () %!error schur (1,2,3) %!error [a,b,c] = schur (1) %!error <argument must be a square matrix> schur ([1, 2, 3; 4, 5, 6]) %!error <wrong type argument 'cell'> schur ({1}) %!warning <incorrect ordered schur argument> schur ([1, 2; 3, 4], "bad_opt"); */ DEFUN (rsf2csf, args, nargout, "-*- texinfo -*-\n\ @deftypefn {} {[@var{U}, @var{T}] =} rsf2csf (@var{UR}, @var{TR})\n\ Convert a real, upper quasi-triangular Schur@tie{}form @var{TR} to a complex,\n\ upper triangular Schur@tie{}form @var{T}.\n\ \n\ Note that the following relations hold:\n\ \n\ @tex\n\ $UR \\cdot TR \\cdot {UR}^T = U T U^{\\dagger}$ and\n\ $U^{\\dagger} U$ is the identity matrix I.\n\ @end tex\n\ @ifnottex\n\ @tcode{@var{UR} * @var{TR} * @var{UR}' = @var{U} * @var{T} * @var{U}'} and\n\ @code{@var{U}' * @var{U}} is the identity matrix I.\n\ @end ifnottex\n\ \n\ Note also that @var{U} and @var{T} are not unique.\n\ @seealso{schur}\n\ @end deftypefn") { if (args.length () != 2 || nargout > 2) print_usage (); octave_value_list retval; if (! args(0).is_numeric_type ()) err_wrong_type_arg ("rsf2csf", args(0)); else if (! args(1).is_numeric_type ()) err_wrong_type_arg ("rsf2csf", args(1)); else if (args(0).is_complex_type () || args(1).is_complex_type ()) error ("rsf2csf: UR and TR must be real matrices"); else { if (args(0).is_single_type () || args(1).is_single_type ()) { FloatMatrix u = args(0).float_matrix_value (); FloatMatrix t = args(1).float_matrix_value (); FloatComplexSCHUR cs (FloatSCHUR (t, u)); retval = ovl (cs.unitary_matrix (), cs.schur_matrix ()); } else { Matrix u = args(0).matrix_value (); Matrix t = args(1).matrix_value (); ComplexSCHUR cs (SCHUR (t, u)); retval = ovl (cs.unitary_matrix (), cs.schur_matrix ()); } } return retval; } /* %!test %! A = [1, 1, 1, 2; 1, 2, 1, 1; 1, 1, 3, 1; -2, 1, 1, 1]; %! [u, t] = schur (A); %! [U, T] = rsf2csf (u, t); %! assert (norm (u * t * u' - U * T * U'), 0, 1e-12); %! assert (norm (A - U * T * U'), 0, 1e-12); %!test %! A = rand (10); %! [u, t] = schur (A); %! [U, T] = rsf2csf (u, t); %! assert (norm (tril (T, -1)), 0); %! assert (norm (U * U'), 1, 1e-14); %!test %! A = [0, 1;-1, 0]; %! [u, t] = schur (A); %! [U, T] = rsf2csf (u,t); %! assert (U * T * U', A, 1e-14); */