Mercurial > octave
view libinterp/corefcn/balance.cc @ 31605:e88a07dec498 stable
maint: Use macros to begin/end C++ namespaces.
* oct-conf-post-public.in.h: Define two macros (OCTAVE_BEGIN_NAMESPACE,
OCTAVE_END_NAMESPACE) that can be used to start/end a namespace.
* mk-opts.pl, build-env.h, build-env.in.cc, __betainc__.cc, __contourc__.cc,
__dsearchn__.cc, __eigs__.cc, __expint__.cc, __ftp__.cc, __gammainc__.cc,
__ichol__.cc, __ilu__.cc, __isprimelarge__.cc, __lin_interpn__.cc,
__magick_read__.cc, __pchip_deriv__.cc, __qp__.cc, amd.cc, auto-shlib.cc,
auto-shlib.h, balance.cc, base-text-renderer.cc, base-text-renderer.h,
besselj.cc, bitfcns.cc, bsxfun.cc, c-file-ptr-stream.cc, c-file-ptr-stream.h,
call-stack.cc, call-stack.h, ccolamd.cc, cellfun.cc, chol.cc, colamd.cc,
colloc.cc, conv2.cc, daspk.cc, dasrt.cc, dassl.cc, data.cc, data.h, debug.cc,
defaults.cc, defaults.h, defun-int.h, defun.cc, det.cc, dirfns.cc, display.cc,
display.h, dlmread.cc, dmperm.cc, dot.cc, dynamic-ld.cc, dynamic-ld.h, eig.cc,
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, fftn.cc, file-io.cc, filter.cc, find.cc,
ft-text-renderer.cc, ft-text-renderer.h, gcd.cc, getgrent.cc, getpwent.cc,
getrusage.cc, givens.cc, gl-render.cc, gl-render.h, gl2ps-print.cc,
gl2ps-print.h, graphics-toolkit.cc, graphics-toolkit.h, graphics.cc,
graphics.in.h, gsvd.cc, gtk-manager.cc, gtk-manager.h, hash.cc, help.cc,
help.h, hess.cc, hex2num.cc, 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, kron.cc, latex-text-renderer.cc,
latex-text-renderer.h, load-path.cc, load-path.h, load-save.cc, load-save.h,
lookup.cc, ls-ascii-helper.cc, ls-ascii-helper.h, ls-oct-text.cc, ls-utils.cc,
ls-utils.h, lsode.cc, lu.cc, mappers.cc, matrix_type.cc, max.cc, mex-private.h,
mex.cc, mgorth.cc, nproc.cc, oct-fstrm.cc, oct-fstrm.h, oct-hdf5-types.cc,
oct-hdf5-types.h, oct-hist.cc, oct-hist.h, oct-iostrm.cc, oct-iostrm.h,
oct-opengl.h, oct-prcstrm.cc, oct-prcstrm.h, oct-procbuf.cc, oct-procbuf.h,
oct-process.cc, oct-process.h, oct-stdstrm.h, oct-stream.cc, oct-stream.h,
oct-strstrm.cc, oct-strstrm.h, oct-tex-lexer.in.ll, oct-tex-parser.yy,
ordqz.cc, ordschur.cc, pager.cc, pager.h, pinv.cc, pow2.cc, pr-flt-fmt.cc,
pr-output.cc, procstream.cc, procstream.h, psi.cc, qr.cc, quad.cc, quadcc.cc,
qz.cc, rand.cc, rcond.cc, regexp.cc, schur.cc, settings.cc, settings.h,
sighandlers.cc, sighandlers.h, sparse-xdiv.cc, sparse-xdiv.h, sparse-xpow.cc,
sparse-xpow.h, sparse.cc, spparms.cc, sqrtm.cc, stack-frame.cc, stack-frame.h,
stream-euler.cc, strfind.cc, strfns.cc, sub2ind.cc, svd.cc, sylvester.cc,
symbfact.cc, syminfo.cc, syminfo.h, symrcm.cc, symrec.cc, symrec.h,
symscope.cc, symscope.h, symtab.cc, symtab.h, syscalls.cc, sysdep.cc, sysdep.h,
text-engine.cc, text-engine.h, text-renderer.cc, text-renderer.h, time.cc,
toplev.cc, tril.cc, tsearch.cc, typecast.cc, url-handle-manager.cc,
url-handle-manager.h, urlwrite.cc, utils.cc, utils.h, variables.cc,
variables.h, xdiv.cc, xdiv.h, xnorm.cc, xnorm.h, xpow.cc, xpow.h,
__delaunayn__.cc, __fltk_uigetfile__.cc, __glpk__.cc, __init_fltk__.cc,
__init_gnuplot__.cc, __ode15__.cc, __voronoi__.cc, audiodevinfo.cc,
audioread.cc, convhulln.cc, fftw.cc, gzip.cc, mk-build-env-features.sh,
mk-builtins.pl, 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.cc, ov-base.h, ov-bool-mat.cc,
ov-builtin.h, ov-cell.cc, ov-class.cc, ov-class.h, ov-classdef.cc,
ov-classdef.h, ov-complex.cc, ov-fcn-handle.cc, ov-fcn-handle.h, ov-fcn.h,
ov-java.cc, ov-java.h, ov-mex-fcn.h, ov-null-mat.cc, ov-oncleanup.cc,
ov-struct.cc, ov-typeinfo.cc, ov-typeinfo.h, ov-usr-fcn.cc, ov-usr-fcn.h,
ov.cc, ov.h, octave.cc, octave.h, mk-ops.sh, 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-dm-template.cc, op-dms-template.cc, op-fcdm-fcdm.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-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-m-cm.cc, op-m-cs.cc, op-m-m.cc, op-m-s.cc,
op-m-scm.cc, op-m-sm.cc, op-mi.cc, op-pm-pm.cc, op-pm-scm.cc, op-pm-sm.cc,
op-pm-template.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,
anon-fcn-validator.cc, anon-fcn-validator.h, bp-table.cc, bp-table.h,
comment-list.cc, comment-list.h, filepos.h, lex.h, lex.ll, oct-lvalue.cc,
oct-lvalue.h, oct-parse.yy, 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-vm-eval.cc, 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 : Use new macros to begin/end C++ namespaces.
author | Rik <rik@octave.org> |
---|---|
date | Thu, 01 Dec 2022 14:23:45 -0800 |
parents | 796f54d4ddbf |
children | 597f3ee61a48 |
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//////////////////////////////////////////////////////////////////////// // // Copyright (C) 1996-2022 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 <string> #include "CMatrix.h" #include "aepbalance.h" #include "dMatrix.h" #include "fCMatrix.h" #include "fMatrix.h" #include "gepbalance.h" #include "quit.h" #include "defun.h" #include "error.h" #include "f77-fcn.h" #include "errwarn.h" #include "ovl.h" #include "utils.h" OCTAVE_BEGIN_NAMESPACE(octave) DEFUN (balance, args, nargout, doc: /* -*- texinfo -*- @deftypefn {} {@var{AA} =} balance (@var{A}) @deftypefnx {} {@var{AA} =} balance (@var{A}, @var{opt}) @deftypefnx {} {[@var{DD}, @var{AA}] =} balance (@var{A}, @var{opt}) @deftypefnx {} {[@var{D}, @var{P}, @var{AA}] =} balance (@var{A}, @var{opt}) @deftypefnx {} {[@var{CC}, @var{DD}, @var{AA}, @var{BB}] =} balance (@var{A}, @var{B}, @var{opt}) Balance the matrix @var{A} to reduce numerical errors in future calculations. Compute @code{@var{AA} = @var{DD} \ @var{A} * @var{DD}} in which @var{AA} is a matrix whose row and column norms are roughly equal in magnitude, and @code{@var{DD} = @var{P} * @var{D}}, in which @var{P} is a permutation matrix and @var{D} is a diagonal matrix of powers of two. This allows the equilibration to be computed without round-off. Results of eigenvalue calculation are typically improved by balancing first. If two output values are requested, @code{balance} returns the diagonal @var{D} and the permutation @var{P} separately as vectors. In this case, @code{@var{DD} = eye(n)(:,@var{P}) * diag (@var{D})}, where @math{n} is the matrix size. If four output values are requested, compute @code{@var{AA} = @var{CC}*@var{A}*@var{DD}} and @code{@var{BB} = @var{CC}*@var{B}*@var{DD}}, in which @var{AA} and @var{BB} have nonzero elements of approximately the same magnitude and @var{CC} and @var{DD} are permuted diagonal matrices as in @var{DD} for the algebraic eigenvalue problem. The eigenvalue balancing option @var{opt} may be one of: @table @asis @item @qcode{"noperm"}, @qcode{"S"} Scale only; do not permute. @item @qcode{"noscal"}, @qcode{"P"} Permute only; do not scale. @end table Algebraic eigenvalue balancing uses standard @sc{lapack} routines. Generalized eigenvalue problem balancing uses Ward's algorithm (SIAM Journal on Scientific and Statistical Computing, 1981). @end deftypefn */) { int nargin = args.length (); if (nargin < 1 || nargin > 3 || nargout < 0) print_usage (); octave_value_list retval; // determine if it's AEP or GEP bool AEPcase = nargin == 1 || args(1).is_string (); // problem dimension octave_idx_type nn = args(0).rows (); if (nn != args(0).columns ()) err_square_matrix_required ("balance", "A"); bool isfloat = args(0).is_single_type () || (! AEPcase && args(1).is_single_type ()); bool complex_case = args(0).iscomplex () || (! AEPcase && args(1).iscomplex ()); // Extract argument 1 parameter for both AEP and GEP. Matrix aa; ComplexMatrix caa; FloatMatrix faa; FloatComplexMatrix fcaa; if (isfloat) { if (complex_case) fcaa = args(0).float_complex_matrix_value (); else faa = args(0).float_matrix_value (); } else { if (complex_case) caa = args(0).complex_matrix_value (); else aa = args(0).matrix_value (); } // Treat AEP/GEP cases. if (AEPcase) { // Algebraic eigenvalue problem. bool noperm = false; bool noscal = false; if (nargin > 1) { std::string a1s = args(1).string_value (); noperm = a1s == "noperm" || a1s == "S"; noscal = a1s == "noscal" || a1s == "P"; } // balance the AEP if (isfloat) { if (complex_case) { math::aepbalance<FloatComplexMatrix> result (fcaa, noperm, noscal); if (nargout == 0 || nargout == 1) retval = ovl (result.balanced_matrix ()); else if (nargout == 2) retval = ovl (result.balancing_matrix (), result.balanced_matrix ()); else retval = ovl (result.scaling_vector (), result.permuting_vector (), result.balanced_matrix ()); } else { math::aepbalance<FloatMatrix> result (faa, noperm, noscal); if (nargout == 0 || nargout == 1) retval = ovl (result.balanced_matrix ()); else if (nargout == 2) retval = ovl (result.balancing_matrix (), result.balanced_matrix ()); else retval = ovl (result.scaling_vector (), result.permuting_vector (), result.balanced_matrix ()); } } else { if (complex_case) { math::aepbalance<ComplexMatrix> result (caa, noperm, noscal); if (nargout == 0 || nargout == 1) retval = ovl (result.balanced_matrix ()); else if (nargout == 2) retval = ovl (result.balancing_matrix (), result.balanced_matrix ()); else retval = ovl (result.scaling_vector (), result.permuting_vector (), result.balanced_matrix ()); } else { math::aepbalance<Matrix> result (aa, noperm, noscal); if (nargout == 0 || nargout == 1) retval = ovl (result.balanced_matrix ()); else if (nargout == 2) retval = ovl (result.balancing_matrix (), result.balanced_matrix ()); else retval = ovl (result.scaling_vector (), result.permuting_vector (), result.balanced_matrix ()); } } } else { std::string bal_job; if (nargout == 1) warning ("balance: used GEP, should have two output arguments"); // Generalized eigenvalue problem. if (nargin == 2) bal_job = 'B'; else bal_job = args(2).xstring_value ("balance: OPT argument must be a string"); if ((nn != args(1).columns ()) || (nn != args(1).rows ())) ::err_nonconformant (); Matrix bb; ComplexMatrix cbb; FloatMatrix fbb; FloatComplexMatrix fcbb; if (isfloat) { if (complex_case) fcbb = args(1).float_complex_matrix_value (); else fbb = args(1).float_matrix_value (); } else { if (complex_case) cbb = args(1).complex_matrix_value (); else bb = args(1).matrix_value (); } // balance the GEP if (isfloat) { if (complex_case) { math::gepbalance<FloatComplexMatrix> result (fcaa, fcbb, bal_job); switch (nargout) { case 4: retval(3) = result.balanced_matrix2 (); OCTAVE_FALLTHROUGH; case 3: retval(2) = result.balanced_matrix (); retval(1) = result.balancing_matrix2 (); retval(0) = result.balancing_matrix (); break; case 2: retval(1) = result.balancing_matrix2 (); OCTAVE_FALLTHROUGH; case 1: retval(0) = result.balancing_matrix (); break; default: error ("balance: invalid number of output arguments"); break; } } else { math::gepbalance<FloatMatrix> result (faa, fbb, bal_job); switch (nargout) { case 4: retval(3) = result.balanced_matrix2 (); OCTAVE_FALLTHROUGH; case 3: retval(2) = result.balanced_matrix (); retval(1) = result.balancing_matrix2 (); retval(0) = result.balancing_matrix (); break; case 2: retval(1) = result.balancing_matrix2 (); OCTAVE_FALLTHROUGH; case 1: retval(0) = result.balancing_matrix (); break; default: error ("balance: invalid number of output arguments"); break; } } } else { if (complex_case) { math::gepbalance<ComplexMatrix> result (caa, cbb, bal_job); switch (nargout) { case 4: retval(3) = result.balanced_matrix2 (); OCTAVE_FALLTHROUGH; case 3: retval(2) = result.balanced_matrix (); retval(1) = result.balancing_matrix2 (); retval(0) = result.balancing_matrix (); break; case 2: retval(1) = result.balancing_matrix2 (); OCTAVE_FALLTHROUGH; case 1: retval(0) = result.balancing_matrix (); break; default: error ("balance: invalid number of output arguments"); break; } } else { math::gepbalance<Matrix> result (aa, bb, bal_job); switch (nargout) { case 4: retval(3) = result.balanced_matrix2 (); OCTAVE_FALLTHROUGH; case 3: retval(2) = result.balanced_matrix (); retval(1) = result.balancing_matrix2 (); retval(0) = result.balancing_matrix (); break; case 2: retval(1) = result.balancing_matrix2 (); OCTAVE_FALLTHROUGH; case 1: retval(0) = result.balancing_matrix (); break; default: error ("balance: invalid number of output arguments"); break; } } } } return retval; } OCTAVE_END_NAMESPACE(octave)