view libinterp/corefcn/schur.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 cad5406329be
children 597f3ee61a48
line wrap: on
line source

////////////////////////////////////////////////////////////////////////
//
// 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 "schur.h"

#include "defun.h"
#include "error.h"
#include "errwarn.h"
#include "ovl.h"
#include "utils.h"

OCTAVE_BEGIN_NAMESPACE(octave)

template <typename Matrix>
static octave_value
mark_upper_triangular (const Matrix& a)
{
  octave_value retval = a;

  octave_idx_type n = a.rows ();
  error_unless (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,
       doc: /* -*- texinfo -*-
@deftypefn  {} {@var{S} =} schur (@var{A})
@deftypefnx {} {@var{S} =} schur (@var{A}, "real")
@deftypefnx {} {@var{S} =} schur (@var{A}, "complex")
@deftypefnx {} {@var{S} =} schur (@var{A}, @var{opt})
@deftypefnx {} {[@var{U}, @var{S}] =} schur (@dots{})
@cindex Schur decomposition
Compute the Schur@tie{}decomposition of @var{A}.

The Schur@tie{}decomposition of a square matrix @var{A} is defined as
@tex
$$
 S = U^T A U
$$
@end tex
@ifnottex

@example
@code{@var{S} = @var{U}' * @var{A} * @var{U}}
@end example

@end ifnottex
where @var{U} is a unitary matrix
@tex
($U^T U$ is identity)
@end tex
@ifnottex
(@code{@var{U}'* @var{U}} is identity)
@end ifnottex
and @var{S} is upper triangular.  The eigenvalues of @var{A} (and @var{S})
are the diagonal elements of @var{S}.  If the matrix @var{A} is real, then
the real Schur@tie{}decomposition is computed, in which the matrix @var{U}
is orthogonal and @var{S} is block upper triangular with blocks of size at
most
@tex
$2 \times 2$
@end tex
@ifnottex
@code{2 x 2}
@end ifnottex
along the diagonal.

The default for real matrices is a real Schur@tie{}decomposition.  A complex
decomposition may be forced by passing the flag @qcode{"complex"}.

The eigenvalues are optionally ordered along the diagonal according to the
value of @var{opt}:

@table @asis
@item @qcode{@var{opt} = "a"}
Move eigenvalues with negative real parts to the leading block of @var{S}.
Mnemonic: @qcode{"a"} for Algebraic @nospell{Riccati} Equations, where this
ordering is useful.

@item @qcode{@var{opt} = "d"}
Move eigenvalues with magnitude less than one to the leading block of @var{S}.
Mnemonic: @qcode{"d"} for Discrete Algebraic @nospell{Riccati} Equations,
where this ordering is useful.

@item @qcode{@var{opt} = "u"}
Unordered.  No particular ordering of eigenvalues (default).
@end table

The leading @var{k} columns of @var{U} always span the @var{A}-invariant
subspace corresponding to the @var{k} leading eigenvalues of @var{S}.
@seealso{rsf2csf, ordschur, ordeig, lu, chol, hess, qr, qz, svd, eig}
@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", "A");

  if (! arg.isnumeric ())
    err_wrong_type_arg ("schur", arg);

  octave_value_list retval;

  if (arg.is_single_type ())
    {
      if (! force_complex && arg.isreal ())
        {
          FloatMatrix tmp = arg.float_matrix_value ();

          if (nargout <= 1)
            {
              math::schur<FloatMatrix> result (tmp, ord, false);
              retval = ovl (result.schur_matrix ());
            }
          else
            {
              math::schur<FloatMatrix> result (tmp, ord, true);
              retval = ovl (result.unitary_schur_matrix (),
                            result.schur_matrix ());
            }
        }
      else
        {
          FloatComplexMatrix ctmp = arg.float_complex_matrix_value ();

          if (nargout <= 1)
            {
              math::schur<FloatComplexMatrix> result (ctmp, ord, false);
              retval = ovl (mark_upper_triangular (result.schur_matrix ()));
            }
          else
            {
              math::schur<FloatComplexMatrix> result (ctmp, ord, true);
              retval = ovl (result.unitary_schur_matrix (),
                            mark_upper_triangular (result.schur_matrix ()));
            }
        }
    }
  else
    {
      if (! force_complex && arg.isreal ())
        {
          Matrix tmp = arg.matrix_value ();

          if (nargout <= 1)
            {
              math::schur<Matrix> result (tmp, ord, false);
              retval = ovl (result.schur_matrix ());
            }
          else
            {
              math::schur<Matrix> result (tmp, ord, true);
              retval = ovl (result.unitary_schur_matrix (),
                            result.schur_matrix ());
            }
        }
      else
        {
          ComplexMatrix ctmp = arg.complex_matrix_value ();

          if (nargout <= 1)
            {
              math::schur<ComplexMatrix> result (ctmp, ord, false);
              retval = ovl (mark_upper_triangular (result.schur_matrix ()));
            }
          else
            {
              math::schur<ComplexMatrix> result (ctmp, ord, true);
              retval = ovl (result.unitary_schur_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 <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,
       doc: /* -*- texinfo -*-
@deftypefn {} {[@var{U}, @var{T}] =} rsf2csf (@var{UR}, @var{TR})
Convert a real, upper quasi-triangular Schur@tie{}form @var{TR} to a
complex, upper triangular Schur@tie{}form @var{T}.

Note that the following relations hold:

@tex
$UR \cdot TR \cdot {UR}^T = U T U^{\dagger}$ and
$U^{\dagger} U$ is the identity matrix I.
@end tex
@ifnottex
@tcode{@var{UR} * @var{TR} * @var{UR}' = @var{U} * @var{T} * @var{U}'} and
@code{@var{U}' * @var{U}} is the identity matrix I.
@end ifnottex

Note also that @var{U} and @var{T} are not unique.
@seealso{schur}
@end deftypefn */)
{
  if (args.length () != 2 || nargout > 2)
    print_usage ();

  if (! args(0).isnumeric ())
    err_wrong_type_arg ("rsf2csf", args(0));
  if (! args(1).isnumeric ())
    err_wrong_type_arg ("rsf2csf", args(1));
  if (args(0).iscomplex () || args(1).iscomplex ())
    error ("rsf2csf: UR and TR must be real matrices");

  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 ();

      math::schur<FloatComplexMatrix> cs
        = math::rsf2csf<FloatComplexMatrix, FloatMatrix> (t, u);

      return ovl (cs.unitary_schur_matrix (), cs.schur_matrix ());
    }
  else
    {
      Matrix u = args(0).matrix_value ();
      Matrix t = args(1).matrix_value ();

      math::schur<ComplexMatrix> cs
        = math::rsf2csf<ComplexMatrix, Matrix> (t, u);

      return ovl (cs.unitary_schur_matrix (), cs.schur_matrix ());
    }
}

/*
%!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);
*/

OCTAVE_END_NAMESPACE(octave)