Mercurial > hg > octave-lyh
annotate scripts/linear-algebra/normest.m @ 17198:df4c4b7708a4
Add titles and clean-up plotting %!demos.
* scripts/plot/area.m, scripts/plot/axis.m, scripts/plot/bar.m,
scripts/plot/barh.m, scripts/plot/clabel.m, scripts/plot/colorbar.m,
scripts/plot/comet.m, scripts/plot/comet3.m, scripts/plot/contour.m,
scripts/plot/contour3.m, scripts/plot/contourf.m, scripts/plot/cylinder.m,
scripts/plot/ellipsoid.m, scripts/plot/errorbar.m, scripts/plot/ezplot.m,
scripts/plot/ezplot3.m, scripts/plot/ezpolar.m, scripts/plot/feather.m,
scripts/plot/fplot.m, scripts/plot/hold.m, scripts/plot/isosurface.m,
scripts/plot/legend.m, scripts/plot/loglog.m, scripts/plot/loglogerr.m,
scripts/plot/mesh.m, scripts/plot/meshc.m, scripts/plot/meshz.m,
scripts/plot/patch.m, scripts/plot/pcolor.m, scripts/plot/pie.m,
scripts/plot/pie3.m, scripts/plot/plot.m, scripts/plot/plot3.m,
scripts/plot/polar.m, scripts/plot/rectangle.m, scripts/plot/ribbon.m,
scripts/plot/rose.m, scripts/plot/scatter.m, scripts/plot/scatter3.m,
scripts/plot/semilogx.m, scripts/plot/semilogxerr.m, scripts/plot/semilogy.m,
scripts/plot/semilogyerr.m, scripts/plot/sombrero.m, scripts/plot/stem3.m,
scripts/plot/surf.m, scripts/plot/surfc.m, scripts/plot/surfl.m,
scripts/plot/title.m, scripts/plot/waterfall.m: Add titles and clean-up
plotting %!demos.
author | Rik <rik@octave.org> |
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date | Tue, 06 Aug 2013 14:34:20 -0700 |
parents | f3d52523cde1 |
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rev | line source |
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1 ## Copyright (C) 2006-2012 David Bateman and Marco Caliari |
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2 ## Copyright (C) 2009 VZLU Prague |
6212 | 3 ## |
7016 | 4 ## This file is part of Octave. |
6212 | 5 ## |
7016 | 6 ## Octave is free software; you can redistribute it and/or modify it |
7 ## under the terms of the GNU General Public License as published by | |
8 ## the Free Software Foundation; either version 3 of the License, or (at | |
9 ## your option) any later version. | |
10 ## | |
11 ## Octave is distributed in the hope that it will be useful, but | |
12 ## WITHOUT ANY WARRANTY; without even the implied warranty of | |
13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
14 ## General Public License for more details. | |
6212 | 15 ## |
16 ## You should have received a copy of the GNU General Public License | |
7016 | 17 ## along with Octave; see the file COPYING. If not, see |
18 ## <http://www.gnu.org/licenses/>. | |
6212 | 19 |
20 ## -*- texinfo -*- | |
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21 ## @deftypefn {Function File} {@var{n} =} normest (@var{A}) |
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22 ## @deftypefnx {Function File} {@var{n} =} normest (@var{A}, @var{tol}) |
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23 ## @deftypefnx {Function File} {[@var{n}, @var{c}] =} normest (@dots{}) |
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24 ## Estimate the 2-norm of the matrix @var{A} using a power series |
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25 ## analysis. This is typically used for large matrices, where the cost |
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26 ## of calculating @code{norm (@var{A})} is prohibitive and an approximation |
6212 | 27 ## to the 2-norm is acceptable. |
28 ## | |
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29 ## @var{tol} is the tolerance to which the 2-norm is calculated. By default |
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30 ## @var{tol} is 1e-6. @var{c} returns the number of iterations needed for |
6212 | 31 ## @code{normest} to converge. |
32 ## @end deftypefn | |
33 | |
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34 function [n, c] = normest (A, tol = 1e-6) |
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35 |
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36 if (nargin != 1 && nargin != 2) |
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37 print_usage (); |
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38 endif |
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39 |
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40 if (! (isnumeric (A) && ndims (A) == 2)) |
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41 error ("normest: A must be a numeric 2-D matrix"); |
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42 endif |
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43 |
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44 if (! (isscalar (tol) && isreal (tol))) |
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45 error ("normest: TOL must be a real scalar"); |
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46 endif |
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47 |
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48 if (! isfloat (A)) |
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49 A = double (A); |
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50 endif |
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51 |
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52 tol = max (tol, eps (class (A))); |
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53 ## Set random number generator to depend on target matrix |
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54 v = rand ("state"); |
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55 rand ("state", trace (A)); |
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56 ncols = columns (A); |
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57 ## Randomize y to avoid bad guesses for important matrices. |
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58 y = rand (ncols, 1); |
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60 n = 0; |
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61 do |
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62 n0 = n; |
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63 x = A * y; |
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64 normx = norm (x); |
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65 if (normx == 0) |
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66 x = rand (ncols, 1); |
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67 else |
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68 x = x / normx; |
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69 endif |
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70 y = A' * x; |
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71 n = norm (y); |
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72 c += 1; |
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73 until (abs (n - n0) <= tol * n) |
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74 |
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75 rand ("state", v); # restore state of random number generator |
6212 | 76 endfunction |
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77 |
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78 |
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79 %!test |
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80 %! A = toeplitz ([-2,1,0,0]); |
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81 %! assert (normest (A), norm (A), 1e-6); |
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82 |
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83 %!test |
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84 %! A = rand (10); |
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85 %! assert (normest (A), norm (A), 1e-6); |
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86 |
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87 %% Test input validation |
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88 %!error normest () |
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89 %!error normest (1, 2, 3) |
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90 %!error normest ([true true]) |
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91 %!error normest (ones (3,3,3)) |
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92 %!error normest (1, [1, 2]) |
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93 %!error normest (1, 1+1i) |
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94 |