Mercurial > hg > octave-lyh
view scripts/linear-algebra/cond.m @ 14383:07c55bceca23 stable
Fix guarded_eval() subfunction in fminunc (bug #35534).
* fminunc.m: Fix guarded_eval() subfunction in fminunc (bug #35534).
author | Olaf Till <olaf.till@uni-jena.de> |
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date | Wed, 15 Feb 2012 14:44:37 +0100 |
parents | 72c96de7a403 |
children | f3d52523cde1 |
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## Copyright (C) 1993-2012 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/>. ## -*- texinfo -*- ## @deftypefn {Function File} {} cond (@var{A}) ## @deftypefnx {Function File} {} cond (@var{A}, @var{p}) ## Compute the @var{p}-norm condition number of a matrix. ## ## @code{cond (@var{A})} is ## defined as ## @tex ## $ {\parallel A \parallel_p * \parallel A^{-1} \parallel_p .} $ ## @end tex ## @ifnottex ## @code{norm (@var{A}, @var{p}) * norm (inv (@var{A}), @var{p})}. ## @end ifnottex ## ## By default @code{@var{p} = 2} is used which implies a (relatively slow) ## singular value decomposition. Other possible selections are ## @code{@var{p} = 1, Inf, "fro"} which are generally faster. See ## @code{norm} for a full discussion of possible @var{p} values. ## @seealso{condest, rcond, norm, svd} ## @end deftypefn ## Author: jwe function retval = cond (A, p) if (nargin && nargin < 3) if (ndims (A) > 2) error ("cond: only valid on 2-D objects"); endif if (nargin <2) p = 2; endif if (! ischar (p) && p == 2) [nr, nc] = size (A); if (nr == 0 || nc == 0) retval = 0.0; elseif (any (any (isinf (A) | isnan (A)))) error ("cond: argument must not contain Inf or NaN values"); else sigma = svd (A); sigma_1 = sigma(1); sigma_n = sigma(end); if (sigma_1 == 0 || sigma_n == 0) retval = Inf; else retval = sigma_1 / sigma_n; endif endif else retval = norm (A, p) * norm (inv (A), p); endif else print_usage (); endif endfunction %!test %! y= [7, 2, 3; 1, 3, 4; 6, 4, 5]; %! tol = 1e-6; %! type = {1, 2, 'fro', 'inf', inf}; %! for n = 1:numel(type) %! rcondition(n) = 1 / cond (y, type{n}); %! endfor %! assert (rcondition, [0.017460, 0.019597, 0.018714, 0.012022, 0.012022], tol); %!assert (abs (cond ([1, 2; 2, 1]) - 3) < sqrt (eps)); %!assert (cond ([1, 2, 3; 4, 5, 6; 7, 8, 9]) > 1.0e+16); %!error cond (); %!error cond (1, 2, 3);