Mercurial > hg > octave-lyh
view scripts/linear-algebra/subspace.m @ 9207:25f50d2d76b3
improve TR updating strategy for fminunc and fsolve
author | Jaroslav Hajek <highegg@gmail.com> |
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date | Sun, 17 May 2009 17:54:51 +0200 |
parents | eb63fbe60fab |
children | c776f063fefe |
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## Copyright (C) 2008, 2009 VZLU Prague, a.s., Czech Republic ## ## 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} {@var{angle} =} subspace (@var{a}, @var{B}) ## Determine the largest principal angle between two subspaces ## spanned by columns of matrices @var{a} and @var{b}. ## @end deftypefn ## Author: Jaroslav Hajek <highegg@gmail.com> ## reference: ## [1] Andrew V. Knyazev, Merico E. Argentati: ## Principal Angles between Subspaces in an A-Based Scalar Product: ## Algorithms and Perturbation Estimates. ## SIAM Journal on Scientific Computing, Vol. 23 no. 6, pp. 2008-2040 ## ## other texts are also around... function ang = subspace (a, b) if (nargin != 2) print_usage (); elseif (ndims (a) != 2 || ndims (b) != 2) error ("subspace: expecting A and B to be 2-dimensional arrays"); elseif (rows (a) != rows (b)) error ("subspace: column dimensions of a and b must match"); endif a = orth (a); b = orth (b); c = a'*b; scos = min (svd (c)); if (scos^2 > 1/2) if (columns (a) >= columns (b)) c = b - a*c; else c = a - b*c'; endif ssin = max (svd (c)); ang = asin (min (ssin, 1)); else ang = acos (scos); endif endfunction