Mercurial > hg > octave-lyh
view scripts/linear-algebra/orth.m @ 1267:69501f98669d
[project @ 1995-04-20 19:10:05 by jwe]
Initial revision
author | jwe |
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date | Thu, 20 Apr 1995 19:10:05 +0000 |
parents | 5eeb61cac52e |
children | 611d403c7f3d |
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# Copyright (C) 1995 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 2, 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, write to the Free # Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA. function retval = orth (A, tol) # usage: orth (A, tol) # orth (A) # # Returns an orthonormal basis of the range of A. # # The dimension of the range space is taken as the number of singular # values of A greater than tol; the default for tol is # max (size (A)) * sigma_max (A) * eps, where sigma_max (A) is the # maximal singular value of A. # Written by KH (Kurt.Hornik@ci.tuwien.ac.at) on Dec 24, 1993. [U, S, V] = svd (A); [rows, cols] = size (A); [S_nr, S_nc] = size (S); if (S_nr == 1 || S_nc == 1) s = S(1); else s = diag (S); endif if (nargin == 1) tol = max (size (A)) * s (1) * eps; elseif (nargin != 2) usage ("orth (A [, tol])"); endif rank = sum (s > tol); if (rank > 0) retval = -U (:, 1:rank); else retval = zeros (rows, 0); endif endfunction