Mercurial > hg > octave-lyh
view scripts/control/util/zgfslv.m @ 7017:a1dbe9d80eee
[project @ 2007-10-12 21:27:11 by jwe]
author | jwe |
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date | Fri, 12 Oct 2007 21:27:37 +0000 |
parents | 93c65f2a5668 |
children | f084ba47812b |
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## Copyright (C) 1996, 1998, 2000, 2005, 2007 ## Auburn University. All rights reserved. ## ## 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} {} zgfslv (@var{n}, @var{m}, @var{p}, @var{b}) ## Solve system of equations for dense zgep problem. ## @end deftypefn ## Author: A. S. Hodel <a.s.hodel@eng.auburn.edu> ## Converted to Octave by R Bruce Tenison, July 3, 1994 function x = zgfslv (n, m, p, b) nmp = n+m+p; gam1 = (2*n)+m+p; gam2 = n+p; gam3 = n+m; G1 = givens(sqrt(m),-sqrt(p))'; G2 = givens(m+p,sqrt(n*(m+p)))'; x = b; ## 1) U1 e^n = sqrt(n)e_1^n ## 2) U2 e^m = sqrt(m)e_1^m ## 3) U3 e^p = sqrt(p)e_1^p xdx1 = 1:n; xdx2 = n+(1:m); xdx3 = n+m+(1:p); x(xdx1,1) = zgshsr(x(xdx1,1)); x(xdx2,1) = zgshsr(x(xdx2,1)); x(xdx3,1) = zgshsr(x(xdx3,1)); ## 4) Givens rotations to reduce stray non-zero elements idx1 = [n+1,n+m+1]; idx2 = [1,n+1]; x(idx1) = G1'*x(idx1); x(idx2) = G2'*x(idx2); ## 6) Scale x, then back-transform to get x en = ones(n,1); em = ones(m,1); ep = ones(p,1); lam = [gam1*en;gam2*em;gam3*ep]; lam(1) = n+m+p; lam(n+1) = 1; # dummy value to avoid divide by zero lam(n+m+1)=n+m+p; x = x ./ lam; x(n+1) = 0; # minimum norm solution ## back transform now. x(idx2) = G2*x(idx2); x(idx1) = G1*x(idx1); x(xdx3,1) = zgshsr(x(xdx3,1)); x(xdx2,1) = zgshsr(x(xdx2,1)); x(xdx1,1) = zgshsr(x(xdx1,1)); endfunction