octave-nkf: scripts/linear-algebra/normest.m annotate

annotate scripts/linear-algebra/normest.m @ 20441:83792dd9bcc1

Use in-place operators in m-files where possible. * scripts/audio/@audioplayer/set.m, scripts/audio/@audiorecorder/set.m, scripts/audio/mu2lin.m, scripts/elfun/cosd.m, scripts/general/del2.m, scripts/general/profexplore.m, scripts/general/quadl.m, scripts/general/rat.m, scripts/general/rotdim.m, scripts/help/get_first_help_sentence.m, scripts/help/private/__strip_html_tags__.m, scripts/image/cubehelix.m, scripts/io/textread.m, scripts/linear-algebra/duplication_matrix.m, scripts/linear-algebra/housh.m, scripts/linear-algebra/krylov.m, scripts/linear-algebra/logm.m, scripts/linear-algebra/normest.m, scripts/linear-algebra/onenormest.m, scripts/optimization/fminsearch.m, scripts/optimization/lsqnonneg.m, scripts/optimization/qp.m, scripts/plot/appearance/annotation.m, scripts/plot/appearance/axis.m, scripts/plot/appearance/legend.m, scripts/plot/appearance/specular.m, scripts/plot/draw/colorbar.m, scripts/plot/draw/hist.m, scripts/plot/draw/plotmatrix.m, scripts/plot/draw/private/__stem__.m, scripts/plot/util/__actual_axis_position__.m, scripts/plot/util/__gnuplot_drawnow__.m, scripts/plot/util/findobj.m, scripts/plot/util/print.m, scripts/plot/util/private/__go_draw_axes__.m, scripts/plot/util/private/__print_parse_opts__.m, scripts/plot/util/rotate.m, scripts/polynomial/pchip.m, scripts/polynomial/polyaffine.m, scripts/polynomial/polyder.m, scripts/polynomial/private/__splinefit__.m, scripts/polynomial/residue.m, scripts/signal/arch_fit.m, scripts/signal/arch_rnd.m, scripts/signal/bartlett.m, scripts/signal/blackman.m, scripts/signal/freqz.m, scripts/signal/hamming.m, scripts/signal/hanning.m, scripts/signal/spectral_adf.m, scripts/signal/spectral_xdf.m, scripts/signal/stft.m, scripts/sparse/bicgstab.m, scripts/sparse/cgs.m, scripts/sparse/private/__sprand_impl__.m, scripts/sparse/qmr.m, scripts/sparse/sprandsym.m, scripts/sparse/svds.m, scripts/specfun/legendre.m, scripts/special-matrix/gallery.m, scripts/statistics/base/gls.m, scripts/statistics/models/logistic_regression.m, scripts/statistics/tests/kruskal_wallis_test.m, scripts/statistics/tests/manova.m, scripts/statistics/tests/wilcoxon_test.m, scripts/time/datevec.m: Use in-place operators in m-files where possible.

author	Rik <rik@octave.org>
date	Tue, 26 May 2015 21:07:42 -0700
parents	cc5ffacb15ab
children

rev	line source
19898 4197fc428c7d maint: Update copyright notices for 2015. John W. Eaton <jwe@octave.org> parents: 17744 diff changeset	1 ## Copyright (C) 2006-2015 David Bateman and Marco Caliari
9871 87595d714005 move normest to linear-algebra, improve it Jaroslav Hajek <highegg@gmail.com> parents: 9051 diff changeset	2 ## Copyright (C) 2009 VZLU Prague
6212 cc34c0be7b00 [project @ 2006-12-08 11:17:12 by dbateman] dbateman parents: diff changeset	3 ##
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6498 diff changeset	4 ## This file is part of Octave.
6212 cc34c0be7b00 [project @ 2006-12-08 11:17:12 by dbateman] dbateman parents: diff changeset	5 ##
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6498 diff changeset	6 ## Octave is free software; you can redistribute it and/or modify it
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6498 diff changeset	7 ## under the terms of the GNU General Public License as published by
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6498 diff changeset	8 ## the Free Software Foundation; either version 3 of the License, or (at
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6498 diff changeset	9 ## your option) any later version.
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6498 diff changeset	10 ##
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6498 diff changeset	11 ## Octave is distributed in the hope that it will be useful, but
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6498 diff changeset	12 ## WITHOUT ANY WARRANTY; without even the implied warranty of
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6498 diff changeset	13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6498 diff changeset	14 ## General Public License for more details.
6212 cc34c0be7b00 [project @ 2006-12-08 11:17:12 by dbateman] dbateman parents: diff changeset	15 ##
cc34c0be7b00 [project @ 2006-12-08 11:17:12 by dbateman] dbateman parents: diff changeset	16 ## You should have received a copy of the GNU General Public License
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6498 diff changeset	17 ## along with Octave; see the file COPYING. If not, see
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6498 diff changeset	18 ## <http://www.gnu.org/licenses/>.
6212 cc34c0be7b00 [project @ 2006-12-08 11:17:12 by dbateman] dbateman parents: diff changeset	19
cc34c0be7b00 [project @ 2006-12-08 11:17:12 by dbateman] dbateman parents: diff changeset	20 ## -- texinfo --
11470 eb9e0b597d61 Use common names for variables in documentation and code for a few more m-script files. Rik <octave@nomad.inbox5.com> parents: 11113 diff changeset	21 ## @deftypefn {Function File} {@var{n} =} normest (@var{A})
eb9e0b597d61 Use common names for variables in documentation and code for a few more m-script files. Rik <octave@nomad.inbox5.com> parents: 11113 diff changeset	22 ## @deftypefnx {Function File} {@var{n} =} normest (@var{A}, @var{tol})
10788 c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	23 ## @deftypefnx {Function File} {[@var{n}, @var{c}] =} normest (@dots{})
20370 03b9d17a2d95 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 20038 diff changeset	24 ## Estimate the 2-norm of the matrix @var{A} using a power series analysis.
03b9d17a2d95 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 20038 diff changeset	25 ##
03b9d17a2d95 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 20038 diff changeset	26 ## This is typically used for large matrices, where the cost of calculating
03b9d17a2d95 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 20038 diff changeset	27 ## @code{norm (@var{A})} is prohibitive and an approximation to the 2-norm is
03b9d17a2d95 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 20038 diff changeset	28 ## acceptable.
6212 cc34c0be7b00 [project @ 2006-12-08 11:17:12 by dbateman] dbateman parents: diff changeset	29 ##
9051 1bf0ce0930be Grammar check TexInfo in all .m files Rik <rdrider0-list@yahoo.com> parents: 8920 diff changeset	30 ## @var{tol} is the tolerance to which the 2-norm is calculated. By default
20370 03b9d17a2d95 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 20038 diff changeset	31 ## @var{tol} is 1e-6.
03b9d17a2d95 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 20038 diff changeset	32 ##
03b9d17a2d95 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 20038 diff changeset	33 ## The optional output @var{c} returns the number of iterations needed for
6212 cc34c0be7b00 [project @ 2006-12-08 11:17:12 by dbateman] dbateman parents: diff changeset	34 ## @code{normest} to converge.
cc34c0be7b00 [project @ 2006-12-08 11:17:12 by dbateman] dbateman parents: diff changeset	35 ## @end deftypefn
cc34c0be7b00 [project @ 2006-12-08 11:17:12 by dbateman] dbateman parents: diff changeset	36
10788 c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	37 function [n, c] = normest (A, tol = 1e-6)
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	38
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	39 if (nargin != 1 && nargin != 2)
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	40 print_usage ();
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	41 endif
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	42
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	43 if (! (isnumeric (A) && ndims (A) == 2))
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	44 error ("normest: A must be a numeric 2-D matrix");
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	45 endif
10788 c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	46
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	47 if (! (isscalar (tol) && isreal (tol)))
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	48 error ("normest: TOL must be a real scalar");
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	49 endif
10788 c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	50
9871 87595d714005 move normest to linear-algebra, improve it Jaroslav Hajek <highegg@gmail.com> parents: 9051 diff changeset	51 if (! isfloat (A))
87595d714005 move normest to linear-algebra, improve it Jaroslav Hajek <highegg@gmail.com> parents: 9051 diff changeset	52 A = double (A);
87595d714005 move normest to linear-algebra, improve it Jaroslav Hajek <highegg@gmail.com> parents: 9051 diff changeset	53 endif
10788 c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	54
9871 87595d714005 move normest to linear-algebra, improve it Jaroslav Hajek <highegg@gmail.com> parents: 9051 diff changeset	55 tol = max (tol, eps (class (A)));
10788 c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	56 ## Set random number generator to depend on target matrix
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	57 v = rand ("state");
20389 cc5ffacb15ab normest.m: Fix function to run with sparse complex inputs (bug #45080). Rik <rik@octave.org> parents: 20370 diff changeset	58 rand ("state", full (trace (A)));
10788 c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	59 ncols = columns (A);
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	60 ## Randomize y to avoid bad guesses for important matrices.
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	61 y = rand (ncols, 1);
6212 cc34c0be7b00 [project @ 2006-12-08 11:17:12 by dbateman] dbateman parents: diff changeset	62 c = 0;
10788 c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	63 n = 0;
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	64 do
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	65 n0 = n;
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	66 x = A * y;
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	67 normx = norm (x);
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	68 if (normx == 0)
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	69 x = rand (ncols, 1);
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	70 else
20441 83792dd9bcc1 Use in-place operators in m-files where possible. Rik <rik@octave.org> parents: 20389 diff changeset	71 x /= normx;
11113 a8ac114ec9ab Stylefixes, replace end by endif. Thorsten Meyer <thorsten.meyier@gmx.de> parents: 10788 diff changeset	72 endif
10788 c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	73 y = A' * x;
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	74 n = norm (y);
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	75 c += 1;
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	76 until (abs (n - n0) <= tol * n)
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	77
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	78 rand ("state", v); # restore state of random number generator
6212 cc34c0be7b00 [project @ 2006-12-08 11:17:12 by dbateman] dbateman parents: diff changeset	79 endfunction
10788 c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	80
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	81
10788 c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	82 %!test
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	83 %! A = toeplitz ([-2,1,0,0]);
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	84 %! assert (normest (A), norm (A), 1e-6);
10788 c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	85
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	86 %!test
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	87 %! A = rand (10);
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	88 %! assert (normest (A), norm (A), 1e-6);
10788 c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	89
20038 9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19898 diff changeset	90 ## Test input validation
10788 c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	91 %!error normest ()
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	92 %!error normest (1, 2, 3)
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	93 %!error normest ([true true])
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	94 %!error normest (ones (3,3,3))
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	95 %!error normest (1, [1, 2])
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	96 %!error normest (1, 1+1i)
c69252eb2f2b normest.m: Set the "state" of the random number generator to depend on trace(A). Rik <octave@nomad.inbox5.com> parents: 9875 diff changeset	97

Mercurial > hg > octave-nkf

annotate scripts/linear-algebra/normest.m @ 20441:83792dd9bcc1