diff scripts/linear-algebra/rref.m @ 5827:1fe78adb91bc

[project @ 2006-05-22 06:25:14 by jwe]
author jwe
date Mon, 22 May 2006 06:25:14 +0000
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+## Copyright (C) 2000 Paul Kienzle
+##
+## 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, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {[@var{r}, @var{k}] =} rref (@var{a}, @var{tol})
+##
+## Returns the reduced row echelon form of @var{a}. @var{tol} defaults
+## to @code{eps * max (size (@var{a})) * norm (@var{a}, inf)}.
+##
+## Called with two return arguments, @var{k} returns the vector of
+## "bound variables", which are those columns on which elimination 
+## has been performed.
+##
+## @end deftypefn
+
+## Author: Paul Kienzle <pkienzle@users.sf.net>
+##         (based on a anonymous source from the public domain)
+
+function [A, k] = rref (A, tolerance)
+
+  if (nargin < 1 || nargin > 2)
+    print_usage ();
+  endif
+
+  if (ndims (A) > 2)
+    error ("rref: expecting matrix argument");
+  endif
+
+  [rows, cols] = size (A);
+
+  if (nargin < 2)
+    tolerance = eps * max (rows, cols) * norm (A, inf);
+  endif
+
+  used = zeros (1, cols);
+  r = 1;
+  for c = 1:cols
+    ## Find the pivot row
+    [m, pivot] = max (abs (A(r:rows,c)));
+    pivot = r + pivot - 1;
+
+    if (m <= tolerance)
+      ## Skip column c, making sure the approximately zero terms are
+      ## actually zero.
+      A (r:rows, c) = zeros (rows-r+1, 1);
+    else
+      ## keep track of bound variables
+      used (1, c) = 1;
+
+      ## Swap current row and pivot row
+      A ([pivot, r], c:cols) = A ([r, pivot], c:cols);
+
+      ## Normalize pivot row
+      A (r, c:cols) = A (r, c:cols) / A (r, c);
+
+      ## Eliminate the current column
+      ridx = [1:r-1, r+1:rows];
+      A (ridx, c:cols) = A (ridx, c:cols) - A (ridx, c) * A(r, c:cols);
+
+      ## Check if done
+      if (r++ == rows)
+	break;
+      endif
+    endif
+  endfor
+  k = find (used);
+
+endfunction