Mercurial > hg > octave-nkf
diff scripts/polynomial/residue.m @ 2303:5cffc4b8de57
[project @ 1996-06-24 09:15:24 by jwe]
author | jwe |
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date | Mon, 24 Jun 1996 09:15:24 +0000 |
parents | 5d29638dd524 |
children | 2b5788792cad |
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--- a/scripts/polynomial/residue.m +++ b/scripts/polynomial/residue.m @@ -1,130 +1,131 @@ -# Copyright (C) 1996 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, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. +### Copyright (C) 1996 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, 59 Temple Place - Suite 330, Boston, MA +### 02111-1307, USA. function [r, p, k, e] = residue (b, a, toler) -# usage: [r, p, k, e] = residue (b, a) -# -# If b and a are vectors of polynomial coefficients, then residue -# calculates the partial fraction expansion corresponding to the -# ratio of the two polynomials. The vector r contains the residue -# terms, p contains the pole values, k contains the coefficients of -# a direct polynomial term (if it exists) and e is a vector containing -# the powers of the denominators in the partial fraction terms. -# Assuming b and a represent polynomials P(s) and Q(s) we have: -# -# P(s) M r(m) N -# ---- = # ------------- + # k(n)*s^(N-n) -# Q(s) m=1 (s-p(m))^e(m) n=1 -# -# (# represents summation) where M is the number of poles (the length of -# the r, p, and e vectors) and N is the length of the k vector. -# -# [r p k e] = residue(b,a,tol) -# -# This form of the function call may be used to set a tolerance value. -# The default value is 0.001. The tolerance value is used to determine -# whether poles with small imaginary components are declared real. It is -# also used to determine if two poles are distinct. If the ratio of the -# imaginary part of a pole to the real part is less than tol, the -# imaginary part is discarded. If two poles are farther apart than tol -# they are distinct. -# -# Example: -# b = [1, 1, 1]; -# a = [1, -5, 8, -4]; -# -# [r, p, k, e] = residue (b, a) -# -# returns -# -# r = [-2, 7, 3]; p = [2, 2, 1]; k = []; e = [1, 2, 1]; -# -# which implies the following partial fraction expansion -# -# s^2 + s + 1 -2 7 3 -# ------------------- = ----- + ------- + ----- -# s^3 - 5s^2 + 8s - 4 (s-2) (s-2)^2 (s-1) -# -# SEE ALSO: poly, roots, conv, deconv, polyval, polyderiv, polyinteg + ## usage: [r, p, k, e] = residue (b, a) + ## + ## If b and a are vectors of polynomial coefficients, then residue + ## calculates the partial fraction expansion corresponding to the + ## ratio of the two polynomials. The vector r contains the residue + ## terms, p contains the pole values, k contains the coefficients of + ## a direct polynomial term (if it exists) and e is a vector containing + ## the powers of the denominators in the partial fraction terms. + ## Assuming b and a represent polynomials P(s) and Q(s) we have: + ## + ## P(s) M r(m) N + ## ---- = # ------------- + # k(n)*s^(N-n) + ## Q(s) m=1 (s-p(m))^e(m) n=1 + ## + ## (# represents summation) where M is the number of poles (the length of + ## the r, p, and e vectors) and N is the length of the k vector. + ## + ## [r p k e] = residue(b,a,tol) + ## + ## This form of the function call may be used to set a tolerance value. + ## The default value is 0.001. The tolerance value is used to determine + ## whether poles with small imaginary components are declared real. It is + ## also used to determine if two poles are distinct. If the ratio of the + ## imaginary part of a pole to the real part is less than tol, the + ## imaginary part is discarded. If two poles are farther apart than tol + ## they are distinct. + ## + ## Example: + ## b = [1, 1, 1]; + ## a = [1, -5, 8, -4]; + ## + ## [r, p, k, e] = residue (b, a) + ## + ## returns + ## + ## r = [-2, 7, 3]; p = [2, 2, 1]; k = []; e = [1, 2, 1]; + ## + ## which implies the following partial fraction expansion + ## + ## s^2 + s + 1 -2 7 3 + ## ------------------- = ----- + ------- + ----- + ## s^3 - 5s^2 + 8s - 4 (s-2) (s-2)^2 (s-1) + ## + ## SEE ALSO: poly, roots, conv, deconv, polyval, polyderiv, polyinteg -# Written by Tony Richardson (amr@mpl.ucsd.edu) June 1994. + ## Written by Tony Richardson (amr@mpl.ucsd.edu) June 1994. -# Here's the method used to find the residues. -# The partial fraction expansion can be written as: -# -# -# P(s) D M(k) A(k,m) -# ---- = # # ------------- -# Q(s) k=1 m=1 (s - pr(k))^m -# -# (# is used to represent a summation) where D is the number of -# distinct roots, pr(k) is the kth distinct root, M(k) is the -# multiplicity of the root, and A(k,m) is the residue cooresponding -# to the kth distinct root with multiplicity m. For example, -# -# s^2 A(1,1) A(2,1) A(2,2) -# ------------------- = ------ + ------ + ------- -# s^3 + 4s^2 + 5s + 2 (s+2) (s+1) (s+1)^2 -# -# In this case there are two distinct roots (D=2 and pr = [-2 -1]), -# the first root has multiplicity one and the second multiplicity -# two (M = [1 2]) The residues are actually stored in vector format as -# r = [ A(1,1) A(2,1) A(2,2) ]. -# -# We then multiply both sides by Q(s). Continuing the example: -# -# s^2 = r(1)*(s+1)^2 + r(2)*(s+1)*(s+2) + r(3)*(s+2) -# -# or -# -# s^2 = r(1)*(s^2+2s+1) + r(2)*(s^2+3s+2) +r(3)*(s+2) -# -# The coefficients of the polynomials on the right are stored in a row -# vector called rhs, while the coefficients of the polynomial on the -# left is stored in a row vector called lhs. If the multiplicity of -# any root is greater than one we'll also need derivatives of this -# equation of order up to the maximum multiplicity minus one. The -# derivative coefficients are stored in successive rows of lhs and -# rhs. -# -# For our example lhs and rhs would be: -# -# | 1 0 0 | -# lhs = | | -# | 0 2 0 | -# -# | 1 2 1 1 3 2 0 1 2 | -# rhs = | | -# | 0 2 2 0 2 3 0 0 1 | -# -# We then form a vector B and a matrix A obtained by evaluating the -# polynomials in lhs and rhs at the pole values. If a pole has a -# multiplicity greater than one we also evaluate the derivative -# polynomials (successive rows) at the pole value. -# -# For our example we would have -# -# | 4| | 1 0 0 | | r(1) | -# | 1| = | 0 0 1 | * | r(2) | -# |-2| | 0 1 1 | | r(3) | -# -# We then solve for the residues using matrix division. + ## Here's the method used to find the residues. + ## The partial fraction expansion can be written as: + ## + ## + ## P(s) D M(k) A(k,m) + ## ---- = # # ------------- + ## Q(s) k=1 m=1 (s - pr(k))^m + ## + ## (# is used to represent a summation) where D is the number of + ## distinct roots, pr(k) is the kth distinct root, M(k) is the + ## multiplicity of the root, and A(k,m) is the residue cooresponding + ## to the kth distinct root with multiplicity m. For example, + ## + ## s^2 A(1,1) A(2,1) A(2,2) + ## ------------------- = ------ + ------ + ------- + ## s^3 + 4s^2 + 5s + 2 (s+2) (s+1) (s+1)^2 + ## + ## In this case there are two distinct roots (D=2 and pr = [-2 -1]), + ## the first root has multiplicity one and the second multiplicity + ## two (M = [1 2]) The residues are actually stored in vector format as + ## r = [ A(1,1) A(2,1) A(2,2) ]. + ## + ## We then multiply both sides by Q(s). Continuing the example: + ## + ## s^2 = r(1)*(s+1)^2 + r(2)*(s+1)*(s+2) + r(3)*(s+2) + ## + ## or + ## + ## s^2 = r(1)*(s^2+2s+1) + r(2)*(s^2+3s+2) +r(3)*(s+2) + ## + ## The coefficients of the polynomials on the right are stored in a row + ## vector called rhs, while the coefficients of the polynomial on the + ## left is stored in a row vector called lhs. If the multiplicity of + ## any root is greater than one we'll also need derivatives of this + ## equation of order up to the maximum multiplicity minus one. The + ## derivative coefficients are stored in successive rows of lhs and + ## rhs. + ## + ## For our example lhs and rhs would be: + ## + ## | 1 0 0 | + ## lhs = | | + ## | 0 2 0 | + ## + ## | 1 2 1 1 3 2 0 1 2 | + ## rhs = | | + ## | 0 2 2 0 2 3 0 0 1 | + ## + ## We then form a vector B and a matrix A obtained by evaluating the + ## polynomials in lhs and rhs at the pole values. If a pole has a + ## multiplicity greater than one we also evaluate the derivative + ## polynomials (successive rows) at the pole value. + ## + ## For our example we would have + ## + ## | 4| | 1 0 0 | | r(1) | + ## | 1| = | 0 0 1 | * | r(2) | + ## |-2| | 0 1 1 | | r(3) | + ## + ## We then solve for the residues using matrix division. if (nargin < 2 || nargin > 3) usage ("residue (b, a [, toler])"); @@ -134,7 +135,7 @@ toler = .001; endif -# Make sure both polynomials are in reduced form. + ## Make sure both polynomials are in reduced form. a = polyreduce (a); b = polyreduce (b); @@ -145,7 +146,7 @@ la = length (a); lb = length (b); -# Handle special cases here. + ## Handle special cases here. if (la == 0 || lb == 0) k = r = p = e = []; @@ -156,22 +157,22 @@ return; endif -# Find the poles. + ## Find the poles. p = roots (a); lp = length (p); -# Determine if the poles are (effectively) real. + ## Determine if the poles are (effectively) real. index = find (abs (imag (p) ./ real (p)) < toler); if (length (index) != 0) p (index) = real (p (index)); endif -# Find the direct term if there is one. + ## Find the direct term if there is one. if (lb >= la) -# Also returns the reduced numerator. + ## Also returns the reduced numerator. [k, b] = deconv (b, a); lb = length (b); else @@ -185,16 +186,16 @@ endif -# We need to determine the number and multiplicity of the roots. -# -# D is the number of distinct roots. -# M is a vector of length D containing the multiplicity of each root. -# pr is a vector of length D containing only the distinct roots. -# e is a vector of length lp which indicates the power in the partial -# fraction expansion of each term in p. + ## We need to determine the number and multiplicity of the roots. + ## + ## D is the number of distinct roots. + ## M is a vector of length D containing the multiplicity of each root. + ## pr is a vector of length D containing only the distinct roots. + ## e is a vector of length lp which indicates the power in the partial + ## fraction expansion of each term in p. -# Set initial values. We'll remove elements from pr as we find -# multiplicities. We'll shorten M afterwards. + ## Set initial values. We'll remove elements from pr as we find + ## multiplicities. We'll shorten M afterwards. e = ones (lp, 1); M = zeros (lp, 1); @@ -209,13 +210,13 @@ while (new_p_index <= lp) if (abs (p (new_p_index) - p (old_p_index)) < toler) -# We've found a multiple pole. + ## We've found a multiple pole. M (M_index) = M (M_index) + 1; e (new_p_index) = e (new_p_index-1) + 1; -# Remove the pole from pr. + ## Remove the pole from pr. pr (pr_index) = []; else -# It's a different pole. + ## It's a different pole. D++; M_index++; M (M_index) = 1; @@ -225,15 +226,15 @@ new_p_index++; endwhile -# Shorten M to it's proper length + ## Shorten M to it's proper length M = M (1:D); -# Now set up the polynomial matrices. + ## Now set up the polynomial matrices. MM = max(M); -# Left hand side polynomial + ## Left hand side polynomial lhs = zeros (MM, lb); rhs = zeros (MM, lp*lp); @@ -268,14 +269,14 @@ endfor endif -# Now lhs contains the numerator polynomial and as many derivatives as -# are required. rhs is a matrix of polynomials, the first row -# contains the corresponding polynomial for each residue and -# successive rows are derivatives. + ## Now lhs contains the numerator polynomial and as many derivatives as + ## are required. rhs is a matrix of polynomials, the first row + ## contains the corresponding polynomial for each residue and + ## successive rows are derivatives. -# Now we need to evaluate the first row of lhs and rhs at each -# distinct pole value. If there are multiple poles we will also need -# to evaluate the derivatives at the pole value also. + ## Now we need to evaluate the first row of lhs and rhs at each + ## distinct pole value. If there are multiple poles we will also need + ## to evaluate the derivatives at the pole value also. B = zeros (lp, 1); A = zeros (lp, lp); @@ -296,7 +297,7 @@ dpi++; endwhile -# Solve for the residues. + ## Solve for the residues. r = A \ B;