Mercurial > hg > octave-nkf
view scripts/linear-algebra/subspace.m @ 12297:175127b734a4 release-3-4-x
ChangeLog fixes
author | John W. Eaton <jwe@octave.org> |
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date | Sun, 30 Jan 2011 01:57:40 -0500 |
parents | c792872f8942 |
children | 72c96de7a403 |
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## Copyright (C) 2008-2011 VZLU Prague, a.s., Czech Republic ## ## 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} {@var{angle} =} subspace (@var{A}, @var{B}) ## Determine the largest principal angle between two subspaces ## spanned by the columns of matrices @var{A} and @var{B}. ## @end deftypefn ## Author: Jaroslav Hajek <highegg@gmail.com> ## reference: ## [1] Andrew V. Knyazev, Merico E. Argentati: ## Principal Angles between Subspaces in an A-Based Scalar Product: ## Algorithms and Perturbation Estimates. ## SIAM Journal on Scientific Computing, Vol. 23 no. 6, pp. 2008-2040 ## ## other texts are also around... function ang = subspace (A, B) if (nargin != 2) print_usage (); elseif (ndims (A) != 2 || ndims (B) != 2) error ("subspace: expecting A and B to be 2-dimensional arrays"); elseif (rows (A) != rows (B)) error ("subspace: column dimensions of A and B must match"); endif A = orth (A); B = orth (B); c = A'*B; scos = min (svd (c)); if (scos^2 > 1/2) if (columns (A) >= columns (B)) c = B - A*c; else c = A - B*c'; endif ssin = max (svd (c)); ang = asin (min (ssin, 1)); else ang = acos (scos); endif endfunction