Mercurial > hg > octave-nkf
view scripts/linear-algebra/rref.m @ 15536:2e8eb9ac43a5 stable rc-3-6-4-0
3.6.4-rc0 release candidate
* configure.ac (AC_INIT): Version is now 3.6.2-rc0.
(OCTAVE_RELEASE_DATE): Now 2012-05-11.
author | John W. Eaton <jwe@octave.org> |
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date | Wed, 17 Oct 2012 10:05:44 -0400 |
parents | 72c96de7a403 |
children | f3d52523cde1 |
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## Copyright (C) 2000-2012 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 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} {} rref (@var{A}) ## @deftypefnx {Function File} {} rref (@var{A}, @var{tol}) ## @deftypefnx {Function File} {[@var{r}, @var{k}] =} rref (@dots{}) ## Return 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 an anonymous source from the public domain) function [A, k] = rref (A, tol) 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) if (isa (A, "single")) tol = eps ("single") * max (rows, cols) * norm (A, inf ("single")); else tol = eps * max (rows, cols) * norm (A, inf); endif 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 <= tol) ## 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 %!test %! a = [1]; %! [r k] = rref(a); %! assert(r, [1], 2e-8); %! assert(k, [1], 2e-8); %!test %! a = [1 3; 4 5]; %! [r k] = rref(a); %! assert(rank(a), rank(r), 2e-8); %! assert(r, eye(2), 2e-8); %! assert(k == [1, 2] || k == [2, 1]); %!test %! a = [1 3; 4 5; 7 9]; %! [r k] = rref(a); %! assert(rank(a), rank(r), 2e-8); %! assert(r, eye(3)(:,1:2), 2e-8); %! assert(k, [1 2], 2e-8); %!test %! a = [1 2 3; 2 4 6; 7 2 0]; %! [r k] = rref(a); %! assert(rank(a), rank(r), 2e-8); %! assert(r, [1 0 (3-7/2); 0 1 (7/4); 0 0 0], 2e-8); %! assert(k, [1 2], 2e-8); %!test %! a = [1 2 1; 2 4 2.01; 2 4 2.1]; %! tol = 0.02; %! [r k] = rref(a, tol); %! assert(rank(a, tol), rank(r, tol), 2e-8); %! tol = 0.2; %! [r k] = rref(a, tol); %! assert(rank(a, tol), rank(r, tol), 2e-8); %!error rref();