Mercurial > hg > octave-nkf
view src/DLD-FUNCTIONS/expm.cc @ 5927:8dbf3f9f22dc
[project @ 2006-08-14 19:44:17 by jwe]
author | jwe |
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date | Mon, 14 Aug 2006 19:44:17 +0000 |
parents | 080c08b192d8 |
children | 93c65f2a5668 |
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/* Copyright (C) 1996, 1997 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, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. */ // Author: A. S. Hodel <scotte@eng.auburn.edu> #ifdef HAVE_CONFIG_H #include <config.h> #endif #include "defun-dld.h" #include "error.h" #include "gripes.h" #include "oct-obj.h" #include "utils.h" DEFUN_DLD (expm, args, , "-*- texinfo -*-\n\ @deftypefn {Loadable Function} {} expm (@var{a})\n\ Return the exponential of a matrix, defined as the infinite Taylor\n\ series\n\ @iftex\n\ @tex\n\ $$\n\ \\exp (A) = I + A + {A^2 \\over 2!} + {A^3 \\over 3!} + \\cdots\n\ $$\n\ @end tex\n\ @end iftex\n\ @ifinfo\n\ \n\ @example\n\ expm(a) = I + a + a^2/2! + a^3/3! + ...\n\ @end example\n\ \n\ @end ifinfo\n\ The Taylor series is @emph{not} the way to compute the matrix\n\ exponential; see Moler and Van Loan, @cite{Nineteen Dubious Ways to\n\ Compute the Exponential of a Matrix}, SIAM Review, 1978. This routine\n\ uses Ward's diagonal\n\ @iftex\n\ @tex\n\ Pad\\'e\n\ @end tex\n\ @end iftex\n\ @ifinfo\n\ Pade'\n\ @end ifinfo\n\ approximation method with three step preconditioning (SIAM Journal on\n\ Numerical Analysis, 1977). Diagonal\n\ @iftex\n\ @tex\n\ Pad\\'e\n\ @end tex\n\ @end iftex\n\ @ifinfo\n\ Pade'\n\ @end ifinfo\n\ approximations are rational polynomials of matrices\n\ @iftex\n\ @tex\n\ $D_q(a)^{-1}N_q(a)$\n\ @end tex\n\ @end iftex\n\ @ifinfo\n\ \n\ @example\n\ -1\n\ D (a) N (a)\n\ @end example\n\ \n\ @end ifinfo\n\ whose Taylor series matches the first\n\ @iftex\n\ @tex\n\ $2 q + 1 $\n\ @end tex\n\ @end iftex\n\ @ifinfo\n\ @code{2q+1}\n\ @end ifinfo\n\ terms of the Taylor series above; direct evaluation of the Taylor series\n\ (with the same preconditioning steps) may be desirable in lieu of the\n\ @iftex\n\ @tex\n\ Pad\\'e\n\ @end tex\n\ @end iftex\n\ @ifinfo\n\ Pade'\n\ @end ifinfo\n\ approximation when\n\ @iftex\n\ @tex\n\ $D_q(a)$\n\ @end tex\n\ @end iftex\n\ @ifinfo\n\ @code{Dq(a)}\n\ @end ifinfo\n\ is ill-conditioned.\n\ @end deftypefn") { octave_value retval; int nargin = args.length (); if (nargin != 1) { print_usage (); return retval; } octave_value arg = args(0); octave_idx_type nr = arg.rows (); octave_idx_type nc = arg.columns (); int arg_is_empty = empty_arg ("expm", nr, nc); if (arg_is_empty < 0) return retval; if (arg_is_empty > 0) return octave_value (Matrix ()); if (nr != nc) { gripe_square_matrix_required ("expm"); return retval; } if (arg.is_real_type ()) { Matrix m = arg.matrix_value (); if (error_state) return retval; else retval = m.expm (); } else if (arg.is_complex_type ()) { ComplexMatrix m = arg.complex_matrix_value (); if (error_state) return retval; else retval = m.expm (); } else { gripe_wrong_type_arg ("expm", arg); } return retval; } /* ;;; Local Variables: *** ;;; mode: C++ *** ;;; End: *** */