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view scripts/polynomial/residue.m @ 5464:9d0aab486882
[project @ 2005-09-22 21:31:39 by jwe]
author | jwe |
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date | Thu, 22 Sep 2005 21:31:39 +0000 |
parents | ab7973a599cf |
children | 2618a0750ae6 |
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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. ## -*- texinfo -*- ## @deftypefn {Function File} {} residue (@var{b}, @var{a}, @var{tol}) ## If @var{b} and @var{a} are vectors of polynomial coefficients, then ## residue calculates the partial fraction expansion corresponding to the ## ratio of the two polynomials. ## @cindex partial fraction expansion ## ## The function @code{residue} returns @var{r}, @var{p}, @var{k}, and ## @var{e}, where the vector @var{r} contains the residue terms, @var{p} ## contains the pole values, @var{k} contains the coefficients of a direct ## polynomial term (if it exists) and @var{e} is a vector containing the ## powers of the denominators in the partial fraction terms. ## ## Assuming @var{b} and @var{a} represent polynomials ## @iftex ## @tex ## $P(s)$ and $Q(s)$ ## @end tex ## @end iftex ## @ifinfo ## P (s) and Q(s) ## @end ifinfo ## we have: ## @iftex ## @tex ## $$ ## {P(s)\over Q(s)} = \sum_{m=1}^M {r_m\over (s-p_m)^e_m} ## + \sum_{i=1}^N k_i s^{N-i}. ## $$ ## @end tex ## @end iftex ## @ifinfo ## ## @example ## P(s) M r(m) N ## ---- = SUM ------------- + SUM k(i)*s^(N-i) ## Q(s) m=1 (s-p(m))^e(m) i=1 ## @end example ## @end ifinfo ## ## @noindent ## where @math{M} is the number of poles (the length of the @var{r}, ## @var{p}, and @var{e} vectors) and @math{N} is the length of the ## @var{k} vector. ## ## The argument @var{tol} is optional, and if not specified, a default ## value of 0.001 is assumed. 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 @var{tol}, the ## imaginary part is discarded. If two poles are farther apart than ## @var{tol} they are distinct. For example, ## ## @example ## @group ## b = [1, 1, 1]; ## a = [1, -5, 8, -4]; ## [r, p, k, e] = residue (b, a); ## @result{} r = [-2, 7, 3] ## @result{} p = [2, 2, 1] ## @result{} k = [](0x0) ## @result{} e = [1, 2, 1] ## @end group ## @end example ## ## @noindent ## which implies the following partial fraction expansion ## @iftex ## @tex ## $$ ## {s^2+s+1\over s^3-5s^2+8s-4} = {-2\over s-2} + {7\over (s-2)^2} + {3\over s-1} ## $$ ## @end tex ## @end iftex ## @ifinfo ## ## @example ## s^2 + s + 1 -2 7 3 ## ------------------- = ----- + ------- + ----- ## s^3 - 5s^2 + 8s - 4 (s-2) (s-2)^2 (s-1) ## @end example ## @end ifinfo ## @end deftypefn ## ## @seealso{poly, roots, conv, deconv, polyval, polyderiv, and polyinteg} ## Author: Tony Richardson <arichard@stark.cc.oh.us> ## Created: June 1994 ## Adapted-By: jwe function [r, p, k, e] = residue (b, a, toler) ## 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)"); endif if (nargin == 2) toler = .001; endif ## Make sure both polynomials are in reduced form. a = polyreduce (a); b = polyreduce (b); b = b / a(1); a = a / a(1); la = length (a); lb = length (b); ## Handle special cases here. if (la == 0 || lb == 0) k = r = p = e = []; return; elseif (la == 1) k = b / a; r = p = e = []; return; endif ## Find the poles. p = roots (a); lp = length (p); ## Determine if the poles are (effectively) zero. p(abs (p) < toler) = 0; ## Determine if the poles are (effectively) real. index = (abs (p) >= toler && (abs (imag (p)) ./ abs (p) < toler)); p(index) = real (p(index)); ## Find the direct term if there is one. if (lb >= la) ## Also returns the reduced numerator. [k, b] = deconv (b, a); lb = length (b); else k = []; endif if (lp == 1) r = polyval (b, p); e = 1; return; 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. ## 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); pr = p; D = 1; M(1) = 1; old_p_index = 1; new_p_index = 2; M_index = 1; pr_index = 2; while (new_p_index <= lp) if (abs (p (new_p_index) - p (old_p_index)) < toler) ## 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. pr (pr_index) = []; else ## It's a different pole. D++; M_index++; M (M_index) = 1; old_p_index = new_p_index; pr_index++; endif new_p_index++; endwhile ## Shorten M to it's proper length M = M (1:D); ## Now set up the polynomial matrices. MM = max(M); ## Left hand side polynomial lhs = zeros (MM, lb); rhs = zeros (MM, lp*lp); lhs (1, :) = b; rhi = 1; dpi = 1; mpi = 1; while (dpi <= D) for ind = 1:M(dpi) if (mpi > 1 && (mpi+ind) <= lp) cp = [p(1:mpi-1); p(mpi+ind:lp)]; elseif (mpi == 1) cp = p (mpi+ind:lp); else cp = p (1:mpi-1); endif rhs (1, rhi:rhi+lp-1) = prepad (poly (cp), lp, 0, 2); rhi = rhi + lp; endfor mpi = mpi + M (dpi); dpi++; endwhile if (MM > 1) for index = 2:MM lhs (index, :) = prepad (polyderiv (lhs (index-1, :)), lb, 0, 2); ind = 1; for rhi = 1:lp cp = rhs (index-1, ind:ind+lp-1); rhs (index, ind:ind+lp-1) = prepad (polyderiv (cp), lp, 0, 2); ind = ind + lp; endfor 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 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); dpi = 1; row = 1; while (dpi <= D) for mi = 1:M(dpi) B (row) = polyval (lhs (mi, :), pr (dpi)); ci = 1; for col = 1:lp cp = rhs (mi, ci:ci+lp-1); A (row, col) = polyval (cp, pr(dpi)); ci = ci + lp; endfor row++; endfor dpi++; endwhile ## Solve for the residues. r = A \ B; endfunction