Mercurial > hg > octave-nkf
view libinterp/corefcn/lu.cc @ 17281:bc924baa2c4e
doc: Add new @qcode macro for code samples which are quoted.
Macro handles options ("on") or properties ("position") more elegantly
than @code{"text"}.
* doc/interpreter/macros.texi: Add new @qcode macro.
* doc/interpreter/tips.txi: Add documentation about @qcode macro.
* doc/interpreter/basics.txi, doc/interpreter/container.txi,
doc/interpreter/emacs.txi, doc/interpreter/errors.txi,
doc/interpreter/eval.txi, doc/interpreter/expr.txi,
doc/interpreter/external.txi, doc/interpreter/func.txi,
doc/interpreter/grammar.txi, doc/interpreter/image.txi,
doc/interpreter/install.txi, doc/interpreter/interp.txi,
doc/interpreter/io.txi, doc/interpreter/matrix.txi,
doc/interpreter/numbers.txi, doc/interpreter/oop.txi,
doc/interpreter/package.txi, doc/interpreter/plot.txi,
doc/interpreter/quad.txi, doc/interpreter/sparse.txi,
doc/interpreter/strings.txi, doc/interpreter/system.txi,
doc/interpreter/vectorize.txi, libinterp/corefcn/balance.cc,
libinterp/corefcn/bitfcns.cc, libinterp/corefcn/cellfun.cc,
libinterp/corefcn/conv2.cc, libinterp/corefcn/data.cc,
libinterp/corefcn/debug.cc, libinterp/corefcn/defaults.cc,
libinterp/corefcn/dirfns.cc, libinterp/corefcn/dlmread.cc,
libinterp/corefcn/error.cc, libinterp/corefcn/file-io.cc,
libinterp/corefcn/find.cc, libinterp/corefcn/gammainc.cc,
libinterp/corefcn/graphics.cc, libinterp/corefcn/help.cc,
libinterp/corefcn/hex2num.cc, libinterp/corefcn/input.cc,
libinterp/corefcn/load-path.cc, libinterp/corefcn/load-save.cc,
libinterp/corefcn/ls-oct-ascii.cc, libinterp/corefcn/lu.cc,
libinterp/corefcn/luinc.cc, libinterp/corefcn/matrix_type.cc,
libinterp/corefcn/oct-hist.cc, libinterp/corefcn/pager.cc,
libinterp/corefcn/pr-output.cc, libinterp/corefcn/pt-jit.cc,
libinterp/corefcn/qz.cc, libinterp/corefcn/rand.cc,
libinterp/corefcn/regexp.cc, libinterp/corefcn/schur.cc,
libinterp/corefcn/sighandlers.cc, libinterp/corefcn/sparse.cc,
libinterp/corefcn/spparms.cc, libinterp/corefcn/str2double.cc,
libinterp/corefcn/svd.cc, libinterp/corefcn/symtab.cc,
libinterp/corefcn/syscalls.cc, libinterp/corefcn/toplev.cc,
libinterp/corefcn/tril.cc, libinterp/corefcn/typecast.cc,
libinterp/corefcn/utils.cc, libinterp/corefcn/variables.cc,
libinterp/dldfcn/__init_fltk__.cc, libinterp/dldfcn/chol.cc,
libinterp/dldfcn/colamd.cc, libinterp/dldfcn/fftw.cc, libinterp/dldfcn/qr.cc,
libinterp/dldfcn/symbfact.cc, libinterp/octave-value/ov-base.cc,
libinterp/octave-value/ov-fcn-handle.cc,
libinterp/octave-value/ov-fcn-inline.cc, libinterp/octave-value/ov-java.cc,
libinterp/octave-value/ov-range.cc, libinterp/octave-value/ov-struct.cc,
libinterp/octave-value/ov-usr-fcn.cc, libinterp/parse-tree/oct-parse.in.yy,
libinterp/parse-tree/pt-binop.cc, libinterp/parse-tree/pt-eval.cc,
libinterp/parse-tree/pt-mat.cc, scripts/@ftp/ftp.m,
scripts/deprecated/java_convert_matrix.m, scripts/deprecated/java_debug.m,
scripts/deprecated/java_unsigned_conversion.m, scripts/deprecated/shell_cmd.m,
scripts/general/dblquad.m, scripts/general/display.m,
scripts/general/genvarname.m, scripts/general/idivide.m,
scripts/general/interp1.m, scripts/general/interp2.m,
scripts/general/interp3.m, scripts/general/interpn.m, scripts/general/isa.m,
scripts/general/profexplore.m, scripts/general/profile.m,
scripts/general/quadgk.m, scripts/general/randi.m, scripts/general/structfun.m,
scripts/general/subsindex.m, scripts/general/triplequad.m,
scripts/geometry/griddata.m, scripts/geometry/griddata3.m,
scripts/geometry/griddatan.m, scripts/geometry/voronoi.m, scripts/help/help.m,
scripts/help/lookfor.m, scripts/image/cmpermute.m, scripts/image/colormap.m,
scripts/image/image.m, scripts/image/imagesc.m, scripts/image/imfinfo.m,
scripts/image/imformats.m, scripts/image/imread.m, scripts/image/imshow.m,
scripts/image/imwrite.m, scripts/image/ind2gray.m, scripts/image/lines.m,
scripts/image/rgb2ind.m, scripts/image/spinmap.m, scripts/io/dlmwrite.m,
scripts/io/strread.m, scripts/io/textread.m, scripts/io/textscan.m,
scripts/java/javaclasspath.m, scripts/java/usejava.m,
scripts/miscellaneous/bzip2.m, scripts/miscellaneous/computer.m,
scripts/miscellaneous/copyfile.m, scripts/miscellaneous/debug.m,
scripts/miscellaneous/dos.m, scripts/miscellaneous/edit.m,
scripts/miscellaneous/gzip.m, scripts/miscellaneous/license.m,
scripts/miscellaneous/mkoctfile.m, scripts/miscellaneous/movefile.m,
scripts/miscellaneous/parseparams.m, scripts/miscellaneous/unix.m,
scripts/optimization/fminbnd.m, scripts/optimization/fminsearch.m,
scripts/optimization/fminunc.m, scripts/optimization/fsolve.m,
scripts/optimization/fzero.m, scripts/optimization/glpk.m,
scripts/optimization/lsqnonneg.m, scripts/optimization/optimset.m,
scripts/optimization/pqpnonneg.m, scripts/pkg/pkg.m, scripts/plot/allchild.m,
scripts/plot/ancestor.m, scripts/plot/area.m, scripts/plot/axis.m,
scripts/plot/bar.m, scripts/plot/barh.m, scripts/plot/box.m,
scripts/plot/caxis.m, scripts/plot/cla.m, scripts/plot/clabel.m,
scripts/plot/clf.m, scripts/plot/close.m, scripts/plot/colorbar.m,
scripts/plot/daspect.m, scripts/plot/ezmesh.m, scripts/plot/ezmeshc.m,
scripts/plot/ezsurf.m, scripts/plot/ezsurfc.m, scripts/plot/findall.m,
scripts/plot/findobj.m, scripts/plot/gcbo.m, scripts/plot/gcf.m,
scripts/plot/gco.m, scripts/plot/grid.m, scripts/plot/guihandles.m,
scripts/plot/hdl2struct.m, scripts/plot/hidden.m, scripts/plot/hold.m,
scripts/plot/isonormals.m, scripts/plot/isosurface.m, scripts/plot/legend.m,
scripts/plot/mesh.m, scripts/plot/meshc.m, scripts/plot/meshz.m,
scripts/plot/newplot.m, scripts/plot/orient.m, scripts/plot/pareto.m,
scripts/plot/patch.m, scripts/plot/pbaspect.m, scripts/plot/pcolor.m,
scripts/plot/plot.m, scripts/plot/print.m,
scripts/plot/private/__add_default_menu__.m, scripts/plot/quiver.m,
scripts/plot/quiver3.m, scripts/plot/refreshdata.m, scripts/plot/saveas.m,
scripts/plot/scatter.m, scripts/plot/scatter3.m, scripts/plot/shading.m,
scripts/plot/shrinkfaces.m, scripts/plot/slice.m, scripts/plot/stem.m,
scripts/plot/stem3.m, scripts/plot/struct2hdl.m, scripts/plot/subplot.m,
scripts/plot/surf.m, scripts/plot/surfc.m, scripts/plot/surfl.m,
scripts/plot/tetramesh.m, scripts/plot/uigetfile.m, scripts/plot/uimenu.m,
scripts/plot/uiputfile.m, scripts/plot/waterfall.m, scripts/plot/whitebg.m,
scripts/plot/xlim.m, scripts/plot/ylim.m, scripts/plot/zlim.m,
scripts/polynomial/conv.m, scripts/polynomial/polyout.m,
scripts/polynomial/splinefit.m, scripts/set/ismember.m, scripts/set/powerset.m,
scripts/set/setdiff.m, scripts/set/union.m, scripts/set/unique.m,
scripts/signal/detrend.m, scripts/signal/filter2.m, scripts/signal/freqz.m,
scripts/signal/periodogram.m, scripts/signal/spectral_adf.m,
scripts/signal/spectral_xdf.m, scripts/sparse/eigs.m, scripts/sparse/svds.m,
scripts/specfun/legendre.m, scripts/special-matrix/gallery.m,
scripts/statistics/base/mean.m, scripts/statistics/base/moment.m,
scripts/statistics/tests/cor_test.m,
scripts/statistics/tests/kolmogorov_smirnov_test.m,
scripts/statistics/tests/kolmogorov_smirnov_test_2.m,
scripts/statistics/tests/kruskal_wallis_test.m,
scripts/statistics/tests/prop_test_2.m, scripts/statistics/tests/sign_test.m,
scripts/statistics/tests/t_test.m, scripts/statistics/tests/t_test_2.m,
scripts/statistics/tests/t_test_regression.m,
scripts/statistics/tests/u_test.m, scripts/statistics/tests/var_test.m,
scripts/statistics/tests/welch_test.m,
scripts/statistics/tests/wilcoxon_test.m, scripts/statistics/tests/z_test.m,
scripts/statistics/tests/z_test_2.m, scripts/strings/base2dec.m,
scripts/strings/index.m, scripts/strings/isstrprop.m,
scripts/strings/mat2str.m, scripts/strings/regexptranslate.m,
scripts/strings/rindex.m, scripts/strings/str2num.m, scripts/strings/strcat.m,
scripts/strings/strjust.m, scripts/strings/strmatch.m,
scripts/strings/validatestring.m, scripts/testfun/demo.m,
scripts/testfun/example.m, scripts/testfun/test.m, scripts/time/addtodate.m,
scripts/time/asctime.m, scripts/time/datestr.m, scripts/time/datetick.m,
scripts/time/weekday.m, scripts/ui/errordlg.m, scripts/ui/helpdlg.m,
scripts/ui/inputdlg.m, scripts/ui/listdlg.m, scripts/ui/msgbox.m,
scripts/ui/questdlg.m, scripts/ui/warndlg.m: Use new @qcode macro.
author | Rik <rik@octave.org> |
---|---|
date | Mon, 19 Aug 2013 20:46:38 -0700 |
parents | 1c21f264d26f |
children | d63878346099 |
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/* Copyright (C) 1996-2012 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 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/>. */ #ifdef HAVE_CONFIG_H #include <config.h> #endif #include "CmplxLU.h" #include "dbleLU.h" #include "fCmplxLU.h" #include "floatLU.h" #include "SparseCmplxLU.h" #include "SparsedbleLU.h" #include "defun.h" #include "error.h" #include "gripes.h" #include "oct-obj.h" #include "utils.h" #include "ov-re-sparse.h" #include "ov-cx-sparse.h" template <class MT> static octave_value get_lu_l (const base_lu<MT>& fact) { MT L = fact.L (); if (L.is_square ()) return octave_value (L, MatrixType (MatrixType::Lower)); else return L; } template <class MT> static octave_value get_lu_u (const base_lu<MT>& fact) { MT U = fact.U (); if (U.is_square () && fact.regular ()) return octave_value (U, MatrixType (MatrixType::Upper)); else return U; } DEFUN (lu, args, nargout, "-*- texinfo -*-\n\ @deftypefn {Built-in Function} {[@var{L}, @var{U}] =} lu (@var{A})\n\ @deftypefnx {Built-in Function} {[@var{L}, @var{U}, @var{P}] =} lu (@var{A})\n\ @deftypefnx {Built-in Function} {[@var{L}, @var{U}, @var{P}, @var{Q}] =} lu (@var{S})\n\ @deftypefnx {Built-in Function} {[@var{L}, @var{U}, @var{P}, @var{Q}, @var{R}] =} lu (@var{S})\n\ @deftypefnx {Built-in Function} {[@dots{}] =} lu (@var{S}, @var{thres})\n\ @deftypefnx {Built-in Function} {@var{y} =} lu (@dots{})\n\ @deftypefnx {Built-in Function} {[@dots{}] =} lu (@dots{}, \"vector\")\n\ @cindex LU decomposition\n\ Compute the LU@tie{}decomposition of @var{A}. If @var{A} is full\n\ subroutines from\n\ @sc{lapack} are used and if @var{A} is sparse then @sc{umfpack} is used. The\n\ result is returned in a permuted form, according to the optional return\n\ value @var{P}. For example, given the matrix @code{a = [1, 2; 3, 4]},\n\ \n\ @example\n\ [l, u, p] = lu (@var{a})\n\ @end example\n\ \n\ @noindent\n\ returns\n\ \n\ @example\n\ @group\n\ l =\n\ \n\ 1.00000 0.00000\n\ 0.33333 1.00000\n\ \n\ u =\n\ \n\ 3.00000 4.00000\n\ 0.00000 0.66667\n\ \n\ p =\n\ \n\ 0 1\n\ 1 0\n\ @end group\n\ @end example\n\ \n\ The matrix is not required to be square.\n\ \n\ When called with two or three output arguments and a spare input matrix,\n\ @code{lu} does not attempt to perform sparsity preserving column\n\ permutations. Called with a fourth output argument, the sparsity\n\ preserving column transformation @var{Q} is returned, such that\n\ @code{@var{P} * @var{A} * @var{Q} = @var{L} * @var{U}}.\n\ \n\ Called with a fifth output argument and a sparse input matrix,\n\ @code{lu} attempts to use a scaling factor @var{R} on the input matrix\n\ such that\n\ @code{@var{P} * (@var{R} \\ @var{A}) * @var{Q} = @var{L} * @var{U}}.\n\ This typically leads to a sparser and more stable factorization.\n\ \n\ An additional input argument @var{thres}, that defines the pivoting\n\ threshold can be given. @var{thres} can be a scalar, in which case\n\ it defines the @sc{umfpack} pivoting tolerance for both symmetric and\n\ unsymmetric cases. If @var{thres} is a 2-element vector, then the first\n\ element defines the pivoting tolerance for the unsymmetric @sc{umfpack}\n\ pivoting strategy and the second for the symmetric strategy. By default,\n\ the values defined by @code{spparms} are used ([0.1, 0.001]).\n\ \n\ Given the string argument @qcode{\"vector\"}, @code{lu} returns the values\n\ of @var{P} and @var{Q} as vector values, such that for full matrix,\n\ @code{@var{A} (@var{P},:) = @var{L} * @var{U}}, and @code{@var{R}(@var{P},:)\n\ * @var{A} (:, @var{Q}) = @var{L} * @var{U}}.\n\ \n\ With two output arguments, returns the permuted forms of the upper and\n\ lower triangular matrices, such that @code{@var{A} = @var{L} * @var{U}}.\n\ With one output argument @var{y}, then the matrix returned by the @sc{lapack}\n\ routines is returned. If the input matrix is sparse then the matrix @var{L}\n\ is embedded into @var{U} to give a return value similar to the full case.\n\ For both full and sparse matrices, @code{lu} loses the permutation\n\ information.\n\ @seealso{luupdate, chol, hess, qr, qz, schur, svd}\n\ @end deftypefn") { octave_value_list retval; int nargin = args.length (); bool issparse = (nargin > 0 && args(0).is_sparse_type ()); bool scale = (nargout == 5); if (nargin < 1 || (issparse && (nargin > 3 || nargout > 5)) || (!issparse && (nargin > 2 || nargout > 3))) { print_usage (); return retval; } bool vecout = false; Matrix thres; int n = 1; while (n < nargin && ! error_state) { if (args (n).is_string ()) { std::string tmp = args(n++).string_value (); if (! error_state ) { if (tmp.compare ("vector") == 0) vecout = true; else error ("lu: unrecognized string argument"); } } else { Matrix tmp = args(n++).matrix_value (); if (! error_state ) { if (!issparse) error ("lu: can not define pivoting threshold THRES for full matrices"); else if (tmp.nelem () == 1) { thres.resize (1,2); thres(0) = tmp(0); thres(1) = tmp(0); } else if (tmp.nelem () == 2) thres = tmp; else error ("lu: expecting 2-element vector for THRES"); } } } octave_value arg = args(0); octave_idx_type nr = arg.rows (); octave_idx_type nc = arg.columns (); int arg_is_empty = empty_arg ("lu", nr, nc); if (issparse) { if (arg_is_empty < 0) return retval; else if (arg_is_empty > 0) return octave_value_list (5, SparseMatrix ()); ColumnVector Qinit; if (nargout < 4) { Qinit.resize (nc); for (octave_idx_type i = 0; i < nc; i++) Qinit (i) = i; } if (arg.is_real_type ()) { SparseMatrix m = arg.sparse_matrix_value (); switch (nargout) { case 0: case 1: case 2: { SparseLU fact (m, Qinit, thres, false, true); if (nargout < 2) retval(0) = fact.Y (); else { PermMatrix P = fact.Pr_mat (); SparseMatrix L = P.transpose () * fact.L (); retval(1) = octave_value (fact.U (), MatrixType (MatrixType::Upper)); retval(0) = octave_value (L, MatrixType (MatrixType::Permuted_Lower, nr, fact.row_perm ())); } } break; case 3: { SparseLU fact (m, Qinit, thres, false, true); if (vecout) retval(2) = fact.Pr_vec (); else retval(2) = fact.Pr_mat (); retval(1) = octave_value (fact.U (), MatrixType (MatrixType::Upper)); retval(0) = octave_value (fact.L (), MatrixType (MatrixType::Lower)); } break; case 4: default: { SparseLU fact (m, thres, scale); if (scale) retval(4) = fact.R (); if (vecout) { retval(3) = fact.Pc_vec (); retval(2) = fact.Pr_vec (); } else { retval(3) = fact.Pc_mat (); retval(2) = fact.Pr_mat (); } retval(1) = octave_value (fact.U (), MatrixType (MatrixType::Upper)); retval(0) = octave_value (fact.L (), MatrixType (MatrixType::Lower)); } break; } } else if (arg.is_complex_type ()) { SparseComplexMatrix m = arg.sparse_complex_matrix_value (); switch (nargout) { case 0: case 1: case 2: { SparseComplexLU fact (m, Qinit, thres, false, true); if (nargout < 2) retval(0) = fact.Y (); else { PermMatrix P = fact.Pr_mat (); SparseComplexMatrix L = P.transpose () * fact.L (); retval(1) = octave_value (fact.U (), MatrixType (MatrixType::Upper)); retval(0) = octave_value (L, MatrixType (MatrixType::Permuted_Lower, nr, fact.row_perm ())); } } break; case 3: { SparseComplexLU fact (m, Qinit, thres, false, true); if (vecout) retval(2) = fact.Pr_vec (); else retval(2) = fact.Pr_mat (); retval(1) = octave_value (fact.U (), MatrixType (MatrixType::Upper)); retval(0) = octave_value (fact.L (), MatrixType (MatrixType::Lower)); } break; case 4: default: { SparseComplexLU fact (m, thres, scale); if (scale) retval(4) = fact.R (); if (vecout) { retval(3) = fact.Pc_vec (); retval(2) = fact.Pr_vec (); } else { retval(3) = fact.Pc_mat (); retval(2) = fact.Pr_mat (); } retval(1) = octave_value (fact.U (), MatrixType (MatrixType::Upper)); retval(0) = octave_value (fact.L (), MatrixType (MatrixType::Lower)); } break; } } else gripe_wrong_type_arg ("lu", arg); } else { if (arg_is_empty < 0) return retval; else if (arg_is_empty > 0) return octave_value_list (3, Matrix ()); if (arg.is_real_type ()) { if (arg.is_single_type ()) { FloatMatrix m = arg.float_matrix_value (); if (! error_state) { FloatLU fact (m); switch (nargout) { case 0: case 1: retval(0) = fact.Y (); break; case 2: { PermMatrix P = fact.P (); FloatMatrix L = P.transpose () * fact.L (); retval(1) = get_lu_u (fact); retval(0) = L; } break; case 3: default: { if (vecout) retval(2) = fact.P_vec (); else retval(2) = fact.P (); retval(1) = get_lu_u (fact); retval(0) = get_lu_l (fact); } break; } } } else { Matrix m = arg.matrix_value (); if (! error_state) { LU fact (m); switch (nargout) { case 0: case 1: retval(0) = fact.Y (); break; case 2: { PermMatrix P = fact.P (); Matrix L = P.transpose () * fact.L (); retval(1) = get_lu_u (fact); retval(0) = L; } break; case 3: default: { if (vecout) retval(2) = fact.P_vec (); else retval(2) = fact.P (); retval(1) = get_lu_u (fact); retval(0) = get_lu_l (fact); } break; } } } } else if (arg.is_complex_type ()) { if (arg.is_single_type ()) { FloatComplexMatrix m = arg.float_complex_matrix_value (); if (! error_state) { FloatComplexLU fact (m); switch (nargout) { case 0: case 1: retval(0) = fact.Y (); break; case 2: { PermMatrix P = fact.P (); FloatComplexMatrix L = P.transpose () * fact.L (); retval(1) = get_lu_u (fact); retval(0) = L; } break; case 3: default: { if (vecout) retval(2) = fact.P_vec (); else retval(2) = fact.P (); retval(1) = get_lu_u (fact); retval(0) = get_lu_l (fact); } break; } } } else { ComplexMatrix m = arg.complex_matrix_value (); if (! error_state) { ComplexLU fact (m); switch (nargout) { case 0: case 1: retval(0) = fact.Y (); break; case 2: { PermMatrix P = fact.P (); ComplexMatrix L = P.transpose () * fact.L (); retval(1) = get_lu_u (fact); retval(0) = L; } break; case 3: default: { if (vecout) retval(2) = fact.P_vec (); else retval(2) = fact.P (); retval(1) = get_lu_u (fact); retval(0) = get_lu_l (fact); } break; } } } } else gripe_wrong_type_arg ("lu", arg); } return retval; } /* %!assert(lu ([1, 2; 3, 4]), [3, 4; 1/3, 2/3], eps); %!test %! [l, u] = lu ([1, 2; 3, 4]); %! assert (l, [1/3, 1; 1, 0], sqrt (eps)); %! assert (u, [3, 4; 0, 2/3], sqrt (eps)); %!test %! [l, u, p] = lu ([1, 2; 3, 4]); %! assert (l, [1, 0; 1/3, 1], sqrt (eps)); %! assert (u, [3, 4; 0, 2/3], sqrt (eps)); %! assert (p(:,:), [0, 1; 1, 0], sqrt (eps)); %!test %! [l, u, p] = lu ([1, 2; 3, 4], "vector"); %! assert (l, [1, 0; 1/3, 1], sqrt (eps)); %! assert (u, [3, 4; 0, 2/3], sqrt (eps)); %! assert (p, [2;1], sqrt (eps)); %!test %! [l, u, p] = lu ([1, 2; 3, 4; 5, 6]); %! assert (l, [1, 0; 1/5, 1; 3/5, 1/2], sqrt (eps)); %! assert (u, [5, 6; 0, 4/5], sqrt (eps)); %! assert (p(:,:), [0, 0, 1; 1, 0, 0; 0 1 0], sqrt (eps)); %!assert (lu (single ([1, 2; 3, 4])), single ([3, 4; 1/3, 2/3]), eps ("single")) %!test %! [l, u] = lu (single ([1, 2; 3, 4])); %! assert (l, single ([1/3, 1; 1, 0]), sqrt (eps ("single"))); %! assert (u, single ([3, 4; 0, 2/3]), sqrt (eps ("single"))); %!test %! [l, u, p] = lu (single ([1, 2; 3, 4])); %! assert (l, single ([1, 0; 1/3, 1]), sqrt (eps ("single"))); %! assert (u, single ([3, 4; 0, 2/3]), sqrt (eps ("single"))); %! assert (p(:,:), single ([0, 1; 1, 0]), sqrt (eps ("single"))); %!test %! [l, u, p] = lu (single ([1, 2; 3, 4]), "vector"); %! assert (l, single ([1, 0; 1/3, 1]), sqrt (eps ("single"))); %! assert (u, single ([3, 4; 0, 2/3]), sqrt (eps ("single"))); %! assert (p, single ([2;1]), sqrt (eps ("single"))); %!test %! [l u p] = lu (single ([1, 2; 3, 4; 5, 6])); %! assert (l, single ([1, 0; 1/5, 1; 3/5, 1/2]), sqrt (eps ("single"))); %! assert (u, single ([5, 6; 0, 4/5]), sqrt (eps ("single"))); %! assert (p(:,:), single ([0, 0, 1; 1, 0, 0; 0 1 0]), sqrt (eps ("single"))); %!error lu () %!error <can not define pivoting threshold> lu ([1, 2; 3, 4], 2) */ static bool check_lu_dims (const octave_value& l, const octave_value& u, const octave_value& p) { octave_idx_type m = l.rows (), k = u.rows (), n = u.columns (); return ((l.ndims () == 2 && u.ndims () == 2 && k == l.columns ()) && k == std::min (m, n) && (p.is_undefined () || p.rows () == m)); } DEFUN (luupdate, args, , "-*- texinfo -*-\n\ @deftypefn {Built-in Function} {[@var{L}, @var{U}] =} luupdate (@var{L}, @var{U}, @var{x}, @var{y})\n\ @deftypefnx {Built-in Function} {[@var{L}, @var{U}, @var{P}] =} luupdate (@var{L}, @var{U}, @var{P}, @var{x}, @var{y})\n\ Given an LU@tie{}factorization of a real or complex matrix\n\ @w{@var{A} = @var{L}*@var{U}}, @var{L}@tie{}lower unit trapezoidal and\n\ @var{U}@tie{}upper trapezoidal, return the LU@tie{}factorization\n\ of @w{@var{A} + @var{x}*@var{y}.'}, where @var{x} and @var{y} are\n\ column vectors (rank-1 update) or matrices with equal number of columns\n\ (rank-k update).\n\ Optionally, row-pivoted updating can be used by supplying\n\ a row permutation (pivoting) matrix @var{P};\n\ in that case, an updated permutation matrix is returned.\n\ Note that if @var{L}, @var{U}, @var{P} is a pivoted LU@tie{}factorization\n\ as obtained by @code{lu}:\n\ \n\ @example\n\ [@var{L}, @var{U}, @var{P}] = lu (@var{A});\n\ @end example\n\ \n\ @noindent\n\ then a factorization of @tcode{@var{A}+@var{x}*@var{y}.'} can be obtained\n\ either as\n\ \n\ @example\n\ [@var{L1}, @var{U1}] = lu (@var{L}, @var{U}, @var{P}*@var{x}, @var{y})\n\ @end example\n\ \n\ @noindent\n\ or\n\ \n\ @example\n\ [@var{L1}, @var{U1}, @var{P1}] = lu (@var{L}, @var{U}, @var{P}, @var{x}, @var{y})\n\ @end example\n\ \n\ The first form uses the unpivoted algorithm, which is faster, but less\n\ stable. The second form uses a slower pivoted algorithm, which is more\n\ stable.\n\ \n\ The matrix case is done as a sequence of rank-1 updates;\n\ thus, for large enough k, it will be both faster and more accurate to\n\ recompute the factorization from scratch.\n\ @seealso{lu, cholupdate, qrupdate}\n\ @end deftypefn") { octave_idx_type nargin = args.length (); octave_value_list retval; bool pivoted = nargin == 5; if (nargin != 4 && nargin != 5) { print_usage (); return retval; } octave_value argl = args(0); octave_value argu = args(1); octave_value argp = pivoted ? args(2) : octave_value (); octave_value argx = args(2 + pivoted); octave_value argy = args(3 + pivoted); if (argl.is_numeric_type () && argu.is_numeric_type () && argx.is_numeric_type () && argy.is_numeric_type () && (! pivoted || argp.is_perm_matrix ())) { if (check_lu_dims (argl, argu, argp)) { PermMatrix P = (pivoted ? argp.perm_matrix_value () : PermMatrix::eye (argl.rows ())); if (argl.is_real_type () && argu.is_real_type () && argx.is_real_type () && argy.is_real_type ()) { // all real case if (argl.is_single_type () || argu.is_single_type () || argx.is_single_type () || argy.is_single_type ()) { FloatMatrix L = argl.float_matrix_value (); FloatMatrix U = argu.float_matrix_value (); FloatMatrix x = argx.float_matrix_value (); FloatMatrix y = argy.float_matrix_value (); FloatLU fact (L, U, P); if (pivoted) fact.update_piv (x, y); else fact.update (x, y); if (pivoted) retval(2) = fact.P (); retval(1) = get_lu_u (fact); retval(0) = get_lu_l (fact); } else { Matrix L = argl.matrix_value (); Matrix U = argu.matrix_value (); Matrix x = argx.matrix_value (); Matrix y = argy.matrix_value (); LU fact (L, U, P); if (pivoted) fact.update_piv (x, y); else fact.update (x, y); if (pivoted) retval(2) = fact.P (); retval(1) = get_lu_u (fact); retval(0) = get_lu_l (fact); } } else { // complex case if (argl.is_single_type () || argu.is_single_type () || argx.is_single_type () || argy.is_single_type ()) { FloatComplexMatrix L = argl.float_complex_matrix_value (); FloatComplexMatrix U = argu.float_complex_matrix_value (); FloatComplexMatrix x = argx.float_complex_matrix_value (); FloatComplexMatrix y = argy.float_complex_matrix_value (); FloatComplexLU fact (L, U, P); if (pivoted) fact.update_piv (x, y); else fact.update (x, y); if (pivoted) retval(2) = fact.P (); retval(1) = get_lu_u (fact); retval(0) = get_lu_l (fact); } else { ComplexMatrix L = argl.complex_matrix_value (); ComplexMatrix U = argu.complex_matrix_value (); ComplexMatrix x = argx.complex_matrix_value (); ComplexMatrix y = argy.complex_matrix_value (); ComplexLU fact (L, U, P); if (pivoted) fact.update_piv (x, y); else fact.update (x, y); if (pivoted) retval(2) = fact.P (); retval(1) = get_lu_u (fact); retval(0) = get_lu_l (fact); } } } else error ("luupdate: dimension mismatch"); } else error ("luupdate: L, U, X, and Y must be numeric"); return retval; } /* %!shared A, u, v, Ac, uc, vc %! A = [0.091364 0.613038 0.999083; %! 0.594638 0.425302 0.603537; %! 0.383594 0.291238 0.085574; %! 0.265712 0.268003 0.238409; %! 0.669966 0.743851 0.445057 ]; %! %! u = [0.85082; %! 0.76426; %! 0.42883; %! 0.53010; %! 0.80683 ]; %! %! v = [0.98810; %! 0.24295; %! 0.43167 ]; %! %! Ac = [0.620405 + 0.956953i 0.480013 + 0.048806i 0.402627 + 0.338171i; %! 0.589077 + 0.658457i 0.013205 + 0.279323i 0.229284 + 0.721929i; %! 0.092758 + 0.345687i 0.928679 + 0.241052i 0.764536 + 0.832406i; %! 0.912098 + 0.721024i 0.049018 + 0.269452i 0.730029 + 0.796517i; %! 0.112849 + 0.603871i 0.486352 + 0.142337i 0.355646 + 0.151496i ]; %! %! uc = [0.20351 + 0.05401i; %! 0.13141 + 0.43708i; %! 0.29808 + 0.08789i; %! 0.69821 + 0.38844i; %! 0.74871 + 0.25821i ]; %! %! vc = [0.85839 + 0.29468i; %! 0.20820 + 0.93090i; %! 0.86184 + 0.34689i ]; %! %!testif HAVE_QRUPDATE_LUU %! [L,U,P] = lu (A); %! [L,U] = luupdate (L,U,P*u,v); %! assert (norm (vec (tril (L)-L), Inf) == 0); %! assert (norm (vec (triu (U)-U), Inf) == 0); %! assert (norm (vec (P'*L*U - A - u*v.'), Inf) < norm (A)*1e1*eps); %! %!testif HAVE_QRUPDATE_LUU %! [L,U,P] = lu (Ac); %! [L,U] = luupdate (L,U,P*uc,vc); %! assert (norm (vec (tril (L)-L), Inf) == 0); %! assert (norm (vec (triu (U)-U), Inf) == 0); %! assert (norm (vec (P'*L*U - Ac - uc*vc.'), Inf) < norm (Ac)*1e1*eps); %!testif HAVE_QRUPDATE_LUU %! [L,U,P] = lu (single (A)); %! [L,U] = luupdate (L,U,P*single (u), single (v)); %! assert (norm (vec (tril (L)-L), Inf) == 0); %! assert (norm (vec (triu (U)-U), Inf) == 0); %! assert (norm (vec (P'*L*U - single (A) - single (u)*single (v).'), Inf) < norm (single (A))*1e1*eps ("single")); %! %!testif HAVE_QRUPDATE_LUU %! [L,U,P] = lu (single (Ac)); %! [L,U] = luupdate (L,U,P*single (uc),single (vc)); %! assert (norm (vec (tril (L)-L), Inf) == 0); %! assert (norm (vec (triu (U)-U), Inf) == 0); %! assert (norm (vec (P'*L*U - single (Ac) - single (uc)*single (vc).'), Inf) < norm (single (Ac))*1e1*eps ("single")); %!testif HAVE_QRUPDATE_LUU %! [L,U,P] = lu (A); %! [L,U,P] = luupdate (L,U,P,u,v); %! assert (norm (vec (tril (L)-L), Inf) == 0); %! assert (norm (vec (triu (U)-U), Inf) == 0); %! assert (norm (vec (P'*L*U - A - u*v.'), Inf) < norm (A)*1e1*eps); %! %!testif HAVE_QRUPDATE_LUU %! [L,U,P] = lu (Ac); %! [L,U,P] = luupdate (L,U,P,uc,vc); %! assert (norm (vec (tril (L)-L), Inf) == 0); %! assert (norm (vec (triu (U)-U), Inf) == 0); %! assert (norm (vec (P'*L*U - Ac - uc*vc.'), Inf) < norm (Ac)*1e1*eps); %!testif HAVE_QRUPDATE_LUU %! [L,U,P] = lu (single (A)); %! [L,U,P] = luupdate (L,U,P,single (u),single (v)); %! assert (norm (vec (tril (L)-L), Inf) == 0); %! assert (norm (vec (triu (U)-U), Inf) == 0); %! assert (norm (vec (P'*L*U - single (A) - single (u)*single (v).'), Inf) < norm (single (A))*1e1*eps ("single")); %! %!testif HAVE_QRUPDATE_LUU %! [L,U,P] = lu (single (Ac)); %! [L,U,P] = luupdate (L,U,P,single (uc),single (vc)); %! assert (norm (vec (tril (L)-L), Inf) == 0); %! assert (norm (vec (triu (U)-U), Inf) == 0); %! assert (norm (vec (P'*L*U - single (Ac) - single (uc)*single (vc).'), Inf) < norm (single (Ac))*1e1*eps ("single")); */