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view scripts/polynomial/residue.m @ 782:ffe18d3d64a6
[project @ 1994-10-07 19:01:20 by jwe]
author | jwe |
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date | Fri, 07 Oct 1994 19:01:34 +0000 |
parents | 4e826edfbc56 |
children | 3470f1e25a79 |
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function [r, p, k, e] = residue(b,a,toler) #[r p k e] = residue(b,a) #If b and a are vectors of polynomial coefficients, then residue #calculates the partial fraction expansion corresponding to the #ratio of the two polynomials. The vector r contains the residue #terms, p contains the pole values, k contains the coefficients of #a direct polynomial term (if it exists) and e is a vector containing #the powers of the denominators in the partial fraction terms. #Assuming b and a represent polynomials P(s) and Q(s) we have: # # P(s) M r(m) N # ---- = # ------------- + # k(n)*s^(N-n) # Q(s) m=1 (s-p(m))^e(m) n=1 # #(# represents summation) where M is the number of poles (the length of #the r, p, and e vectors) and N is the length of the k vector. # #[r p k e] = residue(b,a,tol) #This form of the function call may be used to set a tolerance value. #The default value is 0.001. 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 tol, the imaginary #part is discarded. If two poles are farther apart than tol they are #distinct. # #Example: # b = [1 1 1]; # a = [1 -5 8 -4]; # # [r p k e] = residue(b,a) # # returns # # r = [-2 7 3]; p = [2 2 1]; k = []; e = [1 2 1]; # # which implies the following partial fraction expansion # # s^2 + s + 1 -2 7 3 # ------------------- = ----- + ------- + ----- # s^3 - 5s^2 + 8s - 4 (s-2) (s-2)^2 (s-1) # #SEE ALSO: poly, roots, conv, deconv, polyval, polyderiv, polyinteg # Author: # Tony Richardson # amr@mpl.ucsd.edu # June 1994 # 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) error("usage: residue(b,a[,toler])"); endif if (nargin == 2) # Set the default tolerance level 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) real. index = find(abs(imag(p) ./ real(p)) < toler); if (length(index) != 0) p(index) = real(p(index)); endif # 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); 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); ind = 1; for rhi = 1:lp cp = rhs(index-1,ind:ind+lp-1); rhs(index,ind:ind+lp-1) = prepad(polyderiv(cp),lp); 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