Mercurial > hg > octave-jordi
view src/DLD-FUNCTIONS/schur.cc @ 7016:93c65f2a5668
[project @ 2007-10-12 06:40:56 by jwe]
author | jwe |
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date | Fri, 12 Oct 2007 06:41:26 +0000 |
parents | 080c08b192d8 |
children | a1dbe9d80eee |
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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 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 <string> #include "CmplxSCHUR.h" #include "dbleSCHUR.h" #include "defun-dld.h" #include "error.h" #include "gripes.h" #include "oct-obj.h" #include "utils.h" DEFUN_DLD (schur, args, nargout, "-*- texinfo -*-\n\ @deftypefn {Loadable Function} {@var{s} =} schur (@var{a})\n\ @deftypefnx {Loadable Function} {[@var{u}, @var{s}] =} schur (@var{a}, @var{opt})\n\ @cindex Schur decomposition\n\ The Schur decomposition is used to compute eigenvalues of a\n\ square matrix, and has applications in the solution of algebraic\n\ Riccati equations in control (see @code{are} and @code{dare}).\n\ @code{schur} always returns\n\ @iftex\n\ @tex\n\ $S = U^T A U$\n\ @end tex\n\ @end iftex\n\ @ifinfo\n\ @code{s = u' * a * u}\n\ @end ifinfo\n\ where\n\ @iftex\n\ @tex\n\ $U$\n\ @end tex\n\ @end iftex\n\ @ifinfo\n\ @code{u}\n\ @end ifinfo\n\ is a unitary matrix\n\ @iftex\n\ @tex\n\ ($U^T U$ is identity)\n\ @end tex\n\ @end iftex\n\ @ifinfo\n\ (@code{u'* u} is identity)\n\ @end ifinfo\n\ and\n\ @iftex\n\ @tex\n\ $S$\n\ @end tex\n\ @end iftex\n\ @ifinfo\n\ @code{s}\n\ @end ifinfo\n\ is upper triangular. The eigenvalues of\n\ @iftex\n\ @tex\n\ $A$ (and $S$)\n\ @end tex\n\ @end iftex\n\ @ifinfo\n\ @code{a} (and @code{s})\n\ @end ifinfo\n\ are the diagonal elements of\n\ @iftex\n\ @tex\n\ $S$.\n\ @end tex\n\ @end iftex\n\ @ifinfo\n\ @code{s}.\n\ @end ifinfo\n\ If the matrix\n\ @iftex\n\ @tex\n\ $A$\n\ @end tex\n\ @end iftex\n\ @ifinfo\n\ @code{a}\n\ @end ifinfo\n\ is real, then the real Schur decomposition is computed, in which the\n\ matrix\n\ @iftex\n\ @tex\n\ $U$\n\ @end tex\n\ @end iftex\n\ @ifinfo\n\ @code{u}\n\ @end ifinfo\n\ is orthogonal and\n\ @iftex\n\ @tex\n\ $S$\n\ @end tex\n\ @end iftex\n\ @ifinfo\n\ @code{s}\n\ @end ifinfo\n\ is block upper triangular\n\ with blocks of size at most\n\ @iftex\n\ @tex\n\ $2\\times 2$\n\ @end tex\n\ @end iftex\n\ @ifinfo\n\ @code{2 x 2}\n\ @end ifinfo\n\ along the diagonal. The diagonal elements of\n\ @iftex\n\ @tex\n\ $S$\n\ @end tex\n\ @end iftex\n\ @ifinfo\n\ @code{s}\n\ @end ifinfo\n\ (or the eigenvalues of the\n\ @iftex\n\ @tex\n\ $2\\times 2$\n\ @end tex\n\ @end iftex\n\ @ifinfo\n\ @code{2 x 2}\n\ @end ifinfo\n\ blocks, when\n\ appropriate) are the eigenvalues of\n\ @iftex\n\ @tex\n\ $A$\n\ @end tex\n\ @end iftex\n\ @ifinfo\n\ @code{a}\n\ @end ifinfo\n\ and\n\ @iftex\n\ @tex\n\ $S$.\n\ @end tex\n\ @end iftex\n\ @ifinfo\n\ @code{s}.\n\ @end ifinfo\n\ \n\ The eigenvalues are optionally ordered along the diagonal according to\n\ the value of @code{opt}. @code{opt = \"a\"} indicates that all\n\ eigenvalues with negative real parts should be moved to the leading\n\ block of\n\ @iftex\n\ @tex\n\ $S$\n\ @end tex\n\ @end iftex\n\ @ifinfo\n\ @code{s}\n\ @end ifinfo\n\ (used in @code{are}), @code{opt = \"d\"} indicates that all eigenvalues\n\ with magnitude less than one should be moved to the leading block of\n\ @iftex\n\ @tex\n\ $S$\n\ @end tex\n\ @end iftex\n\ @ifinfo\n\ @code{s}\n\ @end ifinfo\n\ (used in @code{dare}), and @code{opt = \"u\"}, the default, indicates that\n\ no ordering of eigenvalues should occur. The leading\n\ @iftex\n\ @tex\n\ $k$\n\ @end tex\n\ @end iftex\n\ @ifinfo\n\ @code{k}\n\ @end ifinfo\n\ columns of\n\ @iftex\n\ @tex\n\ $U$\n\ @end tex\n\ @end iftex\n\ @ifinfo\n\ @code{u}\n\ @end ifinfo\n\ always span the\n\ @iftex\n\ @tex\n\ $A$-invariant\n\ @end tex\n\ @end iftex\n\ @ifinfo\n\ @code{a}-invariant\n\ @end ifinfo\n\ subspace corresponding to the\n\ @iftex\n\ @tex\n\ $k$\n\ @end tex\n\ @end iftex\n\ @ifinfo\n\ @code{k}\n\ @end ifinfo\n\ leading eigenvalues of\n\ @iftex\n\ @tex\n\ $S$.\n\ @end tex\n\ @end iftex\n\ @ifinfo\n\ @code{s}.\n\ @end ifinfo\n\ @end deftypefn") { octave_value_list retval; int nargin = args.length (); if (nargin < 1 || nargin > 2 || nargout > 2) { print_usage (); return retval; } octave_value arg = args(0); std::string ord; if (nargin == 2) { ord = args(1).string_value (); if (error_state) { error ("schur: expecting string as second argument"); return retval; } } char ord_char = ord.empty () ? 'U' : ord[0]; if (ord_char != 'U' && ord_char != 'A' && ord_char != 'D' && ord_char != 'u' && ord_char != 'a' && ord_char != 'd') { warning ("schur: incorrect ordered schur argument `%c'", ord.c_str ()); return retval; } octave_idx_type nr = arg.rows (); octave_idx_type nc = arg.columns (); int arg_is_empty = empty_arg ("schur", nr, nc); if (arg_is_empty < 0) return retval; else if (arg_is_empty > 0) return octave_value_list (2, Matrix ()); if (nr != nc) { gripe_square_matrix_required ("schur"); return retval; } if (arg.is_real_type ()) { Matrix tmp = arg.matrix_value (); if (! error_state) { if (nargout == 0 || nargout == 1) { SCHUR result (tmp, ord, false); retval(0) = result.schur_matrix (); } else { SCHUR result (tmp, ord, true); retval(1) = result.schur_matrix (); retval(0) = result.unitary_matrix (); } } } else if (arg.is_complex_type ()) { ComplexMatrix ctmp = arg.complex_matrix_value (); if (! error_state) { if (nargout == 0 || nargout == 1) { ComplexSCHUR result (ctmp, ord, false); retval(0) = result.schur_matrix (); } else { ComplexSCHUR result (ctmp, ord, true); retval(1) = result.schur_matrix (); retval(0) = result.unitary_matrix (); } } } else { gripe_wrong_type_arg ("schur", arg); } return retval; } /* ;;; Local Variables: *** ;;; mode: C++ *** ;;; End: *** */