view scripts/linear-algebra/rref.m @ 14868:5d3a684236b0

maint: Use Octave coding conventions for cuddling parentheses in scripts directory * lin2mu.m, loadaudio.m, wavread.m, accumarray.m, bicubic.m, celldisp.m, colon.m, cplxpair.m, dblquad.m, divergence.m, genvarname.m, gradient.m, int2str.m, interp1.m, interp1q.m, interp2.m, interpn.m, loadobj.m, nthargout.m, __isequal__.m, __splinen__.m, quadgk.m, quadl.m, quadv.m, rat.m, rot90.m, rotdim.m, saveobj.m, subsindex.m, triplequad.m, delaunay3.m, griddata.m, inpolygon.m, tsearchn.m, voronoi.m, get_first_help_sentence.m, which.m, gray2ind.m, pink.m, dlmwrite.m, strread.m, textread.m, textscan.m, housh.m, ishermitian.m, issymmetric.m, krylov.m, logm.m, null.m, rref.m, compare_versions.m, copyfile.m, dump_prefs.m, edit.m, fileparts.m, getappdata.m, isappdata.m, movefile.m, orderfields.m, parseparams.m, __xzip__.m, rmappdata.m, setappdata.m, swapbytes.m, unpack.m, ver.m, fminbnd.m, fminunc.m, fsolve.m, glpk.m, lsqnonneg.m, qp.m, sqp.m, configure_make.m, copy_files.m, describe.m, get_description.m, get_forge_pkg.m, install.m, installed_packages.m, is_architecture_dependent.m, load_package_dirs.m, print_package_description.m, rebuild.m, repackage.m, save_order.m, shell.m, allchild.m, ancestor.m, area.m, axes.m, axis.m, clabel.m, close.m, colorbar.m, comet.m, comet3.m, contour.m, cylinder.m, ezmesh.m, ezsurf.m, findobj.m, fplot.m, hist.m, isocolors.m, isonormals.m, isosurface.m, isprop.m, legend.m, mesh.m, meshz.m, pareto.m, pcolor.m, peaks.m, plot3.m, plotmatrix.m, plotyy.m, polar.m, print.m, __add_datasource__.m, __add_default_menu__.m, __axes_limits__.m, __bar__.m, __clabel__.m, __contour__.m, __errcomm__.m, __errplot__.m, __ezplot__.m, __file_filter__.m, __fltk_print__.m, __ghostscript__.m, __gnuplot_print__.m, __go_draw_axes__.m, __go_draw_figure__.m, __interp_cube__.m, __marching_cube__.m, __patch__.m, __pie__.m, __plt__.m, __print_parse_opts__.m, __quiver__.m, __scatter__.m, __stem__.m, __tight_eps_bbox__.m, __uigetdir_fltk__.m, __uigetfile_fltk__.m, __uiputfile_fltk__.m, quiver.m, quiver3.m, rectangle.m, refreshdata.m, ribbon.m, scatter.m, semilogy.m, shading.m, slice.m, subplot.m, surface.m, surfl.m, surfnorm.m, text.m, uigetfile.m, uiputfile.m, whitebg.m, deconv.m, mkpp.m, pchip.m, polyaffine.m, polyder.m, polygcd.m, polyout.m, polyval.m, ppint.m, ppjumps.m, ppval.m, residue.m, roots.m, spline.m, splinefit.m, addpref.m, getpref.m, setpref.m, ismember.m, setxor.m, arch_fit.m, arch_rnd.m, arch_test.m, autoreg_matrix.m, diffpara.m, fftconv.m, filter2.m, hanning.m, hurst.m, periodogram.m, triangle_sw.m, sinc.m, spectral_xdf.m, spencer.m, stft.m, synthesis.m, unwrap.m, yulewalker.m, bicgstab.m, gmres.m, pcg.m, pcr.m, __sprand_impl__.m, speye.m, spfun.m, sprandn.m, spstats.m, svds.m, treelayout.m, treeplot.m, bessel.m, factor.m, legendre.m, perms.m, primes.m, magic.m, toeplitz.m, corr.m, cov.m, mean.m, median.m, mode.m, qqplot.m, quantile.m, ranks.m, zscore.m, logistic_regression_likelihood.m, bartlett_test.m, chisquare_test_homogeneity.m, chisquare_test_independence.m, kolmogorov_smirnov_test.m, run_test.m, u_test.m, wilcoxon_test.m, z_test.m, z_test_2.m, bin2dec.m, dec2base.m, mat2str.m, strcat.m, strchr.m, strjust.m, strtok.m, substr.m, untabify.m, assert.m, demo.m, example.m, fail.m, speed.m, test.m, now.m: Use Octave coding conventions for cuddling parentheses in scripts directory.
author Rik <octave@nomad.inbox5.com>
date Tue, 17 Jul 2012 07:08:39 -0700
parents f3d52523cde1
children
line wrap: on
line source

## Copyright (C) 2000-2012 Paul Kienzle
##
## 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/>.

## -*- texinfo -*-
## @deftypefn  {Function File} {} rref (@var{A})
## @deftypefnx {Function File} {} rref (@var{A}, @var{tol})
## @deftypefnx {Function File} {[@var{r}, @var{k}] =} rref (@dots{})
## Return the reduced row echelon form of @var{A}.  @var{tol} defaults
## to @code{eps * max (size (@var{A})) * norm (@var{A}, inf)}.
##
## Called with two return arguments, @var{k} returns the vector of
## "bound variables", which are those columns on which elimination
## has been performed.
##
## @end deftypefn

## Author: Paul Kienzle <pkienzle@users.sf.net>
##         (based on an anonymous source from the public domain)

function [A, k] = rref (A, tol)

  if (nargin < 1 || nargin > 2)
    print_usage ();
  endif

  if (ndims (A) > 2)
    error ("rref: expecting matrix argument");
  endif

  [rows, cols] = size (A);

  if (nargin < 2)
    if (isa (A, "single"))
      tol = eps ("single") * max (rows, cols) * norm (A, inf ("single"));
    else
      tol = eps * max (rows, cols) * norm (A, inf);
    endif
  endif

  used = zeros (1, cols);
  r = 1;
  for c = 1:cols
    ## Find the pivot row
    [m, pivot] = max (abs (A(r:rows,c)));
    pivot = r + pivot - 1;

    if (m <= tol)
      ## Skip column c, making sure the approximately zero terms are
      ## actually zero.
      A(r:rows, c) = zeros (rows-r+1, 1);
    else
      ## keep track of bound variables
      used (1, c) = 1;

      ## Swap current row and pivot row
      A([pivot, r], c:cols) = A([r, pivot], c:cols);

      ## Normalize pivot row
      A(r, c:cols) = A(r, c:cols) / A(r, c);

      ## Eliminate the current column
      ridx = [1:r-1, r+1:rows];
      A(ridx, c:cols) = A(ridx, c:cols) - A(ridx, c) * A(r, c:cols);

      ## Check if done
      if (r++ == rows)
        break;
      endif
    endif
  endfor
  k = find (used);

endfunction


%!test
%! a = [1];
%! [r k] = rref (a);
%! assert (r, [1], 2e-8);
%! assert (k, [1], 2e-8);

%!test
%! a = [1 3; 4 5];
%! [r k] = rref (a);
%! assert (rank (a), rank (r), 2e-8);
%! assert (r, eye (2), 2e-8);
%! assert (k == [1, 2] || k == [2, 1]);

%!test
%! a = [1 3; 4 5; 7 9];
%! [r k] = rref (a);
%! assert (rank (a), rank (r), 2e-8);
%! assert (r, eye(3)(:,1:2), 2e-8);
%! assert (k, [1 2], 2e-8);

%!test
%! a = [1 2 3; 2 4 6; 7 2 0];
%! [r k] = rref (a);
%! assert (rank (a), rank (r), 2e-8);
%! assert (r, [1 0 (3-7/2); 0 1 (7/4); 0 0 0], 2e-8);
%! assert (k, [1 2], 2e-8);

%!test
%! a = [1 2 1; 2 4 2.01; 2 4 2.1];
%! tol = 0.02;
%! [r k] = rref (a, tol);
%! assert (rank (a, tol), rank (r, tol), 2e-8);
%! tol = 0.2;
%! [r k] = rref (a, tol);
%! assert (rank (a, tol), rank (r, tol), 2e-8);

%!error rref ();