Mercurial > hg > octave-lyh
view scripts/control/zgfslv.m @ 3284:f7e4a95916f2
[project @ 1999-10-13 21:37:04 by jwe]
author | jwe |
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date | Wed, 13 Oct 1999 21:37:40 +0000 |
parents | 6dd06d525de6 |
children | 8dd4718801fd |
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# Copyright (C) 1996,1998 Auburn University. All Rights Reserved # # 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, 59 Temple Place, Suite 330, Boston, MA 02111 USA. function x = zgfslv(n,m,p,b) # x = zgfslv(n,m,p,b) # solve system of equations for dense zgep problem # Written by A. Scotte Hodel # Converted to Octave by R Bruce Tenison, July 3, 1994 nmp = n+m+p; gam1 = (2*n)+m+p; gam2 = n+p; gam3 = n+m; G1 = givens(sqrt(m),-sqrt(p))'; G2 = givens(m+p,sqrt(n*(m+p)))'; x = b; # 1) U1 e^n = sqrt(n)e_1^n # 2) U2 e^m = sqrt(m)e_1^m # 3) U3 e^p = sqrt(p)e_1^p xdx1 = 1:n; xdx2 = n+(1:m); xdx3 = n+m+(1:p); x(xdx1,1) = zgshsr(x(xdx1,1)); x(xdx2,1) = zgshsr(x(xdx2,1)); x(xdx3,1) = zgshsr(x(xdx3,1)); # 4) Givens rotations to reduce stray non-zero elements idx1 = [n+1,n+m+1]; idx2 = [1,n+1]; x(idx1) = G1'*x(idx1); x(idx2) = G2'*x(idx2); # 6) Scale x, then back-transform to get x en = ones(n,1); em = ones(m,1); ep = ones(p,1); lam = [gam1*en;gam2*em;gam3*ep]; lam(1) = n+m+p; lam(n+1) = 1; # dummy value to avoid divide by zero lam(n+m+1)=n+m+p; x = x ./ lam; x(n+1) = 0; # minimum norm solution # back transform now. x(idx2) = G2*x(idx2); x(idx1) = G1*x(idx1); x(xdx3,1) = zgshsr(x(xdx3,1)); x(xdx2,1) = zgshsr(x(xdx2,1)); x(xdx1,1) = zgshsr(x(xdx1,1)); endfunction