1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96
|
<!DOCTYPE html>
<html>
<!-- Created by GNU Texinfo 7.1.1, https://www.gnu.org/software/texinfo/ -->
<head>
<meta http-equiv="Content-Type" content="text/html; charset=utf-8">
<title>Example Code (GNU Octave (version 10.3.0))</title>
<meta name="description" content="Example Code (GNU Octave (version 10.3.0))">
<meta name="keywords" content="Example Code (GNU Octave (version 10.3.0))">
<meta name="resource-type" content="document">
<meta name="distribution" content="global">
<meta name="Generator" content="makeinfo">
<meta name="viewport" content="width=device-width,initial-scale=1">
<link href="index.html" rel="start" title="Top">
<link href="Concept-Index.html" rel="index" title="Concept Index">
<link href="index.html#SEC_Contents" rel="contents" title="Table of Contents">
<link href="Diagonal-and-Permutation-Matrices.html" rel="up" title="Diagonal and Permutation Matrices">
<link href="Zeros-Treatment.html" rel="next" title="Zeros Treatment">
<link href="Function-Support.html" rel="prev" title="Function Support">
<style type="text/css">
<!--
a.copiable-link {visibility: hidden; text-decoration: none; line-height: 0em}
div.example {margin-left: 3.2em}
span:hover a.copiable-link {visibility: visible}
-->
</style>
<link rel="stylesheet" type="text/css" href="octave.css">
</head>
<body lang="en">
<div class="section-level-extent" id="Example-Code">
<div class="nav-panel">
<p>
Next: <a href="Zeros-Treatment.html" accesskey="n" rel="next">Differences in Treatment of Zero Elements</a>, Previous: <a href="Function-Support.html" accesskey="p" rel="prev">Functions That Are Aware of These Matrices</a>, Up: <a href="Diagonal-and-Permutation-Matrices.html" accesskey="u" rel="up">Diagonal and Permutation Matrices</a> [<a href="index.html#SEC_Contents" title="Table of contents" rel="contents">Contents</a>][<a href="Concept-Index.html" title="Index" rel="index">Index</a>]</p>
</div>
<hr>
<h3 class="section" id="Examples-of-Usage"><span>21.4 Examples of Usage<a class="copiable-link" href="#Examples-of-Usage"> ¶</a></span></h3>
<p>The following can be used to solve a linear system <code class="code">A*x = b</code>
using the pivoted LU factorization:
</p>
<div class="example">
<div class="group"><pre class="example-preformatted"> [L, U, P] = lu (A); ## now L*U = P*A
x = U \ (L \ P) * b;
</pre></div></div>
<p>This is one way to normalize columns of a matrix <var class="var">X</var> to unit norm:
</p>
<div class="example">
<div class="group"><pre class="example-preformatted"> s = norm (X, "columns");
X /= diag (s);
</pre></div></div>
<p>The same can also be accomplished with broadcasting (see <a class="pxref" href="Broadcasting.html">Broadcasting</a>):
</p>
<div class="example">
<div class="group"><pre class="example-preformatted"> s = norm (X, "columns");
X ./= s;
</pre></div></div>
<p>The following expression is a way to efficiently calculate the sign of a
permutation, given by a permutation vector <var class="var">p</var>. It will also work
in earlier versions of Octave, but slowly.
</p>
<div class="example">
<pre class="example-preformatted"> det (eye (length (p))(p, :))
</pre></div>
<p>Finally, here’s how to solve a linear system <code class="code">A*x = b</code>
with Tikhonov regularization (ridge regression) using SVD (a skeleton
only):
</p>
<div class="example">
<div class="group"><pre class="example-preformatted"> m = rows (A); n = columns (A);
[U, S, V] = svd (A);
## determine the regularization factor alpha
## alpha = ...
## transform to orthogonal basis
b = U'*b;
## Use the standard formula, replacing A with S.
## S is diagonal, so the following will be very fast and accurate.
x = (S'*S + alpha^2 * eye (n)) \ (S' * b);
## transform to solution basis
x = V*x;
</pre></div></div>
</div>
</body>
</html>
|