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////////////////////////////////////////////////////////////////////////
//
// Copyright (C) 1996-2021 The Octave Project Developers
//
// See the file COPYRIGHT.md in the top-level directory of this
// distribution or <https://octave.org/copyright/>.
//
// 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
// <https://www.gnu.org/licenses/>.
//
////////////////////////////////////////////////////////////////////////
#if defined (HAVE_CONFIG_H)
# include "config.h"
#endif
#include "defun.h"
#include "error.h"
#include "errwarn.h"
#include "ovl.h"
#include "ops.h"
#include "ov-re-diag.h"
#include "ov-cx-diag.h"
#include "ov-flt-re-diag.h"
#include "ov-flt-cx-diag.h"
#include "ov-perm.h"
DEFUN (pinv, args, ,
doc: /* -*- texinfo -*-
@deftypefn {} {} pinv (@var{x})
@deftypefnx {} {} pinv (@var{x}, @var{tol})
Return the @nospell{Moore-Penrose} pseudoinverse of @var{x}.
Singular values less than @var{tol} are ignored.
If the second argument is omitted, it is taken to be
@example
tol = max ([rows(@var{x}), columns(@var{x})]) * norm (@var{x}) * eps
@end example
@seealso{inv, ldivide}
@end deftypefn */)
{
int nargin = args.length ();
if (nargin < 1 || nargin > 2)
print_usage ();
octave_value arg = args(0);
if (arg.isempty ())
return ovl (Matrix ());
octave_value retval;
bool isfloat = arg.is_single_type ();
if (arg.is_diag_matrix ())
{
if (isfloat)
{
float tol = 0.0;
if (nargin == 2)
tol = args(1).float_value ();
if (tol < 0.0)
error ("pinv: TOL must be greater than zero");
if (arg.isreal ())
retval = arg.float_diag_matrix_value ().pseudo_inverse (tol);
else
retval = arg.float_complex_diag_matrix_value ().pseudo_inverse (tol);
}
else
{
double tol = 0.0;
if (nargin == 2)
tol = args(1).double_value ();
if (tol < 0.0)
error ("pinv: TOL must be greater than zero");
if (arg.isreal ())
retval = arg.diag_matrix_value ().pseudo_inverse (tol);
else
retval = arg.complex_diag_matrix_value ().pseudo_inverse (tol);
}
}
else if (arg.is_perm_matrix ())
{
retval = arg.perm_matrix_value ().inverse ();
}
else if (isfloat)
{
float tol = 0.0;
if (nargin == 2)
tol = args(1).float_value ();
if (tol < 0.0)
error ("pinv: TOL must be greater than zero");
if (arg.isreal ())
{
FloatMatrix m = arg.float_matrix_value ();
retval = m.pseudo_inverse (tol);
}
else if (arg.iscomplex ())
{
FloatComplexMatrix m = arg.float_complex_matrix_value ();
retval = m.pseudo_inverse (tol);
}
else
err_wrong_type_arg ("pinv", arg);
}
else
{
double tol = 0.0;
if (nargin == 2)
tol = args(1).double_value ();
if (tol < 0.0)
error ("pinv: TOL must be greater than zero");
if (arg.isreal ())
{
Matrix m = arg.matrix_value ();
retval = m.pseudo_inverse (tol);
}
else if (arg.iscomplex ())
{
ComplexMatrix m = arg.complex_matrix_value ();
retval = m.pseudo_inverse (tol);
}
else
err_wrong_type_arg ("pinv", arg);
}
return retval;
}
/*
%!shared a, b, tol, hitol, d, u, x, y
%! old_state = rand ("state");
%! restore_state = onCleanup (@() rand ("state", old_state));
%! rand ("state", 42); # initialize generator to make behavior reproducible
%! a = reshape (rand*[1:16], 4, 4); # Rank 2 matrix
%! b = pinv (a);
%! tol = 4e-14;
%! hitol = 40*sqrt (eps);
%! d = diag ([rand, rand, hitol, hitol]);
%! u = rand (4); # Could be singular by freak accident
%! x = inv (u)*d*u;
%! y = pinv (x, sqrt (eps));
## Verify Penrose conditions for pseudoinverse
%!assert (a*b*a, a, tol)
%!assert (b*a*b, b, tol)
%!assert ((b*a)', b*a, tol)
%!assert ((a*b)', a*b, tol)
%!assert (x*y*x, x, -hitol)
%!assert (y*x*y, y, -hitol)
%!assert ((x*y)', x*y, hitol)
%!assert ((y*x)', y*x, hitol)
## Clear shared variables
%!shared
## Test pinv for Diagonal matrices
%!test
%! x = diag ([3 2 1 0 -0.5]);
%! y = pinv (x);
%! assert (typeinfo (y)(1:8), "diagonal");
%! assert (isa (y, "double"));
%! assert (diag (y), [1/3, 1/2, 1, 0 1/-0.5]');
%! y = pinv (x, 1);
%! assert (diag (y), [1/3 1/2 1 0 0]');
%! y = pinv (x, 2);
%! assert (diag (y), [1/3 1/2 0 0 0]');
## Test special case of 0 scalars and vectors
%!assert (pinv (0), 0)
%!assert (pinv ([0, 0, 0]), [0; 0; 0])
%!assert (pinv (single (0)), single (0))
%!assert (pinv (single ([0, 0, 0])), single ([0; 0; 0]))
%!assert (pinv (complex (0,0)), 0)
%!assert (pinv (complex ([0,0,0], [0,0,0])), [0; 0; 0])
%!assert (pinv (complex (single (0),0)), single (0))
%!assert (pinv (complex (single ([0,0,0]), [0,0,0])), single ([0; 0; 0]))
*/
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