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########################################################################
##
## Copyright (C) 1994-2024 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/>.
##
########################################################################
## -*- texinfo -*-
## @deftypefn {} {[@var{r}, @var{p}, @var{k}, @var{e}] =} residue (@var{b}, @var{a})
## @deftypefnx {} {[@var{b}, @var{a}] =} residue (@var{r}, @var{p}, @var{k})
## @deftypefnx {} {[@var{b}, @var{a}] =} residue (@var{r}, @var{p}, @var{k}, @var{e})
## The first calling form computes the partial fraction expansion for the
## quotient of the polynomials, @var{b} and @var{a}.
##
## The quotient is defined as
## @tex
## $$
## {B(s)\over A(s)} = \sum_{m=1}^M {r_m\over (s-p_m)^e_m}
## + \sum_{i=1}^N k_i s^{N-i}.
## $$
## @end tex
## @ifnottex
##
## @example
## @group
## B(s) M r(m) N
## ---- = SUM ------------- + SUM k(i)*s^(N-i)
## A(s) m=1 (s-p(m))^e(m) i=1
## @end group
## @end example
##
## @end ifnottex
## @noindent
## where @math{M} is the number of poles (the length of the @var{r}, @var{p},
## and @var{e}), the @var{k} vector is a polynomial of order @math{N-1}
## representing the direct contribution, and the @var{e} vector specifies the
## multiplicity of the m-th residue's pole.
##
## For example,
##
## @example
## @group
## b = [1, 1, 1];
## a = [1, -5, 8, -4];
## [r, p, k, e] = residue (b, a)
## @result{} r = [-2; 7; 3]
## @result{} p = [2; 2; 1]
## @result{} k = [](0x0)
## @result{} e = [1; 2; 1]
## @end group
## @end example
##
## @noindent
## which represents the following partial fraction expansion
## @tex
## $$
## {s^2+s+1\over s^3-5s^2+8s-4} = {-2\over s-2} + {7\over (s-2)^2} + {3\over s-1}
## $$
## @end tex
## @ifnottex
##
## @example
## @group
## s^2 + s + 1 -2 7 3
## ------------------- = ----- + ------- + -----
## s^3 - 5s^2 + 8s - 4 (s-2) (s-2)^2 (s-1)
## @end group
## @end example
##
## @end ifnottex
##
## The second calling form performs the inverse operation and computes the
## reconstituted quotient of polynomials, @var{b}(s)/@var{a}(s), from the
## partial fraction expansion; represented by the residues, poles, and a direct
## polynomial specified by @var{r}, @var{p} and @var{k}, and the pole
## multiplicity @var{e}.
##
## If the multiplicity, @var{e}, is not explicitly specified the multiplicity
## is determined by the function @code{mpoles}.
##
## For example:
##
## @example
## @group
## r = [-2; 7; 3];
## p = [2; 2; 1];
## k = [1, 0];
## [b, a] = residue (r, p, k)
## @result{} b = [1, -5, 9, -3, 1]
## @result{} a = [1, -5, 8, -4]
##
## where mpoles is used to determine e = [1; 2; 1]
## @end group
## @end example
##
## Alternatively the multiplicity may be defined explicitly, for example,
##
## @example
## @group
## r = [7; 3; -2];
## p = [2; 1; 2];
## k = [1, 0];
## e = [2; 1; 1];
## [b, a] = residue (r, p, k, e)
## @result{} b = [1, -5, 9, -3, 1]
## @result{} a = [1, -5, 8, -4]
## @end group
## @end example
##
## @noindent
## which represents the following partial fraction expansion
## @tex
## $$
## {-2\over s-2} + {7\over (s-2)^2} + {3\over s-1} + s = {s^4-5s^3+9s^2-3s+1\over s^3-5s^2+8s-4}
## $$
## @end tex
## @ifnottex
##
## @example
## @group
## -2 7 3 s^4 - 5s^3 + 9s^2 - 3s + 1
## ----- + ------- + ----- + s = --------------------------
## (s-2) (s-2)^2 (s-1) s^3 - 5s^2 + 8s - 4
## @end group
## @end example
##
## @end ifnottex
## @seealso{mpoles, poly, roots, conv, deconv}
## @end deftypefn
function [r, p, k, e] = residue (b, a, varargin)
if (nargin < 2 || nargin > 4)
print_usage ();
endif
tol = .001;
if (nargin >= 3)
if (nargin >= 4)
e = varargin{2};
else
e = [];
endif
## The inputs are the residue, pole, and direct part.
## Solve for the corresponding numerator and denominator polynomials.
[r, p] = rresidue (b, a, varargin{1}, tol, e);
return;
endif
## Make sure both polynomials are in reduced form, and scaled.
a = polyreduce (a);
b = polyreduce (b);
b /= a(1);
a /= a(1);
la = length (a);
lb = length (b);
## Handle special cases here.
if (la == 0 || lb == 0)
k = r = p = e = [];
return;
elseif (la == 1)
k = b / a;
r = p = e = [];
return;
endif
## Find the poles.
p = roots (a);
lp = length (p);
## Sort poles so that multiplicity loop will work.
[e, idx] = mpoles (p, tol, 1);
p = p(idx);
## For each group of pole multiplicity, set the value of each
## pole to the average of the group. This reduces the error in
## the resulting poles.
p_group = cumsum (e == 1);
for ng = 1:p_group(end)
m = find (p_group == ng);
p(m) = mean (p(m));
endfor
## Find the direct term if there is one.
if (lb >= la)
## Also return the reduced numerator.
[k, b] = deconv (b, a);
lb = length (b);
else
k = [];
endif
## Determine if the poles are (effectively) zero.
small = max (abs (p));
if (isa (a, "single") || isa (b, "single"))
small = max ([small, 1]) * eps ("single") * 1e4 * (1 + numel (p))^2;
else
small = max ([small, 1]) * eps * 1e4 * (1 + numel (p))^2;
endif
p(abs (p) < small) = 0;
## Determine if the poles are (effectively) real, or imaginary.
idx = (abs (imag (p)) < small);
p(idx) = real (p(idx));
idx = (abs (real (p)) < small);
p(idx) = 1i * imag (p(idx));
## The remainder determines the residues. The case of one pole is trivial.
if (lp == 1)
r = polyval (b, p);
return;
endif
## Determine the order of the denominator and remaining numerator.
## With the direct term removed, the potential order of the numerator
## is one less than the order of the denominator.
aorder = numel (a) - 1;
border = aorder - 1;
## Construct a system of equations relating the individual
## contributions from each residue to the complete numerator.
A = zeros (border+1, border+1);
B = prepad (reshape (b, [numel(b), 1]), border+1, 0);
for ip = 1:numel (p)
ri = zeros (size (p));
ri(ip) = 1;
A(:,ip) = prepad (rresidue (ri, p, [], tol), border+1, 0).';
endfor
## Solve for the residues.
## FIXME: Use a pre-conditioner d to make A \ B work better (bug #53869).
## It would be better to construct A and B so they are not close to
## singular in the first place.
d = max (abs (A), [], 2);
r = (diag (d) \ A) \ (B ./ d);
endfunction
## Reconstitute the numerator and denominator polynomials
## from the residues, poles, and direct term.
function [pnum, pden, e] = rresidue (r, p, k = [], tol = [], e = [])
if (! isempty (e))
idx = 1:numel (p);
else
[e, idx] = mpoles (p, tol, 0);
p = p(idx);
r = r(idx);
endif
idx = 1:numel (p);
for n = idx
pn = [1, -p(n)];
if (n == 1)
pden = pn;
else
pden = conv (pden, pn);
endif
endfor
## D is the order of the denominator
## K is the order of the direct polynomial
## N is the order of the resulting numerator
## pnum(1:(N+1)) is the numerator's polynomial
## pden(1:(D+1)) is the denominator's polynomial
## pm is the multiple pole for the nth residue
## pn is the numerator contribution for the nth residue
D = numel (pden) - 1;
K = numel (k) - 1;
N = K + D;
pnum = zeros (1, N+1);
for n = idx(abs (r) > 0)
p1 = [1, -p(n)];
pn = 1;
for j = 1:n - 1
pn = conv (pn, [1, -p(j)]);
endfor
for j = n + 1:numel (p)
pn = conv (pn, [1, -p(j)]);
endfor
for j = 1:e(n) - 1
pn = deconv (pn, p1);
endfor
pn = r(n) * pn;
pnum += prepad (pn, N+1, 0, 2);
endfor
## Add the direct term.
if (numel (k))
pnum += conv (pden, k);
endif
pnum = polyreduce (pnum);
pden = polyreduce (pden);
endfunction
%!test
%! b = [1, 1, 1];
%! a = [1, -5, 8, -4];
%! [r, p, k, e] = residue (b, a);
%! assert (r, [-2; 7; 3], 1e-12);
%! assert (p, [2; 2; 1], 1e-12);
%! assert (isempty (k));
%! assert (e, [1; 2; 1]);
%! k = [1 0];
%! b = conv (k, a) + prepad (b, numel (k) + numel (a) - 1, 0);
%! a = a;
%! [br, ar] = residue (r, p, k);
%! assert (br, b, 1e-12);
%! assert (ar, a, 1e-12);
%! [br, ar] = residue (r, p, k, e);
%! assert (br, b, 1e-12);
%! assert (ar, a, 1e-12);
%!test
%! b = [1, 0, 1];
%! a = [1, 0, 18, 0, 81];
%! [r, p, k, e] = residue (b, a);
%! r1 = [-5i; 12; +5i; 12]/54;
%! p1 = [+3i; +3i; -3i; -3i];
%! assert (r, r1, 1e-12);
%! assert (p, p1, 1e-12);
%! assert (isempty (k));
%! assert (e, [1; 2; 1; 2]);
%! [br, ar] = residue (r, p, k);
%! assert (br, b, 1e-12);
%! assert (ar, a, 1e-12);
%!test
%! r = [7; 3; -2];
%! p = [2; 1; 2];
%! k = [1 0];
%! e = [2; 1; 1];
%! [b, a] = residue (r, p, k, e);
%! assert (b, [1, -5, 9, -3, 1], 1e-12);
%! assert (a, [1, -5, 8, -4], 1e-12);
%! [rr, pr, kr, er] = residue (b, a);
%! [~, m] = mpoles (rr);
%! [~, n] = mpoles (r);
%! assert (rr(m), r(n), 1e-12);
%! assert (pr(m), p(n), 1e-12);
%! assert (kr, k, 1e-12);
%! assert (er(m), e(n), 1e-12);
%!test
%! b = [1];
%! a = [1, 10, 25];
%! [r, p, k, e] = residue (b, a);
%! r1 = [0; 1];
%! p1 = [-5; -5];
%! assert (r, r1, 1e-12);
%! assert (p, p1, 1e-12);
%! assert (isempty (k));
%! assert (e, [1; 2]);
%! [br, ar] = residue (r, p, k);
%! assert (br, b, 1e-12);
%! assert (ar, a, 1e-12);
## The following test is due to Bernard Grung
%!test <*34266>
%! z1 = 7.0372976777e6;
%! p1 = -3.1415926536e9;
%! p2 = -4.9964813512e8;
%! r1 = -(1 + z1/p1)/(1 - p1/p2)/p2/p1;
%! r2 = -(1 + z1/p2)/(1 - p2/p1)/p2/p1;
%! r3 = (1 + (p2 + p1)/p2/p1*z1)/p2/p1;
%! r4 = z1/p2/p1;
%! r = [r1; r2; r3; r4];
%! p = [p1; p2; 0; 0];
%! k = [];
%! e = [1; 1; 1; 2];
%! b = [1, z1];
%! a = [1, -(p1 + p2), p1*p2, 0, 0];
%! [br, ar] = residue (r, p, k, e);
%! assert (br, [0,0,b], 1e-7);
%! assert (ar, a, 1e-8);
%!test <*49291>
%! rf = [1e3, 2e3, 1e3, 2e3];
%! cf = [316.2e-9, 50e-9, 31.6e-9, 5e-9];
%! [num, den] = residue (1./cf,-1./(rf.*cf),0);
%! assert (numel (num), 4);
%! assert (numel (den), 5);
%! assert (den(1), 1);
%!test <*51148>
%! r = [1.0000e+18, 3.5714e+12, 2.2222e+11, 2.1739e+10];
%! pin = [-1.9231e+15, -1.6234e+09, -4.1152e+07, -1.8116e+06];
%! k = 0;
%! [p, q] = residue (r, pin, k);
%! assert (p(4), 4.6828e+42, -1e-5);
%!test <*60384>
%! B = [1315.789473684211];
%! A = [1, 1.100000536842105e+04, 1.703789473684211e+03, 0];
%! poles1 = roots (A);
%! [r, p, k, e] = residue (B, A);
%! [B1, A1] = residue (r, p, k, e);
%! assert (B, B1);
%! assert (A, A1);
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