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
|
<html lang="en">
<head>
<title>Example Codes - Untitled</title>
<meta http-equiv="Content-Type" content="text/html">
<meta name="description" content="Untitled">
<meta name="generator" content="makeinfo 4.11">
<link title="Top" rel="start" href="index.html#Top">
<link rel="up" href="Diagonal-and-Permutation-Matrices.html#Diagonal-and-Permutation-Matrices" title="Diagonal and Permutation Matrices">
<link rel="prev" href="Function-Support.html#Function-Support" title="Function Support">
<link rel="next" href="Zeros-Treatment.html#Zeros-Treatment" title="Zeros Treatment">
<link href="http://www.gnu.org/software/texinfo/" rel="generator-home" title="Texinfo Homepage">
<meta http-equiv="Content-Style-Type" content="text/css">
<style type="text/css"><!--
pre.display { font-family:inherit }
pre.format { font-family:inherit }
pre.smalldisplay { font-family:inherit; font-size:smaller }
pre.smallformat { font-family:inherit; font-size:smaller }
pre.smallexample { font-size:smaller }
pre.smalllisp { font-size:smaller }
span.sc { font-variant:small-caps }
span.roman { font-family:serif; font-weight:normal; }
span.sansserif { font-family:sans-serif; font-weight:normal; }
--></style>
</head>
<body>
<div class="node">
<p>
<a name="Example-Codes"></a>
Next: <a rel="next" accesskey="n" href="Zeros-Treatment.html#Zeros-Treatment">Zeros Treatment</a>,
Previous: <a rel="previous" accesskey="p" href="Function-Support.html#Function-Support">Function Support</a>,
Up: <a rel="up" accesskey="u" href="Diagonal-and-Permutation-Matrices.html#Diagonal-and-Permutation-Matrices">Diagonal and Permutation Matrices</a>
<hr>
</div>
<h3 class="section">20.4 Some Examples of Usage</h3>
<p>The following can be used to solve a linear system <code>A*x = b</code>
using the pivoted LU factorization:
<pre class="example"> [L, U, P] = lu (A); ## now L*U = P*A
x = U \ L \ P*b;
</pre>
<p class="noindent">This is how you normalize columns of a matrix <var>X</var> to unit norm:
<pre class="example"> s = norm (X, "columns");
X = diag (s) \ X;
</pre>
<p class="noindent">The following expression is a way to efficiently calculate the sign of a
permutation, given by a permutation vector <var>p</var>. It will also work
in earlier versions of Octave, but slowly.
<pre class="example"> det (eye (length (p))(p, :))
</pre>
<p class="noindent">Finally, here's how you solve a linear system <code>A*x = b</code>
with Tikhonov regularization (ridge regression) using SVD (a skeleton only):
<pre class="example"> 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>
</body></html>
|