PATCH for cond()
Ben Abbott
bpabbott at mac.com
Fri Feb 8 10:09:45 CST 2008
I've attached a patch respecting Rolf's change to cond().
2008-02-08 Rolf Fabian <r fabian at jacobs-university dot de>
* linear-algebra/cond.m: Changed to respect a second argument used to
optionally specify 1-norm, inf-norm, or frobenius-norm.
--- /Users/bpabbott/Development/cvs/octave/scripts/linear-algebra/cond.m 2008-01-22 16:52:25.000000000 -0500
+++ cond.m 2008-02-08 09:59:38.000000000 -0500
@@ -1,5 +1,5 @@
## Copyright (C) 1993, 1994, 1995, 1996, 1997, 1999, 2000, 2003, 2004,
-## 2005, 2006, 2007 John W. Eaton
+## 2005, 2006, 2007, 2008 John W. Eaton
##
## This file is part of Octave.
##
@@ -18,37 +18,49 @@
## <http://www.gnu.org/licenses/>.
## -*- texinfo -*-
-## @deftypefn {Function File} {} cond (@var{a})
-## Compute the (two-norm) condition number of a matrix. @code{cond (a)} is
-## defined as @code{norm (a) * norm (inv (a))}, and is computed via a
-## singular value decomposition.
-## @seealso{norm, svd, rank}
+## @deftypefn {Function File} {} cond (@var{a}, at var{p})
+## Compute the @var{p}-norm condition number of a matrix. @code{cond (@var{a})} is
+## defined as @code{norm (@var{a}, @var{p}) * norm (inv (@var{a}), @var{p})}.
+## By default @code{@var{p}=2} is used which implies a (relatively slow)
+## singular value decomposition. Other possible selections are
+## @code{@var{p}= 1, Inf, inf, 'Inf', 'fro'} which are generally faster.
+## @seealso{norm, inv, det, svd, rank}
## @end deftypefn
## Author: jwe
-function retval = cond (a)
+function retval = cond (a,p)
- if (nargin == 1)
+ if (nargin && nargin < 3)
if (ndims (a) > 2)
error ("cond: Only valid on 2-D objects")
endif
- [nr, nc] = size (a);
- if (nr == 0 || nc == 0)
- retval = 0.0;
+ if (nargin <2)
+ p = 2;
endif
- if (any (any (isinf (a) | isnan (a))))
- error ("cond: argument must not contain Inf or NaN values");
+
+ if (!isstr(p) && p == 2)
+ [nr, nc] = size (a);
+ if (nr == 0 || nc == 0)
+ retval = 0.0;
+ return;
+ endif
+
+ if (any (any (isinf (a) | isnan (a))))
+ error ("cond: argument must not contain Inf or NaN values");
+ else
+ sigma = svd (a);
+ sigma_1 = sigma(1);
+ sigma_n = sigma(end);
+ if (sigma_1 == 0 || sigma_n == 0)
+ retval = Inf;
+ else
+ retval = sigma_1 / sigma_n;
+ endif
+ endif
else
- sigma = svd (a);
- sigma_1 = sigma(1);
- sigma_n = sigma(length (sigma));
- if (sigma_1 == 0 || sigma_n == 0)
- retval = Inf;
- else
- retval = sigma_1 / sigma_n;
- endif
+ retval = norm (a, p) * norm (inv (a), p);
endif
else
print_usage ();
@@ -56,11 +68,20 @@
endfunction
-%!assert(abs (cond ([1, 2; 2, 1]) - 3) < sqrt (eps));
+%!test
+%! y= [7, 2, 3; 1, 3, 4; 6, 4, 5];
+%! tol = 1e-6;
+%! type = {1, 2, 'fro', 'inf', inf};
+%! for n = 1:numel(type)
+%! rcondition(n) = 1 / cond (y, type{n});
+%! endfor
+%! assert (rcondition, [0.017460, 0.019597, 0.018714, 0.012022, 0.012022], tol);
+
+%!assert (abs (cond ([1, 2; 2, 1]) - 3) < sqrt (eps));
-%!assert(cond ([1, 2, 3; 4, 5, 6; 7, 8, 9]) > 1.0e+16);
+%!assert (cond ([1, 2, 3; 4, 5, 6; 7, 8, 9]) > 1.0e+16);
%!error cond ();
-%!error cond (1, 2);
+%!error cond (1, 2, 3);
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