?? urv_qrit.m
字號:
function [R,V,U] = urv_qrit(p,num_ref,R,V,U)% urv_qrit --> Refinement of R in the URV decomposition via QR-iterations.%% <Synopsis>% [R,V,U] = urv_qrit(p,num_ref,R,V,U)% [R,V] = urv_qrit(p,num_ref,R,V)% [R] = urv_qrit(p,num_ref,R)%% <Description>% Given the URV decomposition U*R*V' with numerical rank p, the% function refines the rank-revealing decomposition via num_ref% steps of block QR iterations.%% <Algorithm>% Refinement is identical to block QR iteration, in which the% off-diagonal block of the upper triangular matrix R is "flipped"% to the (2,1)-position and then back again.%% <See Also>% urv_ref --> Refine one column of R in the URV decomposition.% <References>% [1] R. Mathias and G.W. Stewart, "A Block QR Algorithm and the Singular% Value Decomposition", Lin. Alg. Appl., 182 (1993), pp. 91--100.%% <Revision>% Ricardo D. Fierro, California State University San Marcos% Per Christian Hansen, IMM, Technical University of Denmark% Peter S.K. Hansen, IMM, Technical University of Denmark%% Last revised: June 22, 1999%-----------------------------------------------------------------------% Check the number of input and output arguments.vflag = 1;uflag = 1;if (nargout == 1 & nargin == 3) vflag = 0; uflag = 0;elseif (nargout == 2 & nargin == 4) uflag = 0;elseif ~(nargout == 3 & nargin == 5) error('Wrong number of input or output arguments.')end% Initialize.[n,n] = size(R);if (p ~= abs(round(p))) | (p > n) error('Requires p to be an integer between 0 and n.')endif (num_ref ~= abs(round(num_ref))) error('Requires positive integer value for num_ref.')end% Refinement loop.for (i = 1:num_ref) % Flip the off-diagonal block of R using Givens rotations on the right. for (r = p+1:n) for (i = p:-1:1) % Apply rotation to R on the right. [c,s,R(i,i)] = gen_giv(R(i,i),R(i,r)); R(i,r) = 0; % Eliminate R(i,r). [R(1:i-1,i),R(1:i-1,r)] = app_giv(R(1:i-1,i),R(1:i-1,r),c,s); [R(p+1:r,i),R(p+1:r,r)] = app_giv(R(p+1:r,i),R(p+1:r,r),c,s); % Apply rotation to V on the right. if (vflag) [V(1:n,i),V(1:n,r)] = app_giv(V(1:n,i),V(1:n,r),c,s); end end end % Restore upper triangular form with Givens rotations on the left. for (r = n:-1:p+1) for (i = 1:p) % Apply rotation to R on the left. [c,s,R(i,i)] = gen_giv(R(i,i),R(r,i)); R(r,i) = 0; % Eliminate R(r,i). [R(i,i+1:p),R(r,i+1:p)] = app_giv(R(i,i+1:p),R(r,i+1:p),c,s); [R(i,r:n),R(r,r:n)] = app_giv(R(i,r:n),R(r,r:n),c,s); % Apply rotation to U on the right. if (uflag) [U(:,i),U(:,r)] = app_giv(U(:,i),U(:,r),c,s); end end endend%-----------------------------------------------------------------------% End of function urv_qrit%-----------------------------------------------------------------------
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