Re: improved norm behaviour

[Jaroslav Hajek]

gosh. Here it is.


On Mon, Aug 11, 2008 at 11:33 AM, Jaroslav Hajek <address@hidden> wrote:
> hello,
>
> please consider this changeset, that improves the builtin norm in
> several aspects.
> Summary of changes:
>
> 1. Everything is accessible from C++ (src/xnorm.h). __norm__ is no
> longer necessary (though not yet removed).
>
> 2. Scaled summation for vector p-norms to avoid overflows. Expressions
> such as `norm (1e20*ones (5,1), 20)' no longer produce an infinity.
>
> 3. norm (a, [p,] 'columns') or norm(a, [p,] 'rows') can compute column
> or row norms of a matrix. Currently, AFAIK there is no way in Octave
> (nor Matlab) to compute norms for a set of vectors both efficiently
> and robustly. Also, this operation is sometimes useful in linear
> algebra (scaling). Works efficiently on sparse matrices, too.
>
> 4. support for general matrix p-norms via Higham's hybrid algorithm.
> Seems to work well for real matrices, for complex matrices the
> accuracy can be poor. I intend to look into this eventually (the OSE
> step should probably be modified in complex case. The Higham's paper
> doesn't deal with complex cases, so it will take some investigation.)
>
> this patch won't work properly without my previous patch that fixes
> the segfaults produced by Array<T>::hermitian.
> Although 4. is partly incomplete, I think that the patch is useful
> enough to be included in this state. (I hope to contribute some tests
> eventually).
>
> cheers,
>
> --
> RNDr. Jaroslav Hajek
> computing expert
> Aeronautical Research and Test Institute (VZLU)
> Prague, Czech Republic
> url: www.highegg.matfyz.cz
>



-- 
RNDr. Jaroslav Hajek
computing expert
Aeronautical Research and Test Institute (VZLU)
Prague, Czech Republic
url: www.highegg.matfyz.cz

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