Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Adding rtol and atol for pinv and nullspace #29998

Merged
merged 12 commits into from
Dec 11, 2018
Merged

Adding rtol and atol for pinv and nullspace #29998

Show file tree
Hide file tree
Changes from 1 commit
Commits
Show all changes
12 commits
Select commit Hold shift + click to select a range
759afc8
Add code for rtol and atol
Nov 10, 2018
62c9adf
add tests
Nov 11, 2018
278321e
Merge branch 'master' of https://github.com/JuliaLang/julia into pinv…
Nov 20, 2018
82afdf2
resolve comment
Nov 21, 2018
46d3cd6
fix typo
Nov 22, 2018
c3d8fc6
fix tests
Nov 23, 2018
20346b5
Merge branch 'master' of https://github.com/JuliaLang/julia into pinv…
Dec 7, 2018
3e28425
add news.md item
Dec 7, 2018
6dbd52a
Not deprecated yet.
simonbyrne Dec 7, 2018
d90190d
Tweak docs slightly
simonbyrne Dec 7, 2018
6418489
Merge branch 'master' into pinvNull
sam0410 Dec 10, 2018
367c63b
typo from diff
simonbyrne Dec 11, 2018
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
Prev Previous commit
Next Next commit
add news.md item
  • Loading branch information
sam0410 committed Dec 7, 2018
commit 3e28425462524547705fb5760974a734f4b679f5
1 change: 1 addition & 0 deletions NEWS.md
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -142,6 +142,7 @@ Deprecated or removed
replaced with just the argument `T` ([#29739]).
* `peakflops` has been scheduled to move from `InteractiveUtils` to `LinearAlgebra`
but is already now available as `LinearAlgebra.peakflops` ([#29978]).
* Only keyword arguments `rtol`, `atol` will be accepted by `pinv`, `nullspace` and `rank` ([#29998], [#29926]).

<!--- generated by NEWS-update.jl: -->
[#21233]: https://github.com/JuliaLang/julia/issues/21233
Expand Down
14 changes: 2 additions & 12 deletions stdlib/LinearAlgebra/src/dense.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -1238,7 +1238,7 @@ factorize(A::Transpose) = transpose(factorize(parent(A)))

"""
pinv(M; atol::Real, rtol::Real)
pinv(M[, tol::Real]) = pinv(M, rtol=tol)
pinv(M, rtol::Real) = pinv(M; rtol=rtol) # to be deprecated in Julia 2.0

Computes the Moore-Penrose pseudoinverse.

Expand Down Expand Up @@ -1312,7 +1312,6 @@ function pinv(A::AbstractMatrix{T}; atol::Real = 0.0, rtol::Real = (eps(real(flo
Sinv[findall(.!isfinite.(Sinv))] .= zero(Stype)
return SVD.Vt' * (Diagonal(Sinv) * SVD.U')
end
pinv(A::AbstractMatrix{T}, tol::Real) where T = pinv(A, rtol=tol) # TODO: deprecate tol in 2.0
function pinv(x::Number)
xi = inv(x)
return ifelse(isfinite(xi), xi, zero(xi))
Expand All @@ -1322,7 +1321,7 @@ end

"""
nullspace(M; atol::Real, rtol::Real)
nullspace(M[, tol::Real]) = nullspace(M, rtol=tol)
nullspace(M, rtol::Real) = nullspace(M; rtol=rtol) # to be deprecated in Julia 2.0

Computes a basis for the nullspace of `M` by including the singular
vectors of A whose singular have magnitude are greater than `max(atol, rtol*σ₁)`,
Expand All @@ -1344,12 +1343,6 @@ julia> nullspace(M)
0.0
1.0

julia> nullspace(M, 2)
3×3 Array{Float64,2}:
0.0 1.0 0.0
1.0 0.0 0.0
0.0 0.0 1.0

julia> nullspace(M, rtol=3)
3×3 Array{Float64,2}:
0.0 1.0 0.0
Expand All @@ -1371,12 +1364,9 @@ function nullspace(A::AbstractMatrix; atol::Real = 0.0, rtol::Real = (min(size(A
indstart = sum(s -> s .> tol, SVD.S) + 1
return copy(SVD.Vt[indstart:end,:]')
end
nullspace(A::AbstractMatrix, tol::Real) = nullspace(A, rtol=tol) # TODO: deprecate tol in 2.0

nullspace(A::AbstractVector; atol::Real = 0.0, rtol::Real = (min(size(A)...)*eps(real(float(one(eltype(A))))))*iszero(atol)) = nullspace(reshape(A, length(A), 1), rtol= rtol, atol= atol)

nullspace(A::AbstractVector, tol::Real) = nullspace(reshape(A, length(A), 1), rtol= tol) # TODO: deprecate tol in 2.0

"""
cond(M, p::Real=2)

Expand Down
3 changes: 3 additions & 0 deletions stdlib/LinearAlgebra/src/deprecated.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -2,3 +2,6 @@

# To be deprecated in 2.0
rank(A::AbstractMatrix, tol::Real) = rank(A,rtol=tol)
nullspace(A::AbstractVector, tol::Real) = nullspace(reshape(A, length(A), 1), rtol= tol)
nullspace(A::AbstractMatrix, tol::Real) = nullspace(A, rtol=tol)
pinv(A::AbstractMatrix{T}, tol::Real) where T = pinv(A, rtol=tol)