# File src/library/base/R/kappa.R # Part of the R package, http://www.R-project.org # # Copyright (C) 1998 B. D. Ripley # Copyright (C) 1998-2012 The R Core Team # # This program is free software; you can redistribute it and/or modify # it under the terms of the GNU General Public License as published by # the Free Software Foundation; either version 2 of the License, or # (at your option) any later version. # # This program is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU General Public License for more details. # # A copy of the GNU General Public License is available at # http://www.r-project.org/Licenses/ norm <- function(x, type = c("O", "I", "F", "M", "2")) { if(identical("2", type)) { svd(x, nu = 0L, nv = 0L)$d[1L] ## *faster* at least on some platforms {but possibly less accurate}: ##sqrt(eigen(crossprod(x), symmetric=TRUE, only.values=TRUE)$values[1L]) } else .Internal(La_dlange(x, type)) } ## and define it as implicitGeneric, so S4 methods are consistent kappa <- function(z, ...) UseMethod("kappa") ## Note that all 4 Lapack version now work in the following rcond <- function(x, norm = c("O","I","1"), triangular = FALSE, ...) { norm <- match.arg(norm) stopifnot(is.matrix(x)) if({d <- dim(x); d[1L] != d[2L]})## non-square matrix -- use QR return(rcond(qr.R(qr(if(d[1L] < d[2L]) t(x) else x)), norm=norm, ...)) ## x = square matrix : if(is.complex(x)) { if(triangular) .Internal(La_ztrcon(x, norm)) else .Internal(La_zgecon(x, norm)) } else { if(triangular) .Internal(La_dtrcon(x, norm)) else .Internal(La_dgecon(x, norm)) } } kappa.default <- function(z, exact = FALSE, norm = NULL, method = c("qr", "direct"), ...) { method <- match.arg(method) z <- as.matrix(z) norm <- if(!is.null(norm)) match.arg(norm, c("2", "1","O", "I")) else "2" if(exact && norm == "2") { s <- svd(z, nu = 0, nv = 0)$d max(s)/min(s[s > 0]) } else { ## exact = FALSE or norm in "1", "O", "I" if(exact) warning(gettextf("norm '%s' currently always uses exact = FALSE", norm)) d <- dim(z) if(method == "qr" || d[1L] != d[2L]) kappa.qr(qr(if(d[1L] < d[2L]) t(z) else z), exact = FALSE, norm = norm, ...) else .kappa_tri(z, exact = FALSE, norm = norm, ...) } } kappa.lm <- function(z, ...) kappa.qr(z$qr, ...) kappa.qr <- function(z, ...) { qr <- z$qr R <- qr[1L:min(dim(qr)), , drop = FALSE] R[lower.tri(R)] <- 0 .kappa_tri(R, ...) } .kappa_tri <- function(z, exact = FALSE, LINPACK = TRUE, norm=NULL, ...) { if(exact) { stopifnot(is.null(norm) || identical("2", norm)) kappa.default(z, exact = TRUE) ## using "2 - norm" ! } else { ## norm is "1" ("O") or "I(nf)" : p <- as.integer(nrow(z)) if(is.na(p)) stop("invalid nrow(x)") if(p != ncol(z)) stop("triangular matrix should be square") if(is.null(norm)) norm <- "1" if(is.complex(z)) 1/.Internal(La_ztrcon(z, norm)) else if(LINPACK) { if(norm == "I") # instead of "1" / "O" z <- t(z) ## dtrco *differs* from Lapack's dtrcon() quite a bit ## even though dtrco's doc also say to compute the ## 1-norm reciprocal condition storage.mode(z) <- "double" 1 / .Fortran(.F_dtrco, z, p, p, k = double(1), double(p), 1L)$k } else 1/.Internal(La_dtrcon(z, norm)) } }