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Diffstat (limited to 'polardecomp.m')
-rw-r--r-- | polardecomp.m | 56 |
1 files changed, 56 insertions, 0 deletions
diff --git a/polardecomp.m b/polardecomp.m new file mode 100644 index 0000000..698bd90 --- /dev/null +++ b/polardecomp.m @@ -0,0 +1,56 @@ +function [u, p] = polardecomp(a, side) + % Compute the polar decomposition. + % + % Returns the factors of the polar decomposition [1] `u` and `p` such + % that ``a = up`` (if `side` is "right") or ``a = pu`` (if `side` is + % "left"), where `p` is positive semidefinite. Depending on the shape + % of `a`, either the rows or columns of `u` are orthonormal. When `a` + % is a square array, `u` is a square unitary array. When `a` is not + % square, the "canonical polar decomposition" [2] is computed. + % + % Parameters: + % a: The array to be factored. + % side: (optional) Determines whether a right or left polar decomposition + % is computed. If `side` is "right", then ``a = up``. If `side` is + % "left", then ``a = pu``. The default is "right". + % + % Returns: + % u: If `a` is square, then `u` is unitary. If m > n, then the columns + % of `a` are orthonormal, and if m < n, then the rows of `u` are + % orthonormal. + % p: `p` is Hermitian positive semidefinite. If `a` is nonsingular, `p` + % is positive definite. The shape of `p` is (n, n) or (m, m), depending + % on whether `side` is "right" or "left", respectively. + + if nargin < 2 + side = 'right'; + end + + if ~strcmp(side, 'right') && ~strcmp(side, 'left') + error('`side` must be either ''right'' or ''left'''); + end + + if ~ismatrix(a) + error('`a` must be a 2-D array.'); + end + + [w, s, vh] = svd(a, 'econ'); + u = w * vh'; + + if strcmp(side, 'right') + % a = up + p = (vh' * diag(diag(s))) * vh; + else + % a = pu + p = (w * diag(diag(s))) * w'; + end +end + +%!test +%! a = [1,-1; 2, 4]; +%! [u, p] = polardecomp(a); +%! u0 = [0.85749293, -0.51449576 ; 0.51449576, 0.85749293]; +%! p0 = [1.88648444, 1.2004901; 1.2004901, 3.94446746]; +%! assert(u,u0, 1e-8) +%! assert(p,p0, 1e-8) +%! assert(u*u', eye(2), 1e-15) |