GNU Octave 10.1.0
A high-level interpreted language, primarily intended for numerical computations, mostly compatible with Matlab
 
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inv.cc
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1////////////////////////////////////////////////////////////////////////
2//
3// Copyright (C) 1996-2025 The Octave Project Developers
4//
5// See the file COPYRIGHT.md in the top-level directory of this
6// distribution or <https://octave.org/copyright/>.
7//
8// This file is part of Octave.
9//
10// Octave is free software: you can redistribute it and/or modify it
11// under the terms of the GNU General Public License as published by
12// the Free Software Foundation, either version 3 of the License, or
13// (at your option) any later version.
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15// Octave is distributed in the hope that it will be useful, but
16// WITHOUT ANY WARRANTY; without even the implied warranty of
17// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
18// GNU General Public License for more details.
19//
20// You should have received a copy of the GNU General Public License
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24////////////////////////////////////////////////////////////////////////
25
26#if defined (HAVE_CONFIG_H)
27# include "config.h"
28#endif
29
30#include "defun.h"
31#include "error.h"
32#include "errwarn.h"
33#include "ovl.h"
34#include "ops.h"
35#include "ov-re-diag.h"
36#include "ov-cx-diag.h"
37#include "ov-flt-re-diag.h"
38#include "ov-flt-cx-diag.h"
39#include "ov-perm.h"
40
42
43DEFUN (inv, args, nargout,
44 doc: /* -*- texinfo -*-
45@deftypefn {} {@var{x} =} inv (@var{A})
46@deftypefnx {} {[@var{x}, @var{rcond}] =} inv (@var{A})
47@deftypefnx {} {[@dots{}] =} inverse (@dots{})
48Compute the inverse of the square matrix @var{A}.
49
50Return an estimate of the reciprocal condition number if requested,
51otherwise warn of an ill-conditioned matrix if the reciprocal condition
52number is small.
53
54In general it is best to avoid calculating the inverse of a matrix directly.
55For example, it is both faster and more accurate to solve systems of
56equations (@var{A}*@math{x} = @math{b}) with
57@code{@var{y} = @var{A} \ @math{b}}, rather than
58@code{@var{y} = inv (@var{A}) * @math{b}}.
59
60If called with a sparse matrix, then in general @var{x} will be a full
61matrix requiring significantly more storage. Avoid forming the inverse of a
62sparse matrix if possible.
63
64Programming Note: @code{inverse} is an alias for @code{inv} and can be used
65interchangeably.
66@seealso{ldivide, rdivide, pinv}
67@end deftypefn */)
68{
69 if (args.length () != 1)
70 print_usage ();
71
72 octave_value arg = args(0);
73
74 if (! arg.isnumeric ())
75 err_wrong_type_arg ("inv", arg);
76
77 if (arg.isempty ())
78 return ovl (Matrix ());
79
80 if (arg.rows () != arg.columns ())
81 err_square_matrix_required ("inv", "A");
82
83 octave_value result;
84 octave_idx_type info = 0;
85 double rcond = 0.0;
86 float frcond = 0.0;
87 bool isfloat = arg.is_single_type ();
88
89 if (arg.is_diag_matrix ())
90 {
91 rcond = 1.0;
92 frcond = 1.0f;
93 if (arg.iscomplex ())
94 {
95 if (isfloat)
96 {
97 result = arg.float_complex_diag_matrix_value ().inverse (info);
98 if (info == -1)
99 frcond = 0.0f;
100 else if (nargout > 1)
101 frcond = arg.float_complex_diag_matrix_value ().rcond ();
102 }
103 else
104 {
105 result = arg.complex_diag_matrix_value ().inverse (info);
106 if (info == -1)
107 rcond = 0.0;
108 else if (nargout > 1)
109 rcond = arg.complex_diag_matrix_value ().rcond ();
110 }
111 }
112 else
113 {
114 if (isfloat)
115 {
116 result = arg.float_diag_matrix_value ().inverse (info);
117 if (info == -1)
118 frcond = 0.0f;
119 else if (nargout > 1)
120 frcond = arg.float_diag_matrix_value ().rcond ();
121 }
122 else
123 {
124 result = arg.diag_matrix_value ().inverse (info);
125 if (info == -1)
126 rcond = 0.0;
127 else if (nargout > 1)
128 rcond = arg.diag_matrix_value ().rcond ();
129 }
130 }
131 }
132 else if (arg.is_perm_matrix ())
133 {
134 info = 0;
135 rcond = 1.0;
136 result = arg.perm_matrix_value ().inverse ();
137 }
138 else if (isfloat)
139 {
140 if (arg.isreal ())
141 {
143
144 MatrixType mattyp = args(0).matrix_type ();
145 result = m.inverse (mattyp, info, frcond, true, true);
146 args(0).matrix_type (mattyp);
147 }
148 else if (arg.iscomplex ())
149 {
151
152 MatrixType mattyp = args(0).matrix_type ();
153 result = m.inverse (mattyp, info, frcond, true, true);
154 args(0).matrix_type (mattyp);
155 }
156 }
157 else
158 {
159 if (arg.isreal ())
160 {
161 if (arg.issparse ())
162 {
164
165 MatrixType mattyp = args(0).matrix_type ();
166 result = m.inverse (mattyp, info, rcond, true, true);
167 args(0).matrix_type (mattyp);
168 }
169 else
170 {
171 Matrix m = arg.matrix_value ();
172
173 MatrixType mattyp = args(0).matrix_type ();
174 result = m.inverse (mattyp, info, rcond, true, true);
175 args(0).matrix_type (mattyp);
176 }
177 }
178 else if (arg.iscomplex ())
179 {
180 if (arg.issparse ())
181 {
183
184 MatrixType mattyp = args(0).matrix_type ();
185 result = m.inverse (mattyp, info, rcond, true, true);
186 args(0).matrix_type (mattyp);
187 }
188 else
189 {
191
192 MatrixType mattyp = args(0).matrix_type ();
193 result = m.inverse (mattyp, info, rcond, true, true);
194 args(0).matrix_type (mattyp);
195 }
196 }
197 else
198 // Shouldn't get here since we checked for suitable arg earlier.
199 // Maybe for some user-defined classes?
200 err_wrong_type_arg ("inv", arg);
201 }
202
203 octave_value_list retval (nargout > 1 ? 2 : 1);
204
205 retval(0) = result;
206 if (nargout > 1)
207 retval(1) = (isfloat ? octave_value (frcond) : octave_value (rcond));
208
209 if (nargout < 2)
210 {
211 bool is_singular;
212
213 if (isfloat)
214 is_singular = ((frcond + 1.0f == 1.0f) || octave::math::isnan (frcond))
215 && ! arg.is_scalar_type ();
216 else
217 is_singular = ((rcond + 1.0 == 1.0) || octave::math::isnan (rcond))
218 && ! arg.is_scalar_type ();
219
220 if (info == -1 || is_singular)
221 warn_singular_matrix (isfloat ? frcond : rcond);
222 }
223
224 return retval;
225}
226
227/*
228## Basic test for double/single matrices
229%!assert (inv ([1, 2; 3, 4]), [-2, 1; 1.5, -0.5], 5*eps)
230%!test
231%! [xinv, rcond] = inv ([1,2;3,4]);
232%! assert (xinv, [-2, 1; 1.5, -0.5], 5*eps);
233%! assert (isa (rcond, "double"));
234
235%!assert (inv (single ([1, 2; 3, 4])), single ([-2, 1; 1.5, -0.5]),
236%! 5* eps ("single"))
237%!test
238%! [xinv, rcond] = inv (single ([1,2;3,4]));
239%! assert (xinv, single ([-2, 1; 1.5, -0.5]), 5* eps ("single"));
240%! assert (isa (rcond, "single"));
241
242## Basic test for integer inputs
243%!assert (inv (int32 (2)), 0.5)
244%!assert (inv (uint32 (2)), 0.5)
245%!assert (inv (int64 (2)), 0.5)
246%!assert (inv (uint64 (2)), 0.5)
247
248## Normal scalar cases
249%!assert (inv (2), 0.5)
250%!test
251%! [xinv, rcond] = inv (2);
252%! assert (xinv, 0.5);
253%! assert (rcond, 1);
254%!assert (inv (single (2)), single (0.5))
255%!test
256%! [xinv, rcond] = inv (single (2));
257%! assert (xinv, single (0.5));
258%! assert (rcond, single (1));
259%!assert (inv (complex (1, -1)), 0.5+0.5i)
260%!test
261%! [xinv, rcond] = inv (complex (1, -1));
262%! assert (xinv, 0.5+0.5i);
263%! assert (rcond, 1);
264%!assert (inv (complex (single (1), -1)), single (0.5+0.5i))
265%!test
266%! [xinv, rcond] = inv (complex (single (1), -1));
267%! assert (xinv, single (0.5+0.5i));
268%! assert (rcond, single (1));
269
270## Test special inputs
271## Empty matrix
272%!assert (inv (zeros (2,0)), [])
273
274## Scalar "0"
275%!assert (inv (0), Inf)
276%!test
277%! [xinv, rcond] = inv (0);
278%! assert (xinv, Inf);
279%! assert (rcond, 0);
280%!assert (inv (single (0)), single (Inf))
281%!test
282%! [xinv, rcond] = inv (single (0));
283%! assert (xinv, single (Inf));
284%! assert (rcond, single (0));
285%!assert (inv (complex (0, 0)), Inf)
286%!test
287%! [xinv, rcond] = inv (complex (0, 0));
288%! assert (xinv, Inf);
289%! assert (rcond, 0);
290%!assert (inv (complex (single (0), 0)), single (Inf))
291%!test
292%! [xinv, rcond] = inv (complex (single (0), 0));
293%! assert (xinv, single (Inf));
294%! assert (rcond, single (0));
295## NOTE: Matlab returns +Inf for -0 input, but it returns -Inf for 1/-0.
296## These should be the same, and in Octave they are.
297%!assert (inv (-0), -Inf)
298%!test
299%! [xinv, rcond] = inv (-0);
300%! assert (xinv, -Inf);
301%! assert (rcond, 0);
302
303## Scalar "Inf"
304%!assert (inv (Inf), 0)
305%!test
306%! [xinv, rcond] = inv (Inf);
307%! assert (xinv, 0);
308%! assert (rcond, 0);
309%!assert (inv (single (Inf)), single (0))
310%!test
311%! [xinv, rcond] = inv (single (Inf));
312%! assert (xinv, single (0));
313%! assert (rcond, single (0));
314%!assert (inv (complex (1, Inf)), 0)
315%!test
316%! [xinv, rcond] = inv (complex (1, Inf));
317%! assert (xinv, 0);
318%! assert (rcond, 0);
319%!assert (inv (complex (single (1), Inf)), single (0))
320%!test
321%! [xinv, rcond] = inv (complex (single (1), Inf));
322%! assert (xinv, single (0));
323%! assert (rcond, single (0));
324
325## Scalar "NaN"
326%!assert (inv (NaN), NaN)
327%!test
328%! [xinv, rcond] = inv (NaN);
329%! assert (xinv, NaN);
330%! assert (rcond, NaN);
331%!assert (inv (single (NaN)), single (NaN))
332%!test
333%! [xinv, rcond] = inv (single (NaN));
334%! assert (xinv, single (NaN));
335%! assert (rcond, single (NaN));
336%!assert (inv (complex (1, NaN)), complex (NaN, NaN))
337%!test
338%! [xinv, rcond] = inv (complex (1, NaN));
339%! assert (xinv, complex (NaN, NaN));
340%! assert (rcond, NaN);
341%!assert (inv (complex (single (1), NaN)), complex (single (NaN), NaN))
342%!test
343%! [xinv, rcond] = inv (complex (single (1), NaN));
344%! assert (xinv, complex (single (NaN), NaN));
345%! assert (rcond, single (NaN));
346
347## Matrix special values
348## Matrix of all zeroes
349%!warning <matrix singular> assert (inv (zeros (2,2)), Inf (2,2))
350%!test
351%! [xinv, rcond] = inv (zeros (2,2));
352%! assert (xinv, Inf (2,2));
353%! assert (rcond, 0);
354## Matrix of all Inf
355%!xtest <65054>
356%! fail ("A = inv (Inf (2,2))", "warning", "matrix singular");
357%! assert (A, NaN (2,2));
358%!xtest <65054>
359%! [xinv, rcond] = inv (Inf (2,2));
360%! assert (xinv, NaN (2,2));
361%! assert (rcond, NaN);
362## Matrix of all NaN
363%!warning <rcond = > assert (inv (NaN (2,2)), NaN (2,2))
364%!test
365%! [xinv, rcond] = inv (NaN (2,2));
366%! assert (xinv, NaN (2,2));
367%! assert (rcond, NaN);
368
369## Special diagonal matrices
370%!test
371%! fail ("A = inv (diag ([1, 0, 1]))", "warning", "matrix singular");
372%! assert (A, diag ([Inf, Inf, Inf]));
373
374## Special sparse matrices
375%!testif HAVE_UMFPACK <*56232>
376%! fail ("A = inv (sparse ([1, 2;0 ,0]))", "warning", "matrix singular");
377%! assert (A, sparse ([Inf, Inf; 0, 0]));
378
379%!testif HAVE_UMFPACK <*56232>
380%! fail ("A = inv (sparse ([1i, 2;0 ,0]))", "warning", "matrix singular");
381%! assert (A, sparse ([Inf, Inf; 0, 0]));
382
383%!testif HAVE_UMFPACK <*56232>
384%! fail ("A = inv (sparse ([1, 0, 0; 0, 0, 0; 0, 0, 1]))",
385%! "warning", "matrix singular");
386%! assert (A, sparse ([Inf, 0, 0; 0, 0, 0; 0, 0, Inf]));
387
388%!error <Invalid call> inv ()
389%!error <Invalid call> inv ([1, 2; 3, 4], 2)
390%!error <wrong type argument> inv ("Hello World")
391%!error <wrong type argument> inv ({1})
392%!error <wrong type argument> inv (true)
393%!error <must be a square matrix> inv ([1, 2; 3, 4; 5, 6])
394%!error <inverse of the null matrix not defined> inv (sparse (2, 2, 0))
395%!error <inverse of the null matrix not defined> inv (diag ([0, 0]))
396%!error <inverse of the null matrix not defined> inv (diag (complex ([0, 0])))
397*/
398
399DEFALIAS (inverse, inv);
400
401OCTAVE_END_NAMESPACE(octave)
double rcond() const
ComplexDiagMatrix inverse(octave_idx_type &info) const
ComplexMatrix inverse() const
Definition CMatrix.cc:746
DiagMatrix inverse() const
double rcond() const
FloatComplexDiagMatrix inverse(octave_idx_type &info) const
FloatComplexMatrix inverse() const
Definition fCMatrix.cc:749
float rcond() const
FloatDiagMatrix inverse() const
FloatMatrix inverse() const
Definition fMatrix.cc:466
Matrix inverse() const
Definition dMatrix.cc:460
PermMatrix inverse() const
SparseComplexMatrix inverse() const
Definition CSparse.cc:666
SparseMatrix inverse() const
Definition dSparse.cc:608
bool is_diag_matrix() const
Definition ov.h:631
SparseMatrix sparse_matrix_value(bool frc_str_conv=false) const
Definition ov.h:909
DiagMatrix diag_matrix_value(bool force=false) const
Definition ov.h:919
octave_idx_type rows() const
Definition ov.h:545
bool is_scalar_type() const
Definition ov.h:744
bool isreal() const
Definition ov.h:738
bool isnumeric() const
Definition ov.h:750
FloatDiagMatrix float_diag_matrix_value(bool force=false) const
Definition ov.h:922
ComplexMatrix complex_matrix_value(bool frc_str_conv=false) const
Definition ov.h:877
FloatComplexDiagMatrix float_complex_diag_matrix_value(bool force=false) const
Definition ov.h:929
bool is_perm_matrix() const
Definition ov.h:634
bool is_single_type() const
Definition ov.h:698
bool isempty() const
Definition ov.h:601
bool issparse() const
Definition ov.h:753
ComplexDiagMatrix complex_diag_matrix_value(bool force=false) const
Definition ov.h:925
FloatMatrix float_matrix_value(bool frc_str_conv=false) const
Definition ov.h:862
bool iscomplex() const
Definition ov.h:741
octave_idx_type columns() const
Definition ov.h:547
Matrix matrix_value(bool frc_str_conv=false) const
Definition ov.h:859
FloatComplexMatrix float_complex_matrix_value(bool frc_str_conv=false) const
Definition ov.h:881
PermMatrix perm_matrix_value() const
Definition ov.h:932
SparseComplexMatrix sparse_complex_matrix_value(bool frc_str_conv=false) const
Definition ov.h:913
OCTAVE_BEGIN_NAMESPACE(octave) static octave_value daspk_fcn
void print_usage()
Definition defun-int.h:72
#define DEFUN(name, args_name, nargout_name, doc)
Macro to define a builtin function.
Definition defun.h:56
#define DEFALIAS(alias, name)
Macro to define an alias for another existing function name.
Definition defun.h:160
void err_square_matrix_required(const char *fcn, const char *name)
Definition errwarn.cc:122
void err_wrong_type_arg(const char *name, const char *s)
Definition errwarn.cc:166
void warn_singular_matrix(double rcond)
octave_value_list ovl(const OV_Args &... args)
Construct an octave_value_list with less typing.
Definition ovl.h:217