blob: 0b71fbeab8c24b125114984c513c9dfb399c6489 (
plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
|
% STK_SQUARED_SEMINORM [STK internal]
%
% CALL: s = stk_squared_seminorm (kreq, zi)
%
% computes the squared semi-norm associated to the left-hand side of an
% stk_kreq_qr object.
% Copyright Notice
%
% Copyright (C) 2013, 2014 SUPELEC
%
% Author: Julien Bect <julien.bect@centralesupelec.fr>
% Copying Permission Statement
%
% This file is part of
%
% STK: a Small (Matlab/Octave) Toolbox for Kriging
% (http://sourceforge.net/projects/kriging)
%
% STK 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 3 of the License, or (at your
% option) any later version.
%
% STK 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.
%
% You should have received a copy of the GNU General Public License
% along with STK. If not, see <http://www.gnu.org/licenses/>.
function s = stk_squared_seminorm (kreq, zi)
% Extend the observation vector with zeros
zz = [double(zi); zeros(kreq.r, 1)];
% Compute the squared seminorm
s = zz' * (linsolve (kreq, zz));
% % Alternative (slower) implementation:
% ni = size (kreq.LS_Q, 1) - kreq.r;
% zi = double (zi);
% QU = kreq.LS_Q(1:ni, :);
% T = kreq.LS_R \ (QU' * zi);
% s = zi' * T(1:ni, :);
% Guard against numerical issues
if s < 0, s = 0; end
end % function
|
