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# File src/library/base/R/kappa.R# Part of the R package, https://www.R-project.org## Copyright (C) 1998-2020 The R Core Team# Copyright (C) 1998 B. D. Ripley## 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# https://www.R-project.org/Licenses/norm <- function(x, type = c("O", "I", "F", "M", "2")) {if(identical("2", type)) {if(anyNA(x)) return(NA_real_)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 consistentkappa <- function(z, ...) UseMethod("kappa")## Note that all 4 Lapack version now work in the followingrcond <- 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 QRreturn(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)$dmax(s)/min(s[s > 0])}else { ## exact = FALSE or norm in "1", "O", "I"if(exact)warning(gettextf("norm '%s' currently always uses exact = FALSE",norm))d <- dim(z)if(method == "qr" || d[1L] != d[2L])kappa.qr(qr(if(d[1L] < d[2L]) t(z) else z),exact = FALSE, norm = norm, ...)else .kappa_tri(z, exact = FALSE, norm = norm, ...)}}kappa.lm <- function(z, ...) kappa.qr(z$qr, ...)kappa.qr <- function(z, ...){qr <- z$qrR <- qr[1L:min(dim(qr)), , drop = FALSE]R[lower.tri(R)] <- 0.kappa_tri(R, ...)}.kappa_tri <- function(z, exact = FALSE, LINPACK = TRUE, norm=NULL, ...){if(exact) {stopifnot(is.null(norm) || identical("2", norm))kappa.default(z, exact = TRUE) ## using "2 - norm" !}else { ## norm is "1" ("O") or "I(nf)" :p <- as.integer(nrow(z))if(is.na(p)) stop("invalid nrow(x)")if(p != ncol(z)) stop("triangular matrix should be square")if(is.null(norm)) norm <- "1"if(is.complex(z)) 1/.Internal(La_ztrcon(z, norm))else if(LINPACK) {if(norm == "I") # instead of "1" / "O"z <- t(z)## dtrco *differs* from Lapack's dtrcon() quite a bit## even though dtrco's doc also say to compute the## 1-norm reciprocal conditionstorage.mode(z) <- "double"1 / .Fortran(.F_dtrco, z, p, p, k = double(1), double(p), 1L)$k}else 1/.Internal(La_dtrcon(z, norm))}}