Sysquake Pro – Table of Contents

Sysquake for LaTeX – Table of Contents

# Matrix Functions

### addpol

Addition of two polynomials.

#### Syntax

p = addpol(p1,p2)

#### Description

`addpol(p1,p2)` adds two polynomials `p1` and `p2`.
Each polynomial is given as a vector
of coefficients, with the highest power first; e.g., `[1,2,-3]`. Row vectors and column vectors are accepted, as well as matrices made
of row vectors or column vectors, provided one matrix is not larger in one dimension
and smaller in the other one. `addpol` is equivalent to the plain addition
when both arguments have the same size.

#### Examples

addpol([1,2,3], [2,5]) 1 4 8 addpol([1,2,3], -[2,5]) % subtraction 1 0 -2 addpol([1,2,3;4,5,6], [1;1]) 1 2 4 4 5 7

#### See also

### balance

Diagonal similarity transform for balancing a matrix.

#### Syntax

B = balance(A) (T, B) = balance(A)

#### Description

`balance(A)` applies a diagonal similarity transform to the
square matrix `A` to make the rows and columns as close in norm
as possible. Balancing may reduce the 1-norm of the matrix, and improves the
accuracy of the computed eigenvalues and/or eigenvectors. To avoid round-off
errors, `balance` scales `A` with powers of 2.

`balance` returns the balanced matrix
`B` which has the same eigenvalues and singular values as
`A`, and optionally the diagonal scaling matrix `T` such that
`T\A*T=B`.

#### Example

A = [1,2e6;3e-6,4]; (T,B) = balance(A) T = 16384 0 0 3.125e-2 B = 1 3.8147 1.5729 4

#### See also

### care

Continuous-time algebraic Riccati equation.

#### Syntax

(X, L, K) = care(A, B, Q) (X, L, K) = care(A, B, Q, R) (X, L, K) = care(A, B, Q, R, S) (X, L) = care(A, S, Q, true)

#### Description

`care(A,B,Q)` calculates the stable solution `X` of the
following continuous-time algebraic Riccati equation:

A'X + XA - XBB'X + Q = 0

All matrices are real; `Q` and `X` are symmetric.

With four input arguments, `care(A,B,Q,R)` (with `R` real
symmetric) solves the following Riccati equation:

A'X + XA - XB inv(R) B'X + Q = 0

With five input arguments, `care(A,B,Q,R,S)` solves the following
equation:

A'X + XA - (S + XB) inv(R) (S' + B'X) + Q = 0

With two or three output arguments, `(X,L,K) = care(...)` also
returns the gain matrix `K` defined as

K = inv(R) B' X

and the column vector of closed-loop eigenvalues

L = eig(A-B*K)

`care(A,S,Q,true)` with up to two output arguments is equivalent to
`care(A,B,Q)` or `care(A,B,Q,false)` with `S=B*B'`.

#### Example

A = [-4,2;1,2]; B = [0;1]; C = [2,-1]; Q = C' * C; R = 5; (X, L, K) = care(A, B, Q, R) X = 1.07 3.5169 3.5169 23.2415 L = -4.3488 -2.2995 K = 0.7034 4.6483 A' * X + X * A - X * B / R * B' * X + Q 1.7319e-14 1.1369e-13 8.5265e-14 6.2528e-13

#### See also

### chol

Cholesky decomposition.

#### Syntax

M2 = chol(M1)

#### Description

If a square matrix M1 is symmetric (or hermitian) and positive definite, it can be decomposed into the following product:

where `M2` is an upper triangular matrix. The Cholesky decomposition
can be seen as a kind of square root.

The part of M1 below the main diagonal is not used, because M1 is assumed to be symmetric or hermitian. An error occurs if M1 is not positive definite.

#### Example

M = chol([5,3;3,8]) M = 2.2361 1.3416 0 2.4900 M'*M 5 3 3 8

#### See also

### cond

Condition number of a matrix.

#### Syntax

x = cond(M)

#### Description

`cond(M)` returns the condition number of matrix `M`, i.e.
the ratio of its largest singular value divided by the smallest one, or infinity for
singular matrices. The larger
the condition number, the more ill-conditioned the inversion of the matrix.

#### Examples

cond([1, 0; 0, 1]) 1 cond([1, 1; 1, 1+1e-3]) 4002.0008

#### See also

### conv

Convolution or polynomial multiplication.

#### Syntax

v = conv(v1,v2) M = conv(M1,M2) M = conv(M1,M2,dim) M = conv(...,kind)

#### Description

`conv(v1,v2)` convolves the vectors `v1` and
`v2`, giving a vector whose length is length(v1)+length(v2)-1,
or an empty vector if `v1` or `v2` is empty.
The result is a row vector if both arguments are row vectors, and a
column vector if both arguments are column vectors. Otherwise, arguments
are considered as matrices.

`conv(M1,M2)` convolves the matrices `M1` and
`M2` column by columns. `conv(M1,M2,dim)` convolves
along the dimension `dim`, 1 for columns and 2 for rows. If
one of the matrices has only one column, or one row, it is repeated to
match the size of the other argument.

Let `n1` and `n2` be the number of elements in `M1`
and `M2`, respectively, along the convolution dimension. By default,
the result has `n1+n2-1` elements along the convolution dimension. An
additional string argument `kind` can specify a
different number of elements in the result: with `kind='same'`,
the result has `n1` elements (`M` has the same size
as `M1`, i.e. `M1` is filtered by the finite impulse
response filter `M2`). With `kind='valid'`, the
result has `n1-n2+1` elements, i.e. result elements impacted
by boundaries are discarded. `kind='full'` produce the same
result as if `kind` is missing.

#### Examples

conv([1,2],[1,2,3]) 1 4 7 6 conv([1,2],[1,2,3;4,5,6],2) 1 4 7 6 4 13 16 12 conv([1,2,5,8,3],[1,2,1],'full') 1 4 10 20 24 14 3 conv([1,2,5,8,3],[1,2,1],'same') 4 10 20 24 14 conv([1,2,5,8,3],[1,2,1],'valid') 10 20 24

#### See also

### conv2

Two-dimensions convolution of matrices.

#### Syntax

M = conv2(M1,M2) M = conv2(M1,M2,kind)

#### Description

`conv2(M1,M2)` convolves the matrices `M1` and
`M2` along both directions. The optional third argument specifies how
to crop the result. Let `(nr1,nc1)=size(M1)` and
`(nr2,nc2)=size(M2)`. With `kind='full'` (default value),
the result `M` has `nr1+nr2-1` lines and
`nc1+nc2-1` columns. With `kind='same'`, the result
`M` has `nr1` lines and `nc1` columns; this
options is very useful if `M1` represents equidistant samples in a
plane (e.g. pixels) to be filtered with the finite-impulse response 2-d filter
`M2`. With `kind='valid'`, the result `M` has
`nr1-nr2+1` lines and `nc1-nc2+1` columns, or is the
empty matrix `[]`; if `M1` represents data filtered by
`M2`, the borders where the convolution sum is not totally included in
`M1` are removed.

#### Examples

conv2([1,2,3;4,5,6;7,8,9],[1,1,1;1,1,1;1,1,1]) 1 3 6 5 3 5 12 21 16 9 12 27 45 33 18 11 24 39 28 15 7 15 24 17 9 conv2([1,2,3;4,5,6;7,8,9],[1,1,1;1,1,1;1,1,1],'same') 12 21 16 27 45 33 24 39 28 conv2([1,2,3;4,5,6;7,8,9],[1,1,1;1,1,1;1,1,1],'valid') 45

#### See also

### cov

Covariance.

#### Syntax

M = cov(data) M = cov(data, false) M = cov(data, true)

#### Description

`cov(data)` returns the best unbiased estimate m-by-m covariance
matrix of the n-by-m matrix `data` for a normal distribution. Each
row of `data` is an observation where n quantities were
measured. The covariance matrix is symmetric if `data` is real, and
hermitian if `data` is complex (i.e. `M==M'`).
The diagonal is the variance of each column of `data`.

`cov(data,false)` is the same as `cov(data)`.

`cov(data,true)` returns the m-by-m covariance matrix of the n-by-m
matrix `data` which contains the whole population.

#### Example

A = [1,2;2,4;3,5]; cov(A) 1 1.5 1.5 2.3333

The diagonal elements are the variance of the columns of `A`:

var(A) 1 2.3333

The covariance matrix can be computed as follows:

n = size(A, 1); A1 = A - repmat(mean(A, 1), n, 1); (A1' * A1) / (n - 1) 1 1.5 1.5 2.3333

#### See also

### cross

Cross product.

#### Syntax

v3 = cross(v1, v2) v3 = cross(v1, v2, dim)

#### Description

`cross(v1,v2)` gives the cross products of vectors `v1`
and `v2`. `v1` and `v2` must be row or columns
vectors of three components, or arrays of the same size containing several such vectors.
When there is ambiguity, a third argument `dim` may be used to specify
the dimension of vectors: 1 for column vectors, 2 for row vectors, and so on.

#### Examples

cross([1; 2; 3], [0; 0; 1]) 2 -1 0 cross([1, 2, 3; 7, 1, -3], [4, 0, 0; 0, 2, 0], 2) 0 12 -8 6 0 14

#### See also

`dot`,
operator `*`,
`det`

### cummax

Cumulative maximum.

#### Syntax

M2 = cummax(M1) M2 = cummax(M1,dim) M2 = cummax(...,dir)

#### Description

`cummax(M1)` returns a matrix `M2` of the same size as `M1`,
whose elements `M2(i,j)` are the maximum of all the elements `M1(k,j)`
with `k<=i`. `cummax(M1,dim)` operates along the dimension
`dim` (column-wise if `dim` is 1, row-wise if `dim` is 2).

An optional string argument `dir` specifies the processing direction. If it
is `'reverse'` or begins with `'r'`, `cummax` processes
elements in reverse order, from the last one to the first one, along the processing dimension.
If it is `'forward'` or begins with `'f'`, it processes elements as
if not specified, in the forward direction.

#### Examples

cummax([1,2,3;5,1,4;2,8,7]) 1 2 3 5 2 4 5 8 7 cummax([1,2,3;5,1,4;2,8,7], 2) 1 2 3 5 5 5 2 8 8

#### See also

### cummin

Cumulative minimum.

#### Syntax

M2 = cummin(M1) M2 = cummin(M1,dim) M2 = cummin(...,dir)

#### Description

`cummin(M1)` returns a matrix `M2` of the same size as `M1`,
whose elements `M2(i,j)` are the minimum of all the elements `M1(k,j)`
with `k<=i`. `cummin(M1,dim)` operates along the dimension
`dim` (column-wise if `dim` is 1, row-wise if `dim` is 2).

An optional string argument `dir` specifies the processing direction. If it
is `'reverse'` or begins with `'r'`, `cummin` processes
elements in reverse order, from the last one to the first one, along the processing dimension.
If it is `'forward'` or begins with `'f'`, it processes elements as
if not specified, in the forward direction.

#### See also

### cumprod

Cumulative products.

#### Syntax

M2 = cumprod(M1) M2 = cumprod(M1,dim) M2 = cumprod(...,dir)

#### Description

`cumprod(M1)` returns a matrix `M2` of the same size as `M1`,
whose elements `M2(i,j)` are the product of all the elements `M1(k,j)`
with `k<=i`. `cumprod(M1,dim)` operates along the dimension
`dim` (column-wise if `dim` is 1, row-wise if `dim` is 2).

An optional string argument `dir` specifies the processing direction. If it
is `'reverse'` or begins with `'r'`, `cumprod` processes
elements in reverse order, from the last one to the first one, along the processing dimension.
If it is `'forward'` or begins with `'f'`, it processes elements as
if not specified, in the forward direction.

#### Examples

cumprod([1,2,3;4,5,6]) 1 2 3 4 10 18 cumprod([1,2,3;4,5,6],2) 1 2 6 4 20 120

#### See also

### cumsum

Cumulative sums.

#### Syntax

M2 = cumsum(M1) M2 = cumsum(M1,dim) M2 = cumsum(...,dir)

#### Description

`cumsum(M1)` returns a matrix `M2` of the same size as `M1`,
whose elements `M2(i,j)` are the sum of all the elements `M1(k,j)`
with `k<=i`. `cumsum(M1,dim)` operates along the dimension
`dim` (column-wise if `dim` is 1, row-wise if `dim` is 2).

An optional string argument `dir` specifies the processing direction. If it
is `'reverse'` or begins with `'r'`, `cumsum` processes
elements in reverse order, from the last one to the first one, along the processing dimension.
If it is `'forward'` or begins with `'f'`, it processes elements as
if not specified, in the forward direction.

#### Examples

cumsum([1,2,3;4,5,6]) 1 2 3 5 7 9 cumsum([1,2,3;4,5,6],2) 1 3 6 4 9 15 cumsum([1,2,3;4,5,6],2,'r') 6 5 3 15 11 6

#### See also

`sum`,
`diff`,
`cumprod`,
`cummax`,
`cummin`

### dare

Discrete-time algebraic Riccati equation.

#### Syntax

(X, L, K) = dare(A, B, Q) (X, L, K) = dare(A, B, Q, R)

#### Description

`dare(A,B,Q)` calculates the stable solution `X` of the
following discrete-time algebraic Riccati equation:

X = A'XA - A'XB inv(B'XB+I) B'XA + Q

All matrices are real; `Q` and `X` are symmetric.

With four input arguments, `dare(A,B,Q,R)` (with `R` real
symmetric) solves the following Riccati equation:

X = A'XA - A'XB inv(B'XB + R) B'XA + Q

With two or three output arguments, `(X,L,K) = dare(...)` also
returns the gain matrix `K` defined as

K = inv(B'XB + R) B'XA

and the column vector of closed-loop eigenvalues

L = eig(A-B*K)

#### Example

A = [-4,2;1,2]; B = [0;1]; C = [2,-1]; Q = C' * C; R = 5; (X, L, K) = dare(A, B, Q, R) X = 2327.9552 -1047.113 -1047.113 496.0624 L = -0.2315 0.431 K = 9.3492 -2.1995 -X + A'*X*A - A'*X*B/(B'*X*B+R)*B'*X*A + Q 1.0332e-9 -4.6384e-10 -4.8931e-10 2.2101e-10

#### See also

### deconv

Deconvolution or polynomial division.

#### Syntax

q = deconv(a,b) (q,r) = deconv(a,b)

#### Description

`(q,r)=deconv(a,b)` divides the polynomial `a` by the polynomial
`b`, resulting in the quotient `q` and the remainder `r`.
All polynomials are given as vectors of coefficients, highest power first. The degree
of the remainder is strictly smaller than the degree of `b`. `deconv`
is the inverse of `conv`: `a = addpol(conv(b,q),r)`.

#### Examples

[q,r] = deconv([1,2,3,4,5],[1,3,2]) q = 1 -1 4 r = -6 -3 addpol(conv(q,[1,3,2]),r) 1 2 3 4 5

#### See also

### det

Determinant of a square matrix.

#### Syntax

d = det(M)

#### Description

`det(M)` is the determinant of the square matrix `M`, which is
0 (up to the rounding errors) if `M` is singular. The function `rank`
is a numerically more robust test for singularity.

#### Examples

det([1,2;3,4]) -2 det([1,2;1,2]) 0

#### See also

### diff

Differences.

#### Syntax

dm = diff(A) dm = diff(A,n) dm = diff(A,n,dim) dm = diff(A,[],dim)

#### Description

`diff(A)` calculates the differences between each elements of the columns of
matrix `A`, or between each elements of `A` if it is a row vector.

`diff(A,n)` calculates the n:th order differences, i.e. it repeats `n`
times the same operation. Up to a scalar factor, the result is an approximation of the
n:th order derivative based on equidistant samples.

`diff(A,n,dim)` operates along dimension `dim`. If the second
argument `n` is the empty matrix `[]`, the default value of 1 is
assumed.

#### Examples

diff([1,3,5,4,8]) 2 2 -1 4 diff([1,3,5,4,8],2) 0 -3 5 diff([1,3,5;4,8,2;3,9,8],1,2) 2 2 4 -6 6 -1

#### See also

### dlyap

Discrete-time Lyapunov equation.

#### Syntax

X = dlyap(A, C)

#### Description

`dlyap(A,C)` calculates the solution `X` of the
following discrete-time Lyapunov equation:

AXA' - X + C = 0

All matrices are real.

#### Example

A = [3,1,2;1,3,5;6,2,1]; C = [7,1,2;4,3,5;1,2,1]; X = dlyap(A, C) X = -1.0505 3.2222 -1.2117 3.2317 -11.213 4.8234 -1.4199 5.184 -2.7424

#### See also

### dot

Scalar product.

#### Syntax

v3 = dot(v1, v2) v3 = dot(v1, v2, dim)

#### Description

`dot(v1,v2)` gives the scalar products of vectors `v1`
and `v2`. `v1` and `v2` must be row or columns
vectors of same length, or arrays of the same size; then the scalar product is
performed along the first dimension not equal to 1.
A third argument `dim` may be used to specify the dimension the
scalar product is performed along.

With complex values, complex conjugate values of the first array are multiplied with values of the second array.

#### Examples

dot([1; 2; 3], [0; 0; 1]) 3 dot([1, 2, 3; 7, 1, -3], [4, 0, 0; 0, 2, 0], 2) 4 2 dot([1; 2i], [3i; 5]) 0 - 7i

#### See also

### eig

Eigenvalues and eigenvectors of a matrix.

#### Syntax

e = eig(M) (V,D) = eig(M)

#### Description

`eig(M)` returns the vector of eigenvalues of the square matrix `M`.

`(V,D) = eig(M)` returns a diagonal matrix `D` of eigenvalues
and a matrix `V` whose columns are the corresponding eigenvectors. They are
such that `M*V = V*D`.

#### Examples

Eigenvalues as a vector:

eig([1,2;3,4]) -0.3723 5.3723

Eigenvectors, and eigenvalues as a diagonal matrix:

(V,D) = eig([1,2;2,1]) V = 0.7071 0.7071 -0.7071 0.7071 D = -1 0 0 3

Checking that the result is correct:

[1,2;2,1] * V -0.7071 2.1213 0.7071 2.1213 V * D -0.7071 2.1213 0.7071 2.1213

#### See also

### expm

Exponential of a square matrix.

#### Syntax

M2 = expm(M1)

#### Description

`expm(M)` is the exponential of the square matrix `M`,
which is usually different from the element-wise exponential of `M`
given by `exp`.

#### Examples

expm([1,1;1,1]) 4.1945 3.1945 3.1945 4.1945 exp([1,1;1,1]) 2.7183 2.7183 2.7183 2.7183

#### See also

### fft

Fast Fourier Transform.

#### Syntax

F = fft(f) F = fft(f,n) F = fft(f,n,dim)

#### Description

`fft(f)` returns the discrete Fourier transform (DFT) of the vector `f`,
or the DFT's of each columns of the array `f`. With a second argument `n`,
the `n` first values are used; if `n` is larger than the length of the
data, zeros are added for padding. An optional argument `dim` gives the
dimension along which the DFT is performed; it is 1 for calculating the DFT of the columns
of `f`, 2 for its rows, and so on. `fft(f,[],dim)` specifies the
dimension without resizing the array.

`fft` is based on a mixed-radix Fast Fourier Transform if the data length
is non-prime. It can be very slow if the data length has large prime factors or is a prime number.

The coefficients of the DFT are given from the zero frequency to the largest frequency
(one point less than the inverse of the sampling period). If the input `f` is real,
its DFT has symmetries, and the first half contain all the relevant information.

#### Examples

fft(1:4) 10 -2+2j -2 -2-2j fft(1:4, 3) 6 -1.5+0.866j -1.5-0.866j

#### See also

### fft2

2-d Fast Fourier Transform.

#### Syntax

F = fft2(f) F = fft2(f, size) F = fft2(f, nr, nc) F = fft2(f, n)

#### Description

`fft2(f)` returns the 2-d Discrete Fourier Transform (DFT
along dimensions 1 and 2) of array `f`.

With two or three input arguments, `fft2` resizes the two first
dimensions by cropping or by padding with zeros. `fft2(f,nr,nc)`
resizes first dimension to `nr` rows and second dimension to `nc`
columns. In `fft2(f,size)`, the new size is given as a two-element vector
`[nr,nc]`. `fft2(F,n)` is equivalent to `fft2(F,n,n)`.

If the first argument is an array with more than two dimensions, `fft2`
performs the 2-d DFT along dimensions 1 and 2 separately for each plane along
remaining dimensions; `fftn` performs an DFT along each dimension.

#### See also

### fftn

n-dimension Fast Fourier Transform.

#### Syntax

F = fftn(f) F = fftn(f, size)

#### Description

`fftn(f)` returns the n-dimension Discrete Fourier Transform of
array `f` (DFT along each dimension of `f`).

With two input arguments, `fftn(f,size)` resizes `f`
by cropping or by padding `f` with zeros.

#### See also

### filter

Digital filtering of data.

#### Syntax

y = filter(b,a,u) y = filter(b,a,u,x0) y = filter(b,a,u,x0,dim) (y, xf) = filter(...)

#### Description

`filter(b,a,u)` filters vector `u` with the digital filter whose coefficients
are given by polynomials `b` and `a`. The filtered data can also
be an array, filtered along the first non-singleton dimension or along the dimension specified
with a fifth input argument. The fourth argument, if provided and different than the empty
matrix `[]`, is a matrix whose columns contain the initial state of the filter and have
`max(length(a),length(b))-1` element. Each column correspond to a signal along
the dimension of filtering. The result `y`, which
has the same size as the input, can be computed with the following code if
`u` is a vector:

b = b / a(1); a = a / a(1); if length(a) > length(b) b = [b, zeros(1, length(a)-length(b))]; else a = [a, zeros(1, length(b)-length(a))]; end n = length(x); for i = 1:length(u) y(i) = b(1) * u(i) + x(1); for j = 1:n-1 x(j) = b(j + 1) * u(i) + x(j + 1) - a(j + 1) * y(i); end x(n) = b(n + 1) * u(i) - a(n + 1) * y(i); end

The optional second output argument is set to the final state of the filter.

#### Examples

filter([1,2], [1,2,3], ones(1,10)) 1 1 -2 4 1 -11 22 -8 -47 121 u = [5,6,5,6,5,6,5]; p = 0.8; filter(1-p, [1,-p], u, p*u(1)) % low-pass with matching initial state 5 5.2 5.16 5.328 5.2624 5.4099 5.3279

#### See also

### funm

Matrix function.

#### Syntax

Y = funm(X, fun) (Y, err) = funm(X, fun)

#### Description

`funm(X,fun)` returns the matrix function of square matrix `X`
specified by function `fun`. `fun` takes a scalar input argument
and gives a scalar output. It is either specified by its name or given as an anonymous
or inline function or a function reference.

With a second output argument `err`, `funm` also returns
an estimate of the relative error.

#### Examples

funm([1,2;3,4], @sin) -0.4656 -0.1484 -0.2226 -0.6882 X = [1,2;3,4]; funm(X, @(x) (1+x)/(2-x)) -0.25 -0.75 -1.125 -1.375 (eye(2)+X)/(2*eye(2)-X) -0.25 -0.75 -1.125 -1.375

#### See also

### householder

Householder transform.

#### Syntax

(nu, beta) = householder(x)

#### Description

The householder transform is an orthogonal matrix transform which sets all the elements of a column to zero, except the first one. It is the elementary step used by QR decomposition.

The matrix transform can be written as a product by an orthogonal square matrix
`P=I-beta*nu*nu'`, where `I` is the identity matrix,
`beta` is a scalar, and `nu` is a column vector where
`nu(1)` is 1.
`householder(x)`, where `x` is a real or complex non-empty column
vector, gives `nu` and `beta` such that `P*x=[y;Z]`,
where `y` is a scalar and `Z` a zero column vector.

#### Example

x = [2; 5; 10]; (nu, beta) = householder(x) nu = 1.0000 0.3743 0.7486 beta = 1.1761 P = eye(3) - beta * nu * nu' P = -0.1761 -0.4402 -0.8805 -0.4402 0.8352 -0.3296 -0.8805 -0.3296 0.3409 P * x ans = -11.3578 0.0000 0.0000

It is more efficient to avoid calculating `P` explicitly. Multiplication
by `P`, either as `P*A` (to set elements to zero) or `B*P'`
(to accumulate transforms), can be performed by passing `nu` and `beta`
to `householderapply`:

householderapply(x, nu, beta) ans = -11.3578 0.0000 0.0000

#### See also

### householderapply

Apply Householder transform.

#### Syntax

B = householderapply(A, nu, beta) B = householderapply(A, nu, beta, 'r')

#### Description

`householderapply(A,nu,beta)` apply the Householder transform defined
by column vector `nu` (where `nu(1)` is 1) and real scalar
`beta`, as obtained by `householder`, to matrix
`A`; i.e. it computes `A-nu*beta*nu'*A`.

`householderapply(A,nu,beta,'r')` apply the inverse Householder
transform to matrix `A`; i.e. it computes `A-A*nu*beta*nu'`.

#### See also

### ifft

Inverse Fast Fourier Transform.

#### Syntax

f = ifft(F) f = ifft(F, n) f = ifft(F, n, dim)

#### Description

`ifft` returns the inverse Discrete Fourier Transform (inverse DFT).
Up to the sign and a scaling factor, the inverse DFT and the DFT are the same
operation: for a vector, `ifft(d) = conj(fft(d))/length(d)`.
`ifft` has the same syntax as `fft`.

#### Examples

F = fft([1,2,3,4]) F = 10 -2+2j -2 -2-2j ifft(F) 1 2 3 4

#### See also

### ifft2

Inverse 2-d Fast Fourier Transform.

#### Syntax

f = ifft2(F) f = ifft2(F, size) f = ifft2(F, nr, nc) f = ifft2(F, n)

#### Description

`ifft2` returns the inverse 2-d Discrete Fourier Transform (inverse DFT
along dimensions 1 and 2).

With two or three input arguments, `ifft2` resizes the two first
dimensions by cropping or by padding with zeros. `ifft2(F,nr,nc)`
resizes first dimension to `nr` rows and second dimension to `nc`
columns. In `ifft2(F,size)`, the new size is given as a two-element vector
`[nr,nc]`. `ifft2(F,n)` is equivalent to `ifft2(F,n,n)`.

If the first argument is an array with more than two dimensions, `ifft2`
performs the inverse 2-d DFT along dimensions 1 and 2 separately for each plane along
remaining dimensions; `ifftn` performs an inverse DFT along each dimension.

Up to the sign and a scaling factor, the inverse 2-d DFT and the 2-d DFT are the same
operation. `ifft2` has the same syntax as
`fft2`.

#### See also

### ifftn

Inverse n-dimension Fast Fourier Transform.

#### Syntax

f = ifftn(F) f = ifftn(F, size)

#### Description

`ifftn(F)` returns the inverse n-dimension Discrete Fourier Transform
of array `F` (inverse DFT along each dimension of F).

With two input arguments, `ifftn(F,size)` resizes `F`
by cropping or by padding `F` with zeros.

Up to the sign and a scaling factor, the inverse n-dimension DFT and the n-dimension DFT
are the same operation. `ifftn` has the same syntax as
`fftn`.

#### See also

### hess

Hessenberg reduction.

#### Syntax

(P,H) = hess(A) H = hess(A)

#### Description

`hess(A)` reduces the square matrix `A` A to the upper
Hessenberg form `H` using an orthogonal similarity transformation
`P*H*P'=A`.
The result `H` is zero below the first subdiagonal and has the same
eigenvalues as A.

#### Example

(P,H)=hess([1,2,3;4,5,6;7,8,9]) P = 1 0 0 0 -0.4961 -0.8682 0 -0.8682 0.4961 H = 1 -3.597 -0.2481 -8.0623 14.0462 2.8308 0 0.8308 -4.6154e-2 P*H*P' ans = 1 2 3 4 5 6 7 8 9

#### See also

### inv

Inverse of a square matrix.

#### Syntax

M2 = inv(M1)

#### Description

`inv(M1)` returns the inverse `M2` of the square matrix
`M1`, i.e. a matrix of the same size such that
`M2*M1 = M1*M2 = eye(size(M1))`. `M1`
must not be singular; otherwise, its elements are infinite.

To solve a set of linear of equations, the operator `\` is more efficient.

#### Example

inv([1,2;3,4]) -2 1 1.5 -0.5

#### See also

operator `/`,
operator `\`,
`pinv`,
`lu`,
`rank`,
`eye`

### kron

Kronecker product.

#### Syntax

M = kron(A, B)

#### Description

`kron(A,B)` returns the Kronecker product of matrices `A`
(size m1 by n1) and `B` (size m2 by n2), i.e. an m1*m2-by-n1*n2 matrix
made of m1 by n1 submatrices which are the products of each element of `A`
with `B`.

#### Example

kron([1,2;3,4],ones(2)) 1 1 2 2 1 1 2 2 3 3 4 4 3 3 4 4

#### See also

### kurtosis

Kurtosis of a set of values.

#### Syntax

k = kurtosis(A) k = kurtosis(A, dim)

#### Description

`kurtosis(A)` gives the kurtosis of
the columns of array `A` or of the row vector `A`.
The dimension along which `kurtosis` proceeds may be specified
with a second argument.

The kurtosis measures how much values are far away from the mean. It is 3 for a normal distribution, and positive for a distribution which has more values far away from the mean.

#### Example

kurtosis(rand(1, 10000)) 1.8055

#### See also

### linprog

Linear programming.

#### Syntax

x = linprog(c, A, b) x = linprog(c, A, b, xlb, xub)

#### Description

`linprog(c,A,b)` solves the following linear programming problem:

min c x s.t. A x <= b

The optimum `x` is either finite, infinite if there is no bounded solution,
or not a number if there is no feasible solution.

Additional arguments may be used to constrain `x` between lower and
upper bounds. `linprog(c,A,b,xlb,xub)` solves the following linear programming
problem:

min c x s.t. A x <= b x >= xlb x <= xub

If `xub` is missing, there is no upper bound. `xlb` and `xub`
may have less elements than `x`, or contain `-inf` or `+inf`;
corresponding elements have no lower and/or upper bounds.

#### Examples

Maximize `3x+2y``x+y<=9``3x+y<=18``x<=7``y<=6`

c = [-3,-2]; A = [1,1; 3,1; 1,0; 0,1]; b = [9; 18; 7; 6]; x = linprog(c, A, b) x = 4.5 4.5

A more efficient way to solve the problem, with bounds on variables:

c = [-3,-2]; A = [1,1; 3,1]; b = [9; 18]; xlb = []; xub = [7; 6]; x = linprog(c, A, b, xlb, xub) x = 4.5 4.5

Check that the solution is feasible and bounded:

all(isfinite(x)) true

### logm

Matrix logarithm.

#### Syntax

Y = logm(X) (Y, err) = logm(X)

#### Description

`logm(X)` returns the matrix logarithm of `X`, the inverse
of the matrix exponential. `X` must be square. The matrix logarithm does
not always exist.

With a second output argument `err`, `logm` also returns
an estimate of the relative error `norm(expm(logm(X))-X)/norm(X)`.

#### Example

Y = logm([1,2;3,4]) Y = -0.3504 + 2.3911j 0.9294 - 1.0938j 1.394 - 1.6406j 1.0436 + 0.7505j expm(Y) 1 - 5.5511e-16j 2 -7.7716e-16j 3 - 8.3267e-16j 4

#### See also

### lu

LU decomposition.

#### Syntax

(L, U, P) = lu(A) (L2, U) = lu(A) Y = lu(A)

#### Description

With three output arguments, `lu(A)` computes the LU decomposition of
matrix `A` with partial pivoting,
i.e. a lower triangular matrix `L`, an upper triangular matrix `U`,
and a permutation matrix `P` such that `P*A=L*U`. If `A`
in an m-by-n mytrix, `L` is m-by-min(m,n), `U` is min(m,n)-by-n and
`P` is m-by-m. `A` can be rank-deficient.

With two output arguments, `lu(A)` permutes the lower triangular matrix
and gives `L2=P'*L`, such that `A=L2*U`.

With a single output argument, `lu` gives `Y=L+U-eye(n)`.

#### Example

X = [1,2,3;4,5,6;7,8,8]; (L,U,P) = lu(X) L = 1 0 0 0.143 1 0 0.571 0.5 1 U = 7 8 8 0 0.857 1.857 0 0 0.5 P = 0 0 1 1 0 0 0 1 0 P*X-L*U ans = 0 0 0 0 0 0 0 0 0

#### See also

### lyap

Continuous-time Lyapunov equation.

#### Syntax

X = lyap(A, B, C) X = lyap(A, C)

#### Description

`lyap(A,B,C)` calculates the solution `X` of the
following continuous-time Lyapunov equation:

AX + XB + C = 0

All matrices are real.

With two input arguments, `lyap(A,C)` solves the following Lyapunov equation:

AX + XA' + C = 0

#### Example

A = [3,1,2;1,3,5;6,2,1]; B = [2,7;8,3]; C = [2,1;4,5;8,9]; X = lyap(A, B, C) X = 0.1635 -0.1244 -0.2628 0.1311 -0.7797 -0.7645

#### See also

### max

Maximum value of a vector or of two arguments.

#### Syntax

x = max(v) (v,ind) = max(v) v = max(M,[],dim) (v,ind) = max(M,[],dim) M3 = max(M1,M2)

#### Description

`max(v)` returns the largest number of vector `v`. NaN's
are ignored. The optional second output argument is the index of the maximum in
`v`; if several elements have the same maximum value, only the first
one is obtained. The argument type can be double, single, or integer of any size.

`max(M)` operates on the columns of the matrix `M` and
returns a row vector. `max(M,[],dim)` operates along dimension `dim`
(1 for columns, 2 for rows).

`max(M1,M2)` returns a matrix whose elements are the maximum between
the corresponding elements of the matrices `M1` and `M2`.
`M1` and `M2` must have the same size, or be a scalar which
can be compared against any matrix.

#### Examples

(mx,ix) = max([1,3,2,5,8,7]) mx = 8 ix = 5 max([1,3;5,nan], [], 2) 3 5 max([1,3;5,nan], 2) 2 3 5 2

#### See also

### mean

Arithmetic mean of a vector.

#### Syntax

x = mean(v) v = mean(M) v = mean(M,dim)

#### Description

`mean(v)` returns the arithmetic mean of the elements of vector `v`.
`mean(M)` returns a row vector whose elements are the means of the corresponding
columns of matrix `M`. `mean(M,dim)` returns the mean of matrix
`M` along dimension `dim`; the result is a row vector if
`dim` is 1, or a column vector if `dim` is 2.

#### Examples

mean(1:5) 7.5 mean((1:5)') 7.5 mean([1,2,3;5,6,7]) 3 4 5 mean([1,2,3;5,6,7],1) 3 4 5 mean([1,2,3;5,6,7],2) 2 6

#### See also

`cov`,
`std`,
`var`,
`median`,
`sum`,
`prod`

### median

Median.

#### Syntax

x = median(v) v = median(M) v = median(M, dim)

#### Description

`median(v)` gives the median of vector `v`, i.e. the
value `x` such that half of the elements of `v` are smaller
and half of the elements are larger. The result is `NaN` if any value
is `NaN`.

`median(M)` gives a row vector which contains the median of the columns
of `M`. With a second argument, `median(M,dim)` operates
along dimension `dim`.

#### Example

median([1, 2, 5, 6, inf]) 5

#### See also

### min

Minimum value of a vector or of two arguments.

#### Syntax

x = min(v) (v,ind) = min(v) v = min(M,[],dim) (v,ind) = min(M,[],dim) M3 = min(M1,M2)

#### Description

`min(v)` returns the largest number of vector `v`. NaN's
are ignored. The optional second smallest argument is the index of the minimum in
`v`; if several elements have the same minimum value, only the first
one is obtained. The argument type can be double, single, or integer of any size.

`min(M)` operates on the columns of the matrix `M` and
returns a row vector. `min(M,[],dim)` operates along dimension `dim`
(1 for columns, 2 for rows).

`min(M1,M2)` returns a matrix whose elements are the minimum between
the corresponding elements of the matrices `M1` and `M2`.
`M1` and `M2` must have the same size, or be a scalar which
can be compared against any matrix.

#### Examples

(mx,ix) = min([1,3,2,5,8,7]) mx = 1 ix = 1 min([1,3;5,nan], [], 2) 1 5 min([1,3;5,nan], 2) 1 2 2 2

#### See also

### moment

Central moment of a set of values.

#### Syntax

m = moment(A, order) m = moment(A, order, dim)

#### Description

`moment(A,order)` gives the central moment (moment about the
mean) of the specified order of the columns of array `A` or of
the row vector `A`. The dimension along which `moment`
proceeds may be specified with a third argument.

#### Example

moment(randn(1, 10000), 3) 3.011

#### See also

### norm

Norm of a vector or matrix.

#### Syntax

x = norm(v) x = norm(v,kind) x = norm(M) x = norm(M,kind)

#### Description

With one argument, `norm` calculates the 2-norm of a vector
or the induced 2-norm of a matrix. The optional second argument specifies
the kind of norm.

Kind | Vector | Matrix |
---|---|---|

none or 2 | sqrt(sum(abs(v).^2)) | largest singular value |

(induced 2-norm) | ||

1 | sum(abs(V)) | largest column sum of abs |

inf or 'inf' | max(abs(v)) | largest row sum of abs |

-inf | min(abs(v)) | invalid |

p | sum(abs(V).^p)^(1/p) | invalid |

'fro' | sqrt(sum(abs(v).^2)) | sqrt(sum(diag(M'*M))) |

#### Examples

norm([3,4]) 5 norm([2,5;9,3]) 10.2194 norm([2,5;9,3],1) 11

#### See also

### null

Null space.

#### Syntax

Z = null(A) Z = null(A, tol=tol)

#### Description

`null(A)` returns a matrix `Z` whose columns are an orthonormal
basis for the null space of m-by-n matrix `A`. `Z` has
`n-rank(A)` columns, which are the last right singular values of
`A`; that is, those corresponding to the singular values below a
small tolerance. This tolerance can be specified with a named argument
`tol`.

Without input argument, `null` gives the null value (the unique
value of the special null type, not related to linear algebra).

#### Example

null([1,2,3;1,2,4;1,2,5]) -0.8944 0.4472 8.0581e-17

#### See also

### orth

Orthogonalization.

#### Syntax

Q = orth(A) Q = orth(A, tol=tol)

#### Description

`orth(A)` returns a matrix `Q` whose columns are
an orthonormal basis for the range of those of matrix `A`.
`Q` has `rank(A)` columns, which are the first left
singular vectors of `A` (that is, those corresponding to the
largest singular values).

Orthogonalization is based on the singular-value decomposition, where only the singular values larger than some small threshold are considered. This threshold can be specified with an optional named argument.

#### Example

orth([1,2,3;1,2,4;1,2,5]) -0.4609 0.788 -0.5704 8.9369e-2 -0.6798 -0.6092

#### See also

### pinv

Pseudo-inverse of a matrix.

#### Syntax

M2 = pinv(M1) M2 = pinv(M1, tol) M2 = pinv(M1, tol=tol)

#### Description

`pinv(M1)` returns the pseudo-inverse of matrix `M`. For
a nonsingular square matrix, the pseudo-inverse is the same as the inverse. For
an arbitrary matrix (possibly nonsquare), the pseudo-inverse `M2` has
the following properties: `size(M2) = size(M1')`,
`M1*M2*M1 = M1`, `M2*M1*M2 = M2`, and
the norm of `M2` is minimum. The pseudo-inverse is based on the
singular-value decomposition, where only the singular values larger than some
small threshold are considered. This threshold can be specified with an optional
second argument `tol` or as a named argument.

If `M1` is a full-rank matrix with more rows than columns,
`pinv` returns the least-square solution
`pinv(M1)*y = (M1'*M1)\M1'*y` of the over-determined system
`M1*x = y`.

#### Examples

pinv([1,2;3,4]) -2 1 1.5 -0.5 M2 = pinv([1;2]) M2 = 0.2 0.4 [1;2] * M2 * [1;2] 1 2 M2 * [1;2] * M2 0.2 0.4

#### See also

### poly

Characteristic polynomial of a square matrix or polynomial coefficients based on its roots.

#### Syntax

pol = poly(M) pol = poly(r)

#### Description

With a matrix argument, `poly(M)` returns the characteristic polynomial
`det(x*eye(size(M))-M)` of the square matrix `M`. The roots
of the characteristic polynomial are the eigenvalues of `M`.

With a vector argument, `poly(r)` returns the polynomial whose roots
are the elements of the vector `r`. The first coefficient of the
polynomial is 1. If the complex roots form conjugate pairs, the result is real.

#### Examples

poly([1,2;3,4] 1 -5 -2 roots(poly([1,2;3,4])) 5.3723 -0.3723 eig([1,2;3,4]) -0.3723 5.3723 poly(1:3) 1 -6 11 -6

#### See also

### polyder

Derivative of a polynomial or a polynomial product or ratio.

#### Syntax

A1 = polyder(A) C1 = polyder(A, B) (N1, D1) = polyder(N, D)

#### Description

`polyder(A)` returns the polynomial which is the derivative of
the polynomial `A`. Both polynomials are given as vectors of
coefficients, highest power first. The result is a row vector.

With a single output argument, `polyder(A,B)` returns the
derivative of the product of polynomials `A` and `B`.
It is equivalent to `polyder(conv(A,B))`.

With two output arguments, `(N1,D1)=polyder(N,D)` returns the
derivative of the polynomial ratio `N/D` as `N1/D1`.
Input and output arguments are polynomial coefficients.

#### Examples

Derivative of `x^3+2x^2+5x+2`

polyder([1, 2, 5, 2]) 3 4 5

Derivative of `(x^3+2x^2+5x+2)/(2x+3)`

(N, D) = polyder([1, 2, 5, 2], [2, 3]) N = 4 13 12 11 D = 4 12 9

#### See also

`polyint`,
`polyval`,
`poly`,
`addpol`,
`conv`

### polyint

Integral of a polynomial.

#### Syntax

pol2 = polyint(pol1) pol2 = polyint(pol1, c)

#### Description

`polyint(pol1)` returns the polynomial which is the integral of
the polynomial `pol1`, whose zero-order coefficient is 0. Both polynomials
are given as vectors of coefficients, highest power first. The result is a row
vector. A second input argument can be used to specify the integration constant.

#### Example

Y = polyint([1, 2, 3, 4, 5]) Y = 0.2 0.5 1 2 5 0 y = polyder(Y) y = 1 2 3 4 5 Y = polyint([1, 2, 3, 4, 5], 10) Y = 0.2 0.5 1 2 5 10

#### See also

`polyder`,
`polyval`,
`poly`,
`addpol`,
`conv`

### polyval

Numeric value of a polynomial evaluated at some point.

#### Syntax

y = polyval(pol, x)

#### Description

`polyval(pol,x)` evaluates the polynomial `pol` at
`x`, which can be a scalar or a matrix of arbitrary size. The
polynomial is given as a vector of coefficients, highest power first. The
result has the same size as `x`.

#### Examples

polyval([1,3,8], 2) 18 polyval([1,2], 1:5) 3 4 5 6 7

#### See also

`polyder`,
`polyint`,
`poly`,
`addpol`,
`conv`

### prod

Product of the elements of a vector.

#### Syntax

x = prod(v) v = prod(M) v = prod(M,dim)

#### Description

`prod(v)` returns the product of the elements of vector `v`.
`prod(M)` returns a row vector whose elements are the products of the corresponding
columns of matrix `M`. `prod(M,dim)` returns the product of matrix
`M` along dimension `dim`; the result is a row vector if
`dim` is 1, or a column vector if `dim` is 2.

#### Examples

prod(1:5) 120 prod((1:5)') 120 prod([1,2,3;5,6,7]) 5 12 21 prod([1,2,3;5,6,7],1) 5 12 21 prod([1,2,3;5,6,7],2) 6 210

#### See also

### qr

QR decomposition.

#### Syntax

(Q, R, E) = qr(A) (Q, R) = qr(A) R = qr(A) (Qe, Re, e) = qr(A, false) (Qe, Re) = qr(A, false) Re = qr(A, false)

#### Description

With three output arguments, `qr(A)` computes the QR decomposition of
matrix `A` with column pivoting,
i.e. a square unitary matrix `Q` and an upper triangular matrix `R`
such that `A*E=Q*R`. With two output arguments, `qr(A)` computes
the QR decomposition without pivoting, such that `A=Q*R`. With a single
output argument, `qr` gives `R`.

With a second input argument with the value `false`,
if `A` has `m` rows and `n` columns with `m>n`,
`qr` produces an m-by-n `Q` and an n-by-n `R`. Bottom rows
of zeros of `R`, and the corresponding columns of `Q`, are discarded.
With column pivoting, the third output argument `e` is a permutation vector:
`A(:,e)=Q*R`.

#### Example

(Q,R) = qr([1,2;3,4;5,6]) Q = -0.169 0.8971 0.4082 -0.5071 0.276 -0.8165 -0.8452 -0.345 0.4082 R = -5.9161 -7.4374 0 0.8281 0 0 (Q,R) = qr([1,2;3,4;5,6],false) Q = 0.169 0.8971 0.5071 0.276 0.8452 -0.345 R = 5.9161 7.4374 0 0.8281

#### See also

### rank

Rank of a matrix.

#### Syntax

x = rank(M) x = rank(M, tol) x = rank(M, tol=tol)

#### Description

`rank(M)` returns the rank of matrix `M`, i.e. the
number of lines or columns linearly independent. To obtain it, the singular
values are computed and the number of values significantly larger than 0 is
counted. The value below which they are considered to be 0 can be specified with
the optional second argument or named argument.

#### Examples

rank([1,1;0,0]) 1 rank([1,1;0,1j]) 2

#### See also

### roots

Roots of a polynomial.

#### Syntax

r = roots(pol) r = roots(M) r = roots(M,dim)

#### Description

`roots(pol)` calculates the roots of the polynomial `pol`.
The polynomial is given by the vector of its coefficients, highest power first,
while the result is a column vector.

With a matrix as argument, `roots(M)` calculates the roots of the
polynomials corresponding to each column of `M`. An optional second argument
is used to specify in which dimension `roots` operates (1 for columns,
2 for rows). The roots of the i:th polynomial are in the i:th column of the result, whatever
the value of `dim` is.

#### Examples

roots([1, 0, -1]) 1 -1 roots([1, 0, -1]') 1 -1 roots([1, 1; 0, 5; -1, 6]) 1 -2 -1 -3 roots([1, 0, -1]', 2) []

#### See also

### schur

Schur factorization.

#### Syntax

(U,T) = schur(A) T = schur(A) (U,T) = schur(A, 'c') T = schur(A, 'c')

#### Description

`schur(A)` computes the Schur factorization of square matrix `A`,
i.e. a unitary matrix `U` and a square matrix `T` (the *Schur
matrix*) such that `A=U*T*U'`. If `A` is complex, the
Schur matrix is upper triangular, and its diagonal contains the eigenvalues of
`A`; if `A` is real, the Schur matrix is
real upper triangular, except that there may be 2-by-2 blocks on the main diagonal
which correspond to the complex eigenvalues of `A`. To force a complex
Schur factorization with an upper triangular matrix `T`, `schur`
is given a second input argument `'c'` or `'complex'`.

#### Examples

Schur factorization:

A = [1,2;3,4]; (U,T) = schur(A) U = -0.8246 -0.5658 0.5658 -0.8246 T = -0.3723 -1 0 5.3723

Since `T` is upper triangular, its diagonal contains the eigenvalues
of `A`:

eig(A) ans = -0.3723 5.3723

For a matrix with complex eigenvalues, the real Schur factorization has 2x2 blocks on its diagonal:

T = schur([1,0,0;0,1,2;0,-3,1]) T = 1 0 0 0 1 2 0 -3 1 T = schur([1,0,0;0,1,2;0,-3,1],'c') T = 1 0 0 0 1 + 2.4495j 1 0 0 1 - 2.4495j

#### See also

### skewness

Skewness of a set of values.

#### Syntax

s = skewness(A) s = skewness(A, dim)

#### Description

`skewness(A)` gives the skewness of
the columns of array `A` or of the row vector `A`.
The dimension along which `skewness` proceeds may be specified
with a second argument.

The skewness measures how asymmetric a distribution is. It is 0 for a symmetric distribution, and positive for a distribution which has more values much larger than the mean.

#### Example

skewness(randn(1, 10000).^2) 2.6833

#### See also

### sqrtm

Matrix square root.

#### Syntax

Y = sqrtm(X) (Y, err) = sqrtm(X)

#### Description

`sqrtm(X)` returns the matrix square root of `X`, such
that `sqrtm(X)^2=X`. `X` must be square. The matrix square root does
not always exist.

With a second output argument `err`, `sqrtm` also returns
an estimate of the relative error `norm(sqrtm(X)^2-X)/norm(X)`.

#### Example

Y = sqrtm([1,2;3,4]) Y = 0.5537 + 0.4644j 0.807 - 0.2124j 1.2104 - 0.3186j 1.7641 + 0.1458j Y^2 1 2 3 4

#### See also

`expm`,
`logm`,
`funm`,
`schur`,
`chol`,
`sqrt`

### std

Standard deviation.

#### Syntax

x = std(v) x = std(v, p) v = std(M) v = std(M, p) v = std(M, p, dim)

#### Description

`std(v)` gives the standard deviation of vector `v`,
normalized by `length(v)-1`. With a second argument, `std(v,p)`
normalizes by `length(v)-1` if `p` is false, or by
`length(v)` if `p` is true.

`std(M)` gives a row vector which contains the standard deviation of the columns
of `M`. With a third argument, `std(M,p,dim)` operates
along dimension `dim`.

#### Example

std([1, 2, 5, 6, 10, 12]) 4.3359

#### See also

### sum

Sum of the elements of a vector.

#### Syntax

x = sum(v) v = sum(M) v = sum(M,dim)

#### Description

`sum(v)` returns the sum of the elements of vector `v`.
`sum(M)` returns a row vector whose elements are the sums of the corresponding
columns of matrix `M`. `sum(M,dim)` returns the sum of matrix
`M` along dimension `dim`; the result is a row vector if
`dim` is 1, or a column vector if `dim` is 2.

#### Examples

sum(1:5) 15 sum((1:5)') 15 sum([1,2,3;5,6,7]) 6 8 10 sum([1,2,3;5,6,7],1) 6 8 10 sum([1,2,3;5,6,7],2) 6 18

#### See also

### svd

Singular value decomposition.

#### Syntax

s = svd(M) (U,S,V) = svd(M) (U,S,V) = svd(M,false)

#### Description

The singular value decomposition `(U,S,V) = svd(M)`
decomposes the m-by-n matrix `M` such that
`M = U*S*V'`, where `S` is an m-by-n diagonal
matrix with decreasing positive diagonal elements (the singular values of
`M`), `U` is an m-by-m unitary matrix, and `V` is an
n-by-n unitary matrix. The number of non-zero diagonal elements of `S` (up to
rounding errors) gives the rank of `M`.

When `M` is rectangular, in expression `U*S*V'`, some
columns of `U` or `V` are multiplied by rows or columns of
zeros in `S`, respectively. `(U,S,V) = svd(M,false)`
produces `U`, `S` and `V` where these columns or
rows are discarded (relationship `M = U*S*V'` still holds):

Size of A |
Size of U |
Size of S |
Size of V |
---|---|---|---|

m by n, m <= n | m by m | m by m | n by m |

m by n, m > n | m by n | n by n | n by n |

`svd(M,true)` produces the same result as `svd(M)`.

With one output argument,
`s = svd(M)` returns the vector of singular values
`s=diag(S)`.

The singular values of `M` can also be computed with
`s = sqrt(eig(M'*M))`, but `svd` is faster and more
robust.

#### Examples

(U,S,V)=svd([1,2;3,4]) U = 0.4046 0.9145 0.9145 -0.4046 S = 5.465 0 0 0.366 V = 0.576 -0.8174 0.8174 0.576 U*S*V' 1 2 3 4 svd([1,2;1,2]) 3.1623 3.4697e-19

#### See also

### trace

Trace of a matrix.

#### Syntax

tr = trace(M)

#### Description

`trace(M)` returns the trace of the matrix `M`, i.e. the
sum of its diagonal elements.

#### Example

trace([1,2;3,4]) 5

#### See also

### var

Variance of a set of values.

#### Syntax

s2 = var(A) s2 = var(A, p) s2 = var(A, p, dim)

#### Description

`var(A)` gives the variance of
the columns of array `A` or of the row vector `A`.
The variance is normalized with the number of observations minus 1, or by the
number of observations if a second argument is true.
The dimension along which `var` proceeds may be specified
with a third argument.