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### circulant_matrix_vector_product.m    43 lines (37 with data), 1.8 kB

 ``` 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``` ```## Copyright (C) 2012 Nir Krakauer ## ## 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 3 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. ## ## You should have received a copy of the GNU General Public License along with ## this program; if not, see . ## -*- texinfo -*- ## @deftypefn{Function File} {@var{y} =} circulant_matrix_vector_product (@var{v}, @var{x}) ## ## Fast, compact calculation of the product of a circulant matrix with a vector@* ## Given @var{n}*1 vectors @var{v} and @var{x}, return the matrix-vector product @var{y} = @var{C}@var{x}, where @var{C} is the @var{n}*@var{n} circulant matrix that has @var{v} as its first column ## ## Theoretically the same as @code{make_circulant_matrix(x) * v}, but does not form @var{C} explicitly; uses the discrete Fourier transform ## ## Because of roundoff, the returned @var{y} may have a small imaginary component even if @var{v} and @var{x} are real (use @code{real(y)} to remedy this) ## ## Reference: Gene H. Golub and Charles F. Van Loan, Matrix Computations, 3rd Ed., Section 4.7.7 ## ## @seealso{gallery, circulant_eig, circulant_inv} ## @end deftypefn function y = circulant_matrix_vector_product (v, x) xf = fft(x); vf = fft(v); z = vf .* xf; y = ifft(z); endfunction %!shared v,x %! v = [1 2 3]'; x = [2 5 6]'; %!assert (circulant_matrix_vector_product(v, x), circulant_make_matrix(v)*x, eps); ```