picard

(PublicToolbox/regutools/picard.m in BrainStorm 2.0 (Alpha))

Function Synopsis

xi = picard(U,s,b,d)

Help Text

PICARD Visual inspection of the Picard condition.

 xi = picard(U,s,b,d)
 xi = picard(U,sm,b,d)  ,  sm = [sigma,mu]

 Plots the singular values, s(i), the abs. value of the Fourier
 coefficients, |U(:,i)'*b|, and a (possibly smoothed) curve of
 the solution coefficients xi(i) = |U(:,i)'*b|/s(i).

 If s = [sigma,mu], where gamma = sigma./mu are the generalized
 singular values, then this routine plots gamma(i), |U(:,i)'*b|,
 and (smoothed) xi(i) = |U(:,i)'*b|/gamma(i).

 The smoothing is a geometric mean over 2*d+1 points, centered
 at point # i. If nargin = 3, then d = 0 (i.e, no smothing).

Cross-Reference Information

regudemo                           C:\BrainStorm_2001\PublicToolbox\regutools\regudemo.m

Listing of function C:\BrainStorm_2001\PublicToolbox\regutools\picard.m

function xi = picard(U,s,b,d)
%PICARD Visual inspection of the Picard condition.
%
% xi = picard(U,s,b,d)
% xi = picard(U,sm,b,d)  ,  sm = [sigma,mu]
%
% Plots the singular values, s(i), the abs. value of the Fourier
% coefficients, |U(:,i)'*b|, and a (possibly smoothed) curve of
% the solution coefficients xi(i) = |U(:,i)'*b|/s(i).
%
% If s = [sigma,mu], where gamma = sigma./mu are the generalized
% singular values, then this routine plots gamma(i), |U(:,i)'*b|,
% and (smoothed) xi(i) = |U(:,i)'*b|/gamma(i).
%
% The smoothing is a geometric mean over 2*d+1 points, centered
% at point # i. If nargin = 3, then d = 0 (i.e, no smothing).

% Reference: P. C. Hansen, "The discrete Picard condition for
% discrete ill-posed problems", BIT 30 (1990), 658-672.

% Per Christian Hansen, UNI-C, 04/11/90.

% Initialization.
[n,ps] = size(s); beta = abs(U(:,1:n)'*b); eta = zeros(n,1);
if (nargin==3), d = 0; end;
if (ps==2), s = s(:,1)./s(:,2); end
d21 = 2*d+1; keta = 1+d:n-d;
for i=keta
  eta(i) = (prod(beta(i-d:i+d))^(1/d21))/s(i);
end

% Plot the data.
semilogy(1:n,s,'-',1:n,beta,'x',keta,eta(keta),'o')
xlabel('i')
if (ps==1)
  title('--- = sing. values     x = rhs. coef.     o = solution coef.')
else
  title('--- = gen. sing. values     x = rhs. coef.     o = sol. coef.')
end