octave: libinterp/corefcn/chol.cc annotate

annotate libinterp/corefcn/chol.cc @ 33617:ec2635a02328 bytecode-interpreter tip

maint: Merge default to bytecode-interpreter.

author	Markus Mützel <markus.muetzel@gmx.de>
date	Tue, 21 May 2024 18:29:03 +0200
parents	4b601ca024d5
children

rev	line source
27923 bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	1 ////////////////////////////////////////////////////////////////////////
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	2 //
32632 2e484f9f1f18 maint: update Octave Project Developers copyright for the new year John W. Eaton <jwe@octave.org> parents: 32631 diff changeset	3 // Copyright (C) 1996-2024 The Octave Project Developers
27923 bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	4 //
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	5 // See the file COPYRIGHT.md in the top-level directory of this
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	6 // distribution or <https://octave.org/copyright/>.
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	7 //
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	8 // This file is part of Octave.
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	9 //
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	10 // Octave is free software: you can redistribute it and/or modify it
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	11 // under the terms of the GNU General Public License as published by
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	12 // the Free Software Foundation, either version 3 of the License, or
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	13 // (at your option) any later version.
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	14 //
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	15 // Octave is distributed in the hope that it will be useful, but
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	16 // WITHOUT ANY WARRANTY; without even the implied warranty of
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	17 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	18 // GNU General Public License for more details.
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	19 //
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	20 // You should have received a copy of the GNU General Public License
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	21 // along with Octave; see the file COPYING. If not, see
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	22 // <https://www.gnu.org/licenses/>.
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	23 //
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	24 ////////////////////////////////////////////////////////////////////////
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	25
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21683 diff changeset	26 #if defined (HAVE_CONFIG_H)
21301 40de9f8f23a6 Use '#include "config.h"' rather than <config.h>. Rik <rik@octave.org> parents: 21269 diff changeset	27 # include "config.h"
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	28 #endif
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	29
22217 3ac380d46d54 chol: make option passed as string case insensitive. Carnë Draug <carandraug@octave.org> parents: 22022 diff changeset	30 #include <string>
3ac380d46d54 chol: make option passed as string case insensitive. Carnë Draug <carandraug@octave.org> parents: 22022 diff changeset	31
23024 a6a7b054e4ba Rationalize #includes in libinterp/dldfcn directory. Rik <rik@octave.org> parents: 22755 diff changeset	32 #include "Matrix.h"
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	33 #include "chol.h"
23024 a6a7b054e4ba Rationalize #includes in libinterp/dldfcn directory. Rik <rik@octave.org> parents: 22755 diff changeset	34 #include "oct-string.h"
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	35 #include "sparse-chol.h"
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	36 #include "sparse-util.h"
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	37
28024 c28b8ba841fb move sparse functions from dldfcn to corefcn directory (bug #57459) John W. Eaton <jwe@octave.org> parents: 27923 diff changeset	38 #include "defun.h"
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	39 #include "error.h"
21100 e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme. Rik <rik@octave.org> parents: 20941 diff changeset	40 #include "errwarn.h"
23024 a6a7b054e4ba Rationalize #includes in libinterp/dldfcn directory. Rik <rik@octave.org> parents: 22755 diff changeset	41 #include "ov.h"
20940 48b2ad5ee801 maint: Rename oct-obj.[cc\|h] to ovl.[cc\|h] for clarity. Rik <rik@octave.org> parents: 20939 diff changeset	42 #include "ovl.h"
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	43
31605 e88a07dec498 maint: Use macros to begin/end C++ namespaces. Rik <rik@octave.org> parents: 30888 diff changeset	44 OCTAVE_BEGIN_NAMESPACE(octave)
29958 32c3a5805893 move DEFUN and DEFMETHOD functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 29359 diff changeset	45
21139 538b57866b90 consistently use "typename" intead of "class" in template declarations John W. Eaton <jwe@octave.org> parents: 21127 diff changeset	46 template <typename CHOLT>
9715 9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	47 static octave_value
20462 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20163 diff changeset	48 get_chol (const CHOLT& fact)
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20163 diff changeset	49 {
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20163 diff changeset	50 return octave_value (fact.chol_matrix());
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20163 diff changeset	51 }
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20163 diff changeset	52
21139 538b57866b90 consistently use "typename" intead of "class" in template declarations John W. Eaton <jwe@octave.org> parents: 21127 diff changeset	53 template <typename CHOLT>
20462 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20163 diff changeset	54 static octave_value
9715 9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	55 get_chol_r (const CHOLT& fact)
9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	56 {
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	57 return octave_value (fact.chol_matrix (),
9715 9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	58 MatrixType (MatrixType::Upper));
9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	59 }
9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	60
21139 538b57866b90 consistently use "typename" intead of "class" in template declarations John W. Eaton <jwe@octave.org> parents: 21127 diff changeset	61 template <typename CHOLT>
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	62 static octave_value
c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	63 get_chol_l (const CHOLT& fact)
c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	64 {
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	65 return octave_value (fact.chol_matrix ().transpose (),
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	66 MatrixType (MatrixType::Lower));
c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	67 }
c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	68
28024 c28b8ba841fb move sparse functions from dldfcn to corefcn directory (bug #57459) John W. Eaton <jwe@octave.org> parents: 27923 diff changeset	69 DEFUN (chol, args, nargout,
c28b8ba841fb move sparse functions from dldfcn to corefcn directory (bug #57459) John W. Eaton <jwe@octave.org> parents: 27923 diff changeset	70 doc: /* -- texinfo --
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	71 @deftypefn {} {@var{R} =} chol (@var{A})
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	72 @deftypefnx {} {[@var{R}, @var{p}] =} chol (@var{A})
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	73 @deftypefnx {} {[@var{R}, @var{p}, @var{Q}] =} chol (@var{A})
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	74 @deftypefnx {} {[@var{R}, @var{p}, @var{Q}] =} chol (@var{A}, "vector")
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	75 @deftypefnx {} {[@var{L}, @dots{}] =} chol (@dots{}, "lower")
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	76 @deftypefnx {} {[@var{R}, @dots{}] =} chol (@dots{}, "upper")
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	77 @cindex Cholesky factorization
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	78 Compute the upper Cholesky@tie{}factor, @var{R}, of the real symmetric
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	79 or complex Hermitian positive definite matrix @var{A}.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	80
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	81 The upper Cholesky@tie{}factor @var{R} is computed by using the upper
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	82 triangular part of matrix @var{A} and is defined by
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	83 @tex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	84 $ R^T R = A $.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	85 @end tex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	86 @ifnottex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	87
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	88 @example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	89 @var{R}' * @var{R} = @var{A}.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	90 @end example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	91
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	92 @end ifnottex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	93
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	94 Calling @code{chol} using the optional @qcode{"upper"} flag has the
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	95 same behavior. In contrast, using the optional @qcode{"lower"} flag,
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	96 @code{chol} returns the lower triangular factorization, computed by using
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	97 the lower triangular part of matrix @var{A}, such that
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	98 @tex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	99 $ L L^T = A $.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	100 @end tex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	101 @ifnottex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	102
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	103 @example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	104 @var{L} * @var{L}' = @var{A}.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	105 @end example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	106
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	107 @end ifnottex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	108
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	109 Called with one output argument @code{chol} fails if matrix @var{A} is
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	110 not positive definite. Note that if matrix @var{A} is not real symmetric
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	111 or complex Hermitian then the lower triangular part is considered to be
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	112 the (complex conjugate) transpose of the upper triangular part, or vice
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	113 versa, given the @qcode{"lower"} flag.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	114
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	115 Called with two or more output arguments @var{p} flags whether the matrix
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	116 @var{A} was positive definite and @code{chol} does not fail. A zero value
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	117 of @var{p} indicates that matrix @var{A} is positive definite and @var{R}
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	118 gives the factorization. Otherwise, @var{p} will have a positive value.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	119
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	120 If called with three output arguments matrix @var{A} must be sparse and
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	121 a sparsity preserving row/column permutation is applied to matrix @var{A}
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	122 prior to the factorization. That is @var{R} is the factorization of
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	123 @code{@var{A}(@var{Q},@var{Q})} such that
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	124 @tex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	125 $ R^T R = Q^T A Q$.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	126 @end tex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	127 @ifnottex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	128
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	129 @example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	130 @var{R}' * @var{R} = @var{Q}' * @var{A} * @var{Q}.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	131 @end example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	132
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	133 @end ifnottex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	134
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	135 The sparsity preserving permutation is generally returned as a matrix.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	136 However, given the optional flag @qcode{"vector"}, @var{Q} will be
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	137 returned as a vector such that
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	138 @tex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	139 $ R^T R = A (Q, Q)$.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	140 @end tex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	141 @ifnottex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	142
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	143 @example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	144 @var{R}' * @var{R} = @var{A}(@var{Q}, @var{Q}).
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	145 @end example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	146
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	147 @end ifnottex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	148
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	149 In general the lower triangular factorization is significantly faster for
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	150 sparse matrices.
30329 81d26e8481a6 maint: Shorten @seealso lines to less than 80 characters (bug #57599) Rik <rik@octave.org> parents: 29961 diff changeset	151 @seealso{hess, lu, qr, qz, schur, svd, ichol, cholinv, chol2inv, cholupdate,
81d26e8481a6 maint: Shorten @seealso lines to less than 80 characters (bug #57599) Rik <rik@octave.org> parents: 29961 diff changeset	152 cholinsert, choldelete, cholshift}
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	153 @end deftypefn */)
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	154 {
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	155 int nargin = args.length ();
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	156
21683 54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	157 if (nargin < 1 \|\| nargin > 3 \|\| nargout > 3)
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	158 print_usage ();
23583 b7747a2c88b2 maint: Deprecate is_sparse_type and replace with issparse. Rik <rik@octave.org> parents: 23582 diff changeset	159 if (nargout > 2 && ! args(0).issparse ())
21683 54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	160 error ("chol: using three output arguments, matrix A must be sparse");
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	161
20898 8da80da1ac37 maint: Use ovl() more places in the code. Rik <rik@octave.org> parents: 20863 diff changeset	162 bool LLt = false;
8da80da1ac37 maint: Use ovl() more places in the code. Rik <rik@octave.org> parents: 20863 diff changeset	163 bool vecout = false;
8da80da1ac37 maint: Use ovl() more places in the code. Rik <rik@octave.org> parents: 20863 diff changeset	164
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	165 int n = 1;
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	166 while (n < nargin)
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	167 {
22280 26109cce022e New string utility functions to replace caseless_str for liboctave (bug #48726) Carnë Draug <carandraug@octave.org> parents: 22270 diff changeset	168 std::string tmp = args(n++).xstring_value ("chol: optional arguments must be strings");
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	169
29961 7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more John W. Eaton <jwe@octave.org> parents: 29958 diff changeset	170 if (string::strcmpi (tmp, "vector"))
20579 10ec79b47808 use new string_value method to handle value extraction errors John W. Eaton <jwe@octave.org> parents: 20559 diff changeset	171 vecout = true;
29961 7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more John W. Eaton <jwe@octave.org> parents: 29958 diff changeset	172 else if (string::strcmpi (tmp, "lower"))
20579 10ec79b47808 use new string_value method to handle value extraction errors John W. Eaton <jwe@octave.org> parents: 20559 diff changeset	173 LLt = true;
29961 7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more John W. Eaton <jwe@octave.org> parents: 29958 diff changeset	174 else if (string::strcmpi (tmp, "upper"))
20579 10ec79b47808 use new string_value method to handle value extraction errors John W. Eaton <jwe@octave.org> parents: 20559 diff changeset	175 LLt = false;
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	176 else
23803 90689bdbe048 Use C++11 raw string literals to avoid escaping double quotes. Rik <rik@octave.org> parents: 23586 diff changeset	177 error (R"(chol: optional argument must be one of "vector", "lower", or "upper")");
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	178 }
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	179
20898 8da80da1ac37 maint: Use ovl() more places in the code. Rik <rik@octave.org> parents: 20863 diff changeset	180 octave_value_list retval;
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	181 octave_value arg = args(0);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	182
23577 80c42f4cca13 maint: Deprecate is_empty and replace with isempty. Rik <rik@octave.org> parents: 23573 diff changeset	183 if (arg.isempty ())
21127 df7891224709 maint: Use "return ovl (...)" in DEFUN macros. Rik <rik@octave.org> parents: 21110 diff changeset	184 return ovl (Matrix ());
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	185
23583 b7747a2c88b2 maint: Deprecate is_sparse_type and replace with issparse. Rik <rik@octave.org> parents: 23582 diff changeset	186 if (arg.issparse ())
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	187 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	188 octave_idx_type info;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	189 bool natural = (nargout != 3);
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	190 bool force = nargout > 1;
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	191
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	192 if (arg.isreal ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	193 {
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	194 SparseMatrix m = arg.sparse_matrix_value ();
15264 94cdf82d4a0c don't overload meaning of info in Sparse Cholesky factorization functions John W. Eaton <jwe@octave.org> parents: 15195 diff changeset	195
29961 7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more John W. Eaton <jwe@octave.org> parents: 29958 diff changeset	196 math::sparse_chol<SparseMatrix> fact (m, info, natural, force);
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	197
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	198 if (nargout == 3)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	199 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	200 if (vecout)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	201 retval(2) = fact.perm ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	202 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	203 retval(2) = fact.Q ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	204 }
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	205
20898 8da80da1ac37 maint: Use ovl() more places in the code. Rik <rik@octave.org> parents: 20863 diff changeset	206 if (nargout >= 2 \|\| info == 0)
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	207 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	208 retval(1) = info;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	209 if (LLt)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	210 retval(0) = fact.L ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	211 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	212 retval(0) = fact.R ();
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	213 }
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	214 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	215 error ("chol: input matrix must be positive definite");
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	216 }
23581 c3075ae020e1 maint: Deprecate is_complex_type and replace with iscomplex. Rik <rik@octave.org> parents: 23577 diff changeset	217 else if (arg.iscomplex ())
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	218 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	219 SparseComplexMatrix m = arg.sparse_complex_matrix_value ();
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	220
29961 7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more John W. Eaton <jwe@octave.org> parents: 29958 diff changeset	221 math::sparse_chol<SparseComplexMatrix> fact (m, info, natural, force);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	222
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	223 if (nargout == 3)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	224 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	225 if (vecout)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	226 retval(2) = fact.perm ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	227 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	228 retval(2) = fact.Q ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	229 }
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	230
20898 8da80da1ac37 maint: Use ovl() more places in the code. Rik <rik@octave.org> parents: 20863 diff changeset	231 if (nargout >= 2 \|\| info == 0)
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	232 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	233 retval(1) = info;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	234 if (LLt)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	235 retval(0) = fact.L ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	236 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	237 retval(0) = fact.R ();
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	238 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	239 else
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	240 error ("chol: input matrix must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	241 }
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	242 else
21100 e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme. Rik <rik@octave.org> parents: 20941 diff changeset	243 err_wrong_type_arg ("chol", arg);
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	244 }
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	245 else if (arg.is_single_type ())
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	246 {
22229 22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	247 if (vecout)
23803 90689bdbe048 Use C++11 raw string literals to avoid escaping double quotes. Rik <rik@octave.org> parents: 23586 diff changeset	248 error (R"(chol: A must be sparse for the "vector" option)");
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	249 if (arg.isreal ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	250 {
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	251 FloatMatrix m = arg.float_matrix_value ();
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	252
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	253 octave_idx_type info;
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	254
29961 7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more John W. Eaton <jwe@octave.org> parents: 29958 diff changeset	255 math::chol<FloatMatrix> fact (m, info, LLt != true);
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	256
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	257 if (nargout == 2 \|\| info == 0)
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	258 retval = ovl (get_chol (fact), info);
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	259 else
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	260 error ("chol: input matrix must be positive definite");
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	261 }
23581 c3075ae020e1 maint: Deprecate is_complex_type and replace with iscomplex. Rik <rik@octave.org> parents: 23577 diff changeset	262 else if (arg.iscomplex ())
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	263 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	264 FloatComplexMatrix m = arg.float_complex_matrix_value ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	265
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	266 octave_idx_type info;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	267
29961 7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more John W. Eaton <jwe@octave.org> parents: 29958 diff changeset	268 math::chol<FloatComplexMatrix> fact (m, info, LLt != true);
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	269
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	270 if (nargout == 2 \|\| info == 0)
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	271 retval = ovl (get_chol (fact), info);
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	272 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	273 error ("chol: input matrix must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	274 }
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	275 else
21100 e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme. Rik <rik@octave.org> parents: 20941 diff changeset	276 err_wrong_type_arg ("chol", arg);
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	277 }
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	278 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	279 {
22229 22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	280 if (vecout)
23803 90689bdbe048 Use C++11 raw string literals to avoid escaping double quotes. Rik <rik@octave.org> parents: 23586 diff changeset	281 error (R"(chol: A must be sparse for the "vector" option)");
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	282 if (arg.isreal ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	283 {
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	284 Matrix m = arg.matrix_value ();
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	285
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	286 octave_idx_type info;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	287
29961 7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more John W. Eaton <jwe@octave.org> parents: 29958 diff changeset	288 math::chol<Matrix> fact (m, info, LLt != true);
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	289
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	290 if (nargout == 2 \|\| info == 0)
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	291 retval = ovl (get_chol (fact), info);
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	292 else
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	293 error ("chol: input matrix must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	294 }
23581 c3075ae020e1 maint: Deprecate is_complex_type and replace with iscomplex. Rik <rik@octave.org> parents: 23577 diff changeset	295 else if (arg.iscomplex ())
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	296 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	297 ComplexMatrix m = arg.complex_matrix_value ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	298
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	299 octave_idx_type info;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	300
29961 7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more John W. Eaton <jwe@octave.org> parents: 29958 diff changeset	301 math::chol<ComplexMatrix> fact (m, info, LLt != true);
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	302
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	303 if (nargout == 2 \|\| info == 0)
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	304 retval = ovl (get_chol (fact), info);
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	305 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	306 error ("chol: input matrix must be positive definite");
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	307 }
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	308 else
21100 e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme. Rik <rik@octave.org> parents: 20941 diff changeset	309 err_wrong_type_arg ("chol", arg);
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	310 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	311
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	312 return retval;
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	313 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	314
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	315 /*
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	316 %!assert (chol ([2, 1; 1, 1]), [sqrt(2), 1/sqrt(2); 0, 1/sqrt(2)], sqrt (eps))
30346 91c6288781ba maint: Shorten some long lines in libinterp to <= 80 characters (bug #57599) Rik <rik@octave.org> parents: 30329 diff changeset	317 %!assert (chol (single ([2, 1; 1, 1])),
91c6288781ba maint: Shorten some long lines in libinterp to <= 80 characters (bug #57599) Rik <rik@octave.org> parents: 30329 diff changeset	318 %! single ([sqrt(2), 1/sqrt(2); 0, 1/sqrt(2)]), sqrt (eps ("single")))
22217 3ac380d46d54 chol: make option passed as string case insensitive. Carnë Draug <carandraug@octave.org> parents: 22022 diff changeset	319
3ac380d46d54 chol: make option passed as string case insensitive. Carnë Draug <carandraug@octave.org> parents: 22022 diff changeset	320 %!assert (chol ([2, 1; 1, 1], "upper"), [sqrt(2), 1/sqrt(2); 0, 1/sqrt(2)],
3ac380d46d54 chol: make option passed as string case insensitive. Carnë Draug <carandraug@octave.org> parents: 22022 diff changeset	321 %! sqrt (eps))
3ac380d46d54 chol: make option passed as string case insensitive. Carnë Draug <carandraug@octave.org> parents: 22022 diff changeset	322 %!assert (chol ([2, 1; 1, 1], "lower"), [sqrt(2), 0; 1/sqrt(2), 1/sqrt(2)],
3ac380d46d54 chol: make option passed as string case insensitive. Carnë Draug <carandraug@octave.org> parents: 22022 diff changeset	323 %! sqrt (eps))
3ac380d46d54 chol: make option passed as string case insensitive. Carnë Draug <carandraug@octave.org> parents: 22022 diff changeset	324
3ac380d46d54 chol: make option passed as string case insensitive. Carnë Draug <carandraug@octave.org> parents: 22022 diff changeset	325 %!assert (chol ([2, 1; 1, 1], "lower"), chol ([2, 1; 1, 1], "LoweR"))
3ac380d46d54 chol: make option passed as string case insensitive. Carnë Draug <carandraug@octave.org> parents: 22022 diff changeset	326 %!assert (chol ([2, 1; 1, 1], "upper"), chol ([2, 1; 1, 1], "Upper"))
22229 22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	327
22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	328 ## Check the "vector" option which only affects the 3rd argument and
22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	329 ## is only valid for sparse input.
22270 2c7acd39e9b7 Conditionally disable tests that rely on optional features Mike Miller <mtmiller@octave.org> parents: 22241 diff changeset	330 %!testif HAVE_CHOLMOD
22229 22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	331 %! a = sparse ([2 1; 1 1]);
22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	332 %! r = sparse ([sqrt(2), 1/sqrt(2); 0, 1/sqrt(2)]);
22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	333 %! [rd, pd, qd] = chol (a);
22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	334 %! [rv, pv, qv] = chol (a, "vector");
22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	335 %! assert (r, rd, eps)
22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	336 %! assert (r, rv, eps)
22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	337 %! assert (pd, 0)
22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	338 %! assert (pd, pv)
22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	339 %! assert (qd, sparse (eye (2)))
22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	340 %! assert (qv, [1 2])
22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	341 %!
22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	342 %! [rv, pv, qv] = chol (a, "Vector"); # check case sensitivity
22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	343 %! assert (r, rv, eps)
22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	344 %! assert (pd, pv)
22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	345 %! assert (qv, [1 2])
22217 3ac380d46d54 chol: make option passed as string case insensitive. Carnë Draug <carandraug@octave.org> parents: 22022 diff changeset	346
23573 1b4f4ec53b4a use new script to tag fixed bugs in tests John W. Eaton <jwe@octave.org> parents: 23572 diff changeset	347 %!testif HAVE_CHOLMOD <*42587>
18845 161b11e7da2d Return error code from sparse chol factorization (bug #42587). Rik <rik@octave.org> parents: 17861 diff changeset	348 %! A = sparse ([1 0 8;0 1 8;8 8 1]);
161b11e7da2d Return error code from sparse chol factorization (bug #42587). Rik <rik@octave.org> parents: 17861 diff changeset	349 %! [Q, p] = chol (A);
161b11e7da2d Return error code from sparse chol factorization (bug #42587). Rik <rik@octave.org> parents: 17861 diff changeset	350 %! assert (p != 0);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	351
14854 5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory Rik <octave@nomad.inbox5.com> parents: 14846 diff changeset	352 %!error chol ()
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	353 %!error <matrix must be positive definite> chol ([1, 2; 3, 4])
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	354 %!error <requires square matrix> chol ([1, 2; 3, 4; 5, 6])
20711 7b608fadc663 Make error messages more specific about the variable and problem encountered. Rik <rik@octave.org> parents: 20700 diff changeset	355 %!error <optional arguments must be strings> chol (1, 2)
7b608fadc663 Make error messages more specific about the variable and problem encountered. Rik <rik@octave.org> parents: 20700 diff changeset	356 %!error <optional argument must be one of "vector", "lower"> chol (1, "foobar")
21683 54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	357 %!error <matrix A must be sparse> [L,p,Q] = chol ([1, 2; 3, 4])
22229 22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	358 %!error <A must be sparse> [L, p] = chol ([1, 2; 3, 4], "vector")
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	359 */
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	360
28024 c28b8ba841fb move sparse functions from dldfcn to corefcn directory (bug #57459) John W. Eaton <jwe@octave.org> parents: 27923 diff changeset	361 DEFUN (cholinv, args, ,
c28b8ba841fb move sparse functions from dldfcn to corefcn directory (bug #57459) John W. Eaton <jwe@octave.org> parents: 27923 diff changeset	362 doc: /* -- texinfo --
30888 32d2b6604a9f doc: Ensure documentation lists output argument when it exists for functions in libinterp/ Rik <rik@octave.org> parents: 30565 diff changeset	363 @deftypefn {} {@var{Ainv} =} cholinv (@var{A})
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	364 Compute the inverse of the symmetric positive definite matrix @var{A} using
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	365 the Cholesky@tie{}factorization.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	366 @seealso{chol, chol2inv, inv}
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	367 @end deftypefn */)
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	368 {
20818 cef0448a6ed2 eliminate unnecessary uses of nargin John W. Eaton <jwe@octave.org> parents: 20816 diff changeset	369 if (args.length () != 1)
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	370 print_usage ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	371
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	372 octave_value retval;
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	373 octave_value arg = args(0);
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	374
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	375 octave_idx_type nr = arg.rows ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	376 octave_idx_type nc = arg.columns ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	377
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	378 if (nr == 0 \|\| nc == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	379 retval = Matrix ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	380 else
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	381 {
23583 b7747a2c88b2 maint: Deprecate is_sparse_type and replace with issparse. Rik <rik@octave.org> parents: 23582 diff changeset	382 if (arg.issparse ())
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	383 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	384 octave_idx_type info;
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	385
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	386 if (arg.isreal ())
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	387 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	388 SparseMatrix m = arg.sparse_matrix_value ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	389
29961 7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more John W. Eaton <jwe@octave.org> parents: 29958 diff changeset	390 math::sparse_chol<SparseMatrix> chol (m, info);
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	391
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	392 if (info == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	393 retval = chol.inverse ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	394 else
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	395 error ("cholinv: A must be positive definite");
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	396 }
23581 c3075ae020e1 maint: Deprecate is_complex_type and replace with iscomplex. Rik <rik@octave.org> parents: 23577 diff changeset	397 else if (arg.iscomplex ())
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	398 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	399 SparseComplexMatrix m = arg.sparse_complex_matrix_value ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	400
29961 7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more John W. Eaton <jwe@octave.org> parents: 29958 diff changeset	401 math::sparse_chol<SparseComplexMatrix> chol (m, info);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	402
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	403 if (info == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	404 retval = chol.inverse ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	405 else
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	406 error ("cholinv: A must be positive definite");
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	407 }
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	408 else
21100 e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme. Rik <rik@octave.org> parents: 20941 diff changeset	409 err_wrong_type_arg ("cholinv", arg);
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	410 }
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	411 else if (arg.is_single_type ())
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	412 {
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	413 if (arg.isreal ())
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	414 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	415 FloatMatrix m = arg.float_matrix_value ();
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	416
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	417 octave_idx_type info;
29961 7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more John W. Eaton <jwe@octave.org> parents: 29958 diff changeset	418 math::chol<FloatMatrix> chol (m, info);
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	419 if (info == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	420 retval = chol.inverse ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	421 else
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	422 error ("cholinv: A must be positive definite");
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	423 }
23581 c3075ae020e1 maint: Deprecate is_complex_type and replace with iscomplex. Rik <rik@octave.org> parents: 23577 diff changeset	424 else if (arg.iscomplex ())
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	425 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	426 FloatComplexMatrix m = arg.float_complex_matrix_value ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	427
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	428 octave_idx_type info;
29961 7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more John W. Eaton <jwe@octave.org> parents: 29958 diff changeset	429 math::chol<FloatComplexMatrix> chol (m, info);
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	430 if (info == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	431 retval = chol.inverse ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	432 else
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	433 error ("cholinv: A must be positive definite");
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	434 }
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	435 else
21100 e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme. Rik <rik@octave.org> parents: 20941 diff changeset	436 err_wrong_type_arg ("chol", arg);
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	437 }
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	438 else
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	439 {
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	440 if (arg.isreal ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	441 {
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	442 Matrix m = arg.matrix_value ();
15264 94cdf82d4a0c don't overload meaning of info in Sparse Cholesky factorization functions John W. Eaton <jwe@octave.org> parents: 15195 diff changeset	443
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	444 octave_idx_type info;
29961 7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more John W. Eaton <jwe@octave.org> parents: 29958 diff changeset	445 math::chol<Matrix> chol (m, info);
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	446 if (info == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	447 retval = chol.inverse ();
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	448 else
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	449 error ("cholinv: A must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	450 }
23581 c3075ae020e1 maint: Deprecate is_complex_type and replace with iscomplex. Rik <rik@octave.org> parents: 23577 diff changeset	451 else if (arg.iscomplex ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	452 {
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	453 ComplexMatrix m = arg.complex_matrix_value ();
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	454
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	455 octave_idx_type info;
29961 7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more John W. Eaton <jwe@octave.org> parents: 29958 diff changeset	456 math::chol<ComplexMatrix> chol (m, info);
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	457 if (info == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	458 retval = chol.inverse ();
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	459 else
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	460 error ("cholinv: A must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	461 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	462 else
21100 e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme. Rik <rik@octave.org> parents: 20941 diff changeset	463 err_wrong_type_arg ("chol", arg);
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	464 }
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	465 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	466
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	467 return retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	468 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	469
8402 2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	470 /*
8871 fb1c929dbbb7 tests vs. 64-bit indexing John W. Eaton <jwe@octave.org> parents: 8562 diff changeset	471 %!shared A, Ainv
8402 2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	472 %! A = [2,0.2;0.2,1];
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	473 %! Ainv = inv (A);
8871 fb1c929dbbb7 tests vs. 64-bit indexing John W. Eaton <jwe@octave.org> parents: 8562 diff changeset	474 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	475 %! Ainv1 = cholinv (A);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	476 %! assert (norm (Ainv-Ainv1), 0, 1e-10);
8871 fb1c929dbbb7 tests vs. 64-bit indexing John W. Eaton <jwe@octave.org> parents: 8562 diff changeset	477 %!testif HAVE_CHOLMOD
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	478 %! Ainv2 = inv (sparse (A));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	479 %! assert (norm (Ainv-Ainv2), 0, 1e-10);
8880 078ca05e4ef8 chol.cc: correct spelling of CHOLMOD in tests John W. Eaton <jwe@octave.org> parents: 8872 diff changeset	480 %!testif HAVE_CHOLMOD
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	481 %! Ainv3 = cholinv (sparse (A));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	482 %! assert (norm (Ainv-Ainv3), 0, 1e-10);
8402 2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	483 */
2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	484
28024 c28b8ba841fb move sparse functions from dldfcn to corefcn directory (bug #57459) John W. Eaton <jwe@octave.org> parents: 27923 diff changeset	485 DEFUN (chol2inv, args, ,
c28b8ba841fb move sparse functions from dldfcn to corefcn directory (bug #57459) John W. Eaton <jwe@octave.org> parents: 27923 diff changeset	486 doc: /* -- texinfo --
30888 32d2b6604a9f doc: Ensure documentation lists output argument when it exists for functions in libinterp/ Rik <rik@octave.org> parents: 30565 diff changeset	487 @deftypefn {} {@var{Ainv} =} chol2inv (@var{R})
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	488 Invert a symmetric, positive definite square matrix from its Cholesky
30888 32d2b6604a9f doc: Ensure documentation lists output argument when it exists for functions in libinterp/ Rik <rik@octave.org> parents: 30565 diff changeset	489 decomposition, @var{R}.
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	490
30888 32d2b6604a9f doc: Ensure documentation lists output argument when it exists for functions in libinterp/ Rik <rik@octave.org> parents: 30565 diff changeset	491 Note that @var{R} should be an upper-triangular matrix with positive diagonal
32d2b6604a9f doc: Ensure documentation lists output argument when it exists for functions in libinterp/ Rik <rik@octave.org> parents: 30565 diff changeset	492 elements. @code{chol2inv (@var{U})} provides @code{inv (@var{R}'*@var{R})} but
32d2b6604a9f doc: Ensure documentation lists output argument when it exists for functions in libinterp/ Rik <rik@octave.org> parents: 30565 diff changeset	493 is much faster than using @code{inv}.
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	494 @seealso{chol, cholinv, inv}
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	495 @end deftypefn */)
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	496 {
20818 cef0448a6ed2 eliminate unnecessary uses of nargin John W. Eaton <jwe@octave.org> parents: 20816 diff changeset	497 if (args.length () != 1)
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	498 print_usage ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	499
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	500 octave_value retval;
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	501
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	502 octave_value arg = args(0);
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	503
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	504 octave_idx_type nr = arg.rows ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	505 octave_idx_type nc = arg.columns ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	506
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	507 if (nr == 0 \|\| nc == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	508 retval = Matrix ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	509 else
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	510 {
23583 b7747a2c88b2 maint: Deprecate is_sparse_type and replace with issparse. Rik <rik@octave.org> parents: 23582 diff changeset	511 if (arg.issparse ())
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	512 {
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	513 if (arg.isreal ())
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	514 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	515 SparseMatrix r = arg.sparse_matrix_value ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	516
29961 7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more John W. Eaton <jwe@octave.org> parents: 29958 diff changeset	517 retval = math::chol2inv (r);
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	518 }
23581 c3075ae020e1 maint: Deprecate is_complex_type and replace with iscomplex. Rik <rik@octave.org> parents: 23577 diff changeset	519 else if (arg.iscomplex ())
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	520 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	521 SparseComplexMatrix r = arg.sparse_complex_matrix_value ();
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	522
29961 7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more John W. Eaton <jwe@octave.org> parents: 29958 diff changeset	523 retval = math::chol2inv (r);
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	524 }
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	525 else
21100 e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme. Rik <rik@octave.org> parents: 20941 diff changeset	526 err_wrong_type_arg ("chol2inv", arg);
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	527 }
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	528 else if (arg.is_single_type ())
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	529 {
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	530 if (arg.isreal ())
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	531 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	532 FloatMatrix r = arg.float_matrix_value ();
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	533
29961 7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more John W. Eaton <jwe@octave.org> parents: 29958 diff changeset	534 retval = math::chol2inv (r);
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	535 }
23581 c3075ae020e1 maint: Deprecate is_complex_type and replace with iscomplex. Rik <rik@octave.org> parents: 23577 diff changeset	536 else if (arg.iscomplex ())
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	537 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	538 FloatComplexMatrix r = arg.float_complex_matrix_value ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	539
29961 7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more John W. Eaton <jwe@octave.org> parents: 29958 diff changeset	540 retval = math::chol2inv (r);
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	541 }
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	542 else
21100 e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme. Rik <rik@octave.org> parents: 20941 diff changeset	543 err_wrong_type_arg ("chol2inv", arg);
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	544
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	545 }
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	546 else
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	547 {
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	548 if (arg.isreal ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	549 {
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	550 Matrix r = arg.matrix_value ();
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	551
29961 7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more John W. Eaton <jwe@octave.org> parents: 29958 diff changeset	552 retval = math::chol2inv (r);
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	553 }
23581 c3075ae020e1 maint: Deprecate is_complex_type and replace with iscomplex. Rik <rik@octave.org> parents: 23577 diff changeset	554 else if (arg.iscomplex ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	555 {
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	556 ComplexMatrix r = arg.complex_matrix_value ();
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	557
29961 7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more John W. Eaton <jwe@octave.org> parents: 29958 diff changeset	558 retval = math::chol2inv (r);
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	559 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	560 else
21100 e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme. Rik <rik@octave.org> parents: 20941 diff changeset	561 err_wrong_type_arg ("chol2inv", arg);
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	562 }
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	563 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	564
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	565 return retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	566 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	567
22241 71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	568 /*
71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	569
71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	570 ## Test for bug #36437
71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	571 %!function sparse_chol2inv (T, tol)
71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	572 %! iT = inv (T);
71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	573 %! ciT = chol2inv (chol (T));
71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	574 %! assert (ciT, iT, tol);
71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	575 %! assert (chol2inv (chol ( full (T))), ciT, tol*2);
71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	576 %!endfunction
71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	577
22270 2c7acd39e9b7 Conditionally disable tests that rely on optional features Mike Miller <mtmiller@octave.org> parents: 22241 diff changeset	578 %!testif HAVE_CHOLMOD
22241 71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	579 %! A = gallery ("poisson", 3);
71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	580 %! sparse_chol2inv (A, eps);
71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	581
22270 2c7acd39e9b7 Conditionally disable tests that rely on optional features Mike Miller <mtmiller@octave.org> parents: 22241 diff changeset	582 %!testif HAVE_CHOLMOD
22241 71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	583 %! n = 10;
71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	584 %! B = spdiags (ones (n, 1) * [1 2 1], [-1 0 1], n, n);
71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	585 %! sparse_chol2inv (B, eps*100);
71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	586
22270 2c7acd39e9b7 Conditionally disable tests that rely on optional features Mike Miller <mtmiller@octave.org> parents: 22241 diff changeset	587 %!testif HAVE_CHOLMOD
28915 c40a367a84c0 maint: Use Octave convention of space after function name in libinterp/. Rik <rik@octave.org> parents: 28888 diff changeset	588 %! C = gallery ("tridiag", 5);
22241 71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	589 %! sparse_chol2inv (C, eps*10);
71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	590
22270 2c7acd39e9b7 Conditionally disable tests that rely on optional features Mike Miller <mtmiller@octave.org> parents: 22241 diff changeset	591 %!testif HAVE_CHOLMOD
28915 c40a367a84c0 maint: Use Octave convention of space after function name in libinterp/. Rik <rik@octave.org> parents: 28888 diff changeset	592 %! D = gallery ("wathen", 1, 1);
22241 71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	593 %! sparse_chol2inv (D, eps*10^4);
71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	594
71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	595 */
71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	596
28024 c28b8ba841fb move sparse functions from dldfcn to corefcn directory (bug #57459) John W. Eaton <jwe@octave.org> parents: 27923 diff changeset	597 DEFUN (cholupdate, args, nargout,
c28b8ba841fb move sparse functions from dldfcn to corefcn directory (bug #57459) John W. Eaton <jwe@octave.org> parents: 27923 diff changeset	598 doc: /* -- texinfo --
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	599 @deftypefn {} {[@var{R1}, @var{info}] =} cholupdate (@var{R}, @var{u}, @var{op})
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	600 Update or downdate a Cholesky@tie{}factorization.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	601
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	602 Given an upper triangular matrix @var{R} and a column vector @var{u},
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	603 attempt to determine another upper triangular matrix @var{R1} such that
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	604
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	605 @itemize @bullet
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	606 @item
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	607 @var{R1}'@var{R1} = @var{R}'@var{R} + @var{u}*@var{u}'
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	608 if @var{op} is @qcode{"+"}
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	609
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	610 @item
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	611 @var{R1}'@var{R1} = @var{R}'@var{R} - @var{u}*@var{u}'
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	612 if @var{op} is @qcode{"-"}
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	613 @end itemize
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	614
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	615 If @var{op} is @qcode{"-"}, @var{info} is set to
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	616
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	617 @itemize
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	618 @item 0 if the downdate was successful,
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	619
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	620 @item 1 if @var{R}'@var{R} - @var{u}@var{u}' is not positive definite,
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	621
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	622 @item 2 if @var{R} is singular.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	623 @end itemize
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	624
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	625 If @var{info} is not present, an error message is printed in cases 1 and 2.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	626 @seealso{chol, cholinsert, choldelete, cholshift}
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	627 @end deftypefn */)
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	628 {
20816 b16bcd7a2a33 Use int rather than octave_idx_type for nargin data type. Rik <rik@octave.org> parents: 20812 diff changeset	629 int nargin = args.length ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	630
20898 8da80da1ac37 maint: Use ovl() more places in the code. Rik <rik@octave.org> parents: 20863 diff changeset	631 if (nargin < 2 \|\| nargin > 3)
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	632 print_usage ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	633
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	634 octave_value argr = args(0);
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	635 octave_value argu = args(1);
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	636
23586 f6c5db0a02e7 maint: Deprecate is_numeric_type and replace with isnumeric. Rik <rik@octave.org> parents: 23583 diff changeset	637 if (! argr.isnumeric () \|\| ! argu.isnumeric ()
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	638 \|\| (nargin > 2 && ! args(2).is_string ()))
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	639 print_usage ();
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	640
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	641 octave_value_list retval (nargout == 2 ? 2 : 1);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	642
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	643 octave_idx_type n = argr.rows ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	644
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	645 std::string op = (nargin < 3) ? "+" : args(2).string_value ();
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	646
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	647 bool down = (op == "-");
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	648
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	649 if (! down && op != "+")
23803 90689bdbe048 Use C++11 raw string literals to avoid escaping double quotes. Rik <rik@octave.org> parents: 23586 diff changeset	650 error (R"(cholupdate: OP must be "+" or "-")");
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	651
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	652 if (argr.columns () != n \|\| argu.rows () != n \|\| argu.columns () != 1)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	653 error ("cholupdate: dimension mismatch between R and U");
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	654
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	655 int err = 0;
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	656 if (argr.is_single_type () \|\| argu.is_single_type ())
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	657 {
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	658 if (argr.isreal () && argu.isreal ())
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	659 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	660 // real case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	661 FloatMatrix R = argr.float_matrix_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	662 FloatColumnVector u = argu.float_column_vector_value ();
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	663
29961 7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more John W. Eaton <jwe@octave.org> parents: 29958 diff changeset	664 math::chol<FloatMatrix> fact;
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	665 fact.set (R);
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	666
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	667 if (down)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	668 err = fact.downdate (u);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	669 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	670 fact.update (u);
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	671
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	672 retval = ovl (get_chol_r (fact));
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	673 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	674 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	675 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	676 // complex case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	677 FloatComplexMatrix R = argr.float_complex_matrix_value ();
27277 db687716fed6 style fixes: generally aim to break long lines before operators, not after John W. Eaton <jwe@octave.org> parents: 26376 diff changeset	678 FloatComplexColumnVector u
db687716fed6 style fixes: generally aim to break long lines before operators, not after John W. Eaton <jwe@octave.org> parents: 26376 diff changeset	679 = argu.float_complex_column_vector_value ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	680
29961 7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more John W. Eaton <jwe@octave.org> parents: 29958 diff changeset	681 math::chol<FloatComplexMatrix> fact;
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	682 fact.set (R);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	683
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	684 if (down)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	685 err = fact.downdate (u);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	686 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	687 fact.update (u);
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	688
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	689 retval = ovl (get_chol_r (fact));
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	690 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	691 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	692 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	693 {
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	694 if (argr.isreal () && argu.isreal ())
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	695 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	696 // real case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	697 Matrix R = argr.matrix_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	698 ColumnVector u = argu.column_vector_value ();
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	699
29961 7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more John W. Eaton <jwe@octave.org> parents: 29958 diff changeset	700 math::chol<Matrix> fact;
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	701 fact.set (R);
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	702
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	703 if (down)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	704 err = fact.downdate (u);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	705 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	706 fact.update (u);
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	707
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	708 retval = ovl (get_chol_r (fact));
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	709 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	710 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	711 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	712 // complex case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	713 ComplexMatrix R = argr.complex_matrix_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	714 ComplexColumnVector u = argu.complex_column_vector_value ();
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	715
29961 7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more John W. Eaton <jwe@octave.org> parents: 29958 diff changeset	716 math::chol<ComplexMatrix> fact;
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	717 fact.set (R);
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	718
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	719 if (down)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	720 err = fact.downdate (u);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	721 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	722 fact.update (u);
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	723
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	724 retval = ovl (get_chol_r (fact));
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	725 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	726 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	727
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	728 if (nargout > 1)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	729 retval(1) = err;
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	730 else if (err == 1)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	731 error ("cholupdate: downdate violates positiveness");
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	732 else if (err == 2)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	733 error ("cholupdate: singular matrix");
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	734
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	735 return retval;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	736 }
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	737
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	738 /*
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	739 %!shared A, u, Ac, uc
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	740 %! A = [ 0.436997 -0.131721 0.124120 -0.061673 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	741 %! -0.131721 0.738529 0.019851 -0.140295 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	742 %! 0.124120 0.019851 0.354879 -0.059472 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	743 %! -0.061673 -0.140295 -0.059472 0.600939 ];
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	744 %!
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	745 %! u = [ 0.98950 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	746 %! 0.39844 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	747 %! 0.63484 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	748 %! 0.13351 ];
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	749 %! Ac = [ 0.5585528 + 0.0000000i -0.1662088 - 0.0315341i 0.0107873 + 0.0236411i -0.0276775 - 0.0186073i ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	750 %! -0.1662088 + 0.0315341i 0.6760061 + 0.0000000i 0.0011452 - 0.0475528i 0.0145967 + 0.0247641i ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	751 %! 0.0107873 - 0.0236411i 0.0011452 + 0.0475528i 0.6263149 - 0.0000000i -0.1585837 - 0.0719763i ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	752 %! -0.0276775 + 0.0186073i 0.0145967 - 0.0247641i -0.1585837 + 0.0719763i 0.6034234 - 0.0000000i ];
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	753 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	754 %! uc = [ 0.54267 + 0.91519i ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	755 %! 0.99647 + 0.43141i ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	756 %! 0.83760 + 0.68977i ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	757 %! 0.39160 + 0.90378i ];
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	758
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	759 %!test
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	760 %! R = chol (A);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	761 %! R1 = cholupdate (R, u);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	762 %! assert (norm (triu (R1)-R1, Inf), 0);
32400 3f48081aa034 chol.cc: Use three arguments for assert in self tests. Markus Mützel <markus.muetzel@gmx.de> parents: 31706 diff changeset	763 %! assert (norm (R1'R1 - R'R - uu', Inf), 0, 1e1eps);
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	764 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	765 %! R1 = cholupdate (R1, u, "-");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	766 %! assert (norm (triu (R1)-R1, Inf), 0);
32450 1f77c3f61aea chol.cc: Use three arguments for assert in self tests. Markus Mützel <markus.muetzel@gmx.de> parents: 32400 diff changeset	767 %! assert (norm (R1 - R, Inf), 0, 1e1*eps);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	768
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	769 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	770 %! R = chol (Ac);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	771 %! R1 = cholupdate (R, uc);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	772 %! assert (norm (triu (R1)-R1, Inf), 0);
32400 3f48081aa034 chol.cc: Use three arguments for assert in self tests. Markus Mützel <markus.muetzel@gmx.de> parents: 31706 diff changeset	773 %! assert (norm (R1'R1 - R'R - ucuc', Inf), 0, 1e1eps);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	774 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	775 %! R1 = cholupdate (R1, uc, "-");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	776 %! assert (norm (triu (R1)-R1, Inf), 0);
32631 07affc3de044 norm: Increase tolerance in test by 1eps. Markus Mützel <markus.muetzel@gmx.de>* parents: 32450 diff changeset	777 %! assert (norm (R1 - R, Inf), 0, 11*eps);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	778
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	779 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	780 %! R = chol (single (A));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	781 %! R1 = cholupdate (R, single (u));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	782 %! assert (norm (triu (R1)-R1, Inf), single (0));
32400 3f48081aa034 chol.cc: Use three arguments for assert in self tests. Markus Mützel <markus.muetzel@gmx.de> parents: 31706 diff changeset	783 %! assert (norm (R1'R1 - R'R - single (uu'), Inf), 0, 1e1 eps ("single"));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	784 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	785 %! R1 = cholupdate (R1, single (u), "-");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	786 %! assert (norm (triu (R1)-R1, Inf), single (0));
32400 3f48081aa034 chol.cc: Use three arguments for assert in self tests. Markus Mützel <markus.muetzel@gmx.de> parents: 31706 diff changeset	787 %! assert (norm (R1 - R, Inf), 0, 2e1* eps ("single"));
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	788
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	789 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	790 %! R = chol (single (Ac));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	791 %! R1 = cholupdate (R, single (uc));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	792 %! assert (norm (triu (R1)-R1, Inf), single (0));
32400 3f48081aa034 chol.cc: Use three arguments for assert in self tests. Markus Mützel <markus.muetzel@gmx.de> parents: 31706 diff changeset	793 %! assert (norm (R1'R1 - R'R - single (ucuc'), Inf), 0, 1e1 eps ("single"));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	794 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	795 %! R1 = cholupdate (R1, single (uc), "-");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	796 %! assert (norm (triu (R1)-R1, Inf), single (0));
32400 3f48081aa034 chol.cc: Use three arguments for assert in self tests. Markus Mützel <markus.muetzel@gmx.de> parents: 31706 diff changeset	797 %! assert (norm (R1 - R, Inf), 0, 2e1* eps ("single"));
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	798 */
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	799
28024 c28b8ba841fb move sparse functions from dldfcn to corefcn directory (bug #57459) John W. Eaton <jwe@octave.org> parents: 27923 diff changeset	800 DEFUN (cholinsert, args, nargout,
c28b8ba841fb move sparse functions from dldfcn to corefcn directory (bug #57459) John W. Eaton <jwe@octave.org> parents: 27923 diff changeset	801 doc: /* -- texinfo --
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	802 @deftypefn {} {@var{R1} =} cholinsert (@var{R}, @var{j}, @var{u})
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	803 @deftypefnx {} {[@var{R1}, @var{info}] =} cholinsert (@var{R}, @var{j}, @var{u})
26046 ff0aa19333c9 doc: grammarcheck C++ files in libinterp/ directory. Rik <rik@octave.org> parents: 25113 diff changeset	804 Update a Cholesky factorization given a row or column to insert in the
ff0aa19333c9 doc: grammarcheck C++ files in libinterp/ directory. Rik <rik@octave.org> parents: 25113 diff changeset	805 original factored matrix.
25113 476fc012d09a doc: Shorten very long first sentences of docstrings (bug #53388). John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	806
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	807 Given a Cholesky@tie{}factorization of a real symmetric or complex Hermitian
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	808 positive definite matrix @w{@var{A} = @var{R}'*@var{R}}, @var{R}@tie{}upper
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	809 triangular, return the Cholesky@tie{}factorization of
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	810 @var{A1}, where @w{A1(p,p) = A}, @w{A1(:,j) = A1(j,:)' = u} and
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	811 @w{p = [1:j-1,j+1:n+1]}. @w{u(j)} should be positive.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	812
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	813 On return, @var{info} is set to
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	814
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	815 @itemize
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	816 @item 0 if the insertion was successful,
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	817
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	818 @item 1 if @var{A1} is not positive definite,
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	819
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	820 @item 2 if @var{R} is singular.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	821 @end itemize
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	822
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	823 If @var{info} is not present, an error message is printed in cases 1 and 2.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	824 @seealso{chol, cholupdate, choldelete, cholshift}
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	825 @end deftypefn */)
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	826 {
20818 cef0448a6ed2 eliminate unnecessary uses of nargin John W. Eaton <jwe@octave.org> parents: 20816 diff changeset	827 if (args.length () != 3)
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	828 print_usage ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	829
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	830 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	831 octave_value argj = args(1);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	832 octave_value argu = args(2);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	833
23586 f6c5db0a02e7 maint: Deprecate is_numeric_type and replace with isnumeric. Rik <rik@octave.org> parents: 23583 diff changeset	834 if (! argr.isnumeric () \|\| ! argu.isnumeric ()
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	835 \|\| ! argj.is_real_scalar ())
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	836 print_usage ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	837
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	838 octave_idx_type n = argr.rows ();
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	839 octave_idx_type j = argj.scalar_value ();
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	840
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	841 if (argr.columns () != n \|\| argu.rows () != n+1 \|\| argu.columns () != 1)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	842 error ("cholinsert: dimension mismatch between R and U");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	843
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	844 if (j < 1 \|\| j > n+1)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	845 error ("cholinsert: index J out of range");
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	846
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	847 octave_value_list retval (nargout == 2 ? 2 : 1);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	848
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	849 int err = 0;
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	850 if (argr.is_single_type () \|\| argu.is_single_type ())
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	851 {
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	852 if (argr.isreal () && argu.isreal ())
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	853 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	854 // real case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	855 FloatMatrix R = argr.float_matrix_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	856 FloatColumnVector u = argu.float_column_vector_value ();
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	857
29961 7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more John W. Eaton <jwe@octave.org> parents: 29958 diff changeset	858 math::chol<FloatMatrix> fact;
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	859 fact.set (R);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	860 err = fact.insert_sym (u, j-1);
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	861
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	862 retval = ovl (get_chol_r (fact));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	863 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	864 else
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	865 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	866 // complex case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	867 FloatComplexMatrix R = argr.float_complex_matrix_value ();
27277 db687716fed6 style fixes: generally aim to break long lines before operators, not after John W. Eaton <jwe@octave.org> parents: 26376 diff changeset	868 FloatComplexColumnVector u
db687716fed6 style fixes: generally aim to break long lines before operators, not after John W. Eaton <jwe@octave.org> parents: 26376 diff changeset	869 = argu.float_complex_column_vector_value ();
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	870
29961 7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more John W. Eaton <jwe@octave.org> parents: 29958 diff changeset	871 math::chol<FloatComplexMatrix> fact;
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	872 fact.set (R);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	873 err = fact.insert_sym (u, j-1);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	874
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	875 retval = ovl (get_chol_r (fact));
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	876 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	877 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	878 else
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	879 {
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	880 if (argr.isreal () && argu.isreal ())
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	881 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	882 // real case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	883 Matrix R = argr.matrix_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	884 ColumnVector u = argu.column_vector_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	885
29961 7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more John W. Eaton <jwe@octave.org> parents: 29958 diff changeset	886 math::chol<Matrix> fact;
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	887 fact.set (R);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	888 err = fact.insert_sym (u, j-1);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	889
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	890 retval = ovl (get_chol_r (fact));
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	891 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	892 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	893 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	894 // complex case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	895 ComplexMatrix R = argr.complex_matrix_value ();
27277 db687716fed6 style fixes: generally aim to break long lines before operators, not after John W. Eaton <jwe@octave.org> parents: 26376 diff changeset	896 ComplexColumnVector u = argu.complex_column_vector_value ();
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	897
29961 7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more John W. Eaton <jwe@octave.org> parents: 29958 diff changeset	898 math::chol<ComplexMatrix> fact;
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	899 fact.set (R);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	900 err = fact.insert_sym (u, j-1);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	901
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	902 retval = ovl (get_chol_r (fact));
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	903 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	904 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	905
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	906 if (nargout > 1)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	907 retval(1) = err;
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	908 else if (err == 1)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	909 error ("cholinsert: insertion violates positiveness");
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	910 else if (err == 2)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	911 error ("cholinsert: singular matrix");
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	912 else if (err == 3)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	913 error ("cholinsert: diagonal element must be real");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	914
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	915 return retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	916 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	917
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	918 /*
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	919 %!test
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	920 %! u2 = [ 0.35080 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	921 %! 0.63930 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	922 %! 3.31057 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	923 %! -0.13825 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	924 %! 0.45266 ];
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	925 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	926 %! R = chol (A);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	927 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	928 %! j = 3; p = [1:j-1, j+1:5];
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	929 %! R1 = cholinsert (R, j, u2);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	930 %! A1 = R1'*R1;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	931 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	932 %! assert (norm (triu (R1)-R1, Inf), 0);
32400 3f48081aa034 chol.cc: Use three arguments for assert in self tests. Markus Mützel <markus.muetzel@gmx.de> parents: 31706 diff changeset	933 %! assert (norm (A1(p,p) - A, Inf), 0, 1e1*eps);
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	934
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	935 %!test
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	936 %! u2 = [ 0.35080 + 0.04298i;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	937 %! 0.63930 + 0.23778i;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	938 %! 3.31057 + 0.00000i;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	939 %! -0.13825 + 0.19879i;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	940 %! 0.45266 + 0.50020i];
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	941 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	942 %! R = chol (Ac);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	943 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	944 %! j = 3; p = [1:j-1, j+1:5];
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	945 %! R1 = cholinsert (R, j, u2);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	946 %! A1 = R1'*R1;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	947 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	948 %! assert (norm (triu (R1)-R1, Inf), 0);
32400 3f48081aa034 chol.cc: Use three arguments for assert in self tests. Markus Mützel <markus.muetzel@gmx.de> parents: 31706 diff changeset	949 %! assert (norm (A1(p,p) - Ac, Inf), 0, 1e1*eps);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	950
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	951 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	952 %! u2 = single ([ 0.35080 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	953 %! 0.63930 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	954 %! 3.31057 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	955 %! -0.13825 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	956 %! 0.45266 ]);
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	957 %!
14854 5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory Rik <octave@nomad.inbox5.com> parents: 14846 diff changeset	958 %! R = chol (single (A));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	959 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	960 %! j = 3; p = [1:j-1, j+1:5];
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	961 %! R1 = cholinsert (R, j, u2);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	962 %! A1 = R1'*R1;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	963 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	964 %! assert (norm (triu (R1)-R1, Inf), single (0));
32400 3f48081aa034 chol.cc: Use three arguments for assert in self tests. Markus Mützel <markus.muetzel@gmx.de> parents: 31706 diff changeset	965 %! assert (norm (A1(p,p) - A, Inf), 0, 1e1* eps ("single"));
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	966
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	967 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	968 %! u2 = single ([ 0.35080 + 0.04298i;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	969 %! 0.63930 + 0.23778i;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	970 %! 3.31057 + 0.00000i;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	971 %! -0.13825 + 0.19879i;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	972 %! 0.45266 + 0.50020i]);
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	973 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	974 %! R = chol (single (Ac));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	975 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	976 %! j = 3; p = [1:j-1, j+1:5];
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	977 %! R1 = cholinsert (R, j, u2);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	978 %! A1 = R1'*R1;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	979 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	980 %! assert (norm (triu (R1)-R1, Inf), single (0));
32400 3f48081aa034 chol.cc: Use three arguments for assert in self tests. Markus Mützel <markus.muetzel@gmx.de> parents: 31706 diff changeset	981 %! assert (norm (A1(p,p) - single (Ac), Inf), 0, 2e1* eps ("single"));
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	982
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	983 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	984 %! cu = chol (triu (A), "upper");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	985 %! cl = chol (tril (A), "lower");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	986 %! assert (cu, cl', eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	987
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	988 %!test
21568 3d60ed163b70 maint: Eliminate bad spacing around '='. Rik <rik@octave.org> parents: 21547 diff changeset	989 %! cca = chol (Ac);
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	990 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	991 %! ccal = chol (Ac, "lower");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	992 %! ccal2 = chol (tril (Ac), "lower");
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	993 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	994 %! ccau = chol (Ac, "upper");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	995 %! ccau2 = chol (triu (Ac), "upper");
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	996 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	997 %! assert (cca'*cca, Ac, eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	998 %! assert (ccau'*ccau, Ac, eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	999 %! assert (ccau2'*ccau2, Ac, eps);
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1000 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1001 %! assert (cca, ccal', eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1002 %! assert (cca, ccau, eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1003 %! assert (cca, ccal2', eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1004 %! assert (cca, ccau2, eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1005
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1006 %!test
21568 3d60ed163b70 maint: Eliminate bad spacing around '='. Rik <rik@octave.org> parents: 21547 diff changeset	1007 %! cca = chol (single (Ac));
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1008 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1009 %! ccal = chol (single (Ac), "lower");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1010 %! ccal2 = chol (tril (single (Ac)), "lower");
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1011 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1012 %! ccau = chol (single (Ac), "upper");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1013 %! ccau2 = chol (triu (single (Ac)), "upper");
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1014 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1015 %! assert (cca'*cca, single (Ac), eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1016 %! assert (ccau'*ccau, single (Ac), eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1017 %! assert (ccau2'*ccau2, single (Ac), eps ("single"));
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1018 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1019 %! assert (cca, ccal', eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1020 %! assert (cca, ccau, eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1021 %! assert (cca, ccal2', eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1022 %! assert (cca, ccau2, eps ("single"));
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1023
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1024 %!test
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1025 %! a = [12, 2, 3, 4;
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1026 %! 2, 14, 5, 3;
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1027 %! 3, 5, 16, 6;
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1028 %! 4, 3, 6, 16];
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1029 %!
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1030 %! b = [0, 1, 2, 3;
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1031 %! -1, 0, 1, 2;
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1032 %! -2, -1, 0, 1;
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1033 %! -3, -2, -1, 0];
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1034 %!
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1035 %! ca = a + i*b;
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	1036 %!
21568 3d60ed163b70 maint: Eliminate bad spacing around '='. Rik <rik@octave.org> parents: 21547 diff changeset	1037 %! cca = chol (ca);
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1038 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1039 %! ccal = chol (ca, "lower");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1040 %! ccal2 = chol (tril (ca), "lower");
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1041 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1042 %! ccau = chol (ca, "upper");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1043 %! ccau2 = chol (triu (ca), "upper");
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1044 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1045 %! assert (cca'cca, ca, 16eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1046 %! assert (ccau'ccau, ca, 16eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1047 %! assert (ccau2'ccau2, ca, 16eps);
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1048 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1049 %! assert (cca, ccal', 16*eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1050 %! assert (cca, ccau, 16*eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1051 %! assert (cca, ccal2', 16*eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1052 %! assert (cca, ccau2, 16*eps);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1053 */
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1054
28024 c28b8ba841fb move sparse functions from dldfcn to corefcn directory (bug #57459) John W. Eaton <jwe@octave.org> parents: 27923 diff changeset	1055 DEFUN (choldelete, args, ,
c28b8ba841fb move sparse functions from dldfcn to corefcn directory (bug #57459) John W. Eaton <jwe@octave.org> parents: 27923 diff changeset	1056 doc: /* -- texinfo --
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	1057 @deftypefn {} {@var{R1} =} choldelete (@var{R}, @var{j})
26046 ff0aa19333c9 doc: grammarcheck C++ files in libinterp/ directory. Rik <rik@octave.org> parents: 25113 diff changeset	1058 Update a Cholesky factorization given a row or column to delete from the
ff0aa19333c9 doc: grammarcheck C++ files in libinterp/ directory. Rik <rik@octave.org> parents: 25113 diff changeset	1059 original factored matrix.
25113 476fc012d09a doc: Shorten very long first sentences of docstrings (bug #53388). John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	1060
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	1061 Given a Cholesky@tie{}factorization of a real symmetric or complex Hermitian
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	1062 positive definite matrix @w{@var{A} = @var{R}'*@var{R}}, @var{R}@tie{}upper
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	1063 triangular, return the Cholesky@tie{}factorization of @w{A(p,p)}, where
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	1064 @w{p = [1:j-1,j+1:n+1]}.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	1065 @seealso{chol, cholupdate, cholinsert, cholshift}
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	1066 @end deftypefn */)
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1067 {
20818 cef0448a6ed2 eliminate unnecessary uses of nargin John W. Eaton <jwe@octave.org> parents: 20816 diff changeset	1068 if (args.length () != 2)
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	1069 print_usage ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1070
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1071 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1072 octave_value argj = args(1);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1073
23586 f6c5db0a02e7 maint: Deprecate is_numeric_type and replace with isnumeric. Rik <rik@octave.org> parents: 23583 diff changeset	1074 if (! argr.isnumeric () \|\| ! argj.is_real_scalar ())
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	1075 print_usage ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1076
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	1077 octave_idx_type n = argr.rows ();
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	1078 octave_idx_type j = argj.scalar_value ();
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1079
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1080 if (argr.columns () != n)
21110 3d0d84305600 Use err_square_matrix_required more widely. Rik <rik@octave.org> parents: 21100 diff changeset	1081 err_square_matrix_required ("choldelete", "R");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1082
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1083 if (j < 0 && j > n)
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1084 error ("choldelete: index J out of range");
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1085
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1086 octave_value_list retval;
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1087
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1088 if (argr.is_single_type ())
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1089 {
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	1090 if (argr.isreal ())
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1091 {
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1092 // real case
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1093 FloatMatrix R = argr.float_matrix_value ();
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	1094
29961 7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more John W. Eaton <jwe@octave.org> parents: 29958 diff changeset	1095 math::chol<FloatMatrix> fact;
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1096 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1097 fact.delete_sym (j-1);
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	1098
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1099 retval = ovl (get_chol_r (fact));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1100 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1101 else
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1102 {
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1103 // complex case
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1104 FloatComplexMatrix R = argr.float_complex_matrix_value ();
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1105
29961 7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more John W. Eaton <jwe@octave.org> parents: 29958 diff changeset	1106 math::chol<FloatComplexMatrix> fact;
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1107 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1108 fact.delete_sym (j-1);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1109
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1110 retval = ovl (get_chol_r (fact));
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1111 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1112 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1113 else
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1114 {
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	1115 if (argr.isreal ())
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1116 {
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1117 // real case
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1118 Matrix R = argr.matrix_value ();
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1119
29961 7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more John W. Eaton <jwe@octave.org> parents: 29958 diff changeset	1120 math::chol<Matrix> fact;
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1121 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1122 fact.delete_sym (j-1);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1123
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1124 retval = ovl (get_chol_r (fact));
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1125 }
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1126 else
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1127 {
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1128 // complex case
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1129 ComplexMatrix R = argr.complex_matrix_value ();
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1130
29961 7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more John W. Eaton <jwe@octave.org> parents: 29958 diff changeset	1131 math::chol<ComplexMatrix> fact;
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1132 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1133 fact.delete_sym (j-1);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1134
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1135 retval = ovl (get_chol_r (fact));
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1136 }
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1137 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1138
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1139 return retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1140 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1141
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1142 /*
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1143 %!test
14854 5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory Rik <octave@nomad.inbox5.com> parents: 14846 diff changeset	1144 %! R = chol (A);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1145 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1146 %! j = 3; p = [1:j-1,j+1:4];
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1147 %! R1 = choldelete (R, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1148 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1149 %! assert (norm (triu (R1)-R1, Inf), 0);
32400 3f48081aa034 chol.cc: Use three arguments for assert in self tests. Markus Mützel <markus.muetzel@gmx.de> parents: 31706 diff changeset	1150 %! assert (norm (R1'R1 - A(p,p), Inf), 0, 1e1eps);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1151
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1152 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1153 %! R = chol (Ac);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1154 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1155 %! j = 3; p = [1:j-1,j+1:4];
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1156 %! R1 = choldelete (R, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1157 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1158 %! assert (norm (triu (R1)-R1, Inf), 0);
32400 3f48081aa034 chol.cc: Use three arguments for assert in self tests. Markus Mützel <markus.muetzel@gmx.de> parents: 31706 diff changeset	1159 %! assert (norm (R1'R1 - Ac(p,p), Inf), 0, 1e1eps);
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1160
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1161 %!test
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1162 %! R = chol (single (A));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1163 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1164 %! j = 3; p = [1:j-1,j+1:4];
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1165 %! R1 = choldelete (R, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1166 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1167 %! assert (norm (triu (R1)-R1, Inf), single (0));
32400 3f48081aa034 chol.cc: Use three arguments for assert in self tests. Markus Mützel <markus.muetzel@gmx.de> parents: 31706 diff changeset	1168 %! assert (norm (R1'R1 - single (A(p,p)), Inf), 0, 1e1 eps ("single"));
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1169
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1170 %!test
14854 5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory Rik <octave@nomad.inbox5.com> parents: 14846 diff changeset	1171 %! R = chol (single (Ac));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1172 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1173 %! j = 3; p = [1:j-1,j+1:4];
14854 5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory Rik <octave@nomad.inbox5.com> parents: 14846 diff changeset	1174 %! R1 = choldelete (R,j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1175 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1176 %! assert (norm (triu (R1)-R1, Inf), single (0));
32400 3f48081aa034 chol.cc: Use three arguments for assert in self tests. Markus Mützel <markus.muetzel@gmx.de> parents: 31706 diff changeset	1177 %! assert (norm (R1'R1 - single (Ac(p,p)), Inf), 0, 1e1 eps ("single"));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1178 */
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1179
28024 c28b8ba841fb move sparse functions from dldfcn to corefcn directory (bug #57459) John W. Eaton <jwe@octave.org> parents: 27923 diff changeset	1180 DEFUN (cholshift, args, ,
c28b8ba841fb move sparse functions from dldfcn to corefcn directory (bug #57459) John W. Eaton <jwe@octave.org> parents: 27923 diff changeset	1181 doc: /* -- texinfo --
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	1182 @deftypefn {} {@var{R1} =} cholshift (@var{R}, @var{i}, @var{j})
26046 ff0aa19333c9 doc: grammarcheck C++ files in libinterp/ directory. Rik <rik@octave.org> parents: 25113 diff changeset	1183 Update a Cholesky factorization given a range of columns to shift in the
ff0aa19333c9 doc: grammarcheck C++ files in libinterp/ directory. Rik <rik@octave.org> parents: 25113 diff changeset	1184 original factored matrix.
25113 476fc012d09a doc: Shorten very long first sentences of docstrings (bug #53388). John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	1185
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	1186 Given a Cholesky@tie{}factorization of a real symmetric or complex Hermitian
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	1187 positive definite matrix @w{@var{A} = @var{R}'*@var{R}}, @var{R}@tie{}upper
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	1188 triangular, return the Cholesky@tie{}factorization of
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	1189 @w{@var{A}(p,p)}, where @w{p} is the permutation @*
32485 22c90d779a24 Update deprecated `shift` to `circshift` in BISTs for chol() and qr() Arun Giridhar <arungiridhar@gmail.com> parents: 32450 diff changeset	1190 @code{p = [1:i-1, circshift(i:j, 1), j+1:n]} if @w{@var{i} < @var{j}} @*
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	1191 or @*
32485 22c90d779a24 Update deprecated `shift` to `circshift` in BISTs for chol() and qr() Arun Giridhar <arungiridhar@gmail.com> parents: 32450 diff changeset	1192 @code{p = [1:j-1, circshift(j:i,-1), i+1:n]} if @w{@var{j} < @var{i}}. @*
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	1193
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	1194 @seealso{chol, cholupdate, cholinsert, choldelete}
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	1195 @end deftypefn */)
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1196 {
20818 cef0448a6ed2 eliminate unnecessary uses of nargin John W. Eaton <jwe@octave.org> parents: 20816 diff changeset	1197 if (args.length () != 3)
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	1198 print_usage ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1199
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1200 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1201 octave_value argi = args(1);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1202 octave_value argj = args(2);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1203
23586 f6c5db0a02e7 maint: Deprecate is_numeric_type and replace with isnumeric. Rik <rik@octave.org> parents: 23583 diff changeset	1204 if (! argr.isnumeric () \|\| ! argi.is_real_scalar ()
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	1205 \|\| ! argj.is_real_scalar ())
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	1206 print_usage ();
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	1207
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	1208 octave_idx_type n = argr.rows ();
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	1209 octave_idx_type i = argi.scalar_value ();
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	1210 octave_idx_type j = argj.scalar_value ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1211
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1212 if (argr.columns () != n)
21110 3d0d84305600 Use err_square_matrix_required more widely. Rik <rik@octave.org> parents: 21100 diff changeset	1213 err_square_matrix_required ("cholshift", "R");
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1214
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1215 if (j < 0 \|\| j > n+1 \|\| i < 0 \|\| i > n+1)
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1216 error ("cholshift: index I or J is out of range");
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1217
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1218 octave_value_list retval;
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1219
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1220 if (argr.is_single_type () && argi.is_single_type ()
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1221 && argj.is_single_type ())
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1222 {
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	1223 if (argr.isreal ())
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1224 {
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1225 // real case
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1226 FloatMatrix R = argr.float_matrix_value ();
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	1227
29961 7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more John W. Eaton <jwe@octave.org> parents: 29958 diff changeset	1228 math::chol<FloatMatrix> fact;
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1229 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1230 fact.shift_sym (i-1, j-1);
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	1231
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1232 retval = ovl (get_chol_r (fact));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1233 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1234 else
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1235 {
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1236 // complex case
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1237 FloatComplexMatrix R = argr.float_complex_matrix_value ();
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1238
29961 7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more John W. Eaton <jwe@octave.org> parents: 29958 diff changeset	1239 math::chol<FloatComplexMatrix> fact;
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1240 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1241 fact.shift_sym (i-1, j-1);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1242
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1243 retval = ovl (get_chol_r (fact));
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1244 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1245 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1246 else
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1247 {
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	1248 if (argr.isreal ())
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1249 {
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1250 // real case
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1251 Matrix R = argr.matrix_value ();
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1252
29961 7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more John W. Eaton <jwe@octave.org> parents: 29958 diff changeset	1253 math::chol<Matrix> fact;
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1254 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1255 fact.shift_sym (i-1, j-1);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1256
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1257 retval = ovl (get_chol_r (fact));
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1258 }
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1259 else
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1260 {
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1261 // complex case
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1262 ComplexMatrix R = argr.complex_matrix_value ();
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1263
29961 7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more John W. Eaton <jwe@octave.org> parents: 29958 diff changeset	1264 math::chol<ComplexMatrix> fact;
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1265 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1266 fact.shift_sym (i-1, j-1);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1267
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1268 retval = ovl (get_chol_r (fact));
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1269 }
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1270 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1271
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1272 return retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1273 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1274
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1275 /*
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1276 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1277 %! R = chol (A);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1278 %!
32485 22c90d779a24 Update deprecated `shift` to `circshift` in BISTs for chol() and qr() Arun Giridhar <arungiridhar@gmail.com> parents: 32450 diff changeset	1279 %! i = 1; j = 3; p = [1:i-1, circshift(i:j,-1), j+1:4];
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1280 %! R1 = cholshift (R, i, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1281 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1282 %! assert (norm (triu (R1)-R1, Inf), 0);
32400 3f48081aa034 chol.cc: Use three arguments for assert in self tests. Markus Mützel <markus.muetzel@gmx.de> parents: 31706 diff changeset	1283 %! assert (norm (R1'R1 - A(p,p), Inf), 0, 1e1eps);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1284 %!
32485 22c90d779a24 Update deprecated `shift` to `circshift` in BISTs for chol() and qr() Arun Giridhar <arungiridhar@gmail.com> parents: 32450 diff changeset	1285 %! j = 1; i = 3; p = [1:j-1, circshift(j:i,+1), i+1:4];
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1286 %! R1 = cholshift (R, i, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1287 %!
14854 5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory Rik <octave@nomad.inbox5.com> parents: 14846 diff changeset	1288 %! assert (norm (triu (R1) - R1, Inf), 0);
32400 3f48081aa034 chol.cc: Use three arguments for assert in self tests. Markus Mützel <markus.muetzel@gmx.de> parents: 31706 diff changeset	1289 %! assert (norm (R1'R1 - A(p,p), Inf), 0, 1e1eps);
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1290
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1291 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1292 %! R = chol (Ac);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1293 %!
32485 22c90d779a24 Update deprecated `shift` to `circshift` in BISTs for chol() and qr() Arun Giridhar <arungiridhar@gmail.com> parents: 32450 diff changeset	1294 %! i = 1; j = 3; p = [1:i-1, circshift(i:j,-1), j+1:4];
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1295 %! R1 = cholshift (R, i, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1296 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1297 %! assert (norm (triu (R1)-R1, Inf), 0);
32400 3f48081aa034 chol.cc: Use three arguments for assert in self tests. Markus Mützel <markus.muetzel@gmx.de> parents: 31706 diff changeset	1298 %! assert (norm (R1'R1 - Ac(p,p), Inf), 0, 1e1eps);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1299 %!
32485 22c90d779a24 Update deprecated `shift` to `circshift` in BISTs for chol() and qr() Arun Giridhar <arungiridhar@gmail.com> parents: 32450 diff changeset	1300 %! j = 1; i = 3; p = [1:j-1, circshift(j:i,+1), i+1:4];
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1301 %! R1 = cholshift (R, i, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1302 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1303 %! assert (norm (triu (R1)-R1, Inf), 0);
32400 3f48081aa034 chol.cc: Use three arguments for assert in self tests. Markus Mützel <markus.muetzel@gmx.de> parents: 31706 diff changeset	1304 %! assert (norm (R1'R1 - Ac(p,p), Inf), 0, 1e1eps);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1305
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1306 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1307 %! R = chol (single (A));
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	1308 %!
32485 22c90d779a24 Update deprecated `shift` to `circshift` in BISTs for chol() and qr() Arun Giridhar <arungiridhar@gmail.com> parents: 32450 diff changeset	1309 %! i = 1; j = 3; p = [1:i-1, circshift(i:j,-1), j+1:4];
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1310 %! R1 = cholshift (R, i, j);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1311 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1312 %! assert (norm (triu (R1)-R1, Inf), 0);
32400 3f48081aa034 chol.cc: Use three arguments for assert in self tests. Markus Mützel <markus.muetzel@gmx.de> parents: 31706 diff changeset	1313 %! assert (norm (R1'R1 - single (A(p,p)), Inf), 0, 1e1 eps ("single"));
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1314 %!
32485 22c90d779a24 Update deprecated `shift` to `circshift` in BISTs for chol() and qr() Arun Giridhar <arungiridhar@gmail.com> parents: 32450 diff changeset	1315 %! j = 1; i = 3; p = [1:j-1, circshift(j:i,+1), i+1:4];
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1316 %! R1 = cholshift (R, i, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1317 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1318 %! assert (norm (triu (R1)-R1, Inf), 0);
32400 3f48081aa034 chol.cc: Use three arguments for assert in self tests. Markus Mützel <markus.muetzel@gmx.de> parents: 31706 diff changeset	1319 %! assert (norm (R1'R1 - single (A(p,p)), Inf), 0, 1e1 eps ("single"));
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1320
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1321 %!test
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1322 %! R = chol (single (Ac));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1323 %!
32485 22c90d779a24 Update deprecated `shift` to `circshift` in BISTs for chol() and qr() Arun Giridhar <arungiridhar@gmail.com> parents: 32450 diff changeset	1324 %! i = 1; j = 3; p = [1:i-1, circshift(i:j,-1), j+1:4];
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1325 %! R1 = cholshift (R, i, j);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1326 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1327 %! assert (norm (triu (R1)-R1, Inf), 0);
32400 3f48081aa034 chol.cc: Use three arguments for assert in self tests. Markus Mützel <markus.muetzel@gmx.de> parents: 31706 diff changeset	1328 %! assert (norm (R1'R1 - single (Ac(p,p)), Inf), 0, 1e1 eps ("single"));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1329 %!
32485 22c90d779a24 Update deprecated `shift` to `circshift` in BISTs for chol() and qr() Arun Giridhar <arungiridhar@gmail.com> parents: 32450 diff changeset	1330 %! j = 1; i = 3; p = [1:j-1, circshift(j:i,+1), i+1:4];
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1331 %! R1 = cholshift (R, i, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1332 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1333 %! assert (norm (triu (R1)-R1, Inf), 0);
32400 3f48081aa034 chol.cc: Use three arguments for assert in self tests. Markus Mützel <markus.muetzel@gmx.de> parents: 31706 diff changeset	1334 %! assert (norm (R1'R1 - single (Ac(p,p)), Inf), 0, 1e1 eps ("single"));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1335 */
29958 32c3a5805893 move DEFUN and DEFMETHOD functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 29359 diff changeset	1336
31605 e88a07dec498 maint: Use macros to begin/end C++ namespaces. Rik <rik@octave.org> parents: 30888 diff changeset	1337 OCTAVE_END_NAMESPACE(octave)

Mercurial > octave

annotate libinterp/corefcn/chol.cc @ 33617:ec2635a02328 bytecode-interpreter tip