jwe/octave: liboctave/numeric/dbleCHOL.cc annotate

annotate liboctave/numeric/dbleCHOL.cc @ 21136:7cac4e7458f2

maint: clean up code around calls to current_liboctave_error_handler. Remove statements after call to handler that are no longer reachable. Place input validation first and immediately call handler if necessary. Change if/error_handler/else to if/error_handler and re-indent code. * Array-util.cc, Array.cc, CColVector.cc, CDiagMatrix.cc, CMatrix.cc, CNDArray.cc, CRowVector.cc, CSparse.cc, DiagArray2.cc, MArray.cc, PermMatrix.cc, Sparse.cc, Sparse.h, chMatrix.cc, chNDArray.cc, dColVector.cc, dDiagMatrix.cc, dMatrix.cc, dNDArray.cc, dRowVector.cc, dSparse.cc, fCColVector.cc, fCDiagMatrix.cc, fCMatrix.cc, fCNDArray.cc, fCRowVector.cc, fColVector.cc, fDiagMatrix.cc, fMatrix.cc, fNDArray.cc, fRowVector.cc, idx-vector.cc, CmplxAEPBAL.cc, CmplxCHOL.cc, CmplxGEPBAL.cc, CmplxHESS.cc, CmplxLU.cc, CmplxQR.cc, CmplxSCHUR.cc, CmplxSVD.cc, DASPK.cc, EIG.cc, LSODE.cc, Quad.cc, SparseCmplxCHOL.cc, SparseCmplxLU.cc, SparseCmplxQR.cc, SparseQR.cc, SparsedbleCHOL.cc, SparsedbleLU.cc, base-lu.cc, bsxfun-defs.cc, dbleAEPBAL.cc, dbleCHOL.cc, dbleGEPBAL.cc, dbleHESS.cc, dbleLU.cc, dbleQR.cc, dbleSCHUR.cc, dbleSVD.cc, eigs-base.cc, fCmplxAEPBAL.cc, fCmplxCHOL.cc, fCmplxLU.cc, fCmplxQR.cc, fCmplxSCHUR.cc, fEIG.cc, floatAEPBAL.cc, floatCHOL.cc, floatGEPBAL.cc, floatHESS.cc, floatLU.cc, floatQR.cc, floatSCHUR.cc, floatSVD.cc, lo-specfun.cc, oct-fftw.cc, oct-rand.cc, oct-spparms.cc, sparse-base-chol.cc, sparse-dmsolve.cc, file-ops.cc, lo-sysdep.cc, mach-info.cc, oct-env.cc, oct-syscalls.cc, cmd-edit.cc, cmd-hist.cc, data-conv.cc, lo-ieee.cc, lo-regexp.cc, oct-base64.cc, oct-shlib.cc, pathsearch.cc, singleton-cleanup.cc, sparse-util.cc, unwind-prot.cc: Remove statements after call to handler that are no longer reachable. Place input validation first and immediately call handler if necessary. Change if/error_handler/else to if/error_handler and re-indent code.

author	Rik <rik@octave.org>
date	Sat, 23 Jan 2016 13:52:03 -0800
parents	ab705b42cfd8
children	f7121e111991

rev	line source
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	1 /*
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	2
19697 4197fc428c7d maint: Update copyright notices for 2015. John W. Eaton <jwe@octave.org> parents: 17769 diff changeset	3 Copyright (C) 1994-2015 John W. Eaton
11523 fd0a3ac60b0e update copyright notices John W. Eaton <jwe@octave.org> parents: 11518 diff changeset	4 Copyright (C) 2008-2009 Jaroslav Hajek
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	5
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	6 This file is part of Octave.
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	7
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	8 Octave is free software; you can redistribute it and/or modify it
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	9 under the terms of the GNU General Public License as published by the
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6486 diff changeset	10 Free Software Foundation; either version 3 of the License, or (at your
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6486 diff changeset	11 option) any later version.
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	12
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	13 Octave is distributed in the hope that it will be useful, but WITHOUT
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	16 for more details.
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	17
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	18 You should have received a copy of the GNU General Public License
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6486 diff changeset	19 along with Octave; see the file COPYING. If not, see
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6486 diff changeset	20 <http://www.gnu.org/licenses/>.
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	21
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	22 */
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	23
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	24 #ifdef HAVE_CONFIG_H
1192 b6360f2d4fa6 [project @ 1995-03-30 21:38:35 by jwe] jwe parents: 1011 diff changeset	25 #include <config.h>
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	26 #endif
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	27
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	28 #include <vector>
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	29
6486 e978a9233cf6 [project @ 2007-04-04 15:16:46 by jwe] jwe parents: 5340 diff changeset	30 #include "dRowVector.h"
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	31 #include "dbleCHOL.h"
1847 2ffe49eb95a5 [project @ 1996-02-03 12:47:55 by jwe] jwe parents: 1368 diff changeset	32 #include "f77-fcn.h"
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	33 #include "lo-error.h"
8377 25bc2d31e1bf improve OCTAVE_LOCAL_BUFFER Jaroslav Hajek <highegg@gmail.com> parents: 7725 diff changeset	34 #include "oct-locbuf.h"
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 8562 diff changeset	35 #include "oct-norm.h"
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	36 #ifndef HAVE_QRUPDATE
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	37 #include "dbleQR.h"
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	38 #endif
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	39
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	40 extern "C"
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	41 {
4552 6f3382e08a52 [project @ 2003-10-27 20:38:02 by jwe] jwe parents: 4192 diff changeset	42 F77_RET_T
11518 141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	43 F77_FUNC (dpotrf, DPOTRF) (F77_CONST_CHAR_ARG_DECL,
141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	44 const octave_idx_type&, double*,
141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	45 const octave_idx_type&, octave_idx_type&
10314 07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	46 F77_CHAR_ARG_LEN_DECL);
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	47
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	48 F77_RET_T
11518 141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	49 F77_FUNC (dpotri, DPOTRI) (F77_CONST_CHAR_ARG_DECL,
141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	50 const octave_idx_type&, double*,
141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	51 const octave_idx_type&, octave_idx_type&
10314 07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	52 F77_CHAR_ARG_LEN_DECL);
6486 e978a9233cf6 [project @ 2007-04-04 15:16:46 by jwe] jwe parents: 5340 diff changeset	53
e978a9233cf6 [project @ 2007-04-04 15:16:46 by jwe] jwe parents: 5340 diff changeset	54 F77_RET_T
11518 141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	55 F77_FUNC (dpocon, DPOCON) (F77_CONST_CHAR_ARG_DECL,
141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	56 const octave_idx_type&, double*,
141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	57 const octave_idx_type&, const double&,
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	58 double&, double, octave_idx_type,
11518 141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	59 octave_idx_type&
141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	60 F77_CHAR_ARG_LEN_DECL);
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	61 #ifdef HAVE_QRUPDATE
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	62
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	63 F77_RET_T
11495 8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	64 F77_FUNC (dch1up, DCH1UP) (const octave_idx_type&, double*,
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	65 const octave_idx_type&, double, double);
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	66
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	67 F77_RET_T
11495 8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	68 F77_FUNC (dch1dn, DCH1DN) (const octave_idx_type&, double*,
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	69 const octave_idx_type&, double, double,
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	70 octave_idx_type&);
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	71
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	72 F77_RET_T
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	73 F77_FUNC (dchinx, DCHINX) (const octave_idx_type&, double*,
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	74 const octave_idx_type&, const octave_idx_type&,
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	75 double, double, octave_idx_type&);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	76
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	77 F77_RET_T
11495 8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	78 F77_FUNC (dchdex, DCHDEX) (const octave_idx_type&, double*,
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	79 const octave_idx_type&, const octave_idx_type&,
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	80 double*);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	81
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	82 F77_RET_T
11495 8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	83 F77_FUNC (dchshx, DCHSHX) (const octave_idx_type&, double*,
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	84 const octave_idx_type&, const octave_idx_type&,
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	85 const octave_idx_type&, double*);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	86 #endif
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	87 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	88
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	89 octave_idx_type
20462 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20232 diff changeset	90 CHOL::init (const Matrix& a, bool upper, bool calc_cond)
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	91 {
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	92 octave_idx_type a_nr = a.rows ();
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	93 octave_idx_type a_nc = a.cols ();
1944 8cb4d3008c76 [project @ 1996-02-14 00:45:04 by jwe] jwe parents: 1882 diff changeset	94
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	95 if (a_nr != a_nc)
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	96 (*current_liboctave_error_handler) ("CHOL requires square matrix");
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	97
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	98 octave_idx_type n = a_nc;
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	99 octave_idx_type info;
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	100
20462 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20232 diff changeset	101 is_upper = upper;
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20232 diff changeset	102
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 8562 diff changeset	103 chol_mat.clear (n, n);
20462 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20232 diff changeset	104 if (is_upper)
20628 48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	105 for (octave_idx_type j = 0; j < n; j++)
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	106 {
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	107 for (octave_idx_type i = 0; i <= j; i++)
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	108 chol_mat.xelem (i, j) = a(i, j);
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	109 for (octave_idx_type i = j+1; i < n; i++)
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	110 chol_mat.xelem (i, j) = 0.0;
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	111 }
20462 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20232 diff changeset	112 else
20628 48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	113 for (octave_idx_type j = 0; j < n; j++)
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	114 {
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	115 for (octave_idx_type i = 0; i < j; i++)
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	116 chol_mat.xelem (i, j) = 0.0;
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	117 for (octave_idx_type i = j; i < n; i++)
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	118 chol_mat.xelem (i, j) = a(i, j);
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	119 }
1944 8cb4d3008c76 [project @ 1996-02-14 00:45:04 by jwe] jwe parents: 1882 diff changeset	120 double *h = chol_mat.fortran_vec ();
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	121
6486 e978a9233cf6 [project @ 2007-04-04 15:16:46 by jwe] jwe parents: 5340 diff changeset	122 // Calculate the norm of the matrix, for later use.
e978a9233cf6 [project @ 2007-04-04 15:16:46 by jwe] jwe parents: 5340 diff changeset	123 double anorm = 0;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	124 if (calc_cond)
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 8562 diff changeset	125 anorm = xnorm (a, 1);
6486 e978a9233cf6 [project @ 2007-04-04 15:16:46 by jwe] jwe parents: 5340 diff changeset	126
20462 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20232 diff changeset	127 if (is_upper)
20628 48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	128 F77_XFCN (dpotrf, DPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1), n, h, n, info
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	129 F77_CHAR_ARG_LEN (1)));
20462 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20232 diff changeset	130 else
20628 48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	131 F77_XFCN (dpotrf, DPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1), n, h, n, info
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	132 F77_CHAR_ARG_LEN (1)));
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	133
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	134 xrcond = 0.0;
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 8562 diff changeset	135 if (info > 0)
c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 8562 diff changeset	136 chol_mat.resize (info - 1, info - 1);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	137 else if (calc_cond)
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	138 {
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	139 octave_idx_type dpocon_info = 0;
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	140
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	141 // Now calculate the condition number for non-singular matrix.
11570 57632dea2446 attempt better backward compatibility for Array constructors John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	142 Array<double> z (dim_vector (3*n, 1));
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	143 double *pz = z.fortran_vec ();
11570 57632dea2446 attempt better backward compatibility for Array constructors John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	144 Array<octave_idx_type> iz (dim_vector (n, 1));
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	145 octave_idx_type *piz = iz.fortran_vec ();
20462 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20232 diff changeset	146 if (is_upper)
20628 48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	147 F77_XFCN (dpocon, DPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n, h,
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	148 n, anorm, xrcond, pz, piz, dpocon_info
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	149 F77_CHAR_ARG_LEN (1)));
20462 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20232 diff changeset	150 else
20628 48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	151 F77_XFCN (dpocon, DPOCON, (F77_CONST_CHAR_ARG2 ("L", 1), n, h,
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	152 n, anorm, xrcond, pz, piz, dpocon_info
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	153 F77_CHAR_ARG_LEN (1)));
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	154
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	155 if (dpocon_info != 0)
10314 07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	156 info = -1;
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	157 }
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	158
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	159 return info;
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	160 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	161
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	162 static Matrix
20462 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20232 diff changeset	163 chol2inv_internal (const Matrix& r, bool is_upper = true)
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	164 {
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	165 Matrix retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	166
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	167 octave_idx_type r_nr = r.rows ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	168 octave_idx_type r_nc = r.cols ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	169
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	170 if (r_nr != r_nc)
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	171 (*current_liboctave_error_handler) ("chol2inv requires square matrix");
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	172
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	173 octave_idx_type n = r_nc;
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	174 octave_idx_type info = 0;
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	175
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	176 Matrix tmp = r;
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	177 double *v = tmp.fortran_vec ();
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	178
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	179 if (info == 0)
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	180 {
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	181 if (is_upper)
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	182 F77_XFCN (dpotri, DPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n,
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	183 v, n, info
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	184 F77_CHAR_ARG_LEN (1)));
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	185 else
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	186 F77_XFCN (dpotri, DPOTRI, (F77_CONST_CHAR_ARG2 ("L", 1), n,
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	187 v, n, info
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	188 F77_CHAR_ARG_LEN (1)));
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	189
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	190 // If someone thinks of a more graceful way of doing this (or
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	191 // faster for that matter :-)), please let me know!
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	192
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	193 if (n > 1)
10314 07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	194 {
20462 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20232 diff changeset	195 if (is_upper)
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	196 for (octave_idx_type j = 0; j < r_nc; j++)
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	197 for (octave_idx_type i = j+1; i < r_nr; i++)
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	198 tmp.xelem (i, j) = tmp.xelem (j, i);
20462 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20232 diff changeset	199 else
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	200 for (octave_idx_type j = 0; j < r_nc; j++)
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	201 for (octave_idx_type i = j+1; i < r_nr; i++)
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	202 tmp.xelem (j, i) = tmp.xelem (i, j);
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	203 }
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	204
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	205 retval = tmp;
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	206 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	207
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	208 return retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	209 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	210
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	211 // Compute the inverse of a matrix using the Cholesky factorization.
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	212 Matrix
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	213 CHOL::inverse (void) const
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	214 {
20462 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20232 diff changeset	215 return chol2inv_internal (chol_mat, is_upper);
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	216 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	217
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	218 void
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	219 CHOL::set (const Matrix& R)
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	220 {
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	221 if (! R.is_square ())
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	222 (*current_liboctave_error_handler) ("CHOL requires square matrix");
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	223
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	224 chol_mat = R;
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	225 }
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	226
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	227 #ifdef HAVE_QRUPDATE
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	228
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	229 void
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	230 CHOL::update (const ColumnVector& u)
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	231 {
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	232 octave_idx_type n = chol_mat.rows ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	233
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	234 if (u.numel () != n)
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	235 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	236
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	237 ColumnVector utmp = u;
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	238
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	239 OCTAVE_LOCAL_BUFFER (double, w, n);
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	240
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	241 F77_XFCN (dch1up, DCH1UP, (n, chol_mat.fortran_vec (), chol_mat.rows (),
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	242 utmp.fortran_vec (), w));
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	243 }
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	244
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	245 octave_idx_type
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	246 CHOL::downdate (const ColumnVector& u)
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	247 {
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	248 octave_idx_type info = -1;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	249
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	250 octave_idx_type n = chol_mat.rows ();
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	251
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	252 if (u.numel () != n)
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	253 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	254
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	255 ColumnVector utmp = u;
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	256
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	257 OCTAVE_LOCAL_BUFFER (double, w, n);
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	258
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	259 F77_XFCN (dch1dn, DCH1DN, (n, chol_mat.fortran_vec (), chol_mat.rows (),
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	260 utmp.fortran_vec (), w, info));
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	261
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	262 return info;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	263 }
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	264
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	265 octave_idx_type
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	266 CHOL::insert_sym (const ColumnVector& u, octave_idx_type j)
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	267 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	268 octave_idx_type info = -1;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	269
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	270 octave_idx_type n = chol_mat.rows ();
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	271
20232 a9574e3c6e9e Deprecate Array::length() and Sparse::length() in favour of ::numel(). Carnë Draug <carandraug@octave.org> parents: 19697 diff changeset	272 if (u.numel () != n + 1)
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	273 (*current_liboctave_error_handler) ("cholinsert: dimension mismatch");
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	274 if (j < 0 \|\| j > n)
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	275 (*current_liboctave_error_handler) ("cholinsert: index out of range");
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	276
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	277 ColumnVector utmp = u;
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	278
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	279 OCTAVE_LOCAL_BUFFER (double, w, n);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	280
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	281 chol_mat.resize (n+1, n+1);
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	282
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	283 F77_XFCN (dchinx, DCHINX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	284 j + 1, utmp.fortran_vec (), w, info));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	285
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	286 return info;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	287 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	288
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	289 void
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	290 CHOL::delete_sym (octave_idx_type j)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	291 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	292 octave_idx_type n = chol_mat.rows ();
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	293
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	294 if (j < 0 \|\| j > n-1)
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	295 (*current_liboctave_error_handler) ("choldelete: index out of range");
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	296
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	297 OCTAVE_LOCAL_BUFFER (double, w, n);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	298
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	299 F77_XFCN (dchdex, DCHDEX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	300 j + 1, w));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	301
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	302 chol_mat.resize (n-1, n-1);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	303 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	304
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	305 void
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	306 CHOL::shift_sym (octave_idx_type i, octave_idx_type j)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	307 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	308 octave_idx_type n = chol_mat.rows ();
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	309
12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	310 if (i < 0 \|\| i > n-1 \|\| j < 0 \|\| j > n-1)
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	311 (*current_liboctave_error_handler) ("cholshift: index out of range");
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	312
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	313 OCTAVE_LOCAL_BUFFER (double, w, 2*n);
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	314
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	315 F77_XFCN (dchshx, DCHSHX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	316 i + 1, j + 1, w));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	317 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	318
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	319 #else
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	320
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	321 void
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	322 CHOL::update (const ColumnVector& u)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	323 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	324 warn_qrupdate_once ();
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	325
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	326 octave_idx_type n = chol_mat.rows ();
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	327
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	328 if (u.numel () != n)
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	329 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	330
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	331 init (chol_mat.transpose () * chol_mat
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	332 + Matrix (u) * Matrix (u).transpose (), true, false);
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	333 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	334
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	335 static bool
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	336 singular (const Matrix& a)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	337 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	338 for (octave_idx_type i = 0; i < a.rows (); i++)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	339 if (a(i,i) == 0.0) return true;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	340 return false;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	341 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	342
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	343 octave_idx_type
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	344 CHOL::downdate (const ColumnVector& u)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	345 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	346 warn_qrupdate_once ();
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	347
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	348 octave_idx_type info = -1;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	349
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	350 octave_idx_type n = chol_mat.rows ();
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	351
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	352 if (u.numel () != n)
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	353 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	354
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	355 if (singular (chol_mat))
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	356 info = 2;
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	357 else
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	358 {
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	359 info = init (chol_mat.transpose () * chol_mat
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	360 - Matrix (u) * Matrix (u).transpose (), true, false);
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	361 if (info) info = 1;
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	362 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	363
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	364 return info;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	365 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	366
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	367 octave_idx_type
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	368 CHOL::insert_sym (const ColumnVector& u, octave_idx_type j)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	369 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	370 warn_qrupdate_once ();
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	371
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	372 octave_idx_type info = -1;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	373
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	374 octave_idx_type n = chol_mat.rows ();
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	375
20232 a9574e3c6e9e Deprecate Array::length() and Sparse::length() in favour of ::numel(). Carnë Draug <carandraug@octave.org> parents: 19697 diff changeset	376 if (u.numel () != n + 1)
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	377 (*current_liboctave_error_handler) ("cholinsert: dimension mismatch");
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	378 if (j < 0 \|\| j > n)
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	379 (*current_liboctave_error_handler) ("cholinsert: index out of range");
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	380
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	381 if (singular (chol_mat))
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	382 info = 2;
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	383 else
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	384 {
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	385 Matrix a = chol_mat.transpose () * chol_mat;
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	386 Matrix a1 (n+1, n+1);
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	387 for (octave_idx_type k = 0; k < n+1; k++)
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	388 for (octave_idx_type l = 0; l < n+1; l++)
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	389 {
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	390 if (l == j)
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	391 a1(k, l) = u(k);
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	392 else if (k == j)
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	393 a1(k, l) = u(l);
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	394 else
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	395 a1(k, l) = a(k < j ? k : k-1, l < j ? l : l-1);
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	396 }
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	397 info = init (a1, true, false);
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	398 if (info) info = 1;
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	399 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	400
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	401 return info;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	402 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	403
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	404 void
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	405 CHOL::delete_sym (octave_idx_type j)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	406 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	407 warn_qrupdate_once ();
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	408
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	409 octave_idx_type n = chol_mat.rows ();
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	410
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	411 if (j < 0 \|\| j > n-1)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	412 (*current_liboctave_error_handler) ("choldelete: index out of range");
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	413
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	414 Matrix a = chol_mat.transpose () * chol_mat;
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	415 a.delete_elements (1, idx_vector (j));
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	416 a.delete_elements (0, idx_vector (j));
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	417 init (a, true, false);
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	418 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	419
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	420 void
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	421 CHOL::shift_sym (octave_idx_type i, octave_idx_type j)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	422 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	423 warn_qrupdate_once ();
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	424
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	425 octave_idx_type n = chol_mat.rows ();
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	426
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	427 if (i < 0 \|\| i > n-1 \|\| j < 0 \|\| j > n-1)
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	428 (*current_liboctave_error_handler) ("cholshift: index out of range");
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	429
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	430 Matrix a = chol_mat.transpose () * chol_mat;
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	431 Array<octave_idx_type> p (dim_vector (n, 1));
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	432 for (octave_idx_type k = 0; k < n; k++) p(k) = k;
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	433 if (i < j)
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	434 {
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	435 for (octave_idx_type k = i; k < j; k++) p(k) = k+1;
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	436 p(j) = i;
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	437 }
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	438 else if (j < i)
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	439 {
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	440 p(j) = i;
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	441 for (octave_idx_type k = j+1; k < i+1; k++) p(k) = k-1;
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	442 }
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	443
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	444 init (a.index (idx_vector (p), idx_vector (p)), true, false);
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	445 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	446
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	447 #endif
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	448
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	449 Matrix
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	450 chol2inv (const Matrix& r)
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	451 {
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	452 return chol2inv_internal (r);
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	453 }

Mercurial > jwe > octave

annotate liboctave/numeric/dbleCHOL.cc @ 21136:7cac4e7458f2