Mercurial > jwe > octave
view liboctave/numeric/chol.h @ 21269:3c8a3d35661a
better use of templates for Cholesky factorization
* liboctave/numeric/chol.h, liboctave/numeric/chol.cc: New files
generated from CmplxCHOL.cc, fCmplxCHOL.cc, floatCHOL.cc, CmplxCHOL.h,
dbleCHOL.cc, dbleCHOL.h, fCmplxCHOL.h, and floatCHOL.h and converted
to templates.
* liboctave/numeric/module.mk: Update.
* __qp__.cc, chol.cc, CMatrix.cc, CMatrix.h, dMatrix.cc, dMatrix.h,
fCMatrix.cc, fCMatrix.h, fMatrix.cc, fMatrix.h, eigs-base.cc,
mx-defs.h, mx-ext.h: Use new classes.
author | John W. Eaton <jwe@octave.org> |
---|---|
date | Tue, 16 Feb 2016 02:47:29 -0500 |
parents | liboctave/numeric/dbleCHOL.h@1473547f50f5 |
children | 6ca3acf5fad8 |
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/* Copyright (C) 1994-2015 John W. Eaton Copyright (C) 2008-2009 Jaroslav Hajek This file is part of Octave. Octave is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 3 of the License, or (at your option) any later version. Octave is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with Octave; see the file COPYING. If not, see <http://www.gnu.org/licenses/>. */ #if ! defined (octave_chol_h) #define octave_chol_h 1 #include "octave-config.h" template <typename T> class chol { public: typedef typename T::column_vector_type VT; typedef typename T::real_elt_type COND_T; chol (void) : chol_mat (), xrcond (0) { } chol (const T& a, bool upper = true, bool calc_cond = false) : chol_mat (), xrcond (0) { init (a, upper, calc_cond); } chol (const T& a, octave_idx_type& info, bool upper = true, bool calc_cond = false) : chol_mat (), xrcond (0) { info = init (a, upper, calc_cond); } chol (const chol& a) : chol_mat (a.chol_mat), xrcond (a.xrcond) { } chol& operator = (const chol& a) { if (this != &a) { chol_mat = a.chol_mat; xrcond = a.xrcond; } return *this; } T chol_matrix (void) const { return chol_mat; } COND_T rcond (void) const { return xrcond; } // Compute the inverse of a matrix using the Cholesky factorization. T inverse (void) const; void set (const T& R); void update (const VT& u); octave_idx_type downdate (const VT& u); octave_idx_type insert_sym (const VT& u, octave_idx_type j); void delete_sym (octave_idx_type j); void shift_sym (octave_idx_type i, octave_idx_type j); private: T chol_mat; COND_T xrcond; bool is_upper; octave_idx_type init (const T& a, bool upper, bool calc_cond); }; template <typename T> T chol2inv (const T& r); #endif