Mercurial > octave-antonio
view liboctave/numeric/floatCHOL.h @ 20161:65e22ba879f0
psi: add support to compute the polygamma function (kth-derivative).
* libinterp/corefcn/psi.cc: previously, only the digamma function, k == 0,
was being computed. Add support for polygamma function, add tests, and
improve documentation.
* liboctave/cruft/slatec-fn/dpsifn.f, liboctave/cruft/slatec-fn/psifn.f: the
two functions that actually compute the the polygamma functions, copied
verbatim from SLATEC, and under public domain.
* liboctave/cruft/slatec-fn/module.mk: add dpsifn.f and psifn.f to the build
system.
* liboctave/numeric/lo-specfun.cc: add new signature for function psi to
compute polygamma function that wraps the Fortran DPSIFN and PSIFN functions.
* liboctave/numeric/lo-specfun.h: declare new function and document all psi()
with doxygen.
author | Carnë Draug <carandraug@octave.org> |
---|---|
date | Sun, 03 May 2015 22:52:07 +0100 |
parents | 4197fc428c7d |
children |
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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_floatCHOL_h) #define octave_floatCHOL_h 1 #include <iosfwd> #include "fMatrix.h" #include "fColVector.h" class OCTAVE_API FloatCHOL { public: FloatCHOL (void) : chol_mat (), xrcond (0) { } FloatCHOL (const FloatMatrix& a, bool calc_cond = false) : chol_mat (), xrcond (0) { init (a, calc_cond); } FloatCHOL (const FloatMatrix& a, octave_idx_type& info, bool calc_cond = false) : chol_mat (), xrcond (0) { info = init (a, calc_cond); } FloatCHOL (const FloatCHOL& a) : chol_mat (a.chol_mat), xrcond (a.xrcond) { } FloatCHOL& operator = (const FloatCHOL& a) { if (this != &a) { chol_mat = a.chol_mat; xrcond = a.xrcond; } return *this; } FloatMatrix chol_matrix (void) const { return chol_mat; } float rcond (void) const { return xrcond; } // Compute the inverse of a matrix using the Cholesky factorization. FloatMatrix inverse (void) const; void set (const FloatMatrix& R); void update (const FloatColumnVector& u); octave_idx_type downdate (const FloatColumnVector& u); octave_idx_type insert_sym (const FloatColumnVector& u, octave_idx_type j); void delete_sym (octave_idx_type j); void shift_sym (octave_idx_type i, octave_idx_type j); friend OCTAVE_API std::ostream& operator << (std::ostream& os, const FloatCHOL& a); private: FloatMatrix chol_mat; float xrcond; octave_idx_type init (const FloatMatrix& a, bool calc_cond); }; FloatMatrix OCTAVE_API chol2inv (const FloatMatrix& r); #endif