octave-nkf: libinterp/dldfcn/chol.cc annotate

annotate libinterp/dldfcn/chol.cc @ 20591:0650b8431037

eliminate more simple uses of error_state * besselj.cc, bitfcns.cc, utils.cc, chol.cc, ov-java.cc: Eliminate simple uses of error_state.

author	John W. Eaton <jwe@octave.org>
date	Mon, 05 Oct 2015 21:37:03 -0400
parents	5ce959c55cc0
children	10ec79b47808

rev	line source
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	1 /*
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	2
19731 4197fc428c7d maint: Update copyright notices for 2015. John W. Eaton <jwe@octave.org> parents: 19089 diff changeset	3 Copyright (C) 1996-2015 John W. Eaton
11523 fd0a3ac60b0e update copyright notices John W. Eaton <jwe@octave.org> parents: 10846 diff changeset	4 Copyright (C) 2008-2009 Jaroslav Hajek
fd0a3ac60b0e update copyright notices John W. Eaton <jwe@octave.org> parents: 10846 diff changeset	5 Copyright (C) 2008-2009 VZLU Prague
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	6
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	7 This file is part of Octave.
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	8
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	9 Octave is free software; you can redistribute it and/or modify it
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	10 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: 5823 diff changeset	11 Free Software Foundation; either version 3 of the License, or (at your
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 5823 diff changeset	12 option) any later version.
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	13
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	14 Octave is distributed in the hope that it will be useful, but WITHOUT
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	15 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	16 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	17 for more details.
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	18
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	19 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: 5823 diff changeset	20 along with Octave; see the file COPYING. If not, see
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 5823 diff changeset	21 <http://www.gnu.org/licenses/>.
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	22
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	23 */
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	24
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	25
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	26 #ifdef HAVE_CONFIG_H
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	27 #include <config.h>
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
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	30 #include "CmplxCHOL.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	31 #include "dbleCHOL.h"
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	32 #include "fCmplxCHOL.h"
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	33 #include "floatCHOL.h"
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	34 #include "SparseCmplxCHOL.h"
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	35 #include "SparsedbleCHOL.h"
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	36 #include "oct-spparms.h"
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	37 #include "sparse-util.h"
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	38
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	39 #include "ov-re-sparse.h"
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	40 #include "ov-cx-sparse.h"
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	41 #include "defun-dld.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	42 #include "error.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	43 #include "gripes.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	44 #include "oct-obj.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	45 #include "utils.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	46
9715 9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	47 template <class CHOLT>
9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	48 static octave_value
20497 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20198 diff changeset	49 get_chol (const CHOLT& fact)
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20198 diff changeset	50 {
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20198 diff changeset	51 return octave_value (fact.chol_matrix());
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20198 diff changeset	52 }
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20198 diff changeset	53
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20198 diff changeset	54 template <class CHOLT>
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20198 diff changeset	55 static octave_value
9715 9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	56 get_chol_r (const CHOLT& fact)
9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	57 {
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	58 return octave_value (fact.chol_matrix (),
9715 9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	59 MatrixType (MatrixType::Upper));
9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	60 }
9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	61
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	62 template <class CHOLT>
c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	63 static octave_value
c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	64 get_chol_l (const CHOLT& fact)
c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	65 {
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	66 return octave_value (fact.chol_matrix ().transpose (),
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	67 MatrixType (MatrixType::Lower));
c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	68 }
c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	69
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	70 DEFUN_DLD (chol, args, nargout,
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	71 "-- texinfo --\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	72 @deftypefn {Loadable Function} {@var{R} =} chol (@var{A})\n\
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	73 @deftypefnx {Loadable Function} {[@var{R}, @var{p}] =} chol (@var{A})\n\
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	74 @deftypefnx {Loadable Function} {[@var{R}, @var{p}, @var{Q}] =} chol (@var{S})\n\
14361 8de863b7126b doc: Use Octave preference for double quote in docstrings in all .cc files Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	75 @deftypefnx {Loadable Function} {[@var{R}, @var{p}, @var{Q}] =} chol (@var{S}, \"vector\")\n\
8de863b7126b doc: Use Octave preference for double quote in docstrings in all .cc files Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	76 @deftypefnx {Loadable Function} {[@var{L}, @dots{}] =} chol (@dots{}, \"lower\")\n\
8de863b7126b doc: Use Octave preference for double quote in docstrings in all .cc files Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	77 @deftypefnx {Loadable Function} {[@var{L}, @dots{}] =} chol (@dots{}, \"upper\")\n\
3372 f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	78 @cindex Cholesky factorization\n\
11593 1577c6f80926 Use non-breaking spaces between certain adjectives and their nouns in docstrings. Rik <octave@nomad.inbox5.com> parents: 11586 diff changeset	79 Compute the Cholesky@tie{}factor, @var{R}, of the symmetric positive definite\n\
20198 075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19898 diff changeset	80 matrix @var{A}.\n\
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19898 diff changeset	81 \n\
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19898 diff changeset	82 The Cholesky@tie{}factor is defined by\n\
3372 f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	83 @tex\n\
f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	84 $ R^T R = A $.\n\
f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	85 @end tex\n\
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 8421 diff changeset	86 @ifnottex\n\
3372 f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	87 \n\
f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	88 @example\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	89 @var{R}' * @var{R} = @var{A}.\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	90 @end example\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	91 \n\
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 8421 diff changeset	92 @end ifnottex\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	93 \n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	94 Called with one output argument @code{chol} fails if @var{A} or @var{S} is\n\
9064 7c02ec148a3c Check grammar on all .cc files Rik <rdrider0-list@yahoo.com> parents: 8880 diff changeset	95 not positive definite. With two or more output arguments @var{p} flags\n\
7c02ec148a3c Check grammar on all .cc files Rik <rdrider0-list@yahoo.com> parents: 8880 diff changeset	96 whether the matrix was positive definite and @code{chol} does not fail. A\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	97 zero value indicated that the matrix was positive definite and the @var{R}\n\
9065 8207b833557f Cleanup documentation for arith.texi, linalg.texi, nonlin.texi Rik <rdrider0-list@yahoo.com> parents: 9064 diff changeset	98 gives the factorization, and @var{p} will have a positive value otherwise.\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	99 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	100 If called with 3 outputs then a sparsity preserving row/column permutation\n\
20198 075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19898 diff changeset	101 is applied to @var{A} prior to the factorization. That is @var{R} is the\n\
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19898 diff changeset	102 factorization of @code{@var{A}(@var{Q},@var{Q})} such that\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	103 @tex\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	104 $ R^T R = Q^T A Q$.\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	105 @end tex\n\
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 8421 diff changeset	106 @ifnottex\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	107 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	108 @example\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	109 @var{R}' * @var{R} = @var{Q}' * @var{A} * @var{Q}.\n\
3372 f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	110 @end example\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	111 \n\
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 8421 diff changeset	112 @end ifnottex\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	113 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	114 The sparsity preserving permutation is generally returned as a matrix.\n\
17281 bc924baa2c4e doc: Add new @qcode macro for code samples which are quoted. Rik <rik@octave.org> parents: 16920 diff changeset	115 However, given the flag @qcode{\"vector\"}, @var{Q} will be returned as a\n\
bc924baa2c4e doc: Add new @qcode macro for code samples which are quoted. Rik <rik@octave.org> parents: 16920 diff changeset	116 vector such that\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	117 @tex\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	118 $ R^T R = A (Q, Q)$.\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	119 @end tex\n\
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 8421 diff changeset	120 @ifnottex\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	121 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	122 @example\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	123 @var{R}' * @var{R} = @var{A}(@var{Q}, @var{Q}).\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	124 @end example\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	125 \n\
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 8421 diff changeset	126 @end ifnottex\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	127 \n\
17281 bc924baa2c4e doc: Add new @qcode macro for code samples which are quoted. Rik <rik@octave.org> parents: 16920 diff changeset	128 Called with either a sparse or full matrix and using the @qcode{\"lower\"}\n\
bc924baa2c4e doc: Add new @qcode macro for code samples which are quoted. Rik <rik@octave.org> parents: 16920 diff changeset	129 flag, @code{chol} returns the lower triangular factorization such that\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	130 @tex\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	131 $ L L^T = A $.\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	132 @end tex\n\
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 8421 diff changeset	133 @ifnottex\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	134 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	135 @example\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	136 @var{L} * @var{L}' = @var{A}.\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	137 @end example\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	138 \n\
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 8421 diff changeset	139 @end ifnottex\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	140 \n\
17281 bc924baa2c4e doc: Add new @qcode macro for code samples which are quoted. Rik <rik@octave.org> parents: 16920 diff changeset	141 For full matrices, if the @qcode{\"lower\"} flag is set only the lower\n\
bc924baa2c4e doc: Add new @qcode macro for code samples which are quoted. Rik <rik@octave.org> parents: 16920 diff changeset	142 triangular part of the matrix is used for the factorization, otherwise the\n\
bc924baa2c4e doc: Add new @qcode macro for code samples which are quoted. Rik <rik@octave.org> parents: 16920 diff changeset	143 upper triangular part is used.\n\
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	144 \n\
9065 8207b833557f Cleanup documentation for arith.texi, linalg.texi, nonlin.texi Rik <rdrider0-list@yahoo.com> parents: 9064 diff changeset	145 In general the lower triangular factorization is significantly faster for\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	146 sparse matrices.\n\
19089 38937efbee21 Incorporate new functions ichol and ilu into Octave. Rik <rik@octave.org> parents: 18945 diff changeset	147 @seealso{hess, lu, qr, qz, schur, svd, ichol, cholinv, chol2inv, cholupdate, cholinsert, choldelete, cholshift}\n\
3372 f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	148 @end deftypefn")
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	149 {
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	150 octave_value_list retval;
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	151 int nargin = args.length ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	152 bool LLt = false;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	153 bool vecout = false;
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	154
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	155 if (nargin < 1 \|\| nargin > 3 \|\| nargout > 3
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	156 \|\| (! args(0).is_sparse_type () && nargout > 2))
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	157 {
5823 080c08b192d8 [project @ 2006-05-19 05:32:17 by jwe] jwe parents: 5760 diff changeset	158 print_usage ();
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	159 return retval;
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	160 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	161
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	162 int n = 1;
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	163 while (n < nargin)
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	164 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	165 std::string tmp = args(n++).string_value ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	166
18712 6113e0c6920b maint: Clean up extra spaces before/after parentheses. Rik <rik@octave.org> parents: 17861 diff changeset	167 if (! error_state)
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	168 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	169 if (tmp.compare ("vector") == 0)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	170 vecout = true;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	171 else if (tmp.compare ("lower") == 0)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	172 LLt = true;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	173 else if (tmp.compare ("upper") == 0)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	174 LLt = false;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	175 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	176 error ("chol: unexpected second or third input");
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	177 }
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	178 else
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	179 error ("chol: expecting trailing string arguments");
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	180 }
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	181
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	182 octave_value arg = args(0);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	183
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	184 octave_idx_type nr = arg.rows ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	185 octave_idx_type nc = arg.columns ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	186
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	187 int arg_is_empty = empty_arg ("chol", nr, nc);
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	188
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	189 if (arg_is_empty < 0)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	190 return retval;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	191 if (arg_is_empty > 0)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	192 return octave_value (Matrix ());
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	193
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	194 if (arg.is_sparse_type ())
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	195 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	196 octave_idx_type info;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	197 bool natural = (nargout != 3);
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	198 bool force = nargout > 1;
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	199
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	200 if (arg.is_real_type ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	201 {
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	202 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	203
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	204 SparseCHOL fact (m, info, natural, force);
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	205
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	206 if (nargout == 3)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	207 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	208 if (vecout)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	209 retval(2) = fact.perm ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	210 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	211 retval(2) = fact.Q ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	212 }
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	213
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	214 if (nargout > 1 \|\| info == 0)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	215 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	216 retval(1) = info;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	217 if (LLt)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	218 retval(0) = fact.L ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	219 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	220 retval(0) = fact.R ();
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	221 }
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	222 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	223 error ("chol: input matrix must be positive definite");
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	224 }
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	225 else if (arg.is_complex_type ())
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	226 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	227 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	228
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	229 SparseComplexCHOL fact (m, info, natural, force);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	230
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	231 if (nargout == 3)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	232 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	233 if (vecout)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	234 retval(2) = fact.perm ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	235 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	236 retval(2) = fact.Q ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	237 }
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	238
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	239 if (nargout > 1 \|\| info == 0)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	240 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	241 retval(1) = info;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	242 if (LLt)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	243 retval(0) = fact.L ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	244 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	245 retval(0) = fact.R ();
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	246 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	247 else
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	248 error ("chol: input matrix must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	249 }
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	250 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	251 gripe_wrong_type_arg ("chol", arg);
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	252 }
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	253 else if (arg.is_single_type ())
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	254 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	255 if (arg.is_real_type ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	256 {
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	257 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	258
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	259 octave_idx_type info;
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	260
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	261 FloatCHOL fact;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	262 fact = FloatCHOL (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	263
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	264 if (nargout == 2 \|\| info == 0)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	265 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	266 retval(1) = info;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	267 retval(0) = get_chol (fact);
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	268 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	269 else
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	270 error ("chol: input matrix must be positive definite");
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	271 }
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	272 else if (arg.is_complex_type ())
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	273 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	274 FloatComplexMatrix m = arg.float_complex_matrix_value ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	275
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	276 octave_idx_type info;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	277
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	278 FloatComplexCHOL fact;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	279 if (LLt)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	280 fact = FloatComplexCHOL (m.transpose (), info);
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	281 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	282 fact = FloatComplexCHOL (m, info);
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	283
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	284 if (nargout == 2 \|\| info == 0)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	285 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	286 retval(1) = info;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	287 if (LLt)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	288 retval(0) = get_chol_l (fact);
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	289 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	290 retval(0) = get_chol_r (fact);
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	291 }
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	292 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 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 }
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	295 else
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	296 gripe_wrong_type_arg ("chol", arg);
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	297 }
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	298 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	299 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	300 if (arg.is_real_type ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	301 {
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	302 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	303
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	304 octave_idx_type info;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	305
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	306 CHOL fact;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	307 fact = CHOL (m, info, LLt != true);
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	308
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	309 if (nargout == 2 \|\| info == 0)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	310 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	311 retval(1) = info;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	312 retval(0) = get_chol (fact);
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	313 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	314 else
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	315 error ("chol: input matrix must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	316 }
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	317 else if (arg.is_complex_type ())
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	318 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	319 ComplexMatrix m = arg.complex_matrix_value ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	320
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	321 octave_idx_type info;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	322
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	323 ComplexCHOL fact;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	324 fact = ComplexCHOL (m, info, LLt != true);
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	325
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	326 if (nargout == 2 \|\| info == 0)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	327 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	328 retval(1) = info;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	329 retval(0) = get_chol (fact);
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	330 }
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	331 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	332 error ("chol: input matrix must be positive definite");
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	333 }
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	334 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	335 gripe_wrong_type_arg ("chol", arg);
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	336 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	337
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	338 return retval;
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	339 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	340
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	341 /*
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	342 %!assert (chol ([2, 1; 1, 1]), [sqrt(2), 1/sqrt(2); 0, 1/sqrt(2)], sqrt (eps))
14854 5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory Rik <octave@nomad.inbox5.com> parents: 14846 diff changeset	343 %!assert (chol (single ([2, 1; 1, 1])), single ([sqrt(2), 1/sqrt(2); 0, 1/sqrt(2)]), sqrt (eps ("single")))
18920 534511deb10e Use %!testif HAVE_CHOLMOD for sparse chol test added in cset 161b11e7da2d Mike Miller <mtmiller@ieee.org> parents: 18879 diff changeset	344 %!testif HAVE_CHOLMOD
18879 161b11e7da2d Return error code from sparse chol factorization (bug #42587). Rik <rik@octave.org> parents: 17861 diff changeset	345 %! ## Bug #42587
161b11e7da2d Return error code from sparse chol factorization (bug #42587). Rik <rik@octave.org> parents: 17861 diff changeset	346 %! 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	347 %! [Q, p] = chol (A);
161b11e7da2d Return error code from sparse chol factorization (bug #42587). Rik <rik@octave.org> parents: 17861 diff changeset	348 %! 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	349
14854 5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory Rik <octave@nomad.inbox5.com> parents: 14846 diff changeset	350 %!error chol ()
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	351 %!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	352 %!error <requires square matrix> chol ([1, 2; 3, 4; 5, 6])
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	353 %!error <unexpected second or third input> chol (1, 2)
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	354 */
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	355
5760 8d7162924bd3 [project @ 2006-04-14 04:01:37 by jwe] jwe parents: 5448 diff changeset	356 DEFUN_DLD (cholinv, args, ,
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	357 "-- texinfo --\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	358 @deftypefn {Loadable Function} {} cholinv (@var{A})\n\
20198 075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19898 diff changeset	359 Compute the inverse of the symmetric positive definite matrix @var{A} using\n\
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19898 diff changeset	360 the Cholesky@tie{}factorization.\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	361 @seealso{chol, chol2inv, inv}\n\
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	362 @end deftypefn")
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	363 {
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	364 octave_value retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	365
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	366 int nargin = args.length ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	367
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	368 if (nargin == 1)
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	369 {
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	370 octave_value arg = args(0);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	371
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	372 octave_idx_type nr = arg.rows ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	373 octave_idx_type nc = arg.columns ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	374
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	375 if (nr == 0 \|\| nc == 0)
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	376 retval = Matrix ();
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	377 else
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	378 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	379 if (arg.is_sparse_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	380 {
15264 94cdf82d4a0c don't overload meaning of info in Sparse Cholesky factorization functions John W. Eaton <jwe@octave.org> parents: 15195 diff changeset	381 octave_idx_type info;
94cdf82d4a0c don't overload meaning of info in Sparse Cholesky factorization functions John W. Eaton <jwe@octave.org> parents: 15195 diff changeset	382
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	383 if (arg.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	384 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	385 SparseMatrix m = arg.sparse_matrix_value ();
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	386
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	387 SparseCHOL chol (m, info);
15264 94cdf82d4a0c don't overload meaning of info in Sparse Cholesky factorization functions John W. Eaton <jwe@octave.org> parents: 15195 diff changeset	388
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	389 if (info == 0)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	390 retval = chol.inverse ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	391 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	392 error ("cholinv: A must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	393 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	394 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	395 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	396 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	397
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	398 SparseComplexCHOL chol (m, info);
15264 94cdf82d4a0c don't overload meaning of info in Sparse Cholesky factorization functions John W. Eaton <jwe@octave.org> parents: 15195 diff changeset	399
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	400 if (info == 0)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	401 retval = chol.inverse ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	402 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	403 error ("cholinv: A must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	404 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	405 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	406 gripe_wrong_type_arg ("cholinv", arg);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	407 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	408 else if (arg.is_single_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	409 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	410 if (arg.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	411 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	412 FloatMatrix m = arg.float_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	413
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	414 octave_idx_type info;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	415 FloatCHOL chol (m, info);
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	416 if (info == 0)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	417 retval = chol.inverse ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	418 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	419 error ("cholinv: A must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	420 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	421 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	422 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	423 FloatComplexMatrix m = arg.float_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	424
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	425 octave_idx_type info;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	426 FloatComplexCHOL chol (m, info);
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	427 if (info == 0)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	428 retval = chol.inverse ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	429 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	430 error ("cholinv: A must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	431 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	432 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	433 gripe_wrong_type_arg ("chol", arg);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	434 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	435 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	436 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	437 if (arg.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	438 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	439 Matrix m = arg.matrix_value ();
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	440
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	441 octave_idx_type info;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	442 CHOL chol (m, info);
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	443 if (info == 0)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	444 retval = chol.inverse ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	445 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	446 error ("cholinv: A must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	447 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	448 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	449 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	450 ComplexMatrix m = arg.complex_matrix_value ();
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	451
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	452 octave_idx_type info;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	453 ComplexCHOL chol (m, info);
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	454 if (info == 0)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	455 retval = chol.inverse ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	456 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	457 error ("cholinv: A must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	458 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	459 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	460 gripe_wrong_type_arg ("chol", arg);
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 }
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	463 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	464 else
5823 080c08b192d8 [project @ 2006-05-19 05:32:17 by jwe] jwe parents: 5760 diff changeset	465 print_usage ();
5340 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
5760 8d7162924bd3 [project @ 2006-04-14 04:01:37 by jwe] jwe parents: 5448 diff changeset	485 DEFUN_DLD (chol2inv, args, ,
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	486 "-- texinfo --\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	487 @deftypefn {Loadable Function} {} chol2inv (@var{U})\n\
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	488 Invert a symmetric, positive definite square matrix from its Cholesky\n\
20198 075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19898 diff changeset	489 decomposition, @var{U}.\n\
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19898 diff changeset	490 \n\
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19898 diff changeset	491 Note that @var{U} should be an upper-triangular matrix with positive\n\
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19898 diff changeset	492 diagonal elements. @code{chol2inv (@var{U})} provides\n\
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19898 diff changeset	493 @code{inv (@var{U}'*@var{U})} but it is much faster than using @code{inv}.\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	494 @seealso{chol, cholinv, inv}\n\
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	495 @end deftypefn")
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	496 {
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	497 octave_value retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	498
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	499 int nargin = args.length ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	500
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	501 if (nargin == 1)
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	502 {
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	503 octave_value arg = args(0);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	504
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	505 octave_idx_type nr = arg.rows ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	506 octave_idx_type nc = arg.columns ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	507
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	508 if (nr == 0 \|\| nc == 0)
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	509 retval = Matrix ();
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	510 else
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	511 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	512 if (arg.is_sparse_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	513 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	514 if (arg.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	515 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	516 SparseMatrix r = arg.sparse_matrix_value ();
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	517
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	518 retval = chol2inv (r);
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	519 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	520 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	521 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	522 SparseComplexMatrix r = arg.sparse_complex_matrix_value ();
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	523
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	524 retval = chol2inv (r);
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	525 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	526 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	527 gripe_wrong_type_arg ("chol2inv", arg);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	528 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	529 else if (arg.is_single_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	530 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	531 if (arg.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	532 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	533 FloatMatrix r = arg.float_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	534
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	535 retval = chol2inv (r);
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	536 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	537 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	538 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	539 FloatComplexMatrix r = arg.float_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	540
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	541 retval = chol2inv (r);
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	542 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	543 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	544 gripe_wrong_type_arg ("chol2inv", arg);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	545
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	546 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	547 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	548 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	549 if (arg.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	550 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	551 Matrix r = arg.matrix_value ();
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	552
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	553 retval = chol2inv (r);
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	554 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	555 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	556 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	557 ComplexMatrix r = arg.complex_matrix_value ();
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	558
20591 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20497 diff changeset	559 retval = chol2inv (r);
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	560 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	561 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	562 gripe_wrong_type_arg ("chol2inv", arg);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	563 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	564 }
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	565 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	566 else
5823 080c08b192d8 [project @ 2006-05-19 05:32:17 by jwe] jwe parents: 5760 diff changeset	567 print_usage ();
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	568
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	569 return retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	570 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	571
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	572 DEFUN_DLD (cholupdate, args, nargout,
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	573 "-- texinfo --\n\
7650 eb7bdde776f2 Texinfo fixes John W. Eaton <jwe@octave.org> parents: 7559 diff changeset	574 @deftypefn {Loadable Function} {[@var{R1}, @var{info}] =} cholupdate (@var{R}, @var{u}, @var{op})\n\
20198 075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19898 diff changeset	575 Update or downdate a Cholesky@tie{}factorization.\n\
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19898 diff changeset	576 \n\
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19898 diff changeset	577 Given an upper triangular matrix @var{R} and a column vector @var{u},\n\
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19898 diff changeset	578 attempt to determine another upper triangular matrix @var{R1} such that\n\
14620 cd375519eab0 doc: Periodic grammar check of documentation Rik <octave@nomad.inbox5.com> parents: 14501 diff changeset	579 \n\
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	580 @itemize @bullet\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	581 @item\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	582 @var{R1}'@var{R1} = @var{R}'@var{R} + @var{u}*@var{u}'\n\
17281 bc924baa2c4e doc: Add new @qcode macro for code samples which are quoted. Rik <rik@octave.org> parents: 16920 diff changeset	583 if @var{op} is @qcode{\"+\"}\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	584 \n\
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	585 @item\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	586 @var{R1}'@var{R1} = @var{R}'@var{R} - @var{u}*@var{u}'\n\
17281 bc924baa2c4e doc: Add new @qcode macro for code samples which are quoted. Rik <rik@octave.org> parents: 16920 diff changeset	587 if @var{op} is @qcode{\"-\"}\n\
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	588 @end itemize\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	589 \n\
17281 bc924baa2c4e doc: Add new @qcode macro for code samples which are quoted. Rik <rik@octave.org> parents: 16920 diff changeset	590 If @var{op} is @qcode{\"-\"}, @var{info} is set to\n\
14620 cd375519eab0 doc: Periodic grammar check of documentation Rik <octave@nomad.inbox5.com> parents: 14501 diff changeset	591 \n\
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	592 @itemize\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	593 @item 0 if the downdate was successful,\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	594 \n\
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	595 @item 1 if @var{R}'@var{R} - @var{u}@var{u}' is not positive definite,\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	596 \n\
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	597 @item 2 if @var{R} is singular.\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	598 @end itemize\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	599 \n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	600 If @var{info} is not present, an error message is printed in cases 1 and 2.\n\
16920 53eaa83e4181 doc: Add seealso links between various factorization forms. Rik <rik@octave.org> parents: 15264 diff changeset	601 @seealso{chol, cholinsert, choldelete, cholshift}\n\
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	602 @end deftypefn")
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	603 {
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	604 octave_idx_type nargin = args.length ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	605
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	606 octave_value_list retval;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	607
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	608 if (nargin > 3 \|\| nargin < 2)
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	609 {
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	610 print_usage ();
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	611 return retval;
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	612 }
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	613
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	614 octave_value argr = args(0);
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	615 octave_value argu = args(1);
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	616
9453 5fcf008c7c41 fix Cholesky updating with scalars Jaroslav Hajek <highegg@gmail.com> parents: 9065 diff changeset	617 if (argr.is_numeric_type () && argu.is_numeric_type ()
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	618 && (nargin < 3 \|\| args(2).is_string ()))
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	619 {
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	620 octave_idx_type n = argr.rows ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	621
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	622 std::string op = (nargin < 3) ? "+" : args(2).string_value ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	623
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	624 bool down = op == "-";
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	625
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	626 if (down \|\| op == "+")
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	627 if (argr.columns () == n && argu.rows () == n && argu.columns () == 1)
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	628 {
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	629 int err = 0;
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	630 if (argr.is_single_type () \|\| argu.is_single_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	631 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	632 if (argr.is_real_type () && argu.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	633 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	634 // real case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	635 FloatMatrix R = argr.float_matrix_value ();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	636 FloatColumnVector u = argu.float_column_vector_value ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	637
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	638 FloatCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	639 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	640
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	641 if (down)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	642 err = fact.downdate (u);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	643 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	644 fact.update (u);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	645
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	646 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	647 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	648 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	649 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	650 // complex case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	651 FloatComplexMatrix R = argr.float_complex_matrix_value ();
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	652 FloatComplexColumnVector u =
175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	653 argu.float_complex_column_vector_value ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	654
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	655 FloatComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	656 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	657
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	658 if (down)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	659 err = fact.downdate (u);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	660 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	661 fact.update (u);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	662
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	663 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	664 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	665 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	666 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	667 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	668 if (argr.is_real_type () && argu.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	669 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	670 // real case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	671 Matrix R = argr.matrix_value ();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	672 ColumnVector u = argu.column_vector_value ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	673
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	674 CHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	675 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	676
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	677 if (down)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	678 err = fact.downdate (u);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	679 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	680 fact.update (u);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	681
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	682 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	683 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	684 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	685 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	686 // complex case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	687 ComplexMatrix R = argr.complex_matrix_value ();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	688 ComplexColumnVector u = argu.complex_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	689
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	690 ComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	691 fact.set (R);
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	692
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	693 if (down)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	694 err = fact.downdate (u);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	695 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	696 fact.update (u);
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	697
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	698 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	699 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	700 }
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	701
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	702 if (nargout > 1)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	703 retval(1) = err;
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	704 else if (err == 1)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	705 error ("cholupdate: downdate violates positiveness");
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	706 else if (err == 2)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	707 error ("cholupdate: singular matrix");
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	708 }
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	709 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	710 error ("cholupdate: dimension mismatch between R and U");
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	711 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	712 error ("cholupdate: OP must be \"+\" or \"-\"");
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	713 }
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	714 else
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	715 print_usage ();
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	716
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	717 return retval;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	718 }
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	719
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	720 /*
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	721 %!shared A, u, Ac, uc
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	722 %! A = [ 0.436997 -0.131721 0.124120 -0.061673 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	723 %! -0.131721 0.738529 0.019851 -0.140295 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	724 %! 0.124120 0.019851 0.354879 -0.059472 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	725 %! -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	726 %!
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	727 %! u = [ 0.98950 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	728 %! 0.39844 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	729 %! 0.63484 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	730 %! 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	731 %! 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	732 %! -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	733 %! 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	734 %! -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	735 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	736 %! 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	737 %! 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	738 %! 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	739 %! 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	740
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	741 %!test
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	742 %! R = chol (A);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	743 %! R1 = cholupdate (R, u);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	744 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	745 %! assert (norm (R1'R1 - R'R - uu', Inf) < 1e1eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	746 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	747 %! R1 = cholupdate (R1, u, "-");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	748 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	749 %! assert (norm (R1 - R, Inf) < 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	750
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	751 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	752 %! R = chol (Ac);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	753 %! R1 = cholupdate (R, uc);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	754 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	755 %! assert (norm (R1'R1 - R'R - ucuc', Inf) < 1e1eps);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	756 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	757 %! R1 = cholupdate (R1, uc, "-");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	758 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	759 %! assert (norm (R1 - R, Inf) < 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	760
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	761 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	762 %! R = chol (single (A));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	763 %! 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	764 %! assert (norm (triu (R1)-R1, Inf), single (0));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	765 %! assert (norm (R1'R1 - R'R - single (uu'), Inf) < 1e1eps ("single"));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	766 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	767 %! 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	768 %! assert (norm (triu (R1)-R1, Inf), single (0));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	769 %! assert (norm (R1 - R, Inf) < 2e1*eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	770
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	771 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	772 %! R = chol (single (Ac));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	773 %! 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	774 %! assert (norm (triu (R1)-R1, Inf), single (0));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	775 %! assert (norm (R1'R1 - R'R - single (ucuc'), Inf) < 1e1eps ("single"));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	776 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	777 %! 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	778 %! assert (norm (triu (R1)-R1, Inf), single (0));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	779 %! assert (norm (R1 - R, Inf) < 2e1*eps ("single"));
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	780 */
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	781
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	782 DEFUN_DLD (cholinsert, args, nargout,
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	783 "-- texinfo --\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	784 @deftypefn {Loadable Function} {@var{R1} =} cholinsert (@var{R}, @var{j}, @var{u})\n\
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	785 @deftypefnx {Loadable Function} {[@var{R1}, @var{info}] =} cholinsert (@var{R}, @var{j}, @var{u})\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	786 Given a Cholesky@tie{}factorization of a real symmetric or complex Hermitian\n\
89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	787 positive definite matrix @w{@var{A} = @var{R}'*@var{R}}, @var{R}@tie{}upper\n\
89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	788 triangular, return the Cholesky@tie{}factorization of\n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	789 @var{A1}, where @w{A1(p,p) = A}, @w{A1(:,j) = A1(j,:)' = u} and\n\
9064 7c02ec148a3c Check grammar on all .cc files Rik <rdrider0-list@yahoo.com> parents: 8880 diff changeset	790 @w{p = [1:j-1,j+1:n+1]}. @w{u(j)} should be positive.\n\
20198 075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19898 diff changeset	791 \n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	792 On return, @var{info} is set to\n\
14620 cd375519eab0 doc: Periodic grammar check of documentation Rik <octave@nomad.inbox5.com> parents: 14501 diff changeset	793 \n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	794 @itemize\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	795 @item 0 if the insertion was successful,\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	796 \n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	797 @item 1 if @var{A1} is not positive definite,\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	798 \n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	799 @item 2 if @var{R} is singular.\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	800 @end itemize\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	801 \n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	802 If @var{info} is not present, an error message is printed in cases 1 and 2.\n\
16920 53eaa83e4181 doc: Add seealso links between various factorization forms. Rik <rik@octave.org> parents: 15264 diff changeset	803 @seealso{chol, cholupdate, choldelete, cholshift}\n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	804 @end deftypefn")
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	805 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	806 octave_idx_type nargin = args.length ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	807
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	808 octave_value_list retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	809
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	810 if (nargin != 3)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	811 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	812 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	813 return retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	814 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	815
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	816 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	817 octave_value argj = args(1);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	818 octave_value argu = args(2);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	819
9453 5fcf008c7c41 fix Cholesky updating with scalars Jaroslav Hajek <highegg@gmail.com> parents: 9065 diff changeset	820 if (argr.is_numeric_type () && argu.is_numeric_type ()
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	821 && argj.is_real_scalar ())
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	822 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	823 octave_idx_type n = argr.rows ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	824 octave_idx_type j = argj.scalar_value ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	825
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	826 if (argr.columns () == n && argu.rows () == n+1 && argu.columns () == 1)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	827 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	828 if (j > 0 && j <= n+1)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	829 {
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	830 int err = 0;
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	831 if (argr.is_single_type () \|\| argu.is_single_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	832 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	833 if (argr.is_real_type () && argu.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	834 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	835 // real case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	836 FloatMatrix R = argr.float_matrix_value ();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	837 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	838
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	839 FloatCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	840 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	841 err = fact.insert_sym (u, j-1);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	842
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	843 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	844 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	845 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	846 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	847 // complex case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	848 FloatComplexMatrix R = argr.float_complex_matrix_value ();
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	849 FloatComplexColumnVector u =
175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	850 argu.float_complex_column_vector_value ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	851
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	852 FloatComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	853 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	854 err = fact.insert_sym (u, j-1);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	855
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	856 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	857 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	858 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	859 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	860 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	861 if (argr.is_real_type () && argu.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	862 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	863 // real case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	864 Matrix R = argr.matrix_value ();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	865 ColumnVector u = argu.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	866
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	867 CHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	868 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	869 err = fact.insert_sym (u, j-1);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	870
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	871 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	872 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	873 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	874 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	875 // complex case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	876 ComplexMatrix R = argr.complex_matrix_value ();
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	877 ComplexColumnVector u =
175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	878 argu.complex_column_vector_value ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	879
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	880 ComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	881 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	882 err = fact.insert_sym (u, j-1);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	883
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	884 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	885 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	886 }
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	887
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	888 if (nargout > 1)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	889 retval(1) = err;
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	890 else if (err == 1)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	891 error ("cholinsert: insertion violates positiveness");
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	892 else if (err == 2)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	893 error ("cholinsert: singular matrix");
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	894 else if (err == 3)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	895 error ("cholinsert: diagonal element must be real");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	896 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	897 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	898 error ("cholinsert: index J out of range");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	899 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	900 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	901 error ("cholinsert: dimension mismatch between R and U");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	902 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	903 else
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	904 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	905
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	906 return retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	907 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	908
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	909 /*
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	910 %!test
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	911 %! 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	912 %! 0.63930 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	913 %! 3.31057 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	914 %! -0.13825 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	915 %! 0.45266 ];
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	916 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	917 %! R = chol (A);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	918 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	919 %! 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	920 %! 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	921 %! A1 = R1'*R1;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	922 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	923 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	924 %! assert (norm (A1(p,p) - A, Inf) < 1e1*eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	925
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	926 %!test
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	927 %! 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	928 %! 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	929 %! 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	930 %! -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	931 %! 0.45266 + 0.50020i];
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	932 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	933 %! R = chol (Ac);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	934 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	935 %! 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	936 %! 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	937 %! A1 = R1'*R1;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	938 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	939 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	940 %! assert (norm (A1(p,p) - Ac, Inf) < 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	941
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	942 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	943 %! 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	944 %! 0.63930 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	945 %! 3.31057 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	946 %! -0.13825 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	947 %! 0.45266 ]);
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	948 %!
14854 5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory Rik <octave@nomad.inbox5.com> parents: 14846 diff changeset	949 %! R = chol (single (A));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	950 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	951 %! 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	952 %! 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	953 %! A1 = R1'*R1;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	954 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	955 %! assert (norm (triu (R1)-R1, Inf), single (0));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	956 %! assert (norm (A1(p,p) - A, Inf) < 1e1*eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	957
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	958 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	959 %! 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	960 %! 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	961 %! 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	962 %! -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	963 %! 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	964 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	965 %! R = chol (single (Ac));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	966 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	967 %! 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	968 %! 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	969 %! A1 = R1'*R1;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	970 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	971 %! assert (norm (triu (R1)-R1, Inf), single (0));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	972 %! assert (norm (A1(p,p) - single (Ac), Inf) < 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	973
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	974 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	975 %! 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	976 %! 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	977 %! assert (cu, cl', eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	978
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	979 %!test
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	980 %! cca = chol (Ac);
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	981 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	982 %! ccal = chol (Ac, "lower");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	983 %! 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	984 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	985 %! ccau = chol (Ac, "upper");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	986 %! 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	987 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	988 %! 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	989 %! 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	990 %! 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	991 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	992 %! assert (cca, ccal', eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	993 %! assert (cca, ccau, eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	994 %! assert (cca, ccal2', eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	995 %! assert (cca, ccau2, eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	996
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	997 %!test
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	998 %! cca = chol (single (Ac));
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	999 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1000 %! 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	1001 %! 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	1002 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1003 %! 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	1004 %! 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	1005 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1006 %! 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	1007 %! 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	1008 %! 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	1009 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1010 %! 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	1011 %! 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	1012 %! 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	1013 %! 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	1014
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1015 %!test
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1016 %! 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	1017 %! 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	1018 %! 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	1019 %! 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	1020 %!
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1021 %! 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	1022 %! -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	1023 %! -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	1024 %! -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	1025 %!
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1026 %! ca = a + i*b;
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	1027 %!
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1028 %! cca = chol (ca);
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1029 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1030 %! ccal = chol (ca, "lower");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1031 %! 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	1032 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1033 %! ccau = chol (ca, "upper");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1034 %! 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	1035 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1036 %! 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	1037 %! 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	1038 %! 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	1039 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1040 %! 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	1041 %! 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	1042 %! 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	1043 %! assert (cca, ccau2, 16*eps);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1044 */
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1045
7924 4976f66d469b miscellaneous cleanup John W. Eaton <jwe@octave.org> parents: 7814 diff changeset	1046 DEFUN_DLD (choldelete, args, ,
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	1047 "-- texinfo --\n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1048 @deftypefn {Loadable Function} {@var{R1} =} choldelete (@var{R}, @var{j})\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	1049 Given a Cholesky@tie{}factorization of a real symmetric or complex Hermitian\n\
89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	1050 positive definite matrix @w{@var{A} = @var{R}'*@var{R}}, @var{R}@tie{}upper\n\
10846 a4f482e66b65 Grammarcheck more of the documentation. Rik <octave@nomad.inbox5.com> parents: 10840 diff changeset	1051 triangular, return the Cholesky@tie{}factorization of @w{A(p,p)}, where\n\
a4f482e66b65 Grammarcheck more of the documentation. Rik <octave@nomad.inbox5.com> parents: 10840 diff changeset	1052 @w{p = [1:j-1,j+1:n+1]}.\n\
16920 53eaa83e4181 doc: Add seealso links between various factorization forms. Rik <rik@octave.org> parents: 15264 diff changeset	1053 @seealso{chol, cholupdate, cholinsert, cholshift}\n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1054 @end deftypefn")
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1055 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1056 octave_idx_type nargin = args.length ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1057
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1058 octave_value_list retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1059
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1060 if (nargin != 2)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1061 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1062 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1063 return retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1064 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1065
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1066 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1067 octave_value argj = args(1);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1068
9453 5fcf008c7c41 fix Cholesky updating with scalars Jaroslav Hajek <highegg@gmail.com> parents: 9065 diff changeset	1069 if (argr.is_numeric_type () && argj.is_real_scalar ())
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_idx_type n = argr.rows ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1072 octave_idx_type j = argj.scalar_value ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1073
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1074 if (argr.columns () == n)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1075 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1076 if (j > 0 && j <= n)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1077 {
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1078 if (argr.is_single_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1079 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1080 if (argr.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1081 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1082 // real case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1083 FloatMatrix R = argr.float_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	1084
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1085 FloatCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1086 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1087 fact.delete_sym (j-1);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1088
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1089 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1090 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1091 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1092 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1093 // complex case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1094 FloatComplexMatrix R = argr.float_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	1095
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1096 FloatComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1097 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1098 fact.delete_sym (j-1);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1099
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1100 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1101 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1102 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1103 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1104 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1105 if (argr.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1106 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1107 // real case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1108 Matrix R = argr.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	1109
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1110 CHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1111 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1112 fact.delete_sym (j-1);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1113
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1114 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1115 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1116 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1117 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1118 // complex case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1119 ComplexMatrix R = argr.complex_matrix_value ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1120
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1121 ComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1122 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1123 fact.delete_sym (j-1);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1124
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1125 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1126 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1127 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1128 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1129 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	1130 error ("choldelete: index J out of range");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1131 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1132 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	1133 error ("choldelete: matrix R must be square");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1134 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1135 else
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1136 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1137
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1138 return retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1139 }
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 %!test
14854 5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory Rik <octave@nomad.inbox5.com> parents: 14846 diff changeset	1143 %! R = chol (A);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1144 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1145 %! 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	1146 %! R1 = choldelete (R, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1147 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1148 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1149 %! assert (norm (R1'R1 - A(p,p), Inf) < 1e1eps);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1150
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1151 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1152 %! R = chol (Ac);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1153 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1154 %! 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	1155 %! R1 = choldelete (R, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1156 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1157 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1158 %! assert (norm (R1'R1 - Ac(p,p), Inf) < 1e1eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1159
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1160 %!test
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1161 %! R = chol (single (A));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1162 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1163 %! 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	1164 %! R1 = choldelete (R, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1165 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1166 %! assert (norm (triu (R1)-R1, Inf), single (0));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1167 %! assert (norm (R1'R1 - single (A(p,p)), Inf) < 1e1eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1168
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1169 %!test
14854 5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory Rik <octave@nomad.inbox5.com> parents: 14846 diff changeset	1170 %! R = chol (single (Ac));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1171 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1172 %! 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	1173 %! R1 = choldelete (R,j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1174 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1175 %! assert (norm (triu (R1)-R1, Inf), single (0));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1176 %! assert (norm (R1'R1 - single (Ac(p,p)), Inf) < 1e1eps ("single"));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1177 */
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1178
7924 4976f66d469b miscellaneous cleanup John W. Eaton <jwe@octave.org> parents: 7814 diff changeset	1179 DEFUN_DLD (cholshift, args, ,
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	1180 "-- texinfo --\n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1181 @deftypefn {Loadable Function} {@var{R1} =} cholshift (@var{R}, @var{i}, @var{j})\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	1182 Given a Cholesky@tie{}factorization of a real symmetric or complex Hermitian\n\
89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	1183 positive definite matrix @w{@var{A} = @var{R}'*@var{R}}, @var{R}@tie{}upper\n\
89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	1184 triangular, return the Cholesky@tie{}factorization of\n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1185 @w{@var{A}(p,p)}, where @w{p} is the permutation @*\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1186 @code{p = [1:i-1, shift(i:j, 1), j+1:n]} if @w{@var{i} < @var{j}} @*\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1187 or @*\n\
9064 7c02ec148a3c Check grammar on all .cc files Rik <rdrider0-list@yahoo.com> parents: 8880 diff changeset	1188 @code{p = [1:j-1, shift(j:i,-1), i+1:n]} if @w{@var{j} < @var{i}}. @*\n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1189 \n\
16920 53eaa83e4181 doc: Add seealso links between various factorization forms. Rik <rik@octave.org> parents: 15264 diff changeset	1190 @seealso{chol, cholupdate, cholinsert, choldelete}\n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1191 @end deftypefn")
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1192 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1193 octave_idx_type nargin = args.length ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1194
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1195 octave_value_list retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1196
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1197 if (nargin != 3)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1198 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1199 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1200 return retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1201 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1202
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1203 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1204 octave_value argi = args(1);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1205 octave_value argj = args(2);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1206
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	1207 if (argr.is_numeric_type ()
175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	1208 && argi.is_real_scalar () && argj.is_real_scalar ())
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1209 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1210 octave_idx_type n = argr.rows ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1211 octave_idx_type i = argi.scalar_value ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1212 octave_idx_type j = argj.scalar_value ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1213
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1214 if (argr.columns () == n)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1215 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1216 if (j > 0 && j <= n+1 && i > 0 && i <= n+1)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1217 {
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1218
19898 17d647821d61 maint: More cleanup of C++ code to follow Octave coding conventions. John W. Eaton <jwe@octave.org> parents: 19731 diff changeset	1219 if (argr.is_single_type () && argi.is_single_type ()
17d647821d61 maint: More cleanup of C++ code to follow Octave coding conventions. John W. Eaton <jwe@octave.org> parents: 19731 diff changeset	1220 && argj.is_single_type ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1221 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1222 if (argr.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1223 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1224 // real case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1225 FloatMatrix R = argr.float_matrix_value ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1226
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1227 FloatCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1228 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1229 fact.shift_sym (i-1, j-1);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1230
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1231 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1232 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1233 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1234 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1235 // complex case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1236 FloatComplexMatrix R = argr.float_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	1237
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1238 FloatComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1239 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1240 fact.shift_sym (i-1, j-1);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1241
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1242 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1243 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1244 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1245 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1246 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1247 if (argr.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1248 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1249 // real case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1250 Matrix R = argr.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	1251
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1252 CHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1253 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1254 fact.shift_sym (i-1, j-1);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1255
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1256 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1257 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1258 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1259 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1260 // complex case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1261 ComplexMatrix R = argr.complex_matrix_value ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1262
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1263 ComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1264 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1265 fact.shift_sym (i-1, j-1);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1266
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1267 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1268 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1269 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1270 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1271 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	1272 error ("cholshift: index I or J is out of range");
7700 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 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	1275 error ("cholshift: R must be a square matrix");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1276 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1277 else
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1278 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1279
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1280 return retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1281 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1282
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1283 /*
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1284 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1285 %! R = chol (A);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1286 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1287 %! i = 1; j = 3; p = [1:i-1, shift(i: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	1288 %! R1 = cholshift (R, i, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1289 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1290 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1291 %! assert (norm (R1'R1 - A(p,p), Inf) < 1e1eps);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1292 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1293 %! j = 1; i = 3; p = [1:j-1, shift(j:i,+1), i+1:4];
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1294 %! R1 = cholshift (R, i, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1295 %!
14854 5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory Rik <octave@nomad.inbox5.com> parents: 14846 diff changeset	1296 %! assert (norm (triu (R1) - R1, Inf), 0);
5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory Rik <octave@nomad.inbox5.com> parents: 14846 diff changeset	1297 %! assert (norm (R1'R1 - A(p,p), Inf) < 1e1eps);
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1298
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1299 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1300 %! R = chol (Ac);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1301 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1302 %! i = 1; j = 3; p = [1:i-1, shift(i: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	1303 %! R1 = cholshift (R, i, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1304 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1305 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1306 %! assert (norm (R1'R1 - Ac(p,p), Inf) < 1e1eps);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1307 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1308 %! j = 1; i = 3; p = [1:j-1, shift(j:i,+1), i+1:4];
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1309 %! R1 = cholshift (R, i, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1310 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1311 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1312 %! assert (norm (R1'R1 - Ac(p,p), Inf) < 1e1eps);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1313
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1314 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1315 %! R = chol (single (A));
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	1316 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1317 %! i = 1; j = 3; p = [1:i-1, shift(i: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	1318 %! 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	1319 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1320 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1321 %! assert (norm (R1'R1 - single (A(p,p)), Inf) < 1e1eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1322 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1323 %! j = 1; i = 3; p = [1:j-1, shift(j:i,+1), i+1:4];
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1324 %! R1 = cholshift (R, i, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1325 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1326 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1327 %! assert (norm (R1'R1 - single (A(p,p)), Inf) < 1e1eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1328
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1329 %!test
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1330 %! R = chol (single (Ac));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1331 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1332 %! i = 1; j = 3; p = [1:i-1, shift(i: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	1333 %! 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	1334 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1335 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1336 %! assert (norm (R1'R1 - single (Ac(p,p)), Inf) < 1e1eps ("single"));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1337 %!
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1338 %! j = 1; i = 3; p = [1:j-1, shift(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	1339 %! R1 = cholshift (R, i, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1340 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1341 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1342 %! assert (norm (R1'R1 - single (Ac(p,p)), Inf) < 1e1eps ("single"));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1343 */

Mercurial > octave-nkf

annotate libinterp/dldfcn/chol.cc @ 20591:0650b8431037