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annotate libinterp/dldfcn/chol.cc @ 20614:10ec79b47808

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use new string_value method to handle value extraction errors * __voronoi__.cc, chol.cc, colamd.cc, fftw.cc: Use new string_value method.
author John W. Eaton <jwe@octave.org>
date Thu, 08 Oct 2015 18:15:56 -0400
parents 0650b8431037
children
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1 /*
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2
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3 Copyright (C) 1996-2015 John W. Eaton
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4 Copyright (C) 2008-2009 Jaroslav Hajek
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5 Copyright (C) 2008-2009 VZLU Prague
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6
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7 This file is part of Octave.
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8
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9 Octave is free software; you can redistribute it and/or modify it
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10 under the terms of the GNU General Public License as published by the
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11 Free Software Foundation; either version 3 of the License, or (at your
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12 option) any later version.
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13
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14 Octave is distributed in the hope that it will be useful, but WITHOUT
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15 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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16 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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17 for more details.
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18
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19 You should have received a copy of the GNU General Public License
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20 along with Octave; see the file COPYING. If not, see
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21 <http://www.gnu.org/licenses/>.
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22
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23 */
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24
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25
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26 #ifdef HAVE_CONFIG_H
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27 #include <config.h>
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28 #endif
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29
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30 #include "CmplxCHOL.h"
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31 #include "dbleCHOL.h"
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32 #include "fCmplxCHOL.h"
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33 #include "floatCHOL.h"
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34 #include "SparseCmplxCHOL.h"
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35 #include "SparsedbleCHOL.h"
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36 #include "oct-spparms.h"
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37 #include "sparse-util.h"
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38
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39 #include "ov-re-sparse.h"
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40 #include "ov-cx-sparse.h"
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41 #include "defun-dld.h"
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42 #include "error.h"
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43 #include "gripes.h"
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44 #include "oct-obj.h"
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45 #include "utils.h"
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46
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47 template <class CHOLT>
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48 static octave_value
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49 get_chol (const CHOLT& fact)
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50 {
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51 return octave_value (fact.chol_matrix());
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52 }
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53
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54 template <class CHOLT>
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55 static octave_value
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56 get_chol_r (const CHOLT& fact)
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57 {
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58 return octave_value (fact.chol_matrix (),
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59 MatrixType (MatrixType::Upper));
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60 }
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61
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62 template <class CHOLT>
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63 static octave_value
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64 get_chol_l (const CHOLT& fact)
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65 {
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66 return octave_value (fact.chol_matrix ().transpose (),
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67 MatrixType (MatrixType::Lower));
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68 }
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69
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70 DEFUN_DLD (chol, args, nargout,
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71 "-*- texinfo -*-\n\
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72 @deftypefn {Loadable Function} {@var{R} =} chol (@var{A})\n\
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73 @deftypefnx {Loadable Function} {[@var{R}, @var{p}] =} chol (@var{A})\n\
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74 @deftypefnx {Loadable Function} {[@var{R}, @var{p}, @var{Q}] =} chol (@var{S})\n\
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75 @deftypefnx {Loadable Function} {[@var{R}, @var{p}, @var{Q}] =} chol (@var{S}, \"vector\")\n\
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76 @deftypefnx {Loadable Function} {[@var{L}, @dots{}] =} chol (@dots{}, \"lower\")\n\
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77 @deftypefnx {Loadable Function} {[@var{L}, @dots{}] =} chol (@dots{}, \"upper\")\n\
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78 @cindex Cholesky factorization\n\
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79 Compute the Cholesky@tie{}factor, @var{R}, of the symmetric positive definite\n\
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80 matrix @var{A}.\n\
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81 \n\
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82 The Cholesky@tie{}factor is defined by\n\
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83 @tex\n\
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84 $ R^T R = A $.\n\
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85 @end tex\n\
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86 @ifnottex\n\
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87 \n\
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88 @example\n\
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89 @var{R}' * @var{R} = @var{A}.\n\
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90 @end example\n\
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91 \n\
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92 @end ifnottex\n\
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93 \n\
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94 Called with one output argument @code{chol} fails if @var{A} or @var{S} is\n\
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95 not positive definite. With two or more output arguments @var{p} flags\n\
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96 whether the matrix was positive definite and @code{chol} does not fail. A\n\
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97 zero value indicated that the matrix was positive definite and the @var{R}\n\
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98 gives the factorization, and @var{p} will have a positive value otherwise.\n\
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99 \n\
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100 If called with 3 outputs then a sparsity preserving row/column permutation\n\
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101 is applied to @var{A} prior to the factorization. That is @var{R} is the\n\
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102 factorization of @code{@var{A}(@var{Q},@var{Q})} such that\n\
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103 @tex\n\
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104 $ R^T R = Q^T A Q$.\n\
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105 @end tex\n\
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106 @ifnottex\n\
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107 \n\
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108 @example\n\
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109 @var{R}' * @var{R} = @var{Q}' * @var{A} * @var{Q}.\n\
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110 @end example\n\
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111 \n\
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112 @end ifnottex\n\
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113 \n\
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114 The sparsity preserving permutation is generally returned as a matrix.\n\
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115 However, given the flag @qcode{\"vector\"}, @var{Q} will be returned as a\n\
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116 vector such that\n\
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117 @tex\n\
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118 $ R^T R = A (Q, Q)$.\n\
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119 @end tex\n\
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120 @ifnottex\n\
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121 \n\
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122 @example\n\
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123 @var{R}' * @var{R} = @var{A}(@var{Q}, @var{Q}).\n\
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124 @end example\n\
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125 \n\
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126 @end ifnottex\n\
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127 \n\
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128 Called with either a sparse or full matrix and using the @qcode{\"lower\"}\n\
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129 flag, @code{chol} returns the lower triangular factorization such that\n\
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130 @tex\n\
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131 $ L L^T = A $.\n\
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132 @end tex\n\
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133 @ifnottex\n\
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134 \n\
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135 @example\n\
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136 @var{L} * @var{L}' = @var{A}.\n\
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137 @end example\n\
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138 \n\
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139 @end ifnottex\n\
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140 \n\
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141 For full matrices, if the @qcode{\"lower\"} flag is set only the lower\n\
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142 triangular part of the matrix is used for the factorization, otherwise the\n\
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143 upper triangular part is used.\n\
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144 \n\
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145 In general the lower triangular factorization is significantly faster for\n\
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146 sparse matrices.\n\
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147 @seealso{hess, lu, qr, qz, schur, svd, ichol, cholinv, chol2inv, cholupdate, cholinsert, choldelete, cholshift}\n\
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148 @end deftypefn")
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149 {
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150 octave_value_list retval;
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151 int nargin = args.length ();
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152 bool LLt = false;
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153 bool vecout = false;
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154
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155 if (nargin < 1 || nargin > 3 || nargout > 3
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156 || (! args(0).is_sparse_type () && nargout > 2))
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157 {
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158 print_usage ();
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159 return retval;
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160 }
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161
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162 int n = 1;
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163 while (n < nargin)
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164 {
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165 std::string tmp = args(n++).string_value ("chol: expecting trailing string arguments");
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166
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167 if (tmp.compare ("vector") == 0)
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168 vecout = true;
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169 else if (tmp.compare ("lower") == 0)
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170 LLt = true;
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171 else if (tmp.compare ("upper") == 0)
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172 LLt = false;
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173 else
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174 error ("chol: unexpected second or third input");
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175 }
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176
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177 octave_value arg = args(0);
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178
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179 octave_idx_type nr = arg.rows ();
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180 octave_idx_type nc = arg.columns ();
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181
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182 int arg_is_empty = empty_arg ("chol", nr, nc);
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183
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184 if (arg_is_empty < 0)
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185 return retval;
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186 if (arg_is_empty > 0)
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187 return octave_value (Matrix ());
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188
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189 if (arg.is_sparse_type ())
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190 {
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191 octave_idx_type info;
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192 bool natural = (nargout != 3);
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193 bool force = nargout > 1;
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194
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195 if (arg.is_real_type ())
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196 {
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197 SparseMatrix m = arg.sparse_matrix_value ();
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198
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199 SparseCHOL fact (m, info, natural, force);
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200
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201 if (nargout == 3)
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202 {
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203 if (vecout)
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204 retval(2) = fact.perm ();
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205 else
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206 retval(2) = fact.Q ();
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207 }
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208
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209 if (nargout > 1 || info == 0)
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210 {
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211 retval(1) = info;
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212 if (LLt)
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213 retval(0) = fact.L ();
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214 else
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215 retval(0) = fact.R ();
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216 }
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217 else
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218 error ("chol: input matrix must be positive definite");
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219 }
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220 else if (arg.is_complex_type ())
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221 {
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222 SparseComplexMatrix m = arg.sparse_complex_matrix_value ();
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223
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224 SparseComplexCHOL fact (m, info, natural, force);
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225
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226 if (nargout == 3)
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227 {
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228 if (vecout)
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229 retval(2) = fact.perm ();
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230 else
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231 retval(2) = fact.Q ();
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232 }
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233
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234 if (nargout > 1 || info == 0)
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235 {
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236 retval(1) = info;
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237 if (LLt)
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238 retval(0) = fact.L ();
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239 else
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240 retval(0) = fact.R ();
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241 }
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242 else
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243 error ("chol: input matrix must be positive definite");
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244 }
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245 else
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246 gripe_wrong_type_arg ("chol", arg);
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247 }
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248 else if (arg.is_single_type ())
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249 {
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250 if (arg.is_real_type ())
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251 {
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252 FloatMatrix m = arg.float_matrix_value ();
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253
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254 octave_idx_type info;
7789
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255
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256 FloatCHOL fact;
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257 fact = FloatCHOL (m, info, LLt != true);
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258
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259 if (nargout == 2 || info == 0)
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260 {
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261 retval(1) = info;
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262 retval(0) = get_chol (fact);
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263 }
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264 else
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265 error ("chol: input matrix must be positive definite");
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266 }
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267 else if (arg.is_complex_type ())
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268 {
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269 FloatComplexMatrix m = arg.float_complex_matrix_value ();
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270
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271 octave_idx_type info;
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272
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273 FloatComplexCHOL fact;
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274 if (LLt)
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275 fact = FloatComplexCHOL (m.transpose (), info);
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276 else
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277 fact = FloatComplexCHOL (m, info);
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278
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279 if (nargout == 2 || info == 0)
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280 {
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281 retval(1) = info;
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282 if (LLt)
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parents: 20497
diff changeset
283 retval(0) = get_chol_l (fact);
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
284 else
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
285 retval(0) = get_chol_r (fact);
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
286 }
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
287 else
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
288 error ("chol: input matrix must be positive definite");
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
289 }
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
290 else
20591
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
291 gripe_wrong_type_arg ("chol", arg);
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
292 }
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
293 else
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
294 {
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
295 if (arg.is_real_type ())
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
296 {
20591
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
297 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
298
20591
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
299 octave_idx_type info;
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
300
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
301 CHOL fact;
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
302 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
303
20591
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
304 if (nargout == 2 || info == 0)
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 retval(1) = info;
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
307 retval(0) = get_chol (fact);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
308 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
309 else
20591
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
310 error ("chol: input matrix must be positive definite");
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
311 }
20591
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
312 else if (arg.is_complex_type ())
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
313 {
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
314 ComplexMatrix m = arg.complex_matrix_value ();
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
315
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
316 octave_idx_type info;
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
317
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
318 ComplexCHOL fact;
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
319 fact = ComplexCHOL (m, info, LLt != true);
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 if (nargout == 2 || info == 0)
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 retval(1) = info;
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
324 retval(0) = get_chol (fact);
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 else
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
327 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
328 }
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
329 else
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
330 gripe_wrong_type_arg ("chol", arg);
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
331 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
332
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
333 return retval;
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
334 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
335
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
336 /*
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
337 %!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
338 %!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
339 %!testif HAVE_CHOLMOD
18879
161b11e7da2d Return error code from sparse chol factorization (bug #42587).
Rik <rik@octave.org>
parents: 17861
diff changeset
340 %! ## Bug #42587
161b11e7da2d Return error code from sparse chol factorization (bug #42587).
Rik <rik@octave.org>
parents: 17861
diff changeset
341 %! 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
342 %! [Q, p] = chol (A);
161b11e7da2d Return error code from sparse chol factorization (bug #42587).
Rik <rik@octave.org>
parents: 17861
diff changeset
343 %! 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
344
14854
5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory
Rik <octave@nomad.inbox5.com>
parents: 14846
diff changeset
345 %!error chol ()
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
346 %!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
347 %!error <requires square matrix> chol ([1, 2; 3, 4; 5, 6])
20614
10ec79b47808 use new string_value method to handle value extraction errors
John W. Eaton <jwe@octave.org>
parents: 20591
diff changeset
348 %!error <expecting trailing string arguments> chol (1, 2)
10ec79b47808 use new string_value method to handle value extraction errors
John W. Eaton <jwe@octave.org>
parents: 20591
diff changeset
349 %!error <unexpected second or third input> chol (1, "foobar")
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
350 */
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
351
5760
8d7162924bd3 [project @ 2006-04-14 04:01:37 by jwe]
jwe
parents: 5448
diff changeset
352 DEFUN_DLD (cholinv, args, ,
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
353 "-*- texinfo -*-\n\
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
354 @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
355 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
356 the Cholesky@tie{}factorization.\n\
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
357 @seealso{chol, chol2inv, inv}\n\
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
358 @end deftypefn")
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
359 {
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
360 octave_value retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
361
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
362 int nargin = args.length ();
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 if (nargin == 1)
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 octave_value arg = args(0);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
367
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
368 octave_idx_type nr = arg.rows ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
369 octave_idx_type nc = arg.columns ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
370
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
371 if (nr == 0 || nc == 0)
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
372 retval = Matrix ();
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
373 else
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
374 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
375 if (arg.is_sparse_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
376 {
15264
94cdf82d4a0c don't overload meaning of info in Sparse Cholesky factorization functions
John W. Eaton <jwe@octave.org>
parents: 15195
diff changeset
377 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
378
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
379 if (arg.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
380 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
381 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
382
20591
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
383 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
384
20591
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
385 if (info == 0)
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
386 retval = chol.inverse ();
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
387 else
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
388 error ("cholinv: A must be positive definite");
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
389 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
390 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
391 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
392 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
393
20591
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
394 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
395
20591
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
396 if (info == 0)
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
397 retval = chol.inverse ();
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
398 else
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
399 error ("cholinv: A must be positive definite");
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
400 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
401 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
402 gripe_wrong_type_arg ("cholinv", arg);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
403 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
404 else if (arg.is_single_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
405 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
406 if (arg.is_real_type ())
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 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
409
20591
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
410 octave_idx_type info;
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
411 FloatCHOL chol (m, info);
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
412 if (info == 0)
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
413 retval = chol.inverse ();
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
414 else
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
415 error ("cholinv: A must be positive definite");
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
416 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
417 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
418 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
419 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
420
20591
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
421 octave_idx_type info;
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
422 FloatComplexCHOL chol (m, info);
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
423 if (info == 0)
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
424 retval = chol.inverse ();
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
425 else
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
426 error ("cholinv: A must be positive definite");
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
427 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
428 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
429 gripe_wrong_type_arg ("chol", arg);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
430 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
431 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
432 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
433 if (arg.is_real_type ())
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 Matrix m = arg.matrix_value ();
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
436
20591
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
437 octave_idx_type info;
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
438 CHOL chol (m, info);
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
439 if (info == 0)
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
440 retval = chol.inverse ();
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
441 else
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
442 error ("cholinv: A must be positive definite");
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
443 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
444 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
445 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
446 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
447
20591
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
448 octave_idx_type info;
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
449 ComplexCHOL chol (m, info);
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
450 if (info == 0)
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
451 retval = chol.inverse ();
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
452 else
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
453 error ("cholinv: A must be positive definite");
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
454 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
455 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
456 gripe_wrong_type_arg ("chol", arg);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
457 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
458 }
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
459 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
460 else
5823
080c08b192d8 [project @ 2006-05-19 05:32:17 by jwe]
jwe
parents: 5760
diff changeset
461 print_usage ();
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
462
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
463 return retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
464 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
465
8402
2176f2b4599e Fix sparse cholesky inversion
David Bateman <dbateman@free.fr>
parents: 8284
diff changeset
466 /*
8871
fb1c929dbbb7 tests vs. 64-bit indexing
John W. Eaton <jwe@octave.org>
parents: 8562
diff changeset
467 %!shared A, Ainv
8402
2176f2b4599e Fix sparse cholesky inversion
David Bateman <dbateman@free.fr>
parents: 8284
diff changeset
468 %! 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
469 %! Ainv = inv (A);
8871
fb1c929dbbb7 tests vs. 64-bit indexing
John W. Eaton <jwe@octave.org>
parents: 8562
diff changeset
470 %!test
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
471 %! Ainv1 = cholinv (A);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
472 %! assert (norm (Ainv-Ainv1), 0, 1e-10);
8871
fb1c929dbbb7 tests vs. 64-bit indexing
John W. Eaton <jwe@octave.org>
parents: 8562
diff changeset
473 %!testif HAVE_CHOLMOD
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
474 %! Ainv2 = inv (sparse (A));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
475 %! 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
476 %!testif HAVE_CHOLMOD
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
477 %! Ainv3 = cholinv (sparse (A));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
478 %! assert (norm (Ainv-Ainv3), 0, 1e-10);
8402
2176f2b4599e Fix sparse cholesky inversion
David Bateman <dbateman@free.fr>
parents: 8284
diff changeset
479 */
2176f2b4599e Fix sparse cholesky inversion
David Bateman <dbateman@free.fr>
parents: 8284
diff changeset
480
5760
8d7162924bd3 [project @ 2006-04-14 04:01:37 by jwe]
jwe
parents: 5448
diff changeset
481 DEFUN_DLD (chol2inv, args, ,
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
482 "-*- texinfo -*-\n\
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
483 @deftypefn {Loadable Function} {} chol2inv (@var{U})\n\
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
484 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
485 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
486 \n\
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 19898
diff changeset
487 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
488 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
489 @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
490 @seealso{chol, cholinv, inv}\n\
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
491 @end deftypefn")
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
492 {
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
493 octave_value retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
494
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
495 int nargin = args.length ();
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 if (nargin == 1)
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 octave_value arg = args(0);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
500
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
501 octave_idx_type nr = arg.rows ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
502 octave_idx_type nc = arg.columns ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
503
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
504 if (nr == 0 || nc == 0)
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
505 retval = Matrix ();
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
506 else
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
507 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
508 if (arg.is_sparse_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
509 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
510 if (arg.is_real_type ())
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 SparseMatrix r = arg.sparse_matrix_value ();
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
513
20591
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
514 retval = chol2inv (r);
10154
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 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
517 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
518 SparseComplexMatrix r = arg.sparse_complex_matrix_value ();
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
519
20591
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
520 retval = chol2inv (r);
10154
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 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
523 gripe_wrong_type_arg ("chol2inv", arg);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
524 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
525 else if (arg.is_single_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
526 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
527 if (arg.is_real_type ())
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 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
530
20591
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
531 retval = chol2inv (r);
10154
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 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
534 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
535 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
536
20591
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
537 retval = chol2inv (r);
10154
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 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
540 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
541
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 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
545 if (arg.is_real_type ())
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 Matrix r = arg.matrix_value ();
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
548
20591
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
549 retval = chol2inv (r);
10154
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 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
552 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
553 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
554
20591
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20497
diff changeset
555 retval = chol2inv (r);
10154
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 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
558 gripe_wrong_type_arg ("chol2inv", arg);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
559 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
560 }
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
561 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
562 else
5823
080c08b192d8 [project @ 2006-05-19 05:32:17 by jwe]
jwe
parents: 5760
diff changeset
563 print_usage ();
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
564
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
565 return retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
566 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
567
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
568 DEFUN_DLD (cholupdate, args, nargout,
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
569 "-*- texinfo -*-\n\
7650
eb7bdde776f2 Texinfo fixes
John W. Eaton <jwe@octave.org>
parents: 7559
diff changeset
570 @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
571 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
572 \n\
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 19898
diff changeset
573 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
574 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
575 \n\
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
576 @itemize @bullet\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
577 @item\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
578 @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
579 if @var{op} is @qcode{\"+\"}\n\
10840
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
580 \n\
7554
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\
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
584 @end itemize\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
585 \n\
17281
bc924baa2c4e doc: Add new @qcode macro for code samples which are quoted.
Rik <rik@octave.org>
parents: 16920
diff changeset
586 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
587 \n\
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
588 @itemize\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
589 @item 0 if the downdate was successful,\n\
10840
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
590 \n\
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
591 @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
592 \n\
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
593 @item 2 if @var{R} is singular.\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
594 @end itemize\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
595 \n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
596 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
597 @seealso{chol, cholinsert, choldelete, cholshift}\n\
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
598 @end deftypefn")
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
599 {
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
600 octave_idx_type nargin = args.length ();
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
601
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
602 octave_value_list retval;
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 if (nargin > 3 || nargin < 2)
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
605 {
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
606 print_usage ();
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
607 return retval;
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
608 }
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
609
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
610 octave_value argr = args(0);
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
611 octave_value argu = args(1);
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
612
9453
5fcf008c7c41 fix Cholesky updating with scalars
Jaroslav Hajek <highegg@gmail.com>
parents: 9065
diff changeset
613 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
614 && (nargin < 3 || args(2).is_string ()))
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
615 {
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
616 octave_idx_type n = argr.rows ();
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
617
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
618 std::string op = (nargin < 3) ? "+" : args(2).string_value ();
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
619
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
620 bool down = op == "-";
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
621
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
622 if (down || op == "+")
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
623 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
624 {
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
625 int err = 0;
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
626 if (argr.is_single_type () || argu.is_single_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
627 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
628 if (argr.is_real_type () && argu.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
629 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
630 // real case
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
631 FloatMatrix R = argr.float_matrix_value ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
632 FloatColumnVector u = argu.float_column_vector_value ();
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
633
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
634 FloatCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
635 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
636
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
637 if (down)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
638 err = fact.downdate (u);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
639 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
640 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
641
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
642 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
643 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
644 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
645 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
646 // complex case
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
647 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
648 FloatComplexColumnVector u =
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
649 argu.float_complex_column_vector_value ();
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
650
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
651 FloatComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
652 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
653
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
654 if (down)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
655 err = fact.downdate (u);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
656 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
657 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
658
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
659 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
660 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
661 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
662 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
663 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
664 if (argr.is_real_type () && argu.is_real_type ())
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 // real case
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
667 Matrix R = argr.matrix_value ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
668 ColumnVector u = argu.column_vector_value ();
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
669
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
670 CHOL fact;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
671 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
672
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
673 if (down)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
674 err = fact.downdate (u);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
675 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
676 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
677
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
678 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
679 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
680 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
681 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
682 // complex case
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
683 ComplexMatrix R = argr.complex_matrix_value ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
684 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
685
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
686 ComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
687 fact.set (R);
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
688
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
689 if (down)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
690 err = fact.downdate (u);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
691 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
692 fact.update (u);
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
693
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
694 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
695 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
696 }
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
697
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
698 if (nargout > 1)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
699 retval(1) = err;
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
700 else if (err == 1)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
701 error ("cholupdate: downdate violates positiveness");
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
702 else if (err == 2)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
703 error ("cholupdate: singular matrix");
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
704 }
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
705 else
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
706 error ("cholupdate: dimension mismatch between R and U");
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
707 else
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
708 error ("cholupdate: OP must be \"+\" or \"-\"");
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
709 }
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
710 else
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
711 print_usage ();
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
712
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
713 return retval;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
714 }
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
715
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
716 /*
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
717 %!shared A, u, Ac, uc
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
718 %! A = [ 0.436997 -0.131721 0.124120 -0.061673 ;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
719 %! -0.131721 0.738529 0.019851 -0.140295 ;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
720 %! 0.124120 0.019851 0.354879 -0.059472 ;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
721 %! -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
722 %!
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
723 %! u = [ 0.98950 ;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
724 %! 0.39844 ;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
725 %! 0.63484 ;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
726 %! 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
727 %! 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
728 %! -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
729 %! 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
730 %! -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
731 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
732 %! 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
733 %! 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
734 %! 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
735 %! 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
736
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
737 %!test
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
738 %! R = chol (A);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
739 %! R1 = cholupdate (R, u);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
740 %! 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
741 %! assert (norm (R1'*R1 - R'*R - u*u', Inf) < 1e1*eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
742 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
743 %! R1 = cholupdate (R1, 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 - 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
746
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
747 %!test
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
748 %! R = chol (Ac);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
749 %! R1 = cholupdate (R, uc);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
750 %! 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
751 %! assert (norm (R1'*R1 - R'*R - uc*uc', Inf) < 1e1*eps);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
752 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
753 %! R1 = cholupdate (R1, 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 - 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
756
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
757 %!test
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
758 %! R = chol (single (A));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
759 %! 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
760 %! 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
761 %! assert (norm (R1'*R1 - R'*R - single (u*u'), Inf) < 1e1*eps ("single"));
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
762 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
763 %! 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
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 - 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
766
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
767 %!test
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
768 %! R = chol (single (Ac));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
769 %! 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
770 %! 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
771 %! assert (norm (R1'*R1 - R'*R - single (uc*uc'), Inf) < 1e1*eps ("single"));
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
772 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
773 %! 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
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 - R, Inf) < 2e1*eps ("single"));
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
776 */
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
777
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
778 DEFUN_DLD (cholinsert, args, nargout,
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
779 "-*- texinfo -*-\n\
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
780 @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
781 @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
782 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
783 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
784 triangular, return the Cholesky@tie{}factorization of\n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
785 @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
786 @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
787 \n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
788 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
789 \n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
790 @itemize\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
791 @item 0 if the insertion was successful,\n\
10840
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
792 \n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
793 @item 1 if @var{A1} is not positive definite,\n\
10840
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
794 \n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
795 @item 2 if @var{R} is singular.\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
796 @end itemize\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
797 \n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
798 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
799 @seealso{chol, cholupdate, choldelete, cholshift}\n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
800 @end deftypefn")
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
801 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
802 octave_idx_type nargin = args.length ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
803
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
804 octave_value_list retval;
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 if (nargin != 3)
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 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
809 return retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
810 }
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 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
813 octave_value argj = args(1);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
814 octave_value argu = args(2);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
815
9453
5fcf008c7c41 fix Cholesky updating with scalars
Jaroslav Hajek <highegg@gmail.com>
parents: 9065
diff changeset
816 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
817 && argj.is_real_scalar ())
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
818 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
819 octave_idx_type n = argr.rows ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
820 octave_idx_type j = argj.scalar_value ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
821
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
822 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
823 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
824 if (j > 0 && j <= n+1)
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
825 {
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
826 int err = 0;
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
827 if (argr.is_single_type () || argu.is_single_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
828 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
829 if (argr.is_real_type () && argu.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
830 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
831 // real case
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
832 FloatMatrix R = argr.float_matrix_value ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
833 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
834
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
835 FloatCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
836 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
837 err = fact.insert_sym (u, j-1);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
838
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
839 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
840 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
841 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
842 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
843 // complex case
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
844 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
845 FloatComplexColumnVector u =
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
846 argu.float_complex_column_vector_value ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
847
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
848 FloatComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
849 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
850 err = fact.insert_sym (u, j-1);
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 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
853 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
854 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
855 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
856 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
857 if (argr.is_real_type () && argu.is_real_type ())
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 // real case
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
860 Matrix R = argr.matrix_value ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
861 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
862
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
863 CHOL fact;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
864 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
865 err = fact.insert_sym (u, j-1);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
866
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
867 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
868 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
869 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
870 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
871 // complex case
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
872 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
873 ComplexColumnVector u =
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
874 argu.complex_column_vector_value ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
875
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
876 ComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
877 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
878 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
879
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
880 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
881 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
882 }
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
883
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
884 if (nargout > 1)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
885 retval(1) = err;
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
886 else if (err == 1)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
887 error ("cholinsert: insertion violates positiveness");
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
888 else if (err == 2)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
889 error ("cholinsert: singular matrix");
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
890 else if (err == 3)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
891 error ("cholinsert: diagonal element must be real");
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
892 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
893 else
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
894 error ("cholinsert: index J out of range");
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
895 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
896 else
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
897 error ("cholinsert: dimension mismatch between R and U");
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
898 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
899 else
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
900 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
901
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
902 return retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
903 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
904
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 %!test
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
907 %! 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
908 %! 0.63930 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
909 %! 3.31057 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
910 %! -0.13825 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
911 %! 0.45266 ];
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
912 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
913 %! R = chol (A);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
914 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
915 %! 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
916 %! 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
917 %! A1 = R1'*R1;
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 %! 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
920 %! 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
921
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
922 %!test
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
923 %! 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
924 %! 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
925 %! 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
926 %! -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
927 %! 0.45266 + 0.50020i];
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
928 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
929 %! R = chol (Ac);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
930 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
931 %! 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
932 %! 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
933 %! A1 = R1'*R1;
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 %! 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
936 %! 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
937
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
938 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
939 %! 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
940 %! 0.63930 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
941 %! 3.31057 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
942 %! -0.13825 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
943 %! 0.45266 ]);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
944 %!
14854
5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory
Rik <octave@nomad.inbox5.com>
parents: 14846
diff changeset
945 %! R = chol (single (A));
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
946 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
947 %! 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
948 %! 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
949 %! A1 = R1'*R1;
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 %! 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
952 %! 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
953
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
954 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
955 %! 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
956 %! 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
957 %! 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
958 %! -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
959 %! 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
960 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
961 %! R = chol (single (Ac));
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
962 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
963 %! 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
964 %! 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
965 %! A1 = R1'*R1;
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 %! 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
968 %! 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
969
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
970 %!test
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
971 %! 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
972 %! 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
973 %! assert (cu, cl', eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
974
13953
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
975 %!test
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
976 %! cca = chol (Ac);
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
977 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
978 %! ccal = chol (Ac, "lower");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
979 %! 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
980 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
981 %! ccau = chol (Ac, "upper");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
982 %! 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
983 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
984 %! 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
985 %! 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
986 %! 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
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, ccal', eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
989 %! assert (cca, ccau, eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
990 %! assert (cca, ccal2', eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
991 %! assert (cca, ccau2, eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
992
13953
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
993 %!test
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
994 %! 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
995 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
996 %! 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
997 %! 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
998 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
999 %! 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
1000 %! 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
1001 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1002 %! 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
1003 %! 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
1004 %! 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
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, ccal', eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1007 %! 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
1008 %! 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
1009 %! 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
1010
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
1011 %!test
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
1012 %! 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
1013 %! 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
1014 %! 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
1015 %! 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
1016 %!
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
1017 %! 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
1018 %! -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
1019 %! -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
1020 %! -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
1021 %!
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
1022 %! ca = a + i*b;
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
1023 %!
13953
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
1024 %! cca = chol (ca);
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
1025 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1026 %! ccal = chol (ca, "lower");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1027 %! 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
1028 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1029 %! ccau = chol (ca, "upper");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1030 %! 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
1031 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1032 %! assert (cca'*cca, ca, 16*eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1033 %! assert (ccau'*ccau, ca, 16*eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1034 %! assert (ccau2'*ccau2, ca, 16*eps);
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, ccal', 16*eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1037 %! 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
1038 %! 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
1039 %! assert (cca, ccau2, 16*eps);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1040 */
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1041
7924
4976f66d469b miscellaneous cleanup
John W. Eaton <jwe@octave.org>
parents: 7814
diff changeset
1042 DEFUN_DLD (choldelete, args, ,
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
1043 "-*- texinfo -*-\n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1044 @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
1045 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
1046 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
1047 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
1048 @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
1049 @seealso{chol, cholupdate, cholinsert, cholshift}\n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1050 @end deftypefn")
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1051 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1052 octave_idx_type nargin = args.length ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1053
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1054 octave_value_list retval;
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 if (nargin != 2)
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 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1059 return retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1060 }
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 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1063 octave_value argj = args(1);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1064
9453
5fcf008c7c41 fix Cholesky updating with scalars
Jaroslav Hajek <highegg@gmail.com>
parents: 9065
diff changeset
1065 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
1066 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1067 octave_idx_type n = argr.rows ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1068 octave_idx_type j = argj.scalar_value ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1069
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1070 if (argr.columns () == n)
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1071 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1072 if (j > 0 && j <= n)
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1073 {
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1074 if (argr.is_single_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1075 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1076 if (argr.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1077 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1078 // real case
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1079 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
1080
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1081 FloatCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1082 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1083 fact.delete_sym (j-1);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1084
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1085 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1086 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1087 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1088 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1089 // complex case
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1090 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
1091
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1092 FloatComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1093 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1094 fact.delete_sym (j-1);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1095
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1096 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1097 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1098 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1099 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1100 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1101 if (argr.is_real_type ())
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 // real case
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1104 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
1105
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1106 CHOL fact;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1107 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1108 fact.delete_sym (j-1);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1109
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1110 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1111 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1112 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1113 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1114 // complex case
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1115 ComplexMatrix R = argr.complex_matrix_value ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1116
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1117 ComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1118 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1119 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
1120
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1121 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1122 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1123 }
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1124 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1125 else
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
1126 error ("choldelete: index J out of range");
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1127 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1128 else
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
1129 error ("choldelete: matrix R must be square");
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1130 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1131 else
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1132 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1133
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1134 return retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1135 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1136
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 %!test
14854
5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory
Rik <octave@nomad.inbox5.com>
parents: 14846
diff changeset
1139 %! R = chol (A);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1140 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1141 %! 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
1142 %! R1 = choldelete (R, j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1143 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1144 %! 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
1145 %! assert (norm (R1'*R1 - A(p,p), 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
1146
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1147 %!test
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1148 %! R = chol (Ac);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1149 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1150 %! 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
1151 %! R1 = choldelete (R, j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1152 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1153 %! 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
1154 %! assert (norm (R1'*R1 - Ac(p,p), Inf) < 1e1*eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1155
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1156 %!test
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1157 %! R = chol (single (A));
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1158 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1159 %! 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
1160 %! R1 = choldelete (R, j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1161 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1162 %! 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
1163 %! assert (norm (R1'*R1 - single (A(p,p)), Inf) < 1e1*eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1164
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1165 %!test
14854
5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory
Rik <octave@nomad.inbox5.com>
parents: 14846
diff changeset
1166 %! R = chol (single (Ac));
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1167 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1168 %! 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
1169 %! R1 = choldelete (R,j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1170 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1171 %! 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
1172 %! assert (norm (R1'*R1 - single (Ac(p,p)), Inf) < 1e1*eps ("single"));
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1173 */
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1174
7924
4976f66d469b miscellaneous cleanup
John W. Eaton <jwe@octave.org>
parents: 7814
diff changeset
1175 DEFUN_DLD (cholshift, args, ,
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
1176 "-*- texinfo -*-\n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1177 @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
1178 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
1179 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
1180 triangular, return the Cholesky@tie{}factorization of\n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1181 @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
1182 @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
1183 or @*\n\
9064
7c02ec148a3c Check grammar on all .cc files
Rik <rdrider0-list@yahoo.com>
parents: 8880
diff changeset
1184 @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
1185 \n\
16920
53eaa83e4181 doc: Add seealso links between various factorization forms.
Rik <rik@octave.org>
parents: 15264
diff changeset
1186 @seealso{chol, cholupdate, cholinsert, choldelete}\n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1187 @end deftypefn")
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1188 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1189 octave_idx_type nargin = args.length ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1190
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1191 octave_value_list retval;
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 if (nargin != 3)
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 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1196 return retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1197 }
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 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1200 octave_value argi = args(1);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1201 octave_value argj = args(2);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1202
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
1203 if (argr.is_numeric_type ()
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
1204 && argi.is_real_scalar () && argj.is_real_scalar ())
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1205 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1206 octave_idx_type n = argr.rows ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1207 octave_idx_type i = argi.scalar_value ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1208 octave_idx_type j = argj.scalar_value ();
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 if (argr.columns () == n)
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1211 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1212 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
1213 {
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1214
19898
17d647821d61 maint: More cleanup of C++ code to follow Octave coding conventions.
John W. Eaton <jwe@octave.org>
parents: 19731
diff changeset
1215 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
1216 && argj.is_single_type ())
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1217 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1218 if (argr.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1219 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1220 // real case
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1221 FloatMatrix R = argr.float_matrix_value ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1222
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1223 FloatCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1224 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1225 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
1226
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1227 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1228 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1229 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1230 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1231 // complex case
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1232 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
1233
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1234 FloatComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1235 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1236 fact.shift_sym (i-1, j-1);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1237
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1238 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1239 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1240 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1241 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1242 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1243 if (argr.is_real_type ())
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 // real case
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1246 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
1247
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1248 CHOL fact;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1249 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1250 fact.shift_sym (i-1, j-1);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1251
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1252 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1253 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1254 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1255 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1256 // complex case
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1257 ComplexMatrix R = argr.complex_matrix_value ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1258
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1259 ComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1260 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1261 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
1262
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1263 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1264 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1265 }
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1266 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1267 else
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
1268 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
1269 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1270 else
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
1271 error ("cholshift: R must be a square matrix");
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1272 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1273 else
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1274 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1275
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1276 return retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1277 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1278
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 %!test
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1281 %! R = chol (A);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1282 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1283 %! 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
1284 %! R1 = cholshift (R, i, j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1285 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1286 %! 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
1287 %! assert (norm (R1'*R1 - A(p,p), Inf) < 1e1*eps);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1288 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1289 %! 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
1290 %! R1 = cholshift (R, i, j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1291 %!
14854
5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory
Rik <octave@nomad.inbox5.com>
parents: 14846
diff changeset
1292 %! 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
1293 %! assert (norm (R1'*R1 - A(p,p), Inf) < 1e1*eps);
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1294
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1295 %!test
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1296 %! R = chol (Ac);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1297 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1298 %! 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
1299 %! R1 = cholshift (R, i, j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1300 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1301 %! 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
1302 %! assert (norm (R1'*R1 - Ac(p,p), Inf) < 1e1*eps);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1303 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1304 %! 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
1305 %! R1 = cholshift (R, i, j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1306 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1307 %! 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
1308 %! assert (norm (R1'*R1 - Ac(p,p), 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
1309
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1310 %!test
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1311 %! R = chol (single (A));
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
1312 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1313 %! 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
1314 %! 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
1315 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1316 %! 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
1317 %! assert (norm (R1'*R1 - single (A(p,p)), Inf) < 1e1*eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1318 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1319 %! 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
1320 %! R1 = cholshift (R, i, j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1321 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1322 %! 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
1323 %! assert (norm (R1'*R1 - single (A(p,p)), Inf) < 1e1*eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1324
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1325 %!test
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1326 %! R = chol (single (Ac));
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1327 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1328 %! 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
1329 %! 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
1330 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1331 %! 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
1332 %! assert (norm (R1'*R1 - single (Ac(p,p)), Inf) < 1e1*eps ("single"));
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1333 %!
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1334 %! 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
1335 %! R1 = cholshift (R, i, j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1336 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1337 %! 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
1338 %! assert (norm (R1'*R1 - single (Ac(p,p)), Inf) < 1e1*eps ("single"));
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1339 */