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annotate liboctave/SparseCmplxCHOL.cc @ 11586:12df7854fa7c
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| author | John W. Eaton <jwe@octave.org> |
|---|---|
| date | Thu, 20 Jan 2011 17:24:59 -0500 |
| parents | fd0a3ac60b0e |
| children | 72c96de7a403 |
| rev | line source |
|---|---|
| 5506 | 1 /* |
| 2 | |
| 11523 | 3 Copyright (C) 2005-2011 David Bateman |
| 4 Copyright (C) 1998-2005 Andy Adler | |
| 7016 | 5 |
| 6 This file is part of Octave. | |
| 5506 | 7 |
| 8 Octave is free software; you can redistribute it and/or modify it | |
| 9 under the terms of the GNU General Public License as published by the | |
| 7016 | 10 Free Software Foundation; either version 3 of the License, or (at your |
| 11 option) any later version. | |
| 5506 | 12 |
| 13 Octave is distributed in the hope that it will be useful, but WITHOUT | |
| 14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
| 15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
| 16 for more details. | |
| 17 | |
| 18 You should have received a copy of the GNU General Public License | |
| 7016 | 19 along with Octave; see the file COPYING. If not, see |
| 20 <http://www.gnu.org/licenses/>. | |
| 5506 | 21 |
| 22 */ | |
| 23 | |
| 24 #ifdef HAVE_CONFIG_H | |
| 25 #include <config.h> | |
| 26 #endif | |
| 27 | |
| 28 #include "SparseCmplxCHOL.h" | |
| 29 | |
| 30 // Instantiate the base CHOL class for the type we need | |
| 31 #define OCTAVE_CHOLMOD_TYPE CHOLMOD_COMPLEX | |
| 32 #include "sparse-base-chol.h" | |
| 33 #include "sparse-base-chol.cc" | |
| 34 template class sparse_base_chol <SparseComplexMatrix, Complex, SparseMatrix>; | |
| 35 | |
| 36 // Compute the inverse of a matrix using the Cholesky factorization. | |
| 37 SparseComplexMatrix | |
| 38 chol2inv (const SparseComplexMatrix& r) | |
| 39 { | |
| 40 octave_idx_type r_nr = r.rows (); | |
| 41 octave_idx_type r_nc = r.cols (); | |
| 42 SparseComplexMatrix retval; | |
| 43 | |
| 44 if (r_nr == r_nc) | |
| 45 { | |
| 5785 | 46 MatrixType mattype (r); |
| 5506 | 47 int typ = mattype.type (false); |
| 48 double rcond; | |
| 49 octave_idx_type info; | |
| 50 SparseComplexMatrix rinv; | |
| 51 | |
| 5785 | 52 if (typ == MatrixType::Upper) |
|
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53 { |
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54 rinv = r.inverse(mattype, info, rcond, true, false); |
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55 retval = rinv.transpose() * rinv; |
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56 } |
| 5785 | 57 else if (typ == MatrixType::Lower) |
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58 { |
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parents:
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59 rinv = r.transpose().inverse(mattype, info, rcond, true, false); |
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parents:
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60 retval = rinv.transpose() * rinv; |
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61 } |
| 5506 | 62 else |
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63 (*current_liboctave_error_handler) |
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64 ("spchol2inv requires triangular matrix"); |
| 5506 | 65 } |
| 66 else | |
| 67 (*current_liboctave_error_handler) ("spchol2inv requires square matrix"); | |
| 68 | |
| 69 return retval; | |
| 70 } |