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1 /* |
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2 |
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3 Copyright (C) 1996, 1997 John W. Eaton |
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4 |
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5 This file is part of Octave. |
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6 |
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7 Octave is free software; you can redistribute it and/or modify it |
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8 under the terms of the GNU General Public License as published by the |
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9 Free Software Foundation; either version 2, or (at your option) any |
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10 later version. |
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11 |
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12 Octave is distributed in the hope that it will be useful, but WITHOUT |
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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15 for more details. |
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16 |
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17 You should have received a copy of the GNU General Public License |
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18 along with Octave; see the file COPYING. If not, write to the Free |
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19 Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA |
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20 02110-1301, USA. |
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21 |
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22 */ |
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23 |
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24 #ifdef HAVE_CONFIG_H |
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25 #include <config.h> |
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26 #endif |
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27 |
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28 #include "CmplxCHOL.h" |
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29 #include "dbleCHOL.h" |
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30 |
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31 #include "defun-dld.h" |
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32 #include "error.h" |
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33 #include "gripes.h" |
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34 #include "oct-obj.h" |
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35 #include "utils.h" |
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36 |
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37 DEFUN_DLD (chol, args, nargout, |
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38 "-*- texinfo -*-\n\ |
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39 @deftypefn {Loadable Function} {} chol (@var{a})\n\ |
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40 @cindex Cholesky factorization\n\ |
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41 Compute the Cholesky factor, @var{r}, of the symmetric positive definite\n\ |
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42 matrix @var{a}, where\n\ |
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43 @iftex\n\ |
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44 @tex\n\ |
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45 $ R^T R = A $.\n\ |
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46 @end tex\n\ |
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47 @end iftex\n\ |
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48 @ifinfo\n\ |
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49 \n\ |
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50 @example\n\ |
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51 r' * r = a.\n\ |
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52 @end example\n\ |
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53 @end ifinfo\n\ |
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54 @seealso{cholinv, chol2inv}\n\ |
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55 @end deftypefn") |
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56 { |
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57 octave_value_list retval; |
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58 |
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59 int nargin = args.length (); |
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60 |
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61 if (nargin != 1 || nargout > 2) |
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62 { |
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63 print_usage ("chol"); |
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64 return retval; |
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65 } |
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66 |
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67 octave_value arg = args(0); |
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68 |
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69 octave_idx_type nr = arg.rows (); |
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70 octave_idx_type nc = arg.columns (); |
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71 |
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72 int arg_is_empty = empty_arg ("chol", nr, nc); |
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73 |
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74 if (arg_is_empty < 0) |
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75 return retval; |
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76 if (arg_is_empty > 0) |
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77 return octave_value (Matrix ()); |
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78 |
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79 if (arg.is_real_type ()) |
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80 { |
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81 Matrix m = arg.matrix_value (); |
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82 |
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83 if (! error_state) |
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84 { |
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85 octave_idx_type info; |
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86 CHOL fact (m, info); |
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87 if (nargout == 2 || info == 0) |
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88 { |
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89 retval(1) = static_cast<double> (info); |
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90 retval(0) = fact.chol_matrix (); |
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91 } |
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92 else |
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93 error ("chol: matrix not positive definite"); |
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94 } |
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95 } |
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96 else if (arg.is_complex_type ()) |
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97 { |
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98 ComplexMatrix m = arg.complex_matrix_value (); |
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99 |
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100 if (! error_state) |
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101 { |
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102 octave_idx_type info; |
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103 ComplexCHOL fact (m, info); |
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104 if (nargout == 2 || info == 0) |
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105 { |
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106 retval(1) = static_cast<double> (info); |
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107 retval(0) = fact.chol_matrix (); |
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108 } |
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109 else |
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110 error ("chol: matrix not positive definite"); |
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111 } |
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112 } |
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113 else |
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114 { |
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115 gripe_wrong_type_arg ("chol", arg); |
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116 } |
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117 |
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118 return retval; |
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119 } |
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120 |
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121 DEFUN_DLD (cholinv, args, nargout, |
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122 "-*- texinfo -*-\n\ |
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123 @deftypefn {Loadable Function} {} cholinv (@var{a})\n\ |
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124 Use the Cholesky factorization to compute the inverse of of the\n\ |
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125 symmetric positive definite matrix @var{a}.\n\ |
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126 @seealso{chol, chol2inv}\n\ |
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127 @end deftypefn") |
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128 { |
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129 octave_value retval; |
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130 |
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131 int nargin = args.length (); |
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132 |
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133 if (nargin == 1) |
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134 { |
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135 octave_value arg = args(0); |
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136 |
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137 octave_idx_type nr = arg.rows (); |
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138 octave_idx_type nc = arg.columns (); |
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139 |
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140 if (nr == 0 || nc == 0) |
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141 retval = Matrix (); |
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142 else |
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143 { |
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144 if (arg.is_real_type ()) |
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145 { |
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146 Matrix m = arg.matrix_value (); |
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147 |
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148 if (! error_state) |
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149 { |
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150 octave_idx_type info; |
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151 CHOL chol (m, info); |
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152 if (info == 0) |
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153 retval = chol.inverse (); |
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154 else |
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155 error ("cholinv: matrix not positive definite"); |
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156 } |
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157 } |
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158 else if (arg.is_complex_type ()) |
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159 { |
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160 ComplexMatrix m = arg.complex_matrix_value (); |
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161 |
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162 if (! error_state) |
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163 { |
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164 octave_idx_type info; |
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165 ComplexCHOL chol (m, info); |
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166 if (info == 0) |
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167 retval = chol.inverse (); |
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168 else |
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169 error ("cholinv: matrix not positive definite"); |
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170 } |
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171 } |
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172 else |
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173 gripe_wrong_type_arg ("chol", arg); |
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174 } |
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175 } |
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176 else |
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177 print_usage ("chol"); |
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178 |
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179 return retval; |
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180 } |
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181 |
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182 DEFUN_DLD (chol2inv, args, nargout, |
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183 "-*- texinfo -*-\n\ |
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184 @deftypefn {Loadable Function} {} chol2inv (@var{r})\n\ |
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185 Invert a symmetric, positive definite square matrix from its Cholesky\n\ |
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186 decomposition, @var{r}. Note that no check is performed to ensure\n\ |
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187 that @var{r} is actually a Cholesky factor.\n\ |
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188 @seealso{chol, cholinv}\n\ |
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189 @end deftypefn") |
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190 { |
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191 octave_value retval; |
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192 |
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193 int nargin = args.length (); |
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194 |
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195 if (nargin == 1) |
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196 { |
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197 octave_value arg = args(0); |
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198 |
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199 octave_idx_type nr = arg.rows (); |
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200 octave_idx_type nc = arg.columns (); |
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201 |
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202 if (nr == 0 || nc == 0) |
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203 retval = Matrix (); |
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204 else |
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205 { |
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206 if (arg.is_real_type ()) |
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207 { |
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208 Matrix r = arg.matrix_value (); |
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209 |
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210 if (! error_state) |
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211 retval = chol2inv (r); |
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212 } |
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213 else if (arg.is_complex_type ()) |
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214 { |
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215 ComplexMatrix r = arg.complex_matrix_value (); |
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216 |
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217 if (! error_state) |
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218 retval = chol2inv (r); |
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219 } |
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220 else |
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221 gripe_wrong_type_arg ("chol2inv", arg); |
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222 } |
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223 } |
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224 else |
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225 print_usage ("chol2inv"); |
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226 |
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227 return retval; |
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228 } |
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229 |
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230 /* |
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231 ;;; Local Variables: *** |
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232 ;;; mode: C++ *** |
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233 ;;; End: *** |
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234 */ |
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235 |
