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

annotate libinterp/dldfcn/chol.cc @ 18879:161b11e7da2d stable

Return error code from sparse chol factorization (bug #42587). * chol.cc (Fchol): Return info variable, rather than P which is always 0, for sparse chol factorizations with more than 1 output argument. Add %!test for correct behavior.

author	Rik <rik@octave.org>
date	Thu, 19 Jun 2014 09:41:12 -0700
parents	870f3e12e163
children	479d1d3cb5c3 534511deb10e

rev	line source
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	1 /*
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	2
17744 d63878346099 maint: Update copyright notices for release. John W. Eaton <jwe@octave.org> parents: 17281 diff changeset	3 Copyright (C) 1996-2013 John W. Eaton
11523 fd0a3ac60b0e update copyright notices John W. Eaton <jwe@octave.org> parents: 10846 diff changeset	4 Copyright (C) 2008-2009 Jaroslav Hajek
fd0a3ac60b0e update copyright notices John W. Eaton <jwe@octave.org> parents: 10846 diff changeset	5 Copyright (C) 2008-2009 VZLU Prague
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	6
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	7 This file is part of Octave.
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	8
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	9 Octave is free software; you can redistribute it and/or modify it
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	10 under the terms of the GNU General Public License as published by the
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 5823 diff changeset	11 Free Software Foundation; either version 3 of the License, or (at your
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 5823 diff changeset	12 option) any later version.
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	13
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	14 Octave is distributed in the hope that it will be useful, but WITHOUT
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	15 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	16 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	17 for more details.
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	18
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	19 You should have received a copy of the GNU General Public License
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 5823 diff changeset	20 along with Octave; see the file COPYING. If not, see
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 5823 diff changeset	21 <http://www.gnu.org/licenses/>.
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	22
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	23 */
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	24
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	25
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	26 #ifdef HAVE_CONFIG_H
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	27 #include <config.h>
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	28 #endif
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	29
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	30 #include "CmplxCHOL.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	31 #include "dbleCHOL.h"
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	32 #include "fCmplxCHOL.h"
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	33 #include "floatCHOL.h"
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	34 #include "SparseCmplxCHOL.h"
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	35 #include "SparsedbleCHOL.h"
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	36 #include "oct-spparms.h"
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	37 #include "sparse-util.h"
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	38
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	39 #include "ov-re-sparse.h"
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	40 #include "ov-cx-sparse.h"
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	41 #include "defun-dld.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	42 #include "error.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	43 #include "gripes.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	44 #include "oct-obj.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	45 #include "utils.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	46
9715 9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	47 template <class CHOLT>
9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	48 static octave_value
9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	49 get_chol_r (const CHOLT& fact)
9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	50 {
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	51 return octave_value (fact.chol_matrix (),
9715 9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	52 MatrixType (MatrixType::Upper));
9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	53 }
9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	54
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	55 template <class CHOLT>
c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	56 static octave_value
c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	57 get_chol_l (const CHOLT& fact)
c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	58 {
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	59 return octave_value (fact.chol_matrix ().transpose (),
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	60 MatrixType (MatrixType::Lower));
c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	61 }
c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	62
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	63 DEFUN_DLD (chol, args, nargout,
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	64 "-- texinfo --\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	65 @deftypefn {Loadable Function} {@var{R} =} chol (@var{A})\n\
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	66 @deftypefnx {Loadable Function} {[@var{R}, @var{p}] =} chol (@var{A})\n\
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	67 @deftypefnx {Loadable Function} {[@var{R}, @var{p}, @var{Q}] =} chol (@var{S})\n\
14361 8de863b7126b doc: Use Octave preference for double quote in docstrings in all .cc files Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	68 @deftypefnx {Loadable Function} {[@var{R}, @var{p}, @var{Q}] =} chol (@var{S}, \"vector\")\n\
8de863b7126b doc: Use Octave preference for double quote in docstrings in all .cc files Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	69 @deftypefnx {Loadable Function} {[@var{L}, @dots{}] =} chol (@dots{}, \"lower\")\n\
8de863b7126b doc: Use Octave preference for double quote in docstrings in all .cc files Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	70 @deftypefnx {Loadable Function} {[@var{L}, @dots{}] =} chol (@dots{}, \"upper\")\n\
3372 f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	71 @cindex Cholesky factorization\n\
11593 1577c6f80926 Use non-breaking spaces between certain adjectives and their nouns in docstrings. Rik <octave@nomad.inbox5.com> parents: 11586 diff changeset	72 Compute the Cholesky@tie{}factor, @var{R}, of the symmetric positive definite\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	73 matrix @var{A}, where\n\
3372 f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	74 @tex\n\
f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	75 $ R^T R = A $.\n\
f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	76 @end tex\n\
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 8421 diff changeset	77 @ifnottex\n\
3372 f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	78 \n\
f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	79 @example\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	80 @var{R}' * @var{R} = @var{A}.\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	81 @end example\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	82 \n\
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 8421 diff changeset	83 @end ifnottex\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	84 \n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	85 Called with one output argument @code{chol} fails if @var{A} or @var{S} is\n\
9064 7c02ec148a3c Check grammar on all .cc files Rik <rdrider0-list@yahoo.com> parents: 8880 diff changeset	86 not positive definite. With two or more output arguments @var{p} flags\n\
7c02ec148a3c Check grammar on all .cc files Rik <rdrider0-list@yahoo.com> parents: 8880 diff changeset	87 whether the matrix was positive definite and @code{chol} does not fail. A\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	88 zero value indicated that the matrix was positive definite and the @var{R}\n\
9065 8207b833557f Cleanup documentation for arith.texi, linalg.texi, nonlin.texi Rik <rdrider0-list@yahoo.com> parents: 9064 diff changeset	89 gives the factorization, and @var{p} will have a positive value otherwise.\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	90 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	91 If called with 3 outputs then a sparsity preserving row/column permutation\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	92 is applied to @var{A} prior to the factorization. That is @var{R}\n\
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	93 is the factorization of @code{@var{A}(@var{Q},@var{Q})} such that\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	94 @tex\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	95 $ R^T R = Q^T A Q$.\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	96 @end tex\n\
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 8421 diff changeset	97 @ifnottex\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	98 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	99 @example\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	100 @var{R}' * @var{R} = @var{Q}' * @var{A} * @var{Q}.\n\
3372 f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	101 @end example\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	102 \n\
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 8421 diff changeset	103 @end ifnottex\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	104 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	105 The sparsity preserving permutation is generally returned as a matrix.\n\
17281 bc924baa2c4e doc: Add new @qcode macro for code samples which are quoted. Rik <rik@octave.org> parents: 16920 diff changeset	106 However, given the flag @qcode{\"vector\"}, @var{Q} will be returned as a\n\
bc924baa2c4e doc: Add new @qcode macro for code samples which are quoted. Rik <rik@octave.org> parents: 16920 diff changeset	107 vector such that\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	108 @tex\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	109 $ R^T R = A (Q, Q)$.\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	110 @end tex\n\
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 8421 diff changeset	111 @ifnottex\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	112 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	113 @example\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	114 @var{R}' * @var{R} = @var{A}(@var{Q}, @var{Q}).\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	115 @end example\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	116 \n\
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 8421 diff changeset	117 @end ifnottex\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	118 \n\
17281 bc924baa2c4e doc: Add new @qcode macro for code samples which are quoted. Rik <rik@octave.org> parents: 16920 diff changeset	119 Called with either a sparse or full matrix and using the @qcode{\"lower\"}\n\
bc924baa2c4e doc: Add new @qcode macro for code samples which are quoted. Rik <rik@octave.org> parents: 16920 diff changeset	120 flag, @code{chol} returns the lower triangular factorization such that\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	121 @tex\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	122 $ L L^T = A $.\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	123 @end tex\n\
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 8421 diff changeset	124 @ifnottex\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	125 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	126 @example\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	127 @var{L} * @var{L}' = @var{A}.\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	128 @end example\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	129 \n\
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 8421 diff changeset	130 @end ifnottex\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	131 \n\
17281 bc924baa2c4e doc: Add new @qcode macro for code samples which are quoted. Rik <rik@octave.org> parents: 16920 diff changeset	132 For full matrices, if the @qcode{\"lower\"} flag is set only the lower\n\
bc924baa2c4e doc: Add new @qcode macro for code samples which are quoted. Rik <rik@octave.org> parents: 16920 diff changeset	133 triangular part of the matrix is used for the factorization, otherwise the\n\
bc924baa2c4e doc: Add new @qcode macro for code samples which are quoted. Rik <rik@octave.org> parents: 16920 diff changeset	134 upper triangular part is used.\n\
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	135 \n\
9065 8207b833557f Cleanup documentation for arith.texi, linalg.texi, nonlin.texi Rik <rdrider0-list@yahoo.com> parents: 9064 diff changeset	136 In general the lower triangular factorization is significantly faster for\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	137 sparse matrices.\n\
16920 53eaa83e4181 doc: Add seealso links between various factorization forms. Rik <rik@octave.org> parents: 15264 diff changeset	138 @seealso{hess, lu, qr, qz, schur, svd, cholinv, chol2inv, cholupdate, cholinsert, choldelete, cholshift}\n\
3372 f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	139 @end deftypefn")
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	140 {
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	141 octave_value_list retval;
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	142 int nargin = args.length ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	143 bool LLt = false;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	144 bool vecout = false;
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	145
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	146 if (nargin < 1 \|\| nargin > 3 \|\| nargout > 3
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	147 \|\| (! args(0).is_sparse_type () && nargout > 2))
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	148 {
5823 080c08b192d8 [project @ 2006-05-19 05:32:17 by jwe] jwe parents: 5760 diff changeset	149 print_usage ();
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	150 return retval;
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	151 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	152
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	153 int n = 1;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	154 while (n < nargin && ! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	155 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	156 std::string tmp = args(n++).string_value ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	157
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	158 if (! error_state )
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	159 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	160 if (tmp.compare ("vector") == 0)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	161 vecout = true;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	162 else if (tmp.compare ("lower") == 0)
17861 870f3e12e163 maint: Use phrase "FIXME:" for problem areas in code. Rik <rik@octave.org> parents: 17787 diff changeset	163 // FIXME: currently the option "lower" is handled by transposing
870f3e12e163 maint: Use phrase "FIXME:" for problem areas in code. Rik <rik@octave.org> parents: 17787 diff changeset	164 // the matrix, factorizing it with the lapack function
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	165 // DPOTRF ('U', ...) and finally transposing the factor. It would
175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	166 // be more efficient to use DPOTRF ('L', ...) in this case.
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	167 LLt = true;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	168 else if (tmp.compare ("upper") == 0)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	169 LLt = false;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	170 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	171 error ("chol: unexpected second or third input");
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	172 }
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	173 else
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	174 error ("chol: expecting trailing string arguments");
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	175 }
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	176
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	177 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	178 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	179 octave_value arg = args(0);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	180
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	181 octave_idx_type nr = arg.rows ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	182 octave_idx_type nc = arg.columns ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	183
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	184 int arg_is_empty = empty_arg ("chol", nr, nc);
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	185
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	186 if (arg_is_empty < 0)
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	187 return retval;
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	188 if (arg_is_empty > 0)
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	189 return octave_value (Matrix ());
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	190
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	191 if (arg.is_sparse_type ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	192 {
15264 94cdf82d4a0c don't overload meaning of info in Sparse Cholesky factorization functions John W. Eaton <jwe@octave.org> parents: 15195 diff changeset	193 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	194 bool natural = (nargout != 3);
94cdf82d4a0c don't overload meaning of info in Sparse Cholesky factorization functions John W. Eaton <jwe@octave.org> parents: 15195 diff changeset	195 bool force = nargout > 1;
94cdf82d4a0c don't overload meaning of info in Sparse Cholesky factorization functions John W. Eaton <jwe@octave.org> parents: 15195 diff changeset	196
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	197 if (arg.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	198 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	199 SparseMatrix m = arg.sparse_matrix_value ();
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	200
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	201 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	202 {
15264 94cdf82d4a0c don't overload meaning of info in Sparse Cholesky factorization functions John W. Eaton <jwe@octave.org> parents: 15195 diff changeset	203 SparseCHOL fact (m, info, natural, force);
94cdf82d4a0c don't overload meaning of info in Sparse Cholesky factorization functions John W. Eaton <jwe@octave.org> parents: 15195 diff changeset	204
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	205 if (nargout == 3)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	206 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	207 if (vecout)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	208 retval(2) = fact.perm ();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	209 else
14846 460a3c6d8bf1 maint: Use Octave coding convention for cuddled parenthis in function calls with empty argument lists. Rik <octave@nomad.inbox5.com> parents: 14620 diff changeset	210 retval(2) = fact.Q ();
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	211 }
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	212
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	213 if (nargout > 1 \|\| info == 0)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	214 {
18879 161b11e7da2d Return error code from sparse chol factorization (bug #42587). Rik <rik@octave.org> parents: 17861 diff changeset	215 retval(1) = info;
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	216 if (LLt)
14846 460a3c6d8bf1 maint: Use Octave coding convention for cuddled parenthis in function calls with empty argument lists. Rik <octave@nomad.inbox5.com> parents: 14620 diff changeset	217 retval(0) = fact.L ();
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	218 else
14846 460a3c6d8bf1 maint: Use Octave coding convention for cuddled parenthis in function calls with empty argument lists. Rik <octave@nomad.inbox5.com> parents: 14620 diff changeset	219 retval(0) = fact.R ();
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	220 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	221 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	222 error ("chol: input matrix must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	223 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	224 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	225 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	226 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	227 SparseComplexMatrix m = arg.sparse_complex_matrix_value ();
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	228
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	229 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	230 {
15264 94cdf82d4a0c don't overload meaning of info in Sparse Cholesky factorization functions John W. Eaton <jwe@octave.org> parents: 15195 diff changeset	231 SparseComplexCHOL fact (m, info, natural, force);
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	232
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	233 if (nargout == 3)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	234 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	235 if (vecout)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	236 retval(2) = fact.perm ();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	237 else
14846 460a3c6d8bf1 maint: Use Octave coding convention for cuddled parenthis in function calls with empty argument lists. Rik <octave@nomad.inbox5.com> parents: 14620 diff changeset	238 retval(2) = fact.Q ();
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	239 }
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	240
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	241 if (nargout > 1 \|\| info == 0)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	242 {
18879 161b11e7da2d Return error code from sparse chol factorization (bug #42587). Rik <rik@octave.org> parents: 17861 diff changeset	243 retval(1) = info;
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	244 if (LLt)
14846 460a3c6d8bf1 maint: Use Octave coding convention for cuddled parenthis in function calls with empty argument lists. Rik <octave@nomad.inbox5.com> parents: 14620 diff changeset	245 retval(0) = fact.L ();
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	246 else
14846 460a3c6d8bf1 maint: Use Octave coding convention for cuddled parenthis in function calls with empty argument lists. Rik <octave@nomad.inbox5.com> parents: 14620 diff changeset	247 retval(0) = fact.R ();
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	248 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	249 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	250 error ("chol: input matrix must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	251 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	252 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	253 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	254 gripe_wrong_type_arg ("chol", arg);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	255 }
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	256 else if (arg.is_single_type ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	257 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	258 if (arg.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	259 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	260 FloatMatrix m = arg.float_matrix_value ();
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	261
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	262 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	263 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	264 octave_idx_type info;
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	265
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	266 FloatCHOL fact;
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	267 if (LLt)
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	268 fact = FloatCHOL (m.transpose (), info);
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	269 else
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	270 fact = FloatCHOL (m, info);
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	271
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	272 if (nargout == 2 \|\| info == 0)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	273 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	274 retval(1) = info;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	275 if (LLt)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	276 retval(0) = get_chol_l (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	277 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	278 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	279 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	280 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	281 error ("chol: input matrix must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	282 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	283 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	284 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	285 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	286 FloatComplexMatrix m = arg.float_complex_matrix_value ();
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	287
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	288 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	289 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	290 octave_idx_type info;
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	291
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	292 FloatComplexCHOL fact;
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	293 if (LLt)
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	294 fact = FloatComplexCHOL (m.transpose (), info);
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	295 else
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	296 fact = FloatComplexCHOL (m, info);
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	297
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	298 if (nargout == 2 \|\| info == 0)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	299 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	300 retval(1) = info;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	301 if (LLt)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	302 retval(0) = get_chol_l (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	303 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	304 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	305 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	306 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	307 error ("chol: input matrix must be positive definite");
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 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	310 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	311 gripe_wrong_type_arg ("chol", arg);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	312 }
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	313 else
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	314 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	315 if (arg.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	316 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	317 Matrix m = arg.matrix_value ();
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	318
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	319 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	320 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	321 octave_idx_type info;
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	322
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	323 CHOL fact;
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	324 if (LLt)
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	325 fact = CHOL (m.transpose (), info);
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	326 else
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	327 fact = CHOL (m, info);
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	328
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	329 if (nargout == 2 \|\| info == 0)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	330 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	331 retval(1) = info;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	332 if (LLt)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	333 retval(0) = get_chol_l (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	334 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	335 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	336 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	337 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	338 error ("chol: input matrix must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	339 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	340 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	341 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	342 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	343 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	344
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	345 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	346 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	347 octave_idx_type info;
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	348
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	349 ComplexCHOL fact;
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	350 if (LLt)
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	351 fact = ComplexCHOL (m.transpose (), info);
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	352 else
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	353 fact = ComplexCHOL (m, info);
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	354
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	355 if (nargout == 2 \|\| info == 0)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	356 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	357 retval(1) = info;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	358 if (LLt)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	359 retval(0) = get_chol_l (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	360 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	361 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	362 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	363 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	364 error ("chol: input matrix must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	365 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	366 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	367 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	368 gripe_wrong_type_arg ("chol", arg);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	369 }
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	370 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	371
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	372 return retval;
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	373 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	374
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	375 /*
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	376 %!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	377 %!assert (chol (single ([2, 1; 1, 1])), single ([sqrt(2), 1/sqrt(2); 0, 1/sqrt(2)]), sqrt (eps ("single")))
18879 161b11e7da2d Return error code from sparse chol factorization (bug #42587). Rik <rik@octave.org> parents: 17861 diff changeset	378 %!test
161b11e7da2d Return error code from sparse chol factorization (bug #42587). Rik <rik@octave.org> parents: 17861 diff changeset	379 %! ## Bug #42587
161b11e7da2d Return error code from sparse chol factorization (bug #42587). Rik <rik@octave.org> parents: 17861 diff changeset	380 %! 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	381 %! [Q, p] = chol (A);
161b11e7da2d Return error code from sparse chol factorization (bug #42587). Rik <rik@octave.org> parents: 17861 diff changeset	382 %! 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	383
14854 5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory Rik <octave@nomad.inbox5.com> parents: 14846 diff changeset	384 %!error chol ()
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	385 %!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	386 %!error <requires square matrix> chol ([1, 2; 3, 4; 5, 6])
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	387 %!error <unexpected second or third input> chol (1, 2)
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	388 */
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	389
5760 8d7162924bd3 [project @ 2006-04-14 04:01:37 by jwe] jwe parents: 5448 diff changeset	390 DEFUN_DLD (cholinv, args, ,
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	391 "-- texinfo --\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	392 @deftypefn {Loadable Function} {} cholinv (@var{A})\n\
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	393 Use the Cholesky@tie{}factorization to compute the inverse of the\n\
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	394 symmetric positive definite matrix @var{A}.\n\
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	395 @seealso{chol, chol2inv, inv}\n\
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	396 @end deftypefn")
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	397 {
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	398 octave_value retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	399
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	400 int nargin = args.length ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	401
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	402 if (nargin == 1)
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	403 {
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	404 octave_value arg = args(0);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	405
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	406 octave_idx_type nr = arg.rows ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	407 octave_idx_type nc = arg.columns ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	408
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	409 if (nr == 0 \|\| nc == 0)
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	410 retval = Matrix ();
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	411 else
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	412 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	413 if (arg.is_sparse_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	414 {
15264 94cdf82d4a0c don't overload meaning of info in Sparse Cholesky factorization functions John W. Eaton <jwe@octave.org> parents: 15195 diff changeset	415 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	416
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	417 if (arg.is_real_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 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	420
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	421 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	422 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	423 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	424
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	425 if (info == 0)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	426 retval = chol.inverse ();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	427 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	428 error ("cholinv: A must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	429 }
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 if (arg.is_complex_type ())
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 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	434
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	435 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	436 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	437 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	438
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	439 if (info == 0)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	440 retval = chol.inverse ();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	441 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 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 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	445 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	446 gripe_wrong_type_arg ("cholinv", arg);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	447 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	448 else if (arg.is_single_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	449 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	450 if (arg.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	451 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	452 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	453
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	454 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	455 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	456 octave_idx_type info;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	457 FloatCHOL chol (m, info);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	458 if (info == 0)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	459 retval = chol.inverse ();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	460 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	461 error ("cholinv: A must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	462 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	463 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	464 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	465 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	466 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	467
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	468 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	469 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	470 octave_idx_type info;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	471 FloatComplexCHOL chol (m, info);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	472 if (info == 0)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	473 retval = chol.inverse ();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	474 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	475 error ("cholinv: A must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	476 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	477 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	478 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	479 gripe_wrong_type_arg ("chol", arg);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	480 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	481 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	482 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	483 if (arg.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	484 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	485 Matrix m = arg.matrix_value ();
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	486
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	487 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	488 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	489 octave_idx_type info;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	490 CHOL chol (m, info);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	491 if (info == 0)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	492 retval = chol.inverse ();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	493 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	494 error ("cholinv: A must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	495 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	496 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	497 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	498 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	499 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	500
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	501 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	502 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	503 octave_idx_type info;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	504 ComplexCHOL chol (m, info);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	505 if (info == 0)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	506 retval = chol.inverse ();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	507 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	508 error ("cholinv: A must be positive definite");
10154 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 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	511 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	512 gripe_wrong_type_arg ("chol", arg);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	513 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	514 }
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	515 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	516 else
5823 080c08b192d8 [project @ 2006-05-19 05:32:17 by jwe] jwe parents: 5760 diff changeset	517 print_usage ();
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	518
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	519 return retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	520 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	521
8402 2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	522 /*
8871 fb1c929dbbb7 tests vs. 64-bit indexing John W. Eaton <jwe@octave.org> parents: 8562 diff changeset	523 %!shared A, Ainv
8402 2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	524 %! 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	525 %! Ainv = inv (A);
8871 fb1c929dbbb7 tests vs. 64-bit indexing John W. Eaton <jwe@octave.org> parents: 8562 diff changeset	526 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	527 %! Ainv1 = cholinv (A);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	528 %! assert (norm (Ainv-Ainv1), 0, 1e-10);
8871 fb1c929dbbb7 tests vs. 64-bit indexing John W. Eaton <jwe@octave.org> parents: 8562 diff changeset	529 %!testif HAVE_CHOLMOD
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	530 %! Ainv2 = inv (sparse (A));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	531 %! 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	532 %!testif HAVE_CHOLMOD
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	533 %! Ainv3 = cholinv (sparse (A));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	534 %! assert (norm (Ainv-Ainv3), 0, 1e-10);
8402 2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	535 */
2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	536
5760 8d7162924bd3 [project @ 2006-04-14 04:01:37 by jwe] jwe parents: 5448 diff changeset	537 DEFUN_DLD (chol2inv, args, ,
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	538 "-- texinfo --\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	539 @deftypefn {Loadable Function} {} chol2inv (@var{U})\n\
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	540 Invert a symmetric, positive definite square matrix from its Cholesky\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	541 decomposition, @var{U}. Note that @var{U} should be an upper-triangular\n\
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	542 matrix with positive diagonal elements. @code{chol2inv (@var{U})}\n\
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	543 provides @code{inv (@var{U}'*@var{U})} but it is much faster than\n\
5343 be0bd7a760c9 [project @ 2005-05-06 18:04:16 by jwe] jwe parents: 5340 diff changeset	544 using @code{inv}.\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	545 @seealso{chol, cholinv, inv}\n\
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	546 @end deftypefn")
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	547 {
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	548 octave_value retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	549
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	550 int nargin = args.length ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	551
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	552 if (nargin == 1)
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	553 {
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	554 octave_value arg = args(0);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	555
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	556 octave_idx_type nr = arg.rows ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	557 octave_idx_type nc = arg.columns ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	558
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	559 if (nr == 0 \|\| nc == 0)
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	560 retval = Matrix ();
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	561 else
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	562 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	563 if (arg.is_sparse_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	564 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	565 if (arg.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	566 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	567 SparseMatrix r = arg.sparse_matrix_value ();
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	568
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	569 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	570 retval = chol2inv (r);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	571 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	572 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	573 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	574 SparseComplexMatrix r = arg.sparse_complex_matrix_value ();
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	575
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	576 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	577 retval = chol2inv (r);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	578 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	579 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	580 gripe_wrong_type_arg ("chol2inv", arg);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	581 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	582 else if (arg.is_single_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	583 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	584 if (arg.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	585 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	586 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	587
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	588 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	589 retval = chol2inv (r);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	590 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	591 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	592 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	593 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	594
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	595 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	596 retval = chol2inv (r);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	597 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	598 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	599 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	600
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	601 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	602 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	603 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	604 if (arg.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	605 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	606 Matrix r = arg.matrix_value ();
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	607
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	608 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	609 retval = chol2inv (r);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	610 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	611 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	612 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	613 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	614
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	615 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	616 retval = chol2inv (r);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	617 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	618 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	619 gripe_wrong_type_arg ("chol2inv", arg);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	620 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	621 }
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	622 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	623 else
5823 080c08b192d8 [project @ 2006-05-19 05:32:17 by jwe] jwe parents: 5760 diff changeset	624 print_usage ();
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	625
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	626 return retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	627 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	628
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	629 DEFUN_DLD (cholupdate, args, nargout,
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	630 "-- texinfo --\n\
7650 eb7bdde776f2 Texinfo fixes John W. Eaton <jwe@octave.org> parents: 7559 diff changeset	631 @deftypefn {Loadable Function} {[@var{R1}, @var{info}] =} cholupdate (@var{R}, @var{u}, @var{op})\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	632 Update or downdate a Cholesky@tie{}factorization. Given an upper triangular\n\
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	633 matrix @var{R} and a column vector @var{u}, attempt to determine another\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	634 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	635 \n\
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	636 @itemize @bullet\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	637 @item\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	638 @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	639 if @var{op} is @qcode{\"+\"}\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	640 \n\
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	641 @item\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	642 @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	643 if @var{op} is @qcode{\"-\"}\n\
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	644 @end itemize\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	645 \n\
17281 bc924baa2c4e doc: Add new @qcode macro for code samples which are quoted. Rik <rik@octave.org> parents: 16920 diff changeset	646 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	647 \n\
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	648 @itemize\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	649 @item 0 if the downdate was successful,\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	650 \n\
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	651 @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	652 \n\
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	653 @item 2 if @var{R} is singular.\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	654 @end itemize\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	655 \n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	656 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	657 @seealso{chol, cholinsert, choldelete, cholshift}\n\
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	658 @end deftypefn")
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	659 {
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	660 octave_idx_type nargin = args.length ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	661
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	662 octave_value_list retval;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	663
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	664 if (nargin > 3 \|\| nargin < 2)
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	665 {
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	666 print_usage ();
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	667 return retval;
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	668 }
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	669
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	670 octave_value argr = args(0);
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	671 octave_value argu = args(1);
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	672
9453 5fcf008c7c41 fix Cholesky updating with scalars Jaroslav Hajek <highegg@gmail.com> parents: 9065 diff changeset	673 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	674 && (nargin < 3 \|\| args(2).is_string ()))
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	675 {
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	676 octave_idx_type n = argr.rows ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	677
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	678 std::string op = (nargin < 3) ? "+" : args(2).string_value ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	679
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	680 bool down = op == "-";
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	681
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	682 if (down \|\| op == "+")
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	683 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	684 {
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	685 int err = 0;
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	686 if (argr.is_single_type () \|\| argu.is_single_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	687 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	688 if (argr.is_real_type () && argu.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	689 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	690 // real case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	691 FloatMatrix R = argr.float_matrix_value ();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	692 FloatColumnVector u = argu.float_column_vector_value ();
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 FloatCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	695 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	696
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	697 if (down)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	698 err = fact.downdate (u);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	699 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	700 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	701
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	702 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	703 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	704 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	705 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	706 // complex case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	707 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	708 FloatComplexColumnVector u =
175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	709 argu.float_complex_column_vector_value ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	710
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	711 FloatComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	712 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	713
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	714 if (down)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	715 err = fact.downdate (u);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	716 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	717 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	718
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	719 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	720 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	721 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	722 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	723 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	724 if (argr.is_real_type () && argu.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	725 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	726 // real case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	727 Matrix R = argr.matrix_value ();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	728 ColumnVector u = argu.column_vector_value ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	729
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	730 CHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	731 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	732
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	733 if (down)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	734 err = fact.downdate (u);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	735 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	736 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	737
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	738 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	739 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	740 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	741 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	742 // complex case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	743 ComplexMatrix R = argr.complex_matrix_value ();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	744 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	745
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	746 ComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	747 fact.set (R);
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	748
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	749 if (down)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	750 err = fact.downdate (u);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	751 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	752 fact.update (u);
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	753
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	754 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	755 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	756 }
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	757
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	758 if (nargout > 1)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	759 retval(1) = err;
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	760 else if (err == 1)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	761 error ("cholupdate: downdate violates positiveness");
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	762 else if (err == 2)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	763 error ("cholupdate: singular matrix");
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	764 }
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	765 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	766 error ("cholupdate: dimension mismatch between R and U");
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	767 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	768 error ("cholupdate: OP must be \"+\" or \"-\"");
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	769 }
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	770 else
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	771 print_usage ();
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	772
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	773 return retval;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	774 }
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	775
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	776 /*
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	777 %!shared A, u, Ac, uc
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	778 %! A = [ 0.436997 -0.131721 0.124120 -0.061673 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	779 %! -0.131721 0.738529 0.019851 -0.140295 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	780 %! 0.124120 0.019851 0.354879 -0.059472 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	781 %! -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	782 %!
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	783 %! u = [ 0.98950 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	784 %! 0.39844 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	785 %! 0.63484 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	786 %! 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	787 %! 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	788 %! -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	789 %! 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	790 %! -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	791 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	792 %! 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	793 %! 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	794 %! 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	795 %! 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	796
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	797 %!test
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	798 %! R = chol (A);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	799 %! R1 = cholupdate (R, u);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	800 %! 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	801 %! assert (norm (R1'R1 - R'R - uu', Inf) < 1e1eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	802 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	803 %! R1 = cholupdate (R1, u, "-");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	804 %! 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	805 %! 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	806
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	807 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	808 %! R = chol (Ac);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	809 %! R1 = cholupdate (R, uc);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	810 %! 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	811 %! assert (norm (R1'R1 - R'R - ucuc', Inf) < 1e1eps);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	812 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	813 %! R1 = cholupdate (R1, uc, "-");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	814 %! 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	815 %! 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	816
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	817 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	818 %! R = chol (single (A));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	819 %! 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	820 %! 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	821 %! assert (norm (R1'R1 - R'R - single (uu'), Inf) < 1e1eps ("single"));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	822 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	823 %! 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	824 %! 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	825 %! 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	826
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	827 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	828 %! R = chol (single (Ac));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	829 %! 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	830 %! 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	831 %! assert (norm (R1'R1 - R'R - single (ucuc'), Inf) < 1e1eps ("single"));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	832 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	833 %! 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	834 %! 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	835 %! assert (norm (R1 - R, Inf) < 2e1*eps ("single"));
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	836 */
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	837
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	838 DEFUN_DLD (cholinsert, args, nargout,
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	839 "-- texinfo --\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	840 @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	841 @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	842 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	843 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	844 triangular, return the Cholesky@tie{}factorization of\n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	845 @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	846 @w{p = [1:j-1,j+1:n+1]}. @w{u(j)} should be positive.\n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	847 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	848 \n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	849 @itemize\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	850 @item 0 if the insertion was successful,\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	851 \n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	852 @item 1 if @var{A1} is not positive definite,\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	853 \n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	854 @item 2 if @var{R} is singular.\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	855 @end itemize\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	856 \n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	857 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	858 @seealso{chol, cholupdate, choldelete, cholshift}\n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	859 @end deftypefn")
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	860 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	861 octave_idx_type nargin = args.length ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	862
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	863 octave_value_list retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	864
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	865 if (nargin != 3)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	866 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	867 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	868 return retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	869 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	870
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	871 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	872 octave_value argj = args(1);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	873 octave_value argu = args(2);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	874
9453 5fcf008c7c41 fix Cholesky updating with scalars Jaroslav Hajek <highegg@gmail.com> parents: 9065 diff changeset	875 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	876 && argj.is_real_scalar ())
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	877 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	878 octave_idx_type n = argr.rows ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	879 octave_idx_type j = argj.scalar_value ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	880
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	881 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	882 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	883 if (j > 0 && j <= n+1)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	884 {
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	885 int err = 0;
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	886 if (argr.is_single_type () \|\| argu.is_single_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	887 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	888 if (argr.is_real_type () && argu.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	889 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	890 // real case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	891 FloatMatrix R = argr.float_matrix_value ();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	892 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	893
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	894 FloatCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	895 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	896 err = fact.insert_sym (u, j-1);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	897
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	898 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	899 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	900 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	901 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	902 // complex case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	903 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	904 FloatComplexColumnVector u =
175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	905 argu.float_complex_column_vector_value ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	906
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	907 FloatComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	908 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	909 err = fact.insert_sym (u, j-1);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	910
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	911 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	912 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	913 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	914 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	915 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	916 if (argr.is_real_type () && argu.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	917 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	918 // real case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	919 Matrix R = argr.matrix_value ();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	920 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	921
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	922 CHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	923 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	924 err = fact.insert_sym (u, j-1);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	925
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	926 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	927 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	928 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	929 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	930 // complex case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	931 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	932 ComplexColumnVector u =
175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	933 argu.complex_column_vector_value ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	934
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	935 ComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	936 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	937 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	938
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	939 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	940 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	941 }
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	942
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	943 if (nargout > 1)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	944 retval(1) = err;
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	945 else if (err == 1)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	946 error ("cholinsert: insertion violates positiveness");
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	947 else if (err == 2)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	948 error ("cholinsert: singular matrix");
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	949 else if (err == 3)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	950 error ("cholinsert: diagonal element must be real");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	951 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	952 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	953 error ("cholinsert: index J out of range");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	954 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	955 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	956 error ("cholinsert: dimension mismatch between R and U");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	957 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	958 else
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	959 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	960
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	961 return retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	962 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	963
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	964 /*
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	965 %!test
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	966 %! 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	967 %! 0.63930 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	968 %! 3.31057 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	969 %! -0.13825 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	970 %! 0.45266 ];
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	971 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	972 %! R = chol (A);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	973 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	974 %! 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	975 %! 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	976 %! A1 = R1'*R1;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 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 %! 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	979 %! 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	980
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	981 %!test
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	982 %! 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	983 %! 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	984 %! 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	985 %! -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	986 %! 0.45266 + 0.50020i];
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 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 %! R = chol (Ac);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	989 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	990 %! 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	991 %! 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	992 %! A1 = R1'*R1;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	993 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	994 %! 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	995 %! 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	996
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	997 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	998 %! 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	999 %! 0.63930 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1000 %! 3.31057 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1001 %! -0.13825 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1002 %! 0.45266 ]);
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1003 %!
14854 5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory Rik <octave@nomad.inbox5.com> parents: 14846 diff changeset	1004 %! R = chol (single (A));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 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 %! 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	1007 %! 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	1008 %! A1 = R1'*R1;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1009 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1010 %! assert (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	1011 %! 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	1012
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1013 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1014 %! 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	1015 %! 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	1016 %! 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	1017 %! -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	1018 %! 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	1019 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1020 %! R = chol (single (Ac));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1021 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1022 %! 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	1023 %! 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	1024 %! A1 = R1'*R1;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 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 %! 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	1027 %! 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	1028
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1029 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1030 %! 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	1031 %! 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	1032 %! assert (cu, cl', eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1033
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1034 %!test
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1035 %! cca = chol (Ac);
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1036 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1037 %! ccal = chol (Ac, "lower");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1038 %! 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	1039 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1040 %! ccau = chol (Ac, "upper");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1041 %! 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	1042 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1043 %! 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	1044 %! 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	1045 %! 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	1046 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1047 %! assert (cca, ccal', eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1048 %! assert (cca, ccau, eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1049 %! assert (cca, ccal2', eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1050 %! assert (cca, ccau2, eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1051
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1052 %!test
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1053 %! 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	1054 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1055 %! 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	1056 %! 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	1057 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1058 %! 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	1059 %! 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	1060 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1061 %! 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	1062 %! 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	1063 %! 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	1064 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1065 %! 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	1066 %! 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	1067 %! 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	1068 %! 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	1069
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1070 %!test
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1071 %! 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	1072 %! 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	1073 %! 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	1074 %! 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	1075 %!
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1076 %! 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	1077 %! -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	1078 %! -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	1079 %! -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	1080 %!
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1081 %! ca = a + i*b;
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	1082 %!
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1083 %! cca = chol (ca);
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1084 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1085 %! ccal = chol (ca, "lower");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1086 %! 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	1087 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1088 %! ccau = chol (ca, "upper");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1089 %! 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	1090 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1091 %! assert (cca'cca, ca, 16eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1092 %! assert (ccau'ccau, ca, 16eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1093 %! assert (ccau2'ccau2, ca, 16eps);
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1094 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1095 %! 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	1096 %! 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	1097 %! 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	1098 %! assert (cca, ccau2, 16*eps);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1099 */
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1100
7924 4976f66d469b miscellaneous cleanup John W. Eaton <jwe@octave.org> parents: 7814 diff changeset	1101 DEFUN_DLD (choldelete, args, ,
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	1102 "-- texinfo --\n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1103 @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	1104 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	1105 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	1106 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	1107 @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	1108 @seealso{chol, cholupdate, cholinsert, cholshift}\n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1109 @end deftypefn")
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1110 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1111 octave_idx_type nargin = args.length ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1112
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1113 octave_value_list retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1114
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1115 if (nargin != 2)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1116 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1117 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1118 return retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1119 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1120
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1121 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1122 octave_value argj = args(1);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1123
9453 5fcf008c7c41 fix Cholesky updating with scalars Jaroslav Hajek <highegg@gmail.com> parents: 9065 diff changeset	1124 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	1125 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1126 octave_idx_type n = argr.rows ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1127 octave_idx_type j = argj.scalar_value ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1128
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1129 if (argr.columns () == n)
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 if (j > 0 && j <= n)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1132 {
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1133 if (argr.is_single_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1134 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1135 if (argr.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1136 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1137 // real case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1138 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	1139
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1140 FloatCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1141 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1142 fact.delete_sym (j-1);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1143
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1144 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1145 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1146 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1147 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1148 // complex case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1149 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	1150
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1151 FloatComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1152 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1153 fact.delete_sym (j-1);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1154
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1155 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1156 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1157 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1158 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1159 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1160 if (argr.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1161 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1162 // real case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1163 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	1164
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1165 CHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1166 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1167 fact.delete_sym (j-1);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1168
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1169 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1170 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1171 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1172 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1173 // complex case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1174 ComplexMatrix R = argr.complex_matrix_value ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1175
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1176 ComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1177 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1178 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	1179
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1180 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1181 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1182 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1183 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1184 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	1185 error ("choldelete: index J out of range");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1186 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1187 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	1188 error ("choldelete: matrix R must be square");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1189 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1190 else
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1191 print_usage ();
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 return retval;
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
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1196 /*
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1197 %!test
14854 5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory Rik <octave@nomad.inbox5.com> parents: 14846 diff changeset	1198 %! R = chol (A);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1199 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1200 %! 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	1201 %! R1 = choldelete (R, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1202 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1203 %! 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	1204 %! assert (norm (R1'R1 - A(p,p), Inf) < 1e1eps);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1205
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1206 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1207 %! R = chol (Ac);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1208 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1209 %! 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	1210 %! R1 = choldelete (R, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1211 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1212 %! 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	1213 %! assert (norm (R1'R1 - Ac(p,p), Inf) < 1e1eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1214
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1215 %!test
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1216 %! R = chol (single (A));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1217 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1218 %! 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	1219 %! R1 = choldelete (R, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1220 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1221 %! 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	1222 %! assert (norm (R1'R1 - single (A(p,p)), Inf) < 1e1eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1223
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1224 %!test
14854 5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory Rik <octave@nomad.inbox5.com> parents: 14846 diff changeset	1225 %! R = chol (single (Ac));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1226 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1227 %! 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	1228 %! R1 = choldelete (R,j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1229 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1230 %! 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	1231 %! assert (norm (R1'R1 - single (Ac(p,p)), Inf) < 1e1eps ("single"));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1232 */
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1233
7924 4976f66d469b miscellaneous cleanup John W. Eaton <jwe@octave.org> parents: 7814 diff changeset	1234 DEFUN_DLD (cholshift, args, ,
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	1235 "-- texinfo --\n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1236 @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	1237 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	1238 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	1239 triangular, return the Cholesky@tie{}factorization of\n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1240 @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	1241 @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	1242 or @*\n\
9064 7c02ec148a3c Check grammar on all .cc files Rik <rdrider0-list@yahoo.com> parents: 8880 diff changeset	1243 @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	1244 \n\
16920 53eaa83e4181 doc: Add seealso links between various factorization forms. Rik <rik@octave.org> parents: 15264 diff changeset	1245 @seealso{chol, cholupdate, cholinsert, choldelete}\n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1246 @end deftypefn")
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1247 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1248 octave_idx_type nargin = args.length ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1249
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1250 octave_value_list retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1251
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1252 if (nargin != 3)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1253 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1254 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1255 return retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1256 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1257
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1258 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1259 octave_value argi = args(1);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1260 octave_value argj = args(2);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1261
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	1262 if (argr.is_numeric_type ()
175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	1263 && argi.is_real_scalar () && argj.is_real_scalar ())
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1264 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1265 octave_idx_type n = argr.rows ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1266 octave_idx_type i = argi.scalar_value ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1267 octave_idx_type j = argj.scalar_value ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1268
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1269 if (argr.columns () == n)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1270 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1271 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	1272 {
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1273
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1274 if (argr.is_single_type () && argi.is_single_type () &&
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1275 argj.is_single_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1276 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1277 if (argr.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1278 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1279 // real case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1280 FloatMatrix R = argr.float_matrix_value ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1281
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1282 FloatCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1283 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1284 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	1285
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1286 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1287 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1288 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1289 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1290 // complex case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1291 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	1292
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1293 FloatComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1294 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1295 fact.shift_sym (i-1, j-1);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1296
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1297 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1298 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1299 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1300 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1301 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1302 if (argr.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1303 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1304 // real case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1305 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	1306
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1307 CHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1308 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1309 fact.shift_sym (i-1, j-1);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1310
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1311 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1312 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1313 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1314 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1315 // complex case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1316 ComplexMatrix R = argr.complex_matrix_value ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1317
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1318 ComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1319 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1320 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	1321
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1322 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1323 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1324 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1325 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1326 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	1327 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	1328 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1329 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	1330 error ("cholshift: R must be a square matrix");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1331 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1332 else
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1333 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1334
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1335 return retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1336 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1337
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1338 /*
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1339 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1340 %! R = chol (A);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1341 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1342 %! 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	1343 %! R1 = cholshift (R, i, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1344 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1345 %! 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	1346 %! assert (norm (R1'R1 - A(p,p), Inf) < 1e1eps);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1347 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1348 %! 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	1349 %! R1 = cholshift (R, i, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1350 %!
14854 5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory Rik <octave@nomad.inbox5.com> parents: 14846 diff changeset	1351 %! 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	1352 %! assert (norm (R1'R1 - A(p,p), Inf) < 1e1eps);
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1353
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1354 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1355 %! R = chol (Ac);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1356 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1357 %! 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	1358 %! R1 = cholshift (R, i, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1359 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1360 %! 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	1361 %! assert (norm (R1'R1 - Ac(p,p), Inf) < 1e1eps);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1362 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1363 %! 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	1364 %! R1 = cholshift (R, i, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1365 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1366 %! 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	1367 %! assert (norm (R1'R1 - Ac(p,p), Inf) < 1e1eps);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1368
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1369 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1370 %! R = chol (single (A));
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	1371 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1372 %! 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	1373 %! 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	1374 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1375 %! 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	1376 %! assert (norm (R1'R1 - single (A(p,p)), Inf) < 1e1eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1377 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1378 %! 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	1379 %! R1 = cholshift (R, i, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1380 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1381 %! 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	1382 %! assert (norm (R1'R1 - single (A(p,p)), Inf) < 1e1eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1383
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1384 %!test
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1385 %! R = chol (single (Ac));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1386 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1387 %! 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	1388 %! 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	1389 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1390 %! 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	1391 %! assert (norm (R1'R1 - single (Ac(p,p)), Inf) < 1e1eps ("single"));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1392 %!
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1393 %! 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	1394 %! R1 = cholshift (R, i, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1395 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1396 %! 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	1397 %! assert (norm (R1'R1 - single (Ac(p,p)), Inf) < 1e1eps ("single"));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1398 */

Mercurial > octave-nkf

annotate libinterp/dldfcn/chol.cc @ 18879:161b11e7da2d stable