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annotate liboctave/numeric/floatCHOL.h @ 17769:49a5a4be04a1

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maint: Use GNU style coding conventions for code in liboctave/ * liboctave/array/Array-C.cc, liboctave/array/Array-b.cc, liboctave/array/Array-ch.cc, liboctave/array/Array-d.cc, liboctave/array/Array-f.cc, liboctave/array/Array-fC.cc, liboctave/array/Array-util.cc, liboctave/array/Array-util.h, liboctave/array/Array.cc, liboctave/array/Array.h, liboctave/array/Array3.h, liboctave/array/CColVector.cc, liboctave/array/CColVector.h, liboctave/array/CDiagMatrix.cc, liboctave/array/CDiagMatrix.h, liboctave/array/CMatrix.cc, liboctave/array/CMatrix.h, liboctave/array/CNDArray.cc, liboctave/array/CNDArray.h, liboctave/array/CRowVector.cc, liboctave/array/CRowVector.h, liboctave/array/CSparse.cc, liboctave/array/CSparse.h, liboctave/array/DiagArray2.h, liboctave/array/MArray.cc, liboctave/array/MArray.h, liboctave/array/MDiagArray2.cc, liboctave/array/MDiagArray2.h, liboctave/array/MSparse.cc, liboctave/array/MSparse.h, liboctave/array/MatrixType.cc, liboctave/array/MatrixType.h, liboctave/array/PermMatrix.h, liboctave/array/Range.cc, liboctave/array/Range.h, liboctave/array/Sparse.cc, liboctave/array/Sparse.h, liboctave/array/boolMatrix.cc, liboctave/array/boolMatrix.h, liboctave/array/boolNDArray.cc, liboctave/array/boolNDArray.h, liboctave/array/boolSparse.cc, liboctave/array/boolSparse.h, liboctave/array/chMatrix.cc, liboctave/array/chMatrix.h, liboctave/array/chNDArray.cc, liboctave/array/chNDArray.h, liboctave/array/dColVector.h, liboctave/array/dDiagMatrix.cc, liboctave/array/dDiagMatrix.h, liboctave/array/dMatrix.cc, liboctave/array/dMatrix.h, liboctave/array/dNDArray.cc, liboctave/array/dNDArray.h, liboctave/array/dRowVector.h, liboctave/array/dSparse.cc, liboctave/array/dSparse.h, liboctave/array/dim-vector.cc, liboctave/array/dim-vector.h, liboctave/array/fCColVector.cc, liboctave/array/fCColVector.h, liboctave/array/fCDiagMatrix.cc, liboctave/array/fCDiagMatrix.h, liboctave/array/fCMatrix.cc, liboctave/array/fCMatrix.h, liboctave/array/fCNDArray.cc, liboctave/array/fCNDArray.h, liboctave/array/fCRowVector.cc, liboctave/array/fCRowVector.h, liboctave/array/fColVector.h, liboctave/array/fDiagMatrix.cc, liboctave/array/fDiagMatrix.h, liboctave/array/fMatrix.cc, liboctave/array/fMatrix.h, liboctave/array/fNDArray.cc, liboctave/array/fNDArray.h, liboctave/array/fRowVector.h, liboctave/array/idx-vector.cc, liboctave/array/idx-vector.h, liboctave/array/intNDArray.cc, liboctave/array/intNDArray.h, liboctave/cruft/misc/blaswrap.c, liboctave/cruft/misc/quit.cc, liboctave/numeric/CmplxCHOL.cc, liboctave/numeric/CmplxCHOL.h, liboctave/numeric/CmplxGEPBAL.cc, liboctave/numeric/CmplxGEPBAL.h, liboctave/numeric/CmplxHESS.h, liboctave/numeric/CmplxLU.cc, liboctave/numeric/CmplxLU.h, liboctave/numeric/CmplxQR.cc, liboctave/numeric/CmplxQRP.cc, liboctave/numeric/CmplxQRP.h, liboctave/numeric/CmplxSCHUR.h, liboctave/numeric/CmplxSVD.cc, liboctave/numeric/CmplxSVD.h, liboctave/numeric/CollocWt.h, liboctave/numeric/DAE.h, liboctave/numeric/DAEFunc.h, liboctave/numeric/DAERT.h, liboctave/numeric/DAERTFunc.h, liboctave/numeric/DASPK.cc, liboctave/numeric/DASRT.cc, liboctave/numeric/DASRT.h, liboctave/numeric/DASSL.cc, liboctave/numeric/DET.h, liboctave/numeric/EIG.cc, liboctave/numeric/EIG.h, liboctave/numeric/LSODE.cc, liboctave/numeric/ODE.h, liboctave/numeric/ODEFunc.h, liboctave/numeric/ODES.h, liboctave/numeric/ODESFunc.h, liboctave/numeric/Quad.cc, liboctave/numeric/Quad.h, liboctave/numeric/SparseCmplxCHOL.h, liboctave/numeric/SparseCmplxLU.cc, liboctave/numeric/SparseCmplxLU.h, liboctave/numeric/SparseCmplxQR.cc, liboctave/numeric/SparseCmplxQR.h, liboctave/numeric/SparseQR.cc, liboctave/numeric/SparseQR.h, liboctave/numeric/SparsedbleCHOL.h, liboctave/numeric/SparsedbleLU.cc, liboctave/numeric/SparsedbleLU.h, liboctave/numeric/base-aepbal.h, liboctave/numeric/base-dae.h, liboctave/numeric/base-de.h, liboctave/numeric/base-lu.cc, liboctave/numeric/base-lu.h, liboctave/numeric/base-min.h, liboctave/numeric/base-qr.h, liboctave/numeric/bsxfun.h, liboctave/numeric/dbleCHOL.cc, liboctave/numeric/dbleCHOL.h, liboctave/numeric/dbleGEPBAL.h, liboctave/numeric/dbleHESS.h, liboctave/numeric/dbleLU.cc, liboctave/numeric/dbleLU.h, liboctave/numeric/dbleQR.cc, liboctave/numeric/dbleQRP.cc, liboctave/numeric/dbleQRP.h, liboctave/numeric/dbleSCHUR.cc, liboctave/numeric/dbleSCHUR.h, liboctave/numeric/dbleSVD.cc, liboctave/numeric/dbleSVD.h, liboctave/numeric/eigs-base.cc, liboctave/numeric/fCmplxAEPBAL.cc, liboctave/numeric/fCmplxAEPBAL.h, liboctave/numeric/fCmplxCHOL.cc, liboctave/numeric/fCmplxCHOL.h, liboctave/numeric/fCmplxGEPBAL.cc, liboctave/numeric/fCmplxGEPBAL.h, liboctave/numeric/fCmplxHESS.h, liboctave/numeric/fCmplxLU.cc, liboctave/numeric/fCmplxLU.h, liboctave/numeric/fCmplxQR.cc, liboctave/numeric/fCmplxQR.h, liboctave/numeric/fCmplxQRP.cc, liboctave/numeric/fCmplxQRP.h, liboctave/numeric/fCmplxSCHUR.cc, liboctave/numeric/fCmplxSCHUR.h, liboctave/numeric/fCmplxSVD.h, liboctave/numeric/fEIG.cc, liboctave/numeric/fEIG.h, liboctave/numeric/floatCHOL.cc, liboctave/numeric/floatCHOL.h, liboctave/numeric/floatGEPBAL.cc, liboctave/numeric/floatGEPBAL.h, liboctave/numeric/floatHESS.h, liboctave/numeric/floatLU.cc, liboctave/numeric/floatLU.h, liboctave/numeric/floatQR.cc, liboctave/numeric/floatQRP.cc, liboctave/numeric/floatQRP.h, liboctave/numeric/floatSCHUR.cc, liboctave/numeric/floatSCHUR.h, liboctave/numeric/floatSVD.cc, liboctave/numeric/floatSVD.h, liboctave/numeric/lo-mappers.cc, liboctave/numeric/lo-mappers.h, liboctave/numeric/lo-specfun.cc, liboctave/numeric/lo-specfun.h, liboctave/numeric/oct-convn.cc, liboctave/numeric/oct-fftw.cc, liboctave/numeric/oct-fftw.h, liboctave/numeric/oct-norm.cc, liboctave/numeric/oct-rand.cc, liboctave/numeric/oct-rand.h, liboctave/numeric/randgamma.c, liboctave/numeric/randgamma.h, liboctave/numeric/randmtzig.c, liboctave/numeric/randpoisson.c, liboctave/numeric/randpoisson.h, liboctave/numeric/sparse-base-chol.h, liboctave/numeric/sparse-base-lu.h, liboctave/numeric/sparse-dmsolve.cc, liboctave/operators/Sparse-diag-op-defs.h, liboctave/operators/Sparse-op-defs.h, liboctave/operators/mx-inlines.cc, liboctave/system/dir-ops.h, liboctave/system/file-ops.cc, liboctave/system/file-stat.cc, liboctave/system/file-stat.h, liboctave/system/lo-sysdep.cc, liboctave/system/lo-sysdep.h, liboctave/system/mach-info.cc, liboctave/system/mach-info.h, liboctave/system/oct-env.cc, liboctave/system/oct-group.cc, liboctave/system/oct-syscalls.cc, liboctave/system/oct-syscalls.h, liboctave/system/oct-time.h, liboctave/system/tempname.c, liboctave/util/action-container.h, liboctave/util/base-list.h, liboctave/util/cmd-edit.cc, liboctave/util/cmd-edit.h, liboctave/util/cmd-hist.cc, liboctave/util/cmd-hist.h, liboctave/util/data-conv.cc, liboctave/util/data-conv.h, liboctave/util/kpse.cc, liboctave/util/lo-array-gripes.cc, liboctave/util/lo-cieee.c, liboctave/util/lo-regexp.cc, liboctave/util/lo-utils.cc, liboctave/util/oct-alloc.cc, liboctave/util/oct-base64.cc, liboctave/util/oct-binmap.h, liboctave/util/oct-cmplx.h, liboctave/util/oct-glob.cc, liboctave/util/oct-inttypes.cc, liboctave/util/oct-inttypes.h, liboctave/util/oct-locbuf.cc, liboctave/util/oct-locbuf.h, liboctave/util/oct-mem.h, liboctave/util/oct-mutex.cc, liboctave/util/oct-refcount.h, liboctave/util/oct-shlib.cc, liboctave/util/oct-shlib.h, liboctave/util/oct-sort.cc, liboctave/util/oct-sort.h, liboctave/util/pathsearch.cc, liboctave/util/pathsearch.h, liboctave/util/sparse-util.cc, liboctave/util/str-vec.cc, liboctave/util/str-vec.h, liboctave/util/unwind-prot.h, liboctave/util/url-transfer.cc, liboctave/util/url-transfer.h: Use GNU style coding conventions.
author Rik <rik@octave.org>
date Sat, 26 Oct 2013 18:57:05 -0700
parents d63878346099
children ebb3ef964372
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1 /*
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2
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3 Copyright (C) 1994-2013 John W. Eaton
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4 Copyright (C) 2008-2009 Jaroslav Hajek
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5
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6 This file is part of Octave.
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7
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8 Octave is free software; you can redistribute it and/or modify it
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9 under the terms of the GNU General Public License as published by the
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10 Free Software Foundation; either version 3 of the License, or (at your
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11 option) any later version.
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12
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13 Octave is distributed in the hope that it will be useful, but WITHOUT
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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16 for more details.
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17
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18 You should have received a copy of the GNU General Public License
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19 along with Octave; see the file COPYING. If not, see
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20 <http://www.gnu.org/licenses/>.
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21
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22 */
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23
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24 #if !defined (octave_FloatCHOL_h)
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25 #define octave_FloatCHOL_h 1
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26
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27 #include <iosfwd>
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28
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29 #include "fMatrix.h"
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30 #include "fColVector.h"
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31
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32 class
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33 OCTAVE_API
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34 FloatCHOL
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35 {
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36 public:
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37
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38 FloatCHOL (void) : chol_mat (), xrcond (0) { }
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39
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40 FloatCHOL (const FloatMatrix& a, bool calc_cond = false)
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41 : chol_mat (), xrcond (0)
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42 {
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43 init (a, calc_cond);
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44 }
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45
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46 FloatCHOL (const FloatMatrix& a, octave_idx_type& info,
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47 bool calc_cond = false)
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48 : chol_mat (), xrcond (0)
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49 {
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50 info = init (a, calc_cond);
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51 }
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52
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53 FloatCHOL (const FloatCHOL& a) : chol_mat (a.chol_mat), xrcond (a.xrcond) { }
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54
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55 FloatCHOL& operator = (const FloatCHOL& a)
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56 {
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57 if (this != &a)
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58 {
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59 chol_mat = a.chol_mat;
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60 xrcond = a.xrcond;
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61 }
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62 return *this;
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63 }
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64
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65 FloatMatrix chol_matrix (void) const { return chol_mat; }
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66
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67 float rcond (void) const { return xrcond; }
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68
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69 // Compute the inverse of a matrix using the Cholesky factorization.
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70 FloatMatrix inverse (void) const;
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71
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72 void set (const FloatMatrix& R);
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73
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74 void update (const FloatColumnVector& u);
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75
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76 octave_idx_type downdate (const FloatColumnVector& u);
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77
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78 octave_idx_type insert_sym (const FloatColumnVector& u, octave_idx_type j);
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79
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80 void delete_sym (octave_idx_type j);
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81
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82 void shift_sym (octave_idx_type i, octave_idx_type j);
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83
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84 friend OCTAVE_API std::ostream& operator << (std::ostream& os,
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85 const FloatCHOL& a);
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86
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87 private:
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88
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89 FloatMatrix chol_mat;
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90
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91 float xrcond;
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92
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93 octave_idx_type init (const FloatMatrix& a, bool calc_cond);
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94 };
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95
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96 FloatMatrix OCTAVE_API chol2inv (const FloatMatrix& r);
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David Bateman <dbateman@free.fr>
parents:
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97
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
98 #endif