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annotate liboctave/numeric/CmplxCHOL.h @ 20497:5ce959c55cc0

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Propagate 'lower' in chol(a, 'lower') to underlying library function. * chol.cc (chol): Send 'L' parameter correctly when chol is called with 'lower'. * floatCHOL.cc (init): Propagate 'lower' to underlying library function. * floatCHOL.h: Modify the prototype of methods. * fMatrix.cc (inverse): Invoke chol with additional parameter. * dbleCHOL.cc (init): Propagate 'lower' to underlying library function. * dbleCHOL.h: Modify the prototype of methods. * dMatrix.cc (inverse): Invoke chol with additional parameter. * CmplxCHOL.cc (init): Propagate 'lower' to underlying library function. * CmplxCHOL.h: Modify the prototype of methods. * CMatrix.cc (inverse): Invoke chol with additional parameter.
author PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com>
date Sun, 24 Aug 2014 19:35:06 +0530
parents 4197fc428c7d
children
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1 /*
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2
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3 Copyright (C) 1994-2015 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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22 */
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23
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24 #if !defined (octave_CmplxCHOL_h)
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25 #define octave_CmplxCHOL_h 1
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27 #include <iosfwd>
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29 #include "CMatrix.h"
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30 #include "CColVector.h"
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32 class
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33 OCTAVE_API
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34 ComplexCHOL
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35 {
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36 public:
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37
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38 ComplexCHOL (void) : chol_mat (), xrcond (0) { }
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40 ComplexCHOL (const ComplexMatrix& a, bool upper = true, 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, upper, calc_cond);
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44 }
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46 ComplexCHOL (const ComplexMatrix& a, octave_idx_type& info, bool upper = true,
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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, upper, calc_cond);
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51 }
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53 ComplexCHOL (const ComplexCHOL& a)
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54 : chol_mat (a.chol_mat), xrcond (a.xrcond) { }
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56 ComplexCHOL& operator = (const ComplexCHOL& a)
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57 {
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58 if (this != &a)
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59 {
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60 chol_mat = a.chol_mat;
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61 xrcond = a.xrcond;
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62 }
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64 return *this;
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65 }
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67 ComplexMatrix chol_matrix (void) const { return chol_mat; }
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68
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69 double rcond (void) const { return xrcond; }
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71 ComplexMatrix inverse (void) const;
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73 void set (const ComplexMatrix& R);
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74
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75 void update (const ComplexColumnVector& u);
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76
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77 octave_idx_type downdate (const ComplexColumnVector& u);
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78
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79 octave_idx_type insert_sym (const ComplexColumnVector& u, octave_idx_type j);
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80
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81 void delete_sym (octave_idx_type j);
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82
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83 void shift_sym (octave_idx_type i, octave_idx_type j);
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84
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85 friend OCTAVE_API std::ostream& operator << (std::ostream& os,
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86 const ComplexCHOL& a);
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88 private:
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89
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90 ComplexMatrix chol_mat;
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92 double xrcond;
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94 bool is_upper;
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96 octave_idx_type init (const ComplexMatrix& a, bool upper, bool calc_cond);
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97 };
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99 ComplexMatrix OCTAVE_API chol2inv (const ComplexMatrix& r);
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100
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101 #endif