octave-nkf: liboctave/numeric/floatCHOL.cc annotate

annotate liboctave/numeric/floatCHOL.cc @ 20497:5ce959c55cc0

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	a9574e3c6e9e
children	dcfbf4c1c3c8

rev	line source
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	1 /*
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	2
19731 4197fc428c7d maint: Update copyright notices for 2015. John W. Eaton <jwe@octave.org> parents: 17769 diff changeset	3 Copyright (C) 1994-2015 John W. Eaton
11523 fd0a3ac60b0e update copyright notices John W. Eaton <jwe@octave.org> parents: 11518 diff changeset	4 Copyright (C) 2008-2009 Jaroslav Hajek
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	5
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	6 This file is part of Octave.
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	7
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	8 Octave is free software; you can redistribute it and/or modify it
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	9 under the terms of the GNU General Public License as published by the
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	10 Free Software Foundation; either version 3 of the License, or (at your
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	11 option) any later version.
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	12
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	13 Octave is distributed in the hope that it will be useful, but WITHOUT
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	16 for more details.
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	17
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	18 You should have received a copy of the GNU General Public License
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	19 along with Octave; see the file COPYING. If not, see
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	20 <http://www.gnu.org/licenses/>.
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	21
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	22 */
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	23
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	24 #ifdef HAVE_CONFIG_H
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	25 #include <config.h>
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	26 #endif
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	27
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	28 #include <vector>
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	29
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	30 #include "fRowVector.h"
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	31 #include "floatCHOL.h"
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	32 #include "f77-fcn.h"
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	33 #include "lo-error.h"
8377 25bc2d31e1bf improve OCTAVE_LOCAL_BUFFER Jaroslav Hajek <highegg@gmail.com> parents: 7789 diff changeset	34 #include "oct-locbuf.h"
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 8562 diff changeset	35 #include "oct-norm.h"
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	36 #ifndef HAVE_QRUPDATE
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	37 #include "dbleQR.h"
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	38 #endif
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	39
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	40 extern "C"
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	41 {
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	42 F77_RET_T
11518 141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	43 F77_FUNC (spotrf, SPOTRF) (F77_CONST_CHAR_ARG_DECL,
141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	44 const octave_idx_type&, float*,
141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	45 const octave_idx_type&, octave_idx_type&
10314 07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	46 F77_CHAR_ARG_LEN_DECL);
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	47
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	48 F77_RET_T
11518 141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	49 F77_FUNC (spotri, SPOTRI) (F77_CONST_CHAR_ARG_DECL,
141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	50 const octave_idx_type&, float*,
141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	51 const octave_idx_type&, octave_idx_type&
10314 07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	52 F77_CHAR_ARG_LEN_DECL);
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	53
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	54 F77_RET_T
11518 141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	55 F77_FUNC (spocon, SPOCON) (F77_CONST_CHAR_ARG_DECL,
141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	56 const octave_idx_type&, float*,
141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	57 const octave_idx_type&, const float&,
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	58 float&, float, octave_idx_type,
11518 141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	59 octave_idx_type&
141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	60 F77_CHAR_ARG_LEN_DECL);
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	61 #ifdef HAVE_QRUPDATE
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	62
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	63 F77_RET_T
11495 8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	64 F77_FUNC (sch1up, SCH1UP) (const octave_idx_type&, float*,
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	65 const octave_idx_type&, float, float);
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	66
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	67 F77_RET_T
11495 8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	68 F77_FUNC (sch1dn, SCH1DN) (const octave_idx_type&, float*,
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	69 const octave_idx_type&, float, float,
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	70 octave_idx_type&);
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	71
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	72 F77_RET_T
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	73 F77_FUNC (schinx, SCHINX) (const octave_idx_type&, float*,
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	74 const octave_idx_type&, const octave_idx_type&,
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	75 float, float, octave_idx_type&);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	76
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	77 F77_RET_T
11495 8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	78 F77_FUNC (schdex, SCHDEX) (const octave_idx_type&, float*,
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	79 const octave_idx_type&, const octave_idx_type&,
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	80 float*);
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	81
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	82 F77_RET_T
11495 8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	83 F77_FUNC (schshx, SCHSHX) (const octave_idx_type&, float*,
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	84 const octave_idx_type&, const octave_idx_type&,
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	85 const octave_idx_type&, float*);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	86 #endif
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	87 }
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	88
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	89 octave_idx_type
20497 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	90 FloatCHOL::init (const FloatMatrix& a, bool upper, bool calc_cond)
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	91 {
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	92 octave_idx_type a_nr = a.rows ();
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	93 octave_idx_type a_nc = a.cols ();
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	94
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	95 if (a_nr != a_nc)
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	96 {
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	97 (*current_liboctave_error_handler) ("FloatCHOL requires square matrix");
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	98 return -1;
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	99 }
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	100
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	101 octave_idx_type n = a_nc;
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	102 octave_idx_type info;
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	103
20497 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	104 is_upper = upper;
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	105
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 8562 diff changeset	106 chol_mat.clear (n, n);
20497 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	107 if (is_upper)
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 8562 diff changeset	108 {
20497 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	109 for (octave_idx_type j = 0; j < n; j++)
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	110 {
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	111 for (octave_idx_type i = 0; i <= j; i++)
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	112 chol_mat.xelem (i, j) = a(i, j);
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	113 for (octave_idx_type i = j+1; i < n; i++)
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	114 chol_mat.xelem (i, j) = 0.0f;
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	115 }
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 8562 diff changeset	116 }
20497 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	117 else
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	118 {
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	119 for (octave_idx_type j = 0; j < n; j++)
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	120 {
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	121 for (octave_idx_type i = 0; i <= j; i++)
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	122 chol_mat.xelem (i, j) = 0.0f;
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	123 for (octave_idx_type i = j+1; i < n; i++)
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	124 chol_mat.xelem (i, j) = a(i, j);
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	125 }
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	126 }
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	127
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	128 float *h = chol_mat.fortran_vec ();
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	129
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	130 // Calculate the norm of the matrix, for later use.
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	131 float anorm = 0;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	132 if (calc_cond)
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 8562 diff changeset	133 anorm = xnorm (a, 1);
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	134
20497 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	135 if (is_upper)
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	136 {
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	137 F77_XFCN (spotrf, SPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1),
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	138 n, h, n, info
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	139 F77_CHAR_ARG_LEN (1)));
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	140 }
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	141 else
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	142 {
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	143 F77_XFCN (spotrf, SPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1),
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	144 n, h, n, info
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	145 F77_CHAR_ARG_LEN (1)));
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	146 }
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	147
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	148 xrcond = 0.0;
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 8562 diff changeset	149 if (info > 0)
c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 8562 diff changeset	150 chol_mat.resize (info - 1, info - 1);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	151 else if (calc_cond)
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	152 {
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	153 octave_idx_type spocon_info = 0;
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	154
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	155 // Now calculate the condition number for non-singular matrix.
11570 57632dea2446 attempt better backward compatibility for Array constructors John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	156 Array<float> z (dim_vector (3*n, 1));
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	157 float *pz = z.fortran_vec ();
11570 57632dea2446 attempt better backward compatibility for Array constructors John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	158 Array<octave_idx_type> iz (dim_vector (n, 1));
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	159 octave_idx_type *piz = iz.fortran_vec ();
20497 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	160 if (is_upper)
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	161 {
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	162 F77_XFCN (spocon, SPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n, h,
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	163 n, anorm, xrcond, pz, piz, spocon_info
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	164 F77_CHAR_ARG_LEN (1)));
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	165 }
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	166 else
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	167 {
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	168 F77_XFCN (spocon, SPOCON, (F77_CONST_CHAR_ARG2 ("L", 1), n, h,
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	169 n, anorm, xrcond, pz, piz, spocon_info
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	170 F77_CHAR_ARG_LEN (1)));
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	171 }
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	172
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	173
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	174 if (spocon_info != 0)
10314 07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	175 info = -1;
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	176 }
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	177
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	178 return info;
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	179 }
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	180
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	181 static FloatMatrix
20497 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	182 chol2inv_internal (const FloatMatrix& r, bool is_upper = true)
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	183 {
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	184 FloatMatrix retval;
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	185
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	186 octave_idx_type r_nr = r.rows ();
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	187 octave_idx_type r_nc = r.cols ();
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	188
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	189 if (r_nr == r_nc)
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	190 {
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	191 octave_idx_type n = r_nc;
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	192 octave_idx_type info = 0;
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	193
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	194 FloatMatrix tmp = r;
14846 460a3c6d8bf1 maint: Use Octave coding convention for cuddled parenthis in function calls with empty argument lists. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	195 float *v = tmp.fortran_vec ();
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	196
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	197 if (info == 0)
10314 07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	198 {
20497 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	199 if (is_upper)
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	200 {
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	201 F77_XFCN (spotri, SPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n,
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	202 v, n, info
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	203 F77_CHAR_ARG_LEN (1)));
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	204 }
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	205 else
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	206 {
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	207 F77_XFCN (spotri, SPOTRI, (F77_CONST_CHAR_ARG2 ("L", 1), n,
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	208 v, n, info
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	209 F77_CHAR_ARG_LEN (1)));
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	210 }
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	211
10314 07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	212 // If someone thinks of a more graceful way of doing this (or
07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	213 // faster for that matter :-)), please let me know!
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	214
10314 07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	215 if (n > 1)
20497 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	216 {
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	217 if (is_upper)
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	218 {
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	219 for (octave_idx_type j = 0; j < r_nc; j++)
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	220 for (octave_idx_type i = j+1; i < r_nr; i++)
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	221 tmp.xelem (i, j) = tmp.xelem (j, i);
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	222 }
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	223 else
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	224 {
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	225 for (octave_idx_type j = 0; j < r_nc; j++)
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	226 for (octave_idx_type i = j+1; i < r_nr; i++)
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	227 tmp.xelem (j, i) = tmp.xelem (i, j);
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	228 }
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	229 }
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	230
10314 07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	231 retval = tmp;
07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	232 }
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	233 }
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	234 else
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	235 (*current_liboctave_error_handler) ("chol2inv requires square matrix");
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	236
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	237 return retval;
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	238 }
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	239
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	240 // Compute the inverse of a matrix using the Cholesky factorization.
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	241 FloatMatrix
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	242 FloatCHOL::inverse (void) const
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	243 {
20497 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20267 diff changeset	244 return chol2inv_internal (chol_mat, is_upper);
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	245 }
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	246
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	247 void
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	248 FloatCHOL::set (const FloatMatrix& R)
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	249 {
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	250 if (R.is_square ())
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	251 chol_mat = R;
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	252 else
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	253 (*current_liboctave_error_handler) ("FloatCHOL requires square matrix");
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	254 }
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	255
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	256 #ifdef HAVE_QRUPDATE
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	257
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	258 void
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	259 FloatCHOL::update (const FloatColumnVector& u)
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	260 {
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	261 octave_idx_type n = chol_mat.rows ();
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	262
20267 a9574e3c6e9e Deprecate Array::length() and Sparse::length() in favour of ::numel(). Carnë Draug <carandraug@octave.org> parents: 19731 diff changeset	263 if (u.numel () == n)
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	264 {
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	265 FloatColumnVector utmp = u;
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	266
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	267 OCTAVE_LOCAL_BUFFER (float, w, n);
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	268
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	269 F77_XFCN (sch1up, SCH1UP, (n, chol_mat.fortran_vec (), chol_mat.rows (),
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	270 utmp.fortran_vec (), w));
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	271 }
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	272 else
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	273 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	274 }
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	275
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	276 octave_idx_type
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	277 FloatCHOL::downdate (const FloatColumnVector& u)
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	278 {
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	279 octave_idx_type info = -1;
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	280
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	281 octave_idx_type n = chol_mat.rows ();
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	282
20267 a9574e3c6e9e Deprecate Array::length() and Sparse::length() in favour of ::numel(). Carnë Draug <carandraug@octave.org> parents: 19731 diff changeset	283 if (u.numel () == n)
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	284 {
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	285 FloatColumnVector utmp = u;
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	286
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	287 OCTAVE_LOCAL_BUFFER (float, w, n);
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	288
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	289 F77_XFCN (sch1dn, SCH1DN, (n, chol_mat.fortran_vec (), chol_mat.rows (),
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	290 utmp.fortran_vec (), w, info));
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	291 }
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	292 else
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	293 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	294
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	295 return info;
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	296 }
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	297
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	298 octave_idx_type
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	299 FloatCHOL::insert_sym (const FloatColumnVector& u, octave_idx_type j)
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	300 {
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	301 octave_idx_type info = -1;
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	302
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	303 octave_idx_type n = chol_mat.rows ();
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	304
20267 a9574e3c6e9e Deprecate Array::length() and Sparse::length() in favour of ::numel(). Carnë Draug <carandraug@octave.org> parents: 19731 diff changeset	305 if (u.numel () != n + 1)
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	306 (*current_liboctave_error_handler) ("cholinsert: dimension mismatch");
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	307 else if (j < 0 \|\| j > n)
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	308 (*current_liboctave_error_handler) ("cholinsert: index out of range");
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	309 else
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	310 {
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	311 FloatColumnVector utmp = u;
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	312
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	313 OCTAVE_LOCAL_BUFFER (float, w, n);
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	314
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	315 chol_mat.resize (n+1, n+1);
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	316
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	317 F77_XFCN (schinx, SCHINX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	318 j + 1, utmp.fortran_vec (), w, info));
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	319 }
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	320
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	321 return info;
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	322 }
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	323
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	324 void
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	325 FloatCHOL::delete_sym (octave_idx_type j)
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	326 {
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	327 octave_idx_type n = chol_mat.rows ();
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	328
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	329 if (j < 0 \|\| j > n-1)
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	330 (*current_liboctave_error_handler) ("choldelete: index out of range");
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	331 else
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	332 {
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	333 OCTAVE_LOCAL_BUFFER (float, w, n);
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	334
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	335 F77_XFCN (schdex, SCHDEX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	336 j + 1, w));
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	337
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	338 chol_mat.resize (n-1, n-1);
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	339 }
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	340 }
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	341
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	342 void
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	343 FloatCHOL::shift_sym (octave_idx_type i, octave_idx_type j)
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	344 {
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	345 octave_idx_type n = chol_mat.rows ();
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	346
12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	347 if (i < 0 \|\| i > n-1 \|\| j < 0 \|\| j > n-1)
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	348 (*current_liboctave_error_handler) ("cholshift: index out of range");
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	349 else
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	350 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	351 OCTAVE_LOCAL_BUFFER (float, w, 2*n);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	352
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	353 F77_XFCN (schshx, SCHSHX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	354 i + 1, j + 1, w));
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	355 }
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	356 }
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	357
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	358 #else
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	359
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	360 void
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	361 FloatCHOL::update (const FloatColumnVector& u)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	362 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	363 warn_qrupdate_once ();
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	364
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	365 octave_idx_type n = chol_mat.rows ();
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	366
20267 a9574e3c6e9e Deprecate Array::length() and Sparse::length() in favour of ::numel(). Carnë Draug <carandraug@octave.org> parents: 19731 diff changeset	367 if (u.numel () == n)
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	368 {
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	369 init (chol_mat.transpose () * chol_mat
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	370 + FloatMatrix (u) * FloatMatrix (u).transpose (), false);
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	371 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	372 else
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	373 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	374 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	375
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	376 static bool
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	377 singular (const FloatMatrix& a)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	378 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	379 for (octave_idx_type i = 0; i < a.rows (); i++)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	380 if (a(i,i) == 0.0f) return true;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	381 return false;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	382 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	383
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	384 octave_idx_type
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	385 FloatCHOL::downdate (const FloatColumnVector& u)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	386 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	387 warn_qrupdate_once ();
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	388
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	389 octave_idx_type info = -1;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	390
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	391 octave_idx_type n = chol_mat.rows ();
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	392
20267 a9574e3c6e9e Deprecate Array::length() and Sparse::length() in favour of ::numel(). Carnë Draug <carandraug@octave.org> parents: 19731 diff changeset	393 if (u.numel () == n)
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	394 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	395 if (singular (chol_mat))
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	396 info = 2;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	397 else
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	398 {
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	399 info = init (chol_mat.transpose () * chol_mat
17769 49a5a4be04a1 maint: Use GNU style coding conventions for code in liboctave/ Rik <rik@octave.org> parents: 17744 diff changeset	400 - FloatMatrix (u) * FloatMatrix (u).transpose (), false);
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	401 if (info) info = 1;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	402 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	403 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	404 else
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	405 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	406
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	407 return info;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	408 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	409
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	410 octave_idx_type
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	411 FloatCHOL::insert_sym (const FloatColumnVector& u, octave_idx_type j)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	412 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	413 warn_qrupdate_once ();
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	414
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	415 octave_idx_type info = -1;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	416
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	417 octave_idx_type n = chol_mat.rows ();
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	418
20267 a9574e3c6e9e Deprecate Array::length() and Sparse::length() in favour of ::numel(). Carnë Draug <carandraug@octave.org> parents: 19731 diff changeset	419 if (u.numel () != n + 1)
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	420 (*current_liboctave_error_handler) ("cholinsert: dimension mismatch");
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	421 else if (j < 0 \|\| j > n)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	422 (*current_liboctave_error_handler) ("cholinsert: index out of range");
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	423 else
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	424 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	425 if (singular (chol_mat))
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	426 info = 2;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	427 else
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	428 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	429 FloatMatrix a = chol_mat.transpose () * chol_mat;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	430 FloatMatrix a1 (n+1, n+1);
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	431 for (octave_idx_type k = 0; k < n+1; k++)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	432 for (octave_idx_type l = 0; l < n+1; l++)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	433 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	434 if (l == j)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	435 a1(k, l) = u(k);
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	436 else if (k == j)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	437 a1(k, l) = u(l);
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	438 else
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	439 a1(k, l) = a(k < j ? k : k-1, l < j ? l : l-1);
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	440 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	441 info = init (a1, false);
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	442 if (info) info = 1;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	443 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	444 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	445
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	446 return info;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	447 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	448
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	449 void
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	450 FloatCHOL::delete_sym (octave_idx_type j)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	451 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	452 warn_qrupdate_once ();
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	453
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	454 octave_idx_type n = chol_mat.rows ();
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	455
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	456 if (j < 0 \|\| j > n-1)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	457 (*current_liboctave_error_handler) ("choldelete: index out of range");
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	458 else
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	459 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	460 FloatMatrix a = chol_mat.transpose () * chol_mat;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	461 a.delete_elements (1, idx_vector (j));
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	462 a.delete_elements (0, idx_vector (j));
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	463 init (a, false);
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	464 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	465 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	466
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	467 void
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	468 FloatCHOL::shift_sym (octave_idx_type i, octave_idx_type j)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	469 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	470 warn_qrupdate_once ();
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	471
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	472 octave_idx_type n = chol_mat.rows ();
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	473
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	474 if (i < 0 \|\| i > n-1 \|\| j < 0 \|\| j > n-1)
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	475 (*current_liboctave_error_handler) ("cholshift: index out of range");
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	476 else
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	477 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	478 FloatMatrix a = chol_mat.transpose () * chol_mat;
11570 57632dea2446 attempt better backward compatibility for Array constructors John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	479 Array<octave_idx_type> p (dim_vector (n, 1));
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	480 for (octave_idx_type k = 0; k < n; k++) p(k) = k;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	481 if (i < j)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	482 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	483 for (octave_idx_type k = i; k < j; k++) p(k) = k+1;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	484 p(j) = i;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	485 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	486 else if (j < i)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	487 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	488 p(j) = i;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	489 for (octave_idx_type k = j+1; k < i+1; k++) p(k) = k-1;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	490 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	491
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	492 init (a.index (idx_vector (p), idx_vector (p)), false);
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	493 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	494 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	495
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	496 #endif
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	497
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	498 FloatMatrix
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	499 chol2inv (const FloatMatrix& r)
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	500 {
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	501 return chol2inv_internal (r);
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: diff changeset	502 }

Mercurial > octave-nkf

annotate liboctave/numeric/floatCHOL.cc @ 20497:5ce959c55cc0