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annotate liboctave/floatCHOL.h @ 14138:72c96de7a403 stable

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maint: update copyright notices for 2012
author John W. Eaton <jwe@octave.org>
date Mon, 02 Jan 2012 14:25:41 -0500
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children
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1 /*
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2
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3 Copyright (C) 1994-2012 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, const FloatCHOL& a);
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85
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86 private:
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87
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88 FloatMatrix chol_mat;
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89
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90 float xrcond;
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91
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92 octave_idx_type init (const FloatMatrix& a, bool calc_cond);
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93 };
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94
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95 FloatMatrix OCTAVE_API chol2inv (const FloatMatrix& r);
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96
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97 #endif