octave-nkf: src/DLD-FUNCTIONS/chol.cc annotate

annotate src/DLD-FUNCTIONS/chol.cc @ 14138:72c96de7a403 stable

maint: update copyright notices for 2012

author	John W. Eaton <jwe@octave.org>
date	Mon, 02 Jan 2012 14:25:41 -0500
parents	b0cdd60db5e5
children	8de863b7126b

rev	line source
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	1 /*
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	2
14138 72c96de7a403 maint: update copyright notices for 2012 John W. Eaton <jwe@octave.org> parents: 14038 diff changeset	3 Copyright (C) 1996-2012 John W. Eaton
11523 fd0a3ac60b0e update copyright notices John W. Eaton <jwe@octave.org> parents: 10846 diff changeset	4 Copyright (C) 2008-2009 Jaroslav Hajek
fd0a3ac60b0e update copyright notices John W. Eaton <jwe@octave.org> parents: 10846 diff changeset	5 Copyright (C) 2008-2009 VZLU Prague
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	6
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	7 This file is part of Octave.
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	8
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	9 Octave is free software; you can redistribute it and/or modify it
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	10 under the terms of the GNU General Public License as published by the
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 5823 diff changeset	11 Free Software Foundation; either version 3 of the License, or (at your
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 5823 diff changeset	12 option) any later version.
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	13
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	14 Octave is distributed in the hope that it will be useful, but WITHOUT
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	15 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	16 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	17 for more details.
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	18
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	19 You should have received a copy of the GNU General Public License
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 5823 diff changeset	20 along with Octave; see the file COPYING. If not, see
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 5823 diff changeset	21 <http://www.gnu.org/licenses/>.
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	22
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	23 */
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	24
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	25
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	26 #ifdef HAVE_CONFIG_H
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	27 #include <config.h>
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	28 #endif
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	29
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	30 #include "CmplxCHOL.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	31 #include "dbleCHOL.h"
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	32 #include "fCmplxCHOL.h"
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	33 #include "floatCHOL.h"
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	34 #include "SparseCmplxCHOL.h"
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	35 #include "SparsedbleCHOL.h"
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	36 #include "oct-spparms.h"
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	37 #include "sparse-util.h"
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	38
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	39 #include "ov-re-sparse.h"
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	40 #include "ov-cx-sparse.h"
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	41 #include "defun-dld.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	42 #include "error.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	43 #include "gripes.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	44 #include "oct-obj.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	45 #include "utils.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	46
9715 9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	47 template <class CHOLT>
9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	48 static octave_value
9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	49 get_chol_r (const CHOLT& fact)
9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	50 {
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	51 return octave_value (fact.chol_matrix (),
9715 9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	52 MatrixType (MatrixType::Upper));
9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	53 }
9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	54
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	55 template <class CHOLT>
c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	56 static octave_value
c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	57 get_chol_l (const CHOLT& fact)
c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	58 {
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	59 return octave_value (fact.chol_matrix ().transpose (),
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	60 MatrixType (MatrixType::Lower));
c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	61 }
c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	62
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	63 DEFUN_DLD (chol, args, nargout,
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	64 "-- texinfo --\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	65 @deftypefn {Loadable Function} {@var{R} =} chol (@var{A})\n\
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	66 @deftypefnx {Loadable Function} {[@var{R}, @var{p}] =} chol (@var{A})\n\
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	67 @deftypefnx {Loadable Function} {[@var{R}, @var{p}, @var{Q}] =} chol (@var{S})\n\
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	68 @deftypefnx {Loadable Function} {[@var{R}, @var{p}, @var{Q}] =} chol (@var{S}, 'vector')\n\
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	69 @deftypefnx {Loadable Function} {[@var{L}, @dots{}] =} chol (@dots{}, 'lower')\n\
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	70 @deftypefnx {Loadable Function} {[@var{L}, @dots{}] =} chol (@dots{}, 'upper')\n\
3372 f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	71 @cindex Cholesky factorization\n\
11593 1577c6f80926 Use non-breaking spaces between certain adjectives and their nouns in docstrings. Rik <octave@nomad.inbox5.com> parents: 11586 diff changeset	72 Compute the Cholesky@tie{}factor, @var{R}, of the symmetric positive definite\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	73 matrix @var{A}, where\n\
3372 f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	74 @tex\n\
f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	75 $ R^T R = A $.\n\
f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	76 @end tex\n\
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 8421 diff changeset	77 @ifnottex\n\
3372 f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	78 \n\
f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	79 @example\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	80 @var{R}' * @var{R} = @var{A}.\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	81 @end example\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	82 \n\
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 8421 diff changeset	83 @end ifnottex\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	84 \n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	85 Called with one output argument @code{chol} fails if @var{A} or @var{S} is\n\
9064 7c02ec148a3c Check grammar on all .cc files Rik <rdrider0-list@yahoo.com> parents: 8880 diff changeset	86 not positive definite. With two or more output arguments @var{p} flags\n\
7c02ec148a3c Check grammar on all .cc files Rik <rdrider0-list@yahoo.com> parents: 8880 diff changeset	87 whether the matrix was positive definite and @code{chol} does not fail. A\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	88 zero value indicated that the matrix was positive definite and the @var{R}\n\
9065 8207b833557f Cleanup documentation for arith.texi, linalg.texi, nonlin.texi Rik <rdrider0-list@yahoo.com> parents: 9064 diff changeset	89 gives the factorization, and @var{p} will have a positive value otherwise.\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	90 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	91 If called with 3 outputs then a sparsity preserving row/column permutation\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	92 is applied to @var{A} prior to the factorization. That is @var{R}\n\
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	93 is the factorization of @code{@var{A}(@var{Q},@var{Q})} such that\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	94 @tex\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	95 $ R^T R = Q^T A Q$.\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	96 @end tex\n\
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 8421 diff changeset	97 @ifnottex\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	98 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	99 @example\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	100 @var{R}' * @var{R} = @var{Q}' * @var{A} * @var{Q}.\n\
3372 f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	101 @end example\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	102 \n\
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 8421 diff changeset	103 @end ifnottex\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	104 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	105 The sparsity preserving permutation is generally returned as a matrix.\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	106 However, given the flag 'vector', @var{Q} will be returned as a vector\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	107 such that\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	108 @tex\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	109 $ R^T R = A (Q, Q)$.\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	110 @end tex\n\
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 8421 diff changeset	111 @ifnottex\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	112 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	113 @example\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	114 @var{R}' * @var{R} = @var{A}(@var{Q}, @var{Q}).\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	115 @end example\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	116 \n\
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 8421 diff changeset	117 @end ifnottex\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	118 \n\
9065 8207b833557f Cleanup documentation for arith.texi, linalg.texi, nonlin.texi Rik <rdrider0-list@yahoo.com> parents: 9064 diff changeset	119 Called with either a sparse or full matrix and using the 'lower' flag,\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	120 @code{chol} returns the lower triangular factorization such that\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	121 @tex\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	122 $ L L^T = A $.\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	123 @end tex\n\
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 8421 diff changeset	124 @ifnottex\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	125 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	126 @example\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	127 @var{L} * @var{L}' = @var{A}.\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	128 @end example\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	129 \n\
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 8421 diff changeset	130 @end ifnottex\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	131 \n\
14038 b0cdd60db5e5 doc: Grammarcheck documentation ahead of 3.6.0 release. Rik <octave@nomad.inbox5.com> parents: 13953 diff changeset	132 For full matrices, if the 'lower' flag is set only the lower triangular part\n\
b0cdd60db5e5 doc: Grammarcheck documentation ahead of 3.6.0 release. Rik <octave@nomad.inbox5.com> parents: 13953 diff changeset	133 of the matrix is used for the factorization, otherwise the upper triangular\n\
b0cdd60db5e5 doc: Grammarcheck documentation ahead of 3.6.0 release. Rik <octave@nomad.inbox5.com> parents: 13953 diff changeset	134 part is used.\n\
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	135 \n\
9065 8207b833557f Cleanup documentation for arith.texi, linalg.texi, nonlin.texi Rik <rdrider0-list@yahoo.com> parents: 9064 diff changeset	136 In general the lower triangular factorization is significantly faster for\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	137 sparse matrices.\n\
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	138 @seealso{cholinv, chol2inv}\n\
3372 f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	139 @end deftypefn")
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	140 {
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	141 octave_value_list retval;
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	142 int nargin = args.length ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	143 bool LLt = false;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	144 bool vecout = false;
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	145
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	146 if (nargin < 1 \|\| nargin > 3 \|\| nargout > 3
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	147 \|\| (! args(0).is_sparse_type () && nargout > 2))
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	148 {
5823 080c08b192d8 [project @ 2006-05-19 05:32:17 by jwe] jwe parents: 5760 diff changeset	149 print_usage ();
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	150 return retval;
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	151 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	152
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	153 int n = 1;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	154 while (n < nargin && ! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	155 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	156 std::string tmp = args(n++).string_value ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	157
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	158 if (! error_state )
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	159 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	160 if (tmp.compare ("vector") == 0)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	161 vecout = true;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	162 else if (tmp.compare ("lower") == 0)
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	163 // FIXME currently the option "lower" is handled by transposing the
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	164 // matrix, factorizing it with the lapack function DPOTRF ('U', ...)
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	165 // and finally transposing the factor. It would be more efficient to use
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	166 // DPOTRF ('L', ...) in this case.
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	167 LLt = true;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	168 else if (tmp.compare ("upper") == 0)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	169 LLt = false;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	170 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	171 error ("chol: unexpected second or third input");
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	172 }
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	173 else
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	174 error ("chol: expecting trailing string arguments");
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	175 }
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	176
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	177 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	178 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	179 octave_value arg = args(0);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	180
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	181 octave_idx_type nr = arg.rows ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	182 octave_idx_type nc = arg.columns ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	183 bool natural = (nargout != 3);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	184
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	185 int arg_is_empty = empty_arg ("chol", nr, nc);
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	186
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	187 if (arg_is_empty < 0)
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	188 return retval;
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	189 if (arg_is_empty > 0)
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	190 return octave_value (Matrix ());
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	191
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	192 if (arg.is_sparse_type ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	193 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	194 if (arg.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	195 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	196 SparseMatrix m = arg.sparse_matrix_value ();
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	197
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	198 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	199 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	200 octave_idx_type info;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	201 SparseCHOL fact (m, info, natural);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	202 if (nargout == 3)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	203 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	204 if (vecout)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	205 retval(2) = fact.perm ();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	206 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	207 retval(2) = fact.Q();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	208 }
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	209
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	210 if (nargout > 1 \|\| info == 0)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	211 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	212 retval(1) = fact.P();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	213 if (LLt)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	214 retval(0) = fact.L();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	215 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	216 retval(0) = fact.R();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	217 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	218 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	219 error ("chol: input matrix must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	220 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	221 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	222 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	223 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	224 SparseComplexMatrix m = arg.sparse_complex_matrix_value ();
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	225
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	226 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	227 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	228 octave_idx_type info;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	229 SparseComplexCHOL fact (m, info, natural);
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	230
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	231 if (nargout == 3)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	232 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	233 if (vecout)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	234 retval(2) = fact.perm ();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	235 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	236 retval(2) = fact.Q();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	237 }
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	238
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	239 if (nargout > 1 \|\| info == 0)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	240 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	241 retval(1) = fact.P();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	242 if (LLt)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	243 retval(0) = fact.L();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	244 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	245 retval(0) = fact.R();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	246 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	247 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	248 error ("chol: input matrix must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	249 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	250 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	251 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	252 gripe_wrong_type_arg ("chol", arg);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	253 }
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	254 else if (arg.is_single_type ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	255 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	256 if (arg.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	257 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	258 FloatMatrix m = arg.float_matrix_value ();
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	259
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	260 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	261 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	262 octave_idx_type info;
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	263
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	264 FloatCHOL fact;
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	265 if (LLt)
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	266 fact = FloatCHOL (m.transpose (), info);
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	267 else
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	268 fact = FloatCHOL (m, info);
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	269
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	270 if (nargout == 2 \|\| info == 0)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	271 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	272 retval(1) = info;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	273 if (LLt)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	274 retval(0) = get_chol_l (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	275 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	276 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	277 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	278 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	279 error ("chol: input matrix must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	280 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	281 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	282 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	283 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	284 FloatComplexMatrix m = arg.float_complex_matrix_value ();
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	285
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	286 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	287 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	288 octave_idx_type info;
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	289
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	290 FloatComplexCHOL fact;
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	291 if (LLt)
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	292 fact = FloatComplexCHOL (m.transpose (), info);
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	293 else
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	294 fact = FloatComplexCHOL (m, info);
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	295
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	296 if (nargout == 2 \|\| info == 0)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	297 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	298 retval(1) = info;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	299 if (LLt)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	300 retval(0) = get_chol_l (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	301 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	302 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	303 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	304 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	305 error ("chol: input matrix must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	306 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	307 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	308 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	309 gripe_wrong_type_arg ("chol", arg);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	310 }
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	311 else
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	312 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	313 if (arg.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	314 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	315 Matrix m = arg.matrix_value ();
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	316
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	317 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	318 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	319 octave_idx_type info;
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	320
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	321 CHOL fact;
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	322 if (LLt)
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	323 fact = CHOL (m.transpose (), info);
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	324 else
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	325 fact = CHOL (m, info);
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	326
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	327 if (nargout == 2 \|\| info == 0)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	328 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	329 retval(1) = info;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	330 if (LLt)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	331 retval(0) = get_chol_l (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	332 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	333 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	334 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	335 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	336 error ("chol: input matrix must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	337 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	338 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	339 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	340 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	341 ComplexMatrix m = arg.complex_matrix_value ();
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	342
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	343 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	344 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	345 octave_idx_type info;
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	346
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	347 ComplexCHOL fact;
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	348 if (LLt)
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	349 fact = ComplexCHOL (m.transpose (), info);
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	350 else
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	351 fact = ComplexCHOL (m, info);
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	352
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	353 if (nargout == 2 \|\| info == 0)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	354 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	355 retval(1) = info;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	356 if (LLt)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	357 retval(0) = get_chol_l (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	358 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	359 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	360 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	361 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	362 error ("chol: input matrix must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	363 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	364 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	365 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	366 gripe_wrong_type_arg ("chol", arg);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	367 }
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	368 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	369
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	370 return retval;
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	371 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	372
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	373 /*
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	374
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	375 %!assert(chol ([2, 1; 1, 1]), [sqrt(2), 1/sqrt(2); 0, 1/sqrt(2)], sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	376 %!assert(chol (single([2, 1; 1, 1])), single([sqrt(2), 1/sqrt(2); 0, 1/sqrt(2)]), sqrt (eps('single')));
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	377
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	378 %!error chol ([1, 2; 3, 4]);
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	379 %!error chol ([1, 2; 3, 4; 5, 6]);
13915 5fa482628bf6 Remove unnecessary regular expression '.' from ends of %!error blocks Rik <octave@nomad.inbox5.com>* parents: 12729 diff changeset	380 %!error <Invalid call to chol> chol ();
5fa482628bf6 Remove unnecessary regular expression '.' from ends of %!error blocks Rik <octave@nomad.inbox5.com>* parents: 12729 diff changeset	381 %!error <unexpected second or third input> chol (1, 2);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	382
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	383 */
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	384
5760 8d7162924bd3 [project @ 2006-04-14 04:01:37 by jwe] jwe parents: 5448 diff changeset	385 DEFUN_DLD (cholinv, args, ,
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	386 "-- texinfo --\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	387 @deftypefn {Loadable Function} {} cholinv (@var{A})\n\
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	388 Use the Cholesky@tie{}factorization to compute the inverse of the\n\
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	389 symmetric positive definite matrix @var{A}.\n\
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	390 @seealso{chol, chol2inv, inv}\n\
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	391 @end deftypefn")
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	392 {
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	393 octave_value retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	394
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	395 int nargin = args.length ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	396
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	397 if (nargin == 1)
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	398 {
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	399 octave_value arg = args(0);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	400
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	401 octave_idx_type nr = arg.rows ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	402 octave_idx_type nc = arg.columns ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	403
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	404 if (nr == 0 \|\| nc == 0)
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	405 retval = Matrix ();
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	406 else
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	407 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	408 if (arg.is_sparse_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	409 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	410 if (arg.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	411 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	412 SparseMatrix m = arg.sparse_matrix_value ();
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	413
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	414 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	415 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	416 octave_idx_type info;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	417 SparseCHOL chol (m, info);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	418 if (info == 0)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	419 retval = chol.inverse ();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	420 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	421 error ("cholinv: A must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	422 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	423 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	424 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	425 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	426 SparseComplexMatrix m = arg.sparse_complex_matrix_value ();
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	427
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	428 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	429 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	430 octave_idx_type info;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	431 SparseComplexCHOL chol (m, info);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	432 if (info == 0)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	433 retval = chol.inverse ();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	434 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	435 error ("cholinv: A must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	436 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	437 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	438 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	439 gripe_wrong_type_arg ("cholinv", arg);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	440 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	441 else if (arg.is_single_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	442 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	443 if (arg.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	444 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	445 FloatMatrix m = arg.float_matrix_value ();
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	446
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	447 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	448 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	449 octave_idx_type info;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	450 FloatCHOL chol (m, info);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	451 if (info == 0)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	452 retval = chol.inverse ();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	453 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	454 error ("cholinv: A must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	455 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	456 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	457 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	458 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	459 FloatComplexMatrix m = arg.float_complex_matrix_value ();
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	460
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	461 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	462 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	463 octave_idx_type info;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	464 FloatComplexCHOL chol (m, info);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	465 if (info == 0)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	466 retval = chol.inverse ();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	467 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	468 error ("cholinv: A must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	469 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	470 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	471 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	472 gripe_wrong_type_arg ("chol", arg);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	473 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	474 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	475 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	476 if (arg.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	477 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	478 Matrix m = arg.matrix_value ();
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	479
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	480 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	481 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	482 octave_idx_type info;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	483 CHOL chol (m, info);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	484 if (info == 0)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	485 retval = chol.inverse ();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	486 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	487 error ("cholinv: A must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	488 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	489 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	490 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	491 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	492 ComplexMatrix m = arg.complex_matrix_value ();
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	493
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	494 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	495 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	496 octave_idx_type info;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	497 ComplexCHOL chol (m, info);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	498 if (info == 0)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	499 retval = chol.inverse ();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	500 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	501 error ("cholinv: A must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	502 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	503 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	504 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	505 gripe_wrong_type_arg ("chol", arg);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	506 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	507 }
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	508 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	509 else
5823 080c08b192d8 [project @ 2006-05-19 05:32:17 by jwe] jwe parents: 5760 diff changeset	510 print_usage ();
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	511
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	512 return retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	513 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	514
8402 2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	515 /*
2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	516
8871 fb1c929dbbb7 tests vs. 64-bit indexing John W. Eaton <jwe@octave.org> parents: 8562 diff changeset	517 %!shared A, Ainv
8402 2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	518 %! A = [2,0.2;0.2,1];
2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	519 %! Ainv = inv(A);
8871 fb1c929dbbb7 tests vs. 64-bit indexing John W. Eaton <jwe@octave.org> parents: 8562 diff changeset	520 %!test
8402 2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	521 %! Ainv1 = cholinv(A);
8871 fb1c929dbbb7 tests vs. 64-bit indexing John W. Eaton <jwe@octave.org> parents: 8562 diff changeset	522 %! assert (norm(Ainv-Ainv1),0,1e-10)
fb1c929dbbb7 tests vs. 64-bit indexing John W. Eaton <jwe@octave.org> parents: 8562 diff changeset	523 %!testif HAVE_CHOLMOD
8402 2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	524 %! Ainv2 = inv(sparse(A));
8871 fb1c929dbbb7 tests vs. 64-bit indexing John W. Eaton <jwe@octave.org> parents: 8562 diff changeset	525 %! assert (norm(Ainv-Ainv2),0,1e-10)
8880 078ca05e4ef8 chol.cc: correct spelling of CHOLMOD in tests John W. Eaton <jwe@octave.org> parents: 8872 diff changeset	526 %!testif HAVE_CHOLMOD
8402 2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	527 %! Ainv3 = cholinv(sparse(A));
8871 fb1c929dbbb7 tests vs. 64-bit indexing John W. Eaton <jwe@octave.org> parents: 8562 diff changeset	528 %! assert (norm(Ainv-Ainv3),0,1e-10)
8402 2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	529
2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	530 */
2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	531
5760 8d7162924bd3 [project @ 2006-04-14 04:01:37 by jwe] jwe parents: 5448 diff changeset	532 DEFUN_DLD (chol2inv, args, ,
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	533 "-- texinfo --\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	534 @deftypefn {Loadable Function} {} chol2inv (@var{U})\n\
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	535 Invert a symmetric, positive definite square matrix from its Cholesky\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	536 decomposition, @var{U}. Note that @var{U} should be an upper-triangular\n\
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	537 matrix with positive diagonal elements. @code{chol2inv (@var{U})}\n\
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	538 provides @code{inv (@var{U}'*@var{U})} but it is much faster than\n\
5343 be0bd7a760c9 [project @ 2005-05-06 18:04:16 by jwe] jwe parents: 5340 diff changeset	539 using @code{inv}.\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	540 @seealso{chol, cholinv, inv}\n\
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	541 @end deftypefn")
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	542 {
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	543 octave_value retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	544
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	545 int nargin = args.length ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	546
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	547 if (nargin == 1)
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	548 {
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	549 octave_value arg = args(0);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	550
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	551 octave_idx_type nr = arg.rows ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	552 octave_idx_type nc = arg.columns ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	553
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	554 if (nr == 0 \|\| nc == 0)
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	555 retval = Matrix ();
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	556 else
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	557 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	558 if (arg.is_sparse_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	559 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	560 if (arg.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	561 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	562 SparseMatrix r = arg.sparse_matrix_value ();
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	563
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	564 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	565 retval = chol2inv (r);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	566 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	567 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	568 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	569 SparseComplexMatrix r = arg.sparse_complex_matrix_value ();
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	570
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	571 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	572 retval = chol2inv (r);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	573 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	574 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	575 gripe_wrong_type_arg ("chol2inv", arg);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	576 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	577 else if (arg.is_single_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	578 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	579 if (arg.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	580 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	581 FloatMatrix r = arg.float_matrix_value ();
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	582
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	583 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	584 retval = chol2inv (r);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	585 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	586 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	587 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	588 FloatComplexMatrix r = arg.float_complex_matrix_value ();
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	589
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	590 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	591 retval = chol2inv (r);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	592 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	593 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	594 gripe_wrong_type_arg ("chol2inv", arg);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	595
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	596 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	597 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	598 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	599 if (arg.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	600 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	601 Matrix r = arg.matrix_value ();
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	602
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	603 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	604 retval = chol2inv (r);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	605 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	606 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	607 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	608 ComplexMatrix r = arg.complex_matrix_value ();
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	609
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	610 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	611 retval = chol2inv (r);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	612 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	613 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	614 gripe_wrong_type_arg ("chol2inv", arg);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	615 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	616 }
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	617 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	618 else
5823 080c08b192d8 [project @ 2006-05-19 05:32:17 by jwe] jwe parents: 5760 diff changeset	619 print_usage ();
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	620
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	621 return retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	622 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	623
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	624 DEFUN_DLD (cholupdate, args, nargout,
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	625 "-- texinfo --\n\
7650 eb7bdde776f2 Texinfo fixes John W. Eaton <jwe@octave.org> parents: 7559 diff changeset	626 @deftypefn {Loadable Function} {[@var{R1}, @var{info}] =} cholupdate (@var{R}, @var{u}, @var{op})\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	627 Update or downdate a Cholesky@tie{}factorization. Given an upper triangular\n\
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	628 matrix @var{R} and a column vector @var{u}, attempt to determine another\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	629 upper triangular matrix @var{R1} such that\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	630 @itemize @bullet\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	631 @item\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	632 @var{R1}'@var{R1} = @var{R}'@var{R} + @var{u}*@var{u}'\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	633 if @var{op} is \"+\"\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	634 \n\
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	635 @item\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	636 @var{R1}'@var{R1} = @var{R}'@var{R} - @var{u}*@var{u}'\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	637 if @var{op} is \"-\"\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	638 @end itemize\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	639 \n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	640 If @var{op} is \"-\", @var{info} is set to\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	641 @itemize\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	642 @item 0 if the downdate was successful,\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	643 \n\
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	644 @item 1 if @var{R}'@var{R} - @var{u}@var{u}' is not positive definite,\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	645 \n\
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	646 @item 2 if @var{R} is singular.\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	647 @end itemize\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	648 \n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	649 If @var{info} is not present, an error message is printed in cases 1 and 2.\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	650 @seealso{chol, qrupdate}\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	651 @end deftypefn")
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	652 {
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	653 octave_idx_type nargin = args.length ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	654
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	655 octave_value_list retval;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	656
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	657 if (nargin > 3 \|\| nargin < 2)
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	658 {
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	659 print_usage ();
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	660 return retval;
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	661 }
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	662
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	663 octave_value argr = args(0);
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	664 octave_value argu = args(1);
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	665
9453 5fcf008c7c41 fix Cholesky updating with scalars Jaroslav Hajek <highegg@gmail.com> parents: 9065 diff changeset	666 if (argr.is_numeric_type () && argu.is_numeric_type ()
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	667 && (nargin < 3 \|\| args(2).is_string ()))
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	668 {
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	669 octave_idx_type n = argr.rows ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	670
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	671 std::string op = (nargin < 3) ? "+" : args(2).string_value ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	672
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	673 bool down = op == "-";
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	674
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	675 if (down \|\| op == "+")
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	676 if (argr.columns () == n && argu.rows () == n && argu.columns () == 1)
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	677 {
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	678 int err = 0;
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	679 if (argr.is_single_type () \|\| argu.is_single_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	680 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	681 if (argr.is_real_type () && argu.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	682 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	683 // real case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	684 FloatMatrix R = argr.float_matrix_value ();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	685 FloatColumnVector u = argu.float_column_vector_value ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	686
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	687 FloatCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	688 fact.set (R);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	689
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	690 if (down)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	691 err = fact.downdate (u);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	692 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	693 fact.update (u);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	694
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	695 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	696 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	697 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	698 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	699 // complex case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	700 FloatComplexMatrix R = argr.float_complex_matrix_value ();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	701 FloatComplexColumnVector u = argu.float_complex_column_vector_value ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	702
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	703 FloatComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	704 fact.set (R);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	705
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	706 if (down)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	707 err = fact.downdate (u);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	708 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	709 fact.update (u);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	710
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	711 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	712 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	713 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	714 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	715 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	716 if (argr.is_real_type () && argu.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	717 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	718 // real case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	719 Matrix R = argr.matrix_value ();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	720 ColumnVector u = argu.column_vector_value ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	721
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	722 CHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	723 fact.set (R);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	724
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	725 if (down)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	726 err = fact.downdate (u);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	727 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	728 fact.update (u);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	729
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	730 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	731 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	732 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	733 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	734 // complex case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	735 ComplexMatrix R = argr.complex_matrix_value ();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	736 ComplexColumnVector u = argu.complex_column_vector_value ();
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	737
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	738 ComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	739 fact.set (R);
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	740
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	741 if (down)
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	742 err = fact.downdate (u);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	743 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	744 fact.update (u);
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	745
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	746 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	747 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	748 }
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	749
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	750 if (nargout > 1)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	751 retval(1) = err;
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	752 else if (err == 1)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	753 error ("cholupdate: downdate violates positiveness");
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	754 else if (err == 2)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	755 error ("cholupdate: singular matrix");
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	756 }
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	757 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	758 error ("cholupdate: dimension mismatch between R and U");
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	759 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	760 error ("cholupdate: OP must be \"+\" or \"-\"");
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	761 }
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	762 else
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	763 print_usage ();
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	764
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	765 return retval;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	766 }
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	767
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	768 /*
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	769 %!shared A, u, Ac, uc
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	770 %! A = [ 0.436997 -0.131721 0.124120 -0.061673 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	771 %! -0.131721 0.738529 0.019851 -0.140295 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	772 %! 0.124120 0.019851 0.354879 -0.059472 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	773 %! -0.061673 -0.140295 -0.059472 0.600939 ];
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	774 %!
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	775 %! u = [ 0.98950 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	776 %! 0.39844 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	777 %! 0.63484 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	778 %! 0.13351 ];
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	779 %! Ac = [ 0.5585528 + 0.0000000i -0.1662088 - 0.0315341i 0.0107873 + 0.0236411i -0.0276775 - 0.0186073i ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	780 %! -0.1662088 + 0.0315341i 0.6760061 + 0.0000000i 0.0011452 - 0.0475528i 0.0145967 + 0.0247641i ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	781 %! 0.0107873 - 0.0236411i 0.0011452 + 0.0475528i 0.6263149 - 0.0000000i -0.1585837 - 0.0719763i ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	782 %! -0.0276775 + 0.0186073i 0.0145967 - 0.0247641i -0.1585837 + 0.0719763i 0.6034234 - 0.0000000i ];
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	783 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	784 %! uc = [ 0.54267 + 0.91519i ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	785 %! 0.99647 + 0.43141i ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	786 %! 0.83760 + 0.68977i ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	787 %! 0.39160 + 0.90378i ];
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	788
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	789
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	790
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	791 %!test
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	792 %! R = chol(A);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	793 %!
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	794 %! R1 = cholupdate(R,u);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	795 %!
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	796 %! assert(norm(triu(R1)-R1,Inf) == 0)
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	797 %! assert(norm(R1'R1 - R'R - uu',Inf) < 1e1eps)
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	798 %!
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	799 %! R1 = cholupdate(R1,u,"-");
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	800 %!
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	801 %! assert(norm(triu(R1)-R1,Inf) == 0)
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	802 %! assert(norm(R1 - R,Inf) < 1e1*eps)
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	803 %!
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	804 %!test
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	805 %! R = chol(Ac);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	806 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	807 %! R1 = cholupdate(R,uc);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	808 %!
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	809 %! assert(norm(triu(R1)-R1,Inf) == 0)
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	810 %! assert(norm(R1'R1 - R'R - ucuc',Inf) < 1e1eps)
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	811 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	812 %! R1 = cholupdate(R1,uc,"-");
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	813 %!
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	814 %! assert(norm(triu(R1)-R1,Inf) == 0)
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	815 %! assert(norm(R1 - R,Inf) < 1e1*eps)
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	816
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	817 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	818 %! R = chol(single(A));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	819 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	820 %! R1 = cholupdate(R,single(u));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	821 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	822 %! assert(norm(triu(R1)-R1,Inf) == 0)
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	823 %! assert(norm(R1'R1 - R'R - single(uu'),Inf) < 1e1eps('single'))
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	824 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	825 %! R1 = cholupdate(R1,single(u),"-");
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	826 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	827 %! assert(norm(triu(R1)-R1,Inf) == 0)
8066 366821c0c01c Adjust tolerance to single precision test. Ben Abbott <bpabbott@mac.com> parents: 7924 diff changeset	828 %! assert(norm(R1 - R,Inf) < 2e1*eps('single'))
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	829 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	830 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	831 %! R = chol(single(Ac));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	832 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	833 %! R1 = cholupdate(R,single(uc));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	834 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	835 %! assert(norm(triu(R1)-R1,Inf) == 0)
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	836 %! assert(norm(R1'R1 - R'R - single(ucuc'),Inf) < 1e1eps('single'))
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	837 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	838 %! R1 = cholupdate(R1,single(uc),"-");
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	839 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	840 %! assert(norm(triu(R1)-R1,Inf) == 0)
8066 366821c0c01c Adjust tolerance to single precision test. Ben Abbott <bpabbott@mac.com> parents: 7924 diff changeset	841 %! assert(norm(R1 - R,Inf) < 2e1*eps('single'))
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	842 */
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	843
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	844 DEFUN_DLD (cholinsert, args, nargout,
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	845 "-- texinfo --\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	846 @deftypefn {Loadable Function} {@var{R1} =} cholinsert (@var{R}, @var{j}, @var{u})\n\
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	847 @deftypefnx {Loadable Function} {[@var{R1}, @var{info}] =} cholinsert (@var{R}, @var{j}, @var{u})\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	848 Given a Cholesky@tie{}factorization of a real symmetric or complex Hermitian\n\
89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	849 positive definite matrix @w{@var{A} = @var{R}'*@var{R}}, @var{R}@tie{}upper\n\
89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	850 triangular, return the Cholesky@tie{}factorization of\n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	851 @var{A1}, where @w{A1(p,p) = A}, @w{A1(:,j) = A1(j,:)' = u} and\n\
9064 7c02ec148a3c Check grammar on all .cc files Rik <rdrider0-list@yahoo.com> parents: 8880 diff changeset	852 @w{p = [1:j-1,j+1:n+1]}. @w{u(j)} should be positive.\n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	853 On return, @var{info} is set to\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	854 @itemize\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	855 @item 0 if the insertion was successful,\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	856 \n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	857 @item 1 if @var{A1} is not positive definite,\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	858 \n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	859 @item 2 if @var{R} is singular.\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	860 @end itemize\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	861 \n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	862 If @var{info} is not present, an error message is printed in cases 1 and 2.\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	863 @seealso{chol, cholupdate, choldelete}\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	864 @end deftypefn")
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	865 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	866 octave_idx_type nargin = args.length ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	867
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	868 octave_value_list retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	869
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	870 if (nargin != 3)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	871 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	872 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	873 return retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	874 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	875
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	876 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	877 octave_value argj = args(1);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	878 octave_value argu = args(2);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	879
9453 5fcf008c7c41 fix Cholesky updating with scalars Jaroslav Hajek <highegg@gmail.com> parents: 9065 diff changeset	880 if (argr.is_numeric_type () && argu.is_numeric_type ()
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	881 && argj.is_real_scalar ())
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	882 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	883 octave_idx_type n = argr.rows ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	884 octave_idx_type j = argj.scalar_value ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	885
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	886 if (argr.columns () == n && argu.rows () == n+1 && argu.columns () == 1)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	887 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	888 if (j > 0 && j <= n+1)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	889 {
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	890 int err = 0;
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	891 if (argr.is_single_type () \|\| argu.is_single_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	892 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	893 if (argr.is_real_type () && argu.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	894 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	895 // real case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	896 FloatMatrix R = argr.float_matrix_value ();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	897 FloatColumnVector u = argu.float_column_vector_value ();
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	898
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	899 FloatCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	900 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	901 err = fact.insert_sym (u, j-1);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	902
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	903 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	904 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	905 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	906 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	907 // complex case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	908 FloatComplexMatrix R = argr.float_complex_matrix_value ();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	909 FloatComplexColumnVector u = argu.float_complex_column_vector_value ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	910
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	911 FloatComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	912 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	913 err = fact.insert_sym (u, j-1);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	914
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	915 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	916 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	917 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	918 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	919 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	920 if (argr.is_real_type () && argu.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	921 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	922 // real case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	923 Matrix R = argr.matrix_value ();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	924 ColumnVector u = argu.column_vector_value ();
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	925
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	926 CHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	927 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	928 err = fact.insert_sym (u, j-1);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	929
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	930 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	931 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	932 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	933 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	934 // complex case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	935 ComplexMatrix R = argr.complex_matrix_value ();
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	936 ComplexColumnVector u = argu.complex_column_vector_value ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	937
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	938 ComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	939 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	940 err = fact.insert_sym (u, j-1);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	941
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	942 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	943 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	944 }
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	945
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	946 if (nargout > 1)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	947 retval(1) = err;
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	948 else if (err == 1)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	949 error ("cholinsert: insertion violates positiveness");
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	950 else if (err == 2)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	951 error ("cholinsert: singular matrix");
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	952 else if (err == 3)
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8517 diff changeset	953 error ("cholinsert: diagonal element must be real");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	954 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	955 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	956 error ("cholinsert: index J out of range");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	957 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	958 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	959 error ("cholinsert: dimension mismatch between R and U");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	960 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	961 else
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	962 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	963
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	964 return retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	965 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	966
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	967 /*
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	968 %!test
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	969 %! u2 = [ 0.35080 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	970 %! 0.63930 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	971 %! 3.31057 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	972 %! -0.13825 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	973 %! 0.45266 ];
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	974 %!
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	975 %! R = chol(A);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	976 %!
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	977 %! j = 3; p = [1:j-1, j+1:5];
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	978 %! R1 = cholinsert(R,j,u2); A1 = R1'*R1;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	979 %!
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	980 %! assert(norm(triu(R1)-R1,Inf) == 0)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	981 %! assert(norm(A1(p,p) - A,Inf) < 1e1*eps)
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	982 %!
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	983 %!test
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	984 %! u2 = [ 0.35080 + 0.04298i;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	985 %! 0.63930 + 0.23778i;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	986 %! 3.31057 + 0.00000i;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	987 %! -0.13825 + 0.19879i;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	988 %! 0.45266 + 0.50020i];
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	989 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	990 %! R = chol(Ac);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	991 %!
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	992 %! j = 3; p = [1:j-1, j+1:5];
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	993 %! R1 = cholinsert(R,j,u2); A1 = R1'*R1;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	994 %!
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	995 %! assert(norm(triu(R1)-R1,Inf) == 0)
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	996 %! assert(norm(A1(p,p) - Ac,Inf) < 1e1*eps)
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	997 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	998
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	999 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1000 %! u2 = single ([ 0.35080 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1001 %! 0.63930 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1002 %! 3.31057 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1003 %! -0.13825 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1004 %! 0.45266 ]);
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1005 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1006 %! R = chol(single(A));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1007 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1008 %! j = 3; p = [1:j-1, j+1:5];
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1009 %! R1 = cholinsert(R,j,u2); A1 = R1'*R1;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1010 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1011 %! assert(norm(triu(R1)-R1,Inf) == 0)
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1012 %! assert(norm(A1(p,p) - A,Inf) < 1e1*eps('single'))
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1013 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1014 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1015 %! u2 = single ([ 0.35080 + 0.04298i;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1016 %! 0.63930 + 0.23778i;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1017 %! 3.31057 + 0.00000i;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1018 %! -0.13825 + 0.19879i;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1019 %! 0.45266 + 0.50020i]);
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1020 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1021 %! R = chol(single(Ac));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1022 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1023 %! j = 3; p = [1:j-1, j+1:5];
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1024 %! R1 = cholinsert(R,j,u2); A1 = R1'*R1;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1025 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1026 %! assert(norm(triu(R1)-R1,Inf) == 0)
10410 b3ec24dc305a chol.cc: Increase tolerance for single precision test. Ben Abbott <bpabbott@mac.com> parents: 10155 diff changeset	1027 %! assert(norm(A1(p,p) - single(Ac),Inf) < 2e1*eps('single'))
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1028 %!
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1029
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1030 %!test
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1031 %! cu = chol (triu (A), 'upper');
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1032 %! cl = chol (tril (A), 'lower');
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1033 %! assert (cu, cl', eps)
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1034 %!
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1035 %!test
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1036 %! cca = chol (Ac);
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1037 %!
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1038 %! ccal = chol (Ac, 'lower');
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1039 %! ccal2 = chol (tril (Ac), 'lower');
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1040 %!
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1041 %! ccau = chol (Ac, 'upper');
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1042 %! ccau2 = chol (triu (Ac), 'upper');
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1043 %!
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1044 %! assert (cca'*cca, Ac, eps)
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1045 %! assert (ccau'*ccau, Ac, eps)
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1046 %! assert (ccau2'*ccau2, Ac, eps)
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1047 %!
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1048 %! assert (cca, ccal', eps)
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1049 %! assert (cca, ccau, eps)
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1050 %! assert (cca, ccal2', eps)
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1051 %! assert (cca, ccau2, eps)
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1052 %!
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1053 %!test
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1054 %! cca = chol (single (Ac));
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1055 %!
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1056 %! ccal = chol (single (Ac), 'lower');
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1057 %! ccal2 = chol (tril (single (Ac)), 'lower');
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1058 %!
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1059 %! ccau = chol (single (Ac), 'upper');
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1060 %! ccau2 = chol (triu (single (Ac)), 'upper');
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1061 %!
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1062 %! assert (cca'*cca, single (Ac), eps ('single'))
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1063 %! assert (ccau'*ccau, single (Ac), eps ('single'))
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1064 %! assert (ccau2'*ccau2, single (Ac), eps ('single'))
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1065 %!
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1066 %! assert (cca, ccal', eps ('single'))
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1067 %! assert (cca, ccau, eps ('single'))
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1068 %! assert (cca, ccal2', eps ('single'))
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1069 %! assert (cca, ccau2, eps ('single'))
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1070
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1071 %!test
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1072 %! a = [12, 2, 3, 4;
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1073 %! 2, 14, 5, 3;
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1074 %! 3, 5, 16, 6;
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1075 %! 4, 3, 6, 16];
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1076 %!
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1077 %! b = [0, 1, 2, 3;
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1078 %! -1, 0, 1, 2;
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1079 %! -2, -1, 0, 1;
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1080 %! -3, -2, -1, 0];
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1081 %!
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1082 %! ca = a + i*b;
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1083 %!
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1084 %! cca = chol (ca);
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1085 %!
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1086 %! ccal = chol (ca, 'lower');
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1087 %! ccal2 = chol (tril (ca), 'lower');
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1088 %!
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1089 %! ccau = chol (ca, 'upper');
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1090 %! ccau2 = chol (triu (ca), 'upper');
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1091 %!
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1092 %! assert (cca'cca, ca, 16eps)
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1093 %! assert (ccau'ccau, ca, 16eps)
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1094 %! assert (ccau2'ccau2, ca, 16eps)
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1095 %!
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1096 %! assert (cca, ccal', 16*eps)
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1097 %! assert (cca, ccau, 16*eps)
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1098 %! assert (cca, ccal2', 16*eps)
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1099 %! assert (cca, ccau2, 16*eps)
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1100
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1101 */
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1102
7924 4976f66d469b miscellaneous cleanup John W. Eaton <jwe@octave.org> parents: 7814 diff changeset	1103 DEFUN_DLD (choldelete, args, ,
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1104 "-- texinfo --\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1105 @deftypefn {Loadable Function} {@var{R1} =} choldelete (@var{R}, @var{j})\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	1106 Given a Cholesky@tie{}factorization of a real symmetric or complex Hermitian\n\
89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	1107 positive definite matrix @w{@var{A} = @var{R}'*@var{R}}, @var{R}@tie{}upper\n\
10846 a4f482e66b65 Grammarcheck more of the documentation. Rik <octave@nomad.inbox5.com> parents: 10840 diff changeset	1108 triangular, return the Cholesky@tie{}factorization of @w{A(p,p)}, where\n\
a4f482e66b65 Grammarcheck more of the documentation. Rik <octave@nomad.inbox5.com> parents: 10840 diff changeset	1109 @w{p = [1:j-1,j+1:n+1]}.\n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1110 @seealso{chol, cholupdate, cholinsert}\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1111 @end deftypefn")
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1112 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1113 octave_idx_type nargin = args.length ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1114
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1115 octave_value_list retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1116
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1117 if (nargin != 2)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1118 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1119 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1120 return retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1121 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1122
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1123 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1124 octave_value argj = args(1);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1125
9453 5fcf008c7c41 fix Cholesky updating with scalars Jaroslav Hajek <highegg@gmail.com> parents: 9065 diff changeset	1126 if (argr.is_numeric_type () && argj.is_real_scalar ())
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1127 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1128 octave_idx_type n = argr.rows ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1129 octave_idx_type j = argj.scalar_value ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1130
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1131 if (argr.columns () == n)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1132 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1133 if (j > 0 && j <= n)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1134 {
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1135 if (argr.is_single_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1136 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1137 if (argr.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1138 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1139 // real case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1140 FloatMatrix R = argr.float_matrix_value ();
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1141
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1142 FloatCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1143 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1144 fact.delete_sym (j-1);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1145
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1146 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1147 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1148 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1149 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1150 // complex case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1151 FloatComplexMatrix R = argr.float_complex_matrix_value ();
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1152
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1153 FloatComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1154 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1155 fact.delete_sym (j-1);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1156
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1157 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1158 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1159 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1160 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1161 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1162 if (argr.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1163 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1164 // real case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1165 Matrix R = argr.matrix_value ();
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1166
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1167 CHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1168 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1169 fact.delete_sym (j-1);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1170
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1171 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1172 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1173 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1174 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1175 // complex case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1176 ComplexMatrix R = argr.complex_matrix_value ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1177
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1178 ComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1179 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1180 fact.delete_sym (j-1);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1181
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1182 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1183 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1184 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1185 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1186 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	1187 error ("choldelete: index J out of range");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1188 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1189 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	1190 error ("choldelete: matrix R must be square");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1191 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1192 else
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1193 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1194
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1195 return retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1196 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1197
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1198 /*
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1199 %!test
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1200 %! R = chol(A);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1201 %!
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1202 %! j = 3; p = [1:j-1,j+1:4];
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1203 %! R1 = choldelete(R,j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1204 %!
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1205 %! assert(norm(triu(R1)-R1,Inf) == 0)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1206 %! assert(norm(R1'R1 - A(p,p),Inf) < 1e1eps)
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1207 %!
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1208 %!test
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1209 %! R = chol(Ac);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1210 %!
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1211 %! j = 3; p = [1:j-1,j+1:4];
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1212 %! R1 = choldelete(R,j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1213 %!
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1214 %! assert(norm(triu(R1)-R1,Inf) == 0)
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1215 %! assert(norm(R1'R1 - Ac(p,p),Inf) < 1e1eps)
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1216
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1217 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1218 %! R = chol(single(A));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1219 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1220 %! j = 3; p = [1:j-1,j+1:4];
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1221 %! R1 = choldelete(R,j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1222 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1223 %! assert(norm(triu(R1)-R1,Inf) == 0)
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1224 %! assert(norm(R1'R1 - single(A(p,p)),Inf) < 1e1eps('single'))
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1225 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1226 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1227 %! R = chol(single(Ac));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1228 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1229 %! j = 3; p = [1:j-1,j+1:4];
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1230 %! R1 = choldelete(R,j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1231 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1232 %! assert(norm(triu(R1)-R1,Inf) == 0)
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1233 %! assert(norm(R1'R1 - single(Ac(p,p)),Inf) < 1e1eps('single'))
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1234 */
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1235
7924 4976f66d469b miscellaneous cleanup John W. Eaton <jwe@octave.org> parents: 7814 diff changeset	1236 DEFUN_DLD (cholshift, args, ,
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1237 "-- texinfo --\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1238 @deftypefn {Loadable Function} {@var{R1} =} cholshift (@var{R}, @var{i}, @var{j})\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	1239 Given a Cholesky@tie{}factorization of a real symmetric or complex Hermitian\n\
89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	1240 positive definite matrix @w{@var{A} = @var{R}'*@var{R}}, @var{R}@tie{}upper\n\
89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	1241 triangular, return the Cholesky@tie{}factorization of\n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1242 @w{@var{A}(p,p)}, where @w{p} is the permutation @*\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1243 @code{p = [1:i-1, shift(i:j, 1), j+1:n]} if @w{@var{i} < @var{j}} @*\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1244 or @*\n\
9064 7c02ec148a3c Check grammar on all .cc files Rik <rdrider0-list@yahoo.com> parents: 8880 diff changeset	1245 @code{p = [1:j-1, shift(j:i,-1), i+1:n]} if @w{@var{j} < @var{i}}. @*\n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1246 \n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1247 @seealso{chol, cholinsert, choldelete}\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1248 @end deftypefn")
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1249 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1250 octave_idx_type nargin = args.length ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1251
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1252 octave_value_list retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1253
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1254 if (nargin != 3)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1255 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1256 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1257 return retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1258 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1259
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1260 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1261 octave_value argi = args(1);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1262 octave_value argj = args(2);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1263
9453 5fcf008c7c41 fix Cholesky updating with scalars Jaroslav Hajek <highegg@gmail.com> parents: 9065 diff changeset	1264 if (argr.is_numeric_type () && argi.is_real_scalar () && argj.is_real_scalar ())
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1265 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1266 octave_idx_type n = argr.rows ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1267 octave_idx_type i = argi.scalar_value ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1268 octave_idx_type j = argj.scalar_value ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1269
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1270 if (argr.columns () == n)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1271 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1272 if (j > 0 && j <= n+1 && i > 0 && i <= n+1)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1273 {
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1274
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1275 if (argr.is_single_type () && argi.is_single_type () &&
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1276 argj.is_single_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1277 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1278 if (argr.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1279 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1280 // real case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1281 FloatMatrix R = argr.float_matrix_value ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1282
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1283 FloatCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1284 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1285 fact.shift_sym (i-1, j-1);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1286
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1287 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1288 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1289 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1290 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1291 // complex case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1292 FloatComplexMatrix R = argr.float_complex_matrix_value ();
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1293
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1294 FloatComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1295 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1296 fact.shift_sym (i-1, j-1);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1297
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1298 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1299 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1300 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1301 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1302 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1303 if (argr.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1304 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1305 // real case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1306 Matrix R = argr.matrix_value ();
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1307
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1308 CHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1309 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1310 fact.shift_sym (i-1, j-1);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1311
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1312 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1313 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1314 else
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1315 {
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1316 // complex case
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1317 ComplexMatrix R = argr.complex_matrix_value ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1318
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1319 ComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1320 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1321 fact.shift_sym (i-1, j-1);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1322
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1323 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1324 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	1325 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1326 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1327 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	1328 error ("cholshift: index I or J is out of range");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1329 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1330 else
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	1331 error ("cholshift: R must be a square matrix");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1332 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1333 else
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1334 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1335
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1336 return retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1337 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1338
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1339 /*
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1340 %!test
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1341 %! R = chol(A);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1342 %!
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1343 %! i = 1; j = 3; p = [1:i-1, shift(i:j,-1), j+1:4];
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1344 %! R1 = cholshift(R,i,j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1345 %!
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1346 %! assert(norm(triu(R1)-R1,Inf) == 0)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1347 %! assert(norm(R1'R1 - A(p,p),Inf) < 1e1eps)
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1348 %!
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1349 %! j = 1; i = 3; p = [1:j-1, shift(j:i,+1), i+1:4];
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1350 %! R1 = cholshift(R,i,j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1351 %!
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1352 %! assert(norm(triu(R1)-R1,Inf) == 0)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1353 %! assert(norm(R1'R1 - A(p,p),Inf) < 1e1eps)
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1354 %!
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1355 %!test
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1356 %! R = chol(Ac);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1357 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1358 %! i = 1; j = 3; p = [1:i-1, shift(i:j,-1), j+1:4];
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1359 %! R1 = cholshift(R,i,j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1360 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1361 %! assert(norm(triu(R1)-R1,Inf) == 0)
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1362 %! assert(norm(R1'R1 - Ac(p,p),Inf) < 1e1eps)
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1363 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1364 %! j = 1; i = 3; p = [1:j-1, shift(j:i,+1), i+1:4];
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1365 %! R1 = cholshift(R,i,j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1366 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1367 %! assert(norm(triu(R1)-R1,Inf) == 0)
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1368 %! assert(norm(R1'R1 - Ac(p,p),Inf) < 1e1eps)
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1369
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1370 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1371 %! R = chol(single(A));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1372 %!
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1373 %! i = 1; j = 3; p = [1:i-1, shift(i:j,-1), j+1:4];
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1374 %! R1 = cholshift(R,i,j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1375 %!
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1376 %! assert(norm(triu(R1)-R1,Inf) == 0)
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1377 %! assert(norm(R1'R1 - single(A(p,p)),Inf) < 1e1eps('single'))
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1378 %!
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1379 %! j = 1; i = 3; p = [1:j-1, shift(j:i,+1), i+1:4];
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1380 %! R1 = cholshift(R,i,j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1381 %!
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1382 %! assert(norm(triu(R1)-R1,Inf) == 0)
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1383 %! assert(norm(R1'R1 - single(A(p,p)),Inf) < 1e1eps('single'))
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1384 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1385 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1386 %! R = chol(single(Ac));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1387 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1388 %! i = 1; j = 3; p = [1:i-1, shift(i:j,-1), j+1:4];
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1389 %! R1 = cholshift(R,i,j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1390 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1391 %! assert(norm(triu(R1)-R1,Inf) == 0)
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1392 %! assert(norm(R1'R1 - single(Ac(p,p)),Inf) < 1e1eps('single'))
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1393 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1394 %! j = 1; i = 3; p = [1:j-1, shift(j:i,+1), i+1:4];
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1395 %! R1 = cholshift(R,i,j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1396 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1397 %! assert(norm(triu(R1)-R1,Inf) == 0)
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1398 %! assert(norm(R1'R1 - single(Ac(p,p)),Inf) < 1e1eps('single'))
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1399 */

Mercurial > octave-nkf

annotate src/DLD-FUNCTIONS/chol.cc @ 14138:72c96de7a403 stable