Mercurial > octave-nkf
annotate src/DLD-FUNCTIONS/chol.cc @ 7814:87865ed7405f
Second set of single precision test code and fix of resulting bugs
author | David Bateman <dbateman@free.fr> |
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date | Mon, 02 Jun 2008 16:57:45 +0200 |
parents | 82be108cc558 |
children | 4976f66d469b |
rev | line source |
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2928 | 1 /* |
2 | |
7017 | 3 Copyright (C) 1996, 1997, 1999, 2000, 2002, 2005, 2006, 2007 |
4 John W. Eaton | |
2928 | 5 |
6 This file is part of Octave. | |
7 | |
8 Octave is free software; you can redistribute it and/or modify it | |
9 under the terms of the GNU General Public License as published by the | |
7016 | 10 Free Software Foundation; either version 3 of the License, or (at your |
11 option) any later version. | |
2928 | 12 |
13 Octave is distributed in the hope that it will be useful, but WITHOUT | |
14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
16 for more details. | |
17 | |
18 You should have received a copy of the GNU General Public License | |
7016 | 19 along with Octave; see the file COPYING. If not, see |
20 <http://www.gnu.org/licenses/>. | |
2928 | 21 |
22 */ | |
23 | |
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24 // The cholupdate, cholinsert, choldelete and cholshift functions were |
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25 // written by Jaroslav Hajek <highegg@gmail.com>, Copyright (C) 2008 |
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26 // VZLU Prague, a.s., Czech Republic. |
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27 |
2928 | 28 #ifdef HAVE_CONFIG_H |
29 #include <config.h> | |
30 #endif | |
31 | |
32 #include "CmplxCHOL.h" | |
33 #include "dbleCHOL.h" | |
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34 #include "fCmplxCHOL.h" |
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35 #include "floatCHOL.h" |
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36 #include "SparseCmplxCHOL.h" |
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37 #include "SparsedbleCHOL.h" |
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38 #include "oct-spparms.h" |
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39 #include "sparse-util.h" |
2928 | 40 |
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41 #include "ov-re-sparse.h" |
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42 #include "ov-cx-sparse.h" |
2928 | 43 #include "defun-dld.h" |
44 #include "error.h" | |
45 #include "gripes.h" | |
46 #include "oct-obj.h" | |
47 #include "utils.h" | |
48 | |
49 DEFUN_DLD (chol, args, nargout, | |
3548 | 50 "-*- texinfo -*-\n\ |
7650 | 51 @deftypefn {Loadable Function} {@var{r} =} chol (@var{a})\n\ |
52 @deftypefnx {Loadable Function} {[@var{r}, @var{p}] =} chol (@var{a})\n\ | |
53 @deftypefnx {Loadable Function} {[@var{r}, @var{p}, @var{q}] =} chol (@var{s})\n\ | |
54 @deftypefnx {Loadable Function} {[@var{r}, @var{p}, @var{q}] =} chol (@var{s}, 'vector')\n\ | |
55 @deftypefnx {Loadable Function} {[@var{l}, @dots{}] =} chol (@dots{}, 'lower')\n\ | |
3372 | 56 @cindex Cholesky factorization\n\ |
57 Compute the Cholesky factor, @var{r}, of the symmetric positive definite\n\ | |
58 matrix @var{a}, where\n\ | |
59 @iftex\n\ | |
60 @tex\n\ | |
61 $ R^T R = A $.\n\ | |
62 @end tex\n\ | |
63 @end iftex\n\ | |
64 @ifinfo\n\ | |
65 \n\ | |
66 @example\n\ | |
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67 @var{r}' * @var{r} = @var{a}.\n\ |
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68 @end example\n\ |
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69 @end ifinfo\n\ |
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70 \n\ |
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71 Called with one output argument @code{chol} fails if @var{a} or @var{s} is\n\ |
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72 not positive definite. With two or more output arguments @var{p} flags\n\ |
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73 whether the matrix was positive definite and @code{chol} does not fail. A\n\ |
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74 zero value indicated that the matrix was positive definite and the @var{r}\n\ |
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75 gives the factorization, annd @var{p} will have a positive value otherwise.\n\ |
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76 \n\ |
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77 If called with 3 outputs then a sparsity preserving row/column permutation\n\ |
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78 is applied to @var{a} prior to the factorization. That is @var{r}\n\ |
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79 is the factorization of @code{@var{a}(@var{q},@var{q})} such that\n\ |
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80 @iftex\n\ |
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81 @tex\n\ |
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82 $ R^T R = Q^T A Q$.\n\ |
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83 @end tex\n\ |
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84 @end iftex\n\ |
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85 @ifinfo\n\ |
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86 \n\ |
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87 @example\n\ |
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88 @var{r}' * @var{r} = @var{q}' * @var{a} * @var{q}.\n\ |
3372 | 89 @end example\n\ |
90 @end ifinfo\n\ | |
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91 \n\ |
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92 The sparsity preserving permutation is generally returned as a matrix.\n\ |
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93 However, given the flag 'vector', @var{q} will be returned as a vector\n\ |
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94 such that\n\ |
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95 @iftex\n\ |
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96 @tex\n\ |
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97 $ R^T R = A (Q, Q)$.\n\ |
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98 @end tex\n\ |
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99 @end iftex\n\ |
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100 @ifinfo\n\ |
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101 \n\ |
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102 @example\n\ |
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103 @var{r}' * @var{r} = a (@var{q}, @var{q}).\n\ |
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104 @end example\n\ |
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105 @end ifinfo\n\ |
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106 \n\ |
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107 Called with either a sparse or full matrix and uing the 'lower' flag,\n\ |
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108 @code{chol} returns the lower triangular factorization such that\n\ |
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109 @iftex\n\ |
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110 @tex\n\ |
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111 $ L L^T = A $.\n\ |
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112 @end tex\n\ |
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113 @end iftex\n\ |
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114 @ifinfo\n\ |
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115 \n\ |
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116 @example\n\ |
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117 @var{l} * @var{l}' = @var{a}.\n\ |
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118 @end example\n\ |
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119 @end ifinfo\n\ |
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120 \n\ |
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121 In general the lower trinagular factorization is significantly faster for\n\ |
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122 sparse matrices.\n\ |
5340 | 123 @seealso{cholinv, chol2inv}\n\ |
3372 | 124 @end deftypefn") |
2928 | 125 { |
126 octave_value_list retval; | |
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127 int nargin = args.length (); |
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128 bool LLt = false; |
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129 bool vecout = false; |
2928 | 130 |
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131 if (nargin < 1 || nargin > 3 || nargout > 3 |
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132 || (! args(0).is_sparse_type () && nargout > 2)) |
2928 | 133 { |
5823 | 134 print_usage (); |
2928 | 135 return retval; |
136 } | |
137 | |
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138 int n = 1; |
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139 while (n < nargin && ! error_state) |
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140 { |
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141 std::string tmp = args(n++).string_value (); |
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142 |
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143 if (! error_state ) |
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144 { |
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145 if (tmp.compare ("vector") == 0) |
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146 vecout = true; |
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147 else if (tmp.compare ("lower") == 0) |
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148 LLt = true; |
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149 else if (tmp.compare ("upper") == 0) |
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150 LLt = false; |
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151 else |
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152 error ("chol: unexpected second or third input"); |
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153 } |
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154 else |
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155 error ("chol: expecting trailing string arguments"); |
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156 } |
2928 | 157 |
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158 if (! error_state) |
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159 { |
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160 octave_value arg = args(0); |
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161 |
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162 octave_idx_type nr = arg.rows (); |
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163 octave_idx_type nc = arg.columns (); |
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164 bool natural = (nargout != 3); |
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165 |
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166 int arg_is_empty = empty_arg ("chol", nr, nc); |
2928 | 167 |
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168 if (arg_is_empty < 0) |
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169 return retval; |
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170 if (arg_is_empty > 0) |
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171 return octave_value (Matrix ()); |
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172 |
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173 if (arg.is_sparse_type ()) |
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|
174 { |
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|
175 if (arg.is_real_type ()) |
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|
176 { |
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177 SparseMatrix m = arg.sparse_matrix_value (); |
2928 | 178 |
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179 if (! error_state) |
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|
180 { |
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|
181 octave_idx_type info; |
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|
182 SparseCHOL fact (m, info, natural); |
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|
183 if (nargout == 3) |
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|
184 if (vecout) |
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|
185 retval(2) = fact.perm (); |
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|
186 else |
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187 retval(2) = fact.Q(); |
2928 | 188 |
7515
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189 if (nargout > 1 || info == 0) |
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|
190 { |
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|
191 retval(1) = fact.P(); |
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192 if (LLt) |
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|
193 retval(0) = fact.L(); |
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194 else |
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|
195 retval(0) = fact.R(); |
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|
196 } |
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|
197 else |
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198 error ("chol: matrix not positive definite"); |
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|
199 } |
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|
200 } |
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|
201 else if (arg.is_complex_type ()) |
3243 | 202 { |
7515
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203 SparseComplexMatrix m = arg.sparse_complex_matrix_value (); |
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|
204 |
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|
205 if (! error_state) |
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|
206 { |
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|
207 octave_idx_type info; |
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|
208 SparseComplexCHOL fact (m, info, natural); |
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|
209 |
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|
210 if (nargout == 3) |
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|
211 if (vecout) |
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|
212 retval(2) = fact.perm (); |
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|
213 else |
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|
214 retval(2) = fact.Q(); |
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|
215 |
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|
216 if (nargout > 1 || info == 0) |
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|
217 { |
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|
218 retval(1) = fact.P(); |
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|
219 if (LLt) |
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diff
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|
220 retval(0) = fact.L(); |
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diff
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|
221 else |
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|
222 retval(0) = fact.R(); |
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diff
changeset
|
223 } |
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diff
changeset
|
224 else |
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|
225 error ("chol: matrix not positive definite"); |
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diff
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|
226 } |
3243 | 227 } |
3244 | 228 else |
7515
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|
229 gripe_wrong_type_arg ("chol", arg); |
2928 | 230 } |
7789
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diff
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|
231 else if (arg.is_single_type ()) |
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|
232 { |
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|
233 if (arg.is_real_type ()) |
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diff
changeset
|
234 { |
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diff
changeset
|
235 FloatMatrix m = arg.float_matrix_value (); |
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diff
changeset
|
236 |
82be108cc558
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diff
changeset
|
237 if (! error_state) |
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diff
changeset
|
238 { |
82be108cc558
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diff
changeset
|
239 octave_idx_type info; |
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diff
changeset
|
240 FloatCHOL fact (m, info); |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
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diff
changeset
|
241 if (nargout == 2 || info == 0) |
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David Bateman <dbateman@free.fr>
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diff
changeset
|
242 { |
82be108cc558
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diff
changeset
|
243 retval(1) = static_cast<float> (info); |
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diff
changeset
|
244 if (LLt) |
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diff
changeset
|
245 retval(0) = fact.chol_matrix ().transpose (); |
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diff
changeset
|
246 else |
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parents:
7700
diff
changeset
|
247 retval(0) = fact.chol_matrix (); |
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diff
changeset
|
248 } |
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parents:
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diff
changeset
|
249 else |
82be108cc558
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diff
changeset
|
250 error ("chol: matrix not positive definite"); |
82be108cc558
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David Bateman <dbateman@free.fr>
parents:
7700
diff
changeset
|
251 } |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
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diff
changeset
|
252 } |
82be108cc558
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David Bateman <dbateman@free.fr>
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diff
changeset
|
253 else if (arg.is_complex_type ()) |
82be108cc558
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diff
changeset
|
254 { |
82be108cc558
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diff
changeset
|
255 FloatComplexMatrix m = arg.float_complex_matrix_value (); |
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diff
changeset
|
256 |
82be108cc558
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diff
changeset
|
257 if (! error_state) |
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David Bateman <dbateman@free.fr>
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7700
diff
changeset
|
258 { |
82be108cc558
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David Bateman <dbateman@free.fr>
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diff
changeset
|
259 octave_idx_type info; |
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David Bateman <dbateman@free.fr>
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7700
diff
changeset
|
260 FloatComplexCHOL fact (m, info); |
82be108cc558
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David Bateman <dbateman@free.fr>
parents:
7700
diff
changeset
|
261 if (nargout == 2 || info == 0) |
82be108cc558
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David Bateman <dbateman@free.fr>
parents:
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diff
changeset
|
262 { |
82be108cc558
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David Bateman <dbateman@free.fr>
parents:
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diff
changeset
|
263 retval(1) = static_cast<float> (info); |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
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7700
diff
changeset
|
264 if (LLt) |
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David Bateman <dbateman@free.fr>
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7700
diff
changeset
|
265 retval(0) = fact.chol_matrix ().hermitian (); |
82be108cc558
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David Bateman <dbateman@free.fr>
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diff
changeset
|
266 else |
82be108cc558
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David Bateman <dbateman@free.fr>
parents:
7700
diff
changeset
|
267 retval(0) = fact.chol_matrix (); |
82be108cc558
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David Bateman <dbateman@free.fr>
parents:
7700
diff
changeset
|
268 } |
82be108cc558
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David Bateman <dbateman@free.fr>
parents:
7700
diff
changeset
|
269 else |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
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diff
changeset
|
270 error ("chol: matrix not positive definite"); |
82be108cc558
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David Bateman <dbateman@free.fr>
parents:
7700
diff
changeset
|
271 } |
82be108cc558
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David Bateman <dbateman@free.fr>
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diff
changeset
|
272 } |
82be108cc558
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David Bateman <dbateman@free.fr>
parents:
7700
diff
changeset
|
273 else |
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David Bateman <dbateman@free.fr>
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diff
changeset
|
274 gripe_wrong_type_arg ("chol", arg); |
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diff
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|
275 } |
7515
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diff
changeset
|
276 else |
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diff
changeset
|
277 { |
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David Bateman <dbateman@free.fr>
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diff
changeset
|
278 if (arg.is_real_type ()) |
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diff
changeset
|
279 { |
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David Bateman <dbateman@free.fr>
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diff
changeset
|
280 Matrix m = arg.matrix_value (); |
2928 | 281 |
7515
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diff
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|
282 if (! error_state) |
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parents:
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diff
changeset
|
283 { |
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David Bateman <dbateman@free.fr>
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7017
diff
changeset
|
284 octave_idx_type info; |
f3c00dc0912b
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David Bateman <dbateman@free.fr>
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diff
changeset
|
285 CHOL fact (m, info); |
f3c00dc0912b
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David Bateman <dbateman@free.fr>
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diff
changeset
|
286 if (nargout == 2 || info == 0) |
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David Bateman <dbateman@free.fr>
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7017
diff
changeset
|
287 { |
f3c00dc0912b
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David Bateman <dbateman@free.fr>
parents:
7017
diff
changeset
|
288 retval(1) = static_cast<double> (info); |
f3c00dc0912b
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David Bateman <dbateman@free.fr>
parents:
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diff
changeset
|
289 if (LLt) |
f3c00dc0912b
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David Bateman <dbateman@free.fr>
parents:
7017
diff
changeset
|
290 retval(0) = fact.chol_matrix ().transpose (); |
f3c00dc0912b
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David Bateman <dbateman@free.fr>
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diff
changeset
|
291 else |
f3c00dc0912b
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David Bateman <dbateman@free.fr>
parents:
7017
diff
changeset
|
292 retval(0) = fact.chol_matrix (); |
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diff
changeset
|
293 } |
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David Bateman <dbateman@free.fr>
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diff
changeset
|
294 else |
f3c00dc0912b
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David Bateman <dbateman@free.fr>
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diff
changeset
|
295 error ("chol: matrix not positive definite"); |
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David Bateman <dbateman@free.fr>
parents:
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diff
changeset
|
296 } |
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David Bateman <dbateman@free.fr>
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diff
changeset
|
297 } |
f3c00dc0912b
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David Bateman <dbateman@free.fr>
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diff
changeset
|
298 else if (arg.is_complex_type ()) |
3243 | 299 { |
7515
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David Bateman <dbateman@free.fr>
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diff
changeset
|
300 ComplexMatrix m = arg.complex_matrix_value (); |
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diff
changeset
|
301 |
f3c00dc0912b
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David Bateman <dbateman@free.fr>
parents:
7017
diff
changeset
|
302 if (! error_state) |
f3c00dc0912b
Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents:
7017
diff
changeset
|
303 { |
f3c00dc0912b
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David Bateman <dbateman@free.fr>
parents:
7017
diff
changeset
|
304 octave_idx_type info; |
f3c00dc0912b
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David Bateman <dbateman@free.fr>
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diff
changeset
|
305 ComplexCHOL fact (m, info); |
f3c00dc0912b
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David Bateman <dbateman@free.fr>
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diff
changeset
|
306 if (nargout == 2 || info == 0) |
f3c00dc0912b
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David Bateman <dbateman@free.fr>
parents:
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diff
changeset
|
307 { |
f3c00dc0912b
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David Bateman <dbateman@free.fr>
parents:
7017
diff
changeset
|
308 retval(1) = static_cast<double> (info); |
f3c00dc0912b
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David Bateman <dbateman@free.fr>
parents:
7017
diff
changeset
|
309 if (LLt) |
f3c00dc0912b
Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents:
7017
diff
changeset
|
310 retval(0) = fact.chol_matrix ().hermitian (); |
f3c00dc0912b
Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents:
7017
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311 else |
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312 retval(0) = fact.chol_matrix (); |
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313 } |
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314 else |
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315 error ("chol: matrix not positive definite"); |
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316 } |
3243 | 317 } |
3244 | 318 else |
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319 gripe_wrong_type_arg ("chol", arg); |
2928 | 320 } |
321 } | |
322 | |
323 return retval; | |
324 } | |
325 | |
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326 /* |
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327 |
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328 %!assert(chol ([2, 1; 1, 1]), [sqrt(2), 1/sqrt(2); 0, 1/sqrt(2)], sqrt (eps)); |
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329 %!assert(chol (single([2, 1; 1, 1])), single([sqrt(2), 1/sqrt(2); 0, 1/sqrt(2)]), sqrt (eps('single'))); |
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330 |
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331 %!error chol ([1, 2; 3, 4]); |
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332 %!error chol ([1, 2; 3, 4; 5, 6]); |
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333 %!error <Invalid call to chol.*> chol (); |
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334 %!error <unexpected second or third input.*> chol (1, 2); |
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335 |
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336 */ |
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337 |
5760 | 338 DEFUN_DLD (cholinv, args, , |
5340 | 339 "-*- texinfo -*-\n\ |
340 @deftypefn {Loadable Function} {} cholinv (@var{a})\n\ | |
5448 | 341 Use the Cholesky factorization to compute the inverse of the\n\ |
5340 | 342 symmetric positive definite matrix @var{a}.\n\ |
343 @seealso{chol, chol2inv}\n\ | |
344 @end deftypefn") | |
345 { | |
346 octave_value retval; | |
347 | |
348 int nargin = args.length (); | |
349 | |
350 if (nargin == 1) | |
351 { | |
352 octave_value arg = args(0); | |
353 | |
354 octave_idx_type nr = arg.rows (); | |
355 octave_idx_type nc = arg.columns (); | |
356 | |
357 if (nr == 0 || nc == 0) | |
358 retval = Matrix (); | |
359 else | |
360 { | |
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361 if (arg.is_sparse_type ()) |
5340 | 362 { |
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363 if (arg.is_real_type ()) |
5340 | 364 { |
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365 SparseMatrix m = arg.sparse_matrix_value (); |
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366 |
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367 if (! error_state) |
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368 { |
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369 octave_idx_type info; |
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370 SparseCHOL chol (m, info); |
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371 if (info == 0) |
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372 retval = chol.inverse (); |
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373 else |
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374 error ("cholinv: matrix not positive definite"); |
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375 } |
5340 | 376 } |
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377 else if (arg.is_complex_type ()) |
5340 | 378 { |
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379 SparseComplexMatrix m = arg.sparse_complex_matrix_value (); |
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380 |
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381 if (! error_state) |
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382 { |
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383 octave_idx_type info; |
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384 SparseComplexCHOL chol (m, info); |
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385 if (info == 0) |
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386 retval = chol.inverse (); |
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387 else |
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388 error ("cholinv: matrix not positive definite"); |
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389 } |
5340 | 390 } |
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391 else |
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392 gripe_wrong_type_arg ("cholinv", arg); |
5340 | 393 } |
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394 else if (arg.is_single_type ()) |
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395 { |
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396 if (arg.is_real_type ()) |
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397 { |
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398 FloatMatrix m = arg.float_matrix_value (); |
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399 |
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400 if (! error_state) |
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401 { |
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402 octave_idx_type info; |
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403 FloatCHOL chol (m, info); |
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404 if (info == 0) |
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405 retval = chol.inverse (); |
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406 else |
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407 error ("cholinv: matrix not positive definite"); |
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408 } |
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409 } |
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410 else if (arg.is_complex_type ()) |
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411 { |
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412 FloatComplexMatrix m = arg.float_complex_matrix_value (); |
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413 |
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414 if (! error_state) |
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415 { |
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416 octave_idx_type info; |
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417 FloatComplexCHOL chol (m, info); |
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418 if (info == 0) |
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419 retval = chol.inverse (); |
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420 else |
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421 error ("cholinv: matrix not positive definite"); |
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422 } |
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423 } |
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424 else |
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425 gripe_wrong_type_arg ("chol", arg); |
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426 } |
5340 | 427 else |
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428 { |
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429 if (arg.is_real_type ()) |
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430 { |
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431 Matrix m = arg.matrix_value (); |
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432 |
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433 if (! error_state) |
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434 { |
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435 octave_idx_type info; |
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436 CHOL chol (m, info); |
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437 if (info == 0) |
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438 retval = chol.inverse (); |
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439 else |
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440 error ("cholinv: matrix not positive definite"); |
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441 } |
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442 } |
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443 else if (arg.is_complex_type ()) |
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444 { |
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445 ComplexMatrix m = arg.complex_matrix_value (); |
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446 |
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447 if (! error_state) |
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448 { |
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449 octave_idx_type info; |
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450 ComplexCHOL chol (m, info); |
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451 if (info == 0) |
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452 retval = chol.inverse (); |
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453 else |
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454 error ("cholinv: matrix not positive definite"); |
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455 } |
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456 } |
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457 else |
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458 gripe_wrong_type_arg ("chol", arg); |
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459 } |
5340 | 460 } |
461 } | |
462 else | |
5823 | 463 print_usage (); |
5340 | 464 |
465 return retval; | |
466 } | |
467 | |
5760 | 468 DEFUN_DLD (chol2inv, args, , |
5340 | 469 "-*- texinfo -*-\n\ |
5343 | 470 @deftypefn {Loadable Function} {} chol2inv (@var{u})\n\ |
5340 | 471 Invert a symmetric, positive definite square matrix from its Cholesky\n\ |
5343 | 472 decomposition, @var{u}. Note that @var{u} should be an upper-triangular\n\ |
473 matrix with positive diagonal elements. @code{chol2inv (@var{u})}\n\ | |
474 provides @code{inv (@var{u}'*@var{u})} but it is much faster than\n\ | |
475 using @code{inv}.\n\ | |
5340 | 476 @seealso{chol, cholinv}\n\ |
477 @end deftypefn") | |
478 { | |
479 octave_value retval; | |
480 | |
481 int nargin = args.length (); | |
482 | |
483 if (nargin == 1) | |
484 { | |
485 octave_value arg = args(0); | |
486 | |
487 octave_idx_type nr = arg.rows (); | |
488 octave_idx_type nc = arg.columns (); | |
489 | |
490 if (nr == 0 || nc == 0) | |
491 retval = Matrix (); | |
492 else | |
493 { | |
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494 if (arg.is_sparse_type ()) |
5340 | 495 { |
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496 if (arg.is_real_type ()) |
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497 { |
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498 SparseMatrix r = arg.sparse_matrix_value (); |
5340 | 499 |
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500 if (! error_state) |
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|
501 retval = chol2inv (r); |
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|
502 } |
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503 else if (arg.is_complex_type ()) |
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504 { |
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|
505 SparseComplexMatrix r = arg.sparse_complex_matrix_value (); |
5340 | 506 |
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507 if (! error_state) |
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508 retval = chol2inv (r); |
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509 } |
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510 else |
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511 gripe_wrong_type_arg ("chol2inv", arg); |
5340 | 512 } |
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513 else if (arg.is_single_type ()) |
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514 { |
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Second set of single precision test code and fix of resulting bugs
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515 if (arg.is_real_type ()) |
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Second set of single precision test code and fix of resulting bugs
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516 { |
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Second set of single precision test code and fix of resulting bugs
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517 FloatMatrix r = arg.float_matrix_value (); |
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Second set of single precision test code and fix of resulting bugs
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518 |
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Second set of single precision test code and fix of resulting bugs
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519 if (! error_state) |
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Second set of single precision test code and fix of resulting bugs
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|
520 retval = chol2inv (r); |
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Second set of single precision test code and fix of resulting bugs
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521 } |
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Second set of single precision test code and fix of resulting bugs
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522 else if (arg.is_complex_type ()) |
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Second set of single precision test code and fix of resulting bugs
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523 { |
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Second set of single precision test code and fix of resulting bugs
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524 FloatComplexMatrix r = arg.float_complex_matrix_value (); |
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Second set of single precision test code and fix of resulting bugs
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525 |
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Second set of single precision test code and fix of resulting bugs
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526 if (! error_state) |
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Second set of single precision test code and fix of resulting bugs
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527 retval = chol2inv (r); |
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Second set of single precision test code and fix of resulting bugs
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528 } |
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Second set of single precision test code and fix of resulting bugs
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529 else |
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Second set of single precision test code and fix of resulting bugs
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530 gripe_wrong_type_arg ("chol2inv", arg); |
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Second set of single precision test code and fix of resulting bugs
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|
531 |
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532 } |
5340 | 533 else |
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534 { |
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535 if (arg.is_real_type ()) |
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536 { |
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537 Matrix r = arg.matrix_value (); |
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538 |
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|
539 if (! error_state) |
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540 retval = chol2inv (r); |
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|
541 } |
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|
542 else if (arg.is_complex_type ()) |
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543 { |
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|
544 ComplexMatrix r = arg.complex_matrix_value (); |
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545 |
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|
546 if (! error_state) |
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547 retval = chol2inv (r); |
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|
548 } |
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549 else |
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|
550 gripe_wrong_type_arg ("chol2inv", arg); |
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551 } |
5340 | 552 } |
553 } | |
554 else | |
5823 | 555 print_usage (); |
5340 | 556 |
557 return retval; | |
558 } | |
559 | |
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|
560 DEFUN_DLD (cholupdate, args, nargout, |
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implement Cholesky factorization updating
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561 "-*- texinfo -*-\n\ |
7650 | 562 @deftypefn {Loadable Function} {[@var{R1}, @var{info}] =} cholupdate (@var{R}, @var{u}, @var{op})\n\ |
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563 Update or downdate a Cholesky factorization. Given an upper triangular\n\ |
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564 matrix @var{R} and a column vector @var{u}, attempt to determine another\n\ |
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implement Cholesky factorization updating
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565 upper triangular matrix @var{R1} such that\n\ |
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566 @itemize @bullet\n\ |
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|
567 @item\n\ |
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|
568 @var{R1}'*@var{R1} = @var{R}'*@var{R} + @var{u}*@var{u}'\n\ |
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569 if @var{op} is \"+\"\n\ |
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implement Cholesky factorization updating
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diff
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|
570 @item\n\ |
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571 @var{R1}'*@var{R1} = @var{R}'*@var{R} - @var{u}*@var{u}'\n\ |
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572 if @var{op} is \"-\"\n\ |
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573 @end itemize\n\ |
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implement Cholesky factorization updating
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|
574 \n\ |
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575 If @var{op} is \"-\", @var{info} is set to\n\ |
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576 @itemize\n\ |
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577 @item 0 if the downdate was successful,\n\ |
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implement Cholesky factorization updating
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diff
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|
578 @item 1 if @var{R}'*@var{R} - @var{u}*@var{u}' is not positive definite,\n\ |
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implement Cholesky factorization updating
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diff
changeset
|
579 @item 2 if @var{R} is singular.\n\ |
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580 @end itemize\n\ |
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diff
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|
581 \n\ |
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implement Cholesky factorization updating
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diff
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|
582 If @var{info} is not present, an error message is printed in cases 1 and 2.\n\ |
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implement Cholesky factorization updating
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|
583 @seealso{chol, qrupdate}\n\ |
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implement Cholesky factorization updating
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diff
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|
584 @end deftypefn") |
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implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
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585 { |
7559
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|
586 octave_idx_type nargin = args.length (); |
7554
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|
587 |
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|
588 octave_value_list retval; |
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|
589 |
7559
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diff
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|
590 if (nargin > 3 || nargin < 2) |
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|
591 { |
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|
592 print_usage (); |
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|
593 return retval; |
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diff
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|
594 } |
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|
595 |
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diff
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|
596 octave_value argr = args(0); |
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diff
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|
597 octave_value argu = args(1); |
7554
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|
598 |
7559
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diff
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|
599 if (argr.is_matrix_type () && argu.is_matrix_type () |
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diff
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|
600 && (nargin < 3 || args(2).is_string ())) |
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601 { |
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602 octave_idx_type n = argr.rows (); |
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|
603 |
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604 std::string op = (nargin < 3) ? "+" : args(2).string_value (); |
7554
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|
605 |
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606 bool down = op == "-"; |
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|
607 |
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608 if (down || op == "+") |
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609 if (argr.columns () == n && argu.rows () == n && argu.columns () == 1) |
7554
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|
610 { |
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611 if (argr.is_single_type () || argu.is_single_type ()) |
87865ed7405f
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|
612 { |
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613 if (argr.is_real_matrix () && argu.is_real_matrix ()) |
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614 { |
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changeset
|
615 // real case |
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616 FloatMatrix R = argr.float_matrix_value (); |
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Second set of single precision test code and fix of resulting bugs
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617 FloatMatrix u = argu.float_matrix_value (); |
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|
618 |
7814
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619 FloatCHOL fact; |
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Second set of single precision test code and fix of resulting bugs
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620 fact.set (R); |
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Second set of single precision test code and fix of resulting bugs
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|
621 int err = 0; |
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Second set of single precision test code and fix of resulting bugs
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|
622 |
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Second set of single precision test code and fix of resulting bugs
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|
623 if (down) |
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Second set of single precision test code and fix of resulting bugs
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624 err = fact.downdate (u); |
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Second set of single precision test code and fix of resulting bugs
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625 else |
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Second set of single precision test code and fix of resulting bugs
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|
626 fact.update (u); |
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Second set of single precision test code and fix of resulting bugs
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|
627 |
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Second set of single precision test code and fix of resulting bugs
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628 if (nargout > 1) |
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Second set of single precision test code and fix of resulting bugs
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|
629 retval(1) = err; |
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Second set of single precision test code and fix of resulting bugs
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630 else if (err) |
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Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
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changeset
|
631 error ("cholupdate: downdate violates positiveness"); |
7554
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Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
632 |
7814
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
633 retval(0) = fact.chol_matrix (); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
634 } |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
635 else |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
636 { |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
637 // complex case |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
638 FloatComplexMatrix R = argr.float_complex_matrix_value (); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
639 FloatComplexMatrix u = argu.float_complex_matrix_value (); |
7554
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
640 |
7814
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
641 FloatComplexCHOL fact; |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
642 fact.set (R); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
643 int err = 0; |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
644 |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
645 if (down) |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
646 err = fact.downdate (u); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
647 else |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
648 fact.update (u); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
649 |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
650 if (nargout > 1) |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
651 retval(1) = err; |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
652 else if (err) |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
653 error ("cholupdate: downdate violates positiveness"); |
7554
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
654 |
7814
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
655 retval(0) = fact.chol_matrix (); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
656 } |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
657 } |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
658 else |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
659 { |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
660 if (argr.is_real_matrix () && argu.is_real_matrix ()) |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
661 { |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
662 // real case |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
663 Matrix R = argr.matrix_value (); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
664 Matrix u = argu.matrix_value (); |
7554
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
665 |
7814
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
666 CHOL fact; |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
667 fact.set (R); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
668 int err = 0; |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
669 |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
670 if (down) |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
671 err = fact.downdate (u); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
672 else |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
673 fact.update (u); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
674 |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
675 if (nargout > 1) |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
676 retval(1) = err; |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
677 else if (err) |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
678 error ("cholupdate: downdate violates positiveness"); |
7554
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
679 |
7814
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
680 retval(0) = fact.chol_matrix (); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
681 } |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
682 else |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
683 { |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
684 // complex case |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
685 ComplexMatrix R = argr.complex_matrix_value (); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
686 ComplexMatrix u = argu.complex_matrix_value (); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
687 |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
688 ComplexCHOL fact; |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
689 fact.set (R); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
690 int err = 0; |
7554
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
691 |
7814
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
692 if (down) |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
693 err = fact.downdate (u); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
694 else |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
695 fact.update (u); |
7554
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
696 |
7814
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
697 if (nargout > 1) |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
698 retval(1) = err; |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
699 else if (err) |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
700 error ("cholupdate: downdate violates positiveness"); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
701 |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
702 retval(0) = fact.chol_matrix (); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
703 } |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
704 } |
7554
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
705 } |
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
706 else |
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
707 error ("cholupdate: dimension mismatch"); |
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
708 else |
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
709 error ("cholupdate: op must be \"+\" or \"-\""); |
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
710 } |
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
711 else |
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
712 print_usage (); |
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
713 |
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
714 return retval; |
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
715 } |
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
716 |
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
717 /* |
7814
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
718 %!shared A, u, Ac, uc |
7554
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
719 %! A = [ 0.436997 -0.131721 0.124120 -0.061673 ; |
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
720 %! -0.131721 0.738529 0.019851 -0.140295 ; |
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
721 %! 0.124120 0.019851 0.354879 -0.059472 ; |
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
722 %! -0.061673 -0.140295 -0.059472 0.600939 ]; |
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
723 %! |
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
724 %! u = [ 0.98950 ; |
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
725 %! 0.39844 ; |
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
726 %! 0.63484 ; |
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
727 %! 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
|
728 %! 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
|
729 %! -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
|
730 %! 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
|
731 %! -0.0276775 + 0.0186073i 0.0145967 - 0.0247641i -0.1585837 + 0.0719763i 0.6034234 - 0.0000000i ]; |
7554
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
732 %! |
7814
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
733 %! 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
|
734 %! 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
|
735 %! 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
|
736 %! 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
|
737 |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
738 |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
739 |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
740 %!test |
7554
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
741 %! R = chol(A); |
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
742 %! |
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
743 %! R1 = cholupdate(R,u); |
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
744 %! |
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
745 %! assert(norm(triu(R1)-R1,Inf) == 0) |
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
746 %! assert(norm(R1'*R1 - R'*R - u*u',Inf) < 1e1*eps) |
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
747 %! |
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
748 %! R1 = cholupdate(R1,u,"-"); |
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
749 %! |
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
750 %! assert(norm(triu(R1)-R1,Inf) == 0) |
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
751 %! assert(norm(R1 - R,Inf) < 1e1*eps) |
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
752 %! |
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
753 %!test |
7814
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
754 %! R = chol(Ac); |
7554
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
755 %! |
7814
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
756 %! R1 = cholupdate(R,uc); |
7554
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
757 %! |
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
758 %! 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
|
759 %! assert(norm(R1'*R1 - R'*R - uc*uc',Inf) < 1e1*eps) |
7554
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
760 %! |
7814
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
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diff
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|
761 %! R1 = cholupdate(R1,uc,"-"); |
7554
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
762 %! |
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
763 %! assert(norm(triu(R1)-R1,Inf) == 0) |
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
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diff
changeset
|
764 %! 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
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|
765 |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
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diff
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|
766 %!test |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
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|
767 %! R = chol(single(A)); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
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|
768 %! |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
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|
769 %! R1 = cholupdate(R,single(u)); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
770 %! |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
771 %! 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
|
772 %! assert(norm(R1'*R1 - R'*R - single(u*u'),Inf) < 1e1*eps('single')) |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
773 %! |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
774 %! R1 = cholupdate(R1,single(u),"-"); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
775 %! |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
776 %! 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
|
777 %! assert(norm(R1 - R,Inf) < 1e1*eps('single')) |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
778 %! |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
779 %!test |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
780 %! R = chol(single(Ac)); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
781 %! |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
782 %! R1 = cholupdate(R,single(uc)); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
783 %! |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
784 %! 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
|
785 %! assert(norm(R1'*R1 - R'*R - single(uc*uc'),Inf) < 1e1*eps('single')) |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
786 %! |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
787 %! R1 = cholupdate(R1,single(uc),"-"); |
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 %! 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
|
790 %! assert(norm(R1 - R,Inf) < 1e1*eps('single')) |
7554
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
791 */ |
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7515
diff
changeset
|
792 |
7700
efccca5f2ad7
more QR & Cholesky updating functions
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parents:
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diff
changeset
|
793 DEFUN_DLD (cholinsert, args, nargout, |
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more QR & Cholesky updating functions
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parents:
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diff
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|
794 "-*- texinfo -*-\n\ |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
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diff
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|
795 @deftypefn {Loadable Function} {[@var{R1}, @var{info}] =} cholinsert (@var{R}, @var{j}, @var{u})\n\ |
efccca5f2ad7
more QR & Cholesky updating functions
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parents:
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796 Given a Cholesky@tie{}factorization of a real symmetric or complex hermitian\n\ |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
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diff
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797 positive definite matrix @w{@var{A} = @var{R}'*@var{R}}, @var{R}@tie{}upper triangular,\n\ |
efccca5f2ad7
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parents:
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diff
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|
798 return the QR@tie{}factorization of\n\ |
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parents:
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diff
changeset
|
799 @var{A1}, where @w{A1(p,p) = A}, @w{A1(:,j) = A1(j,:)' = u} and\n\ |
efccca5f2ad7
more QR & Cholesky updating functions
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parents:
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diff
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|
800 @w{p = [1:j-1,j+1:n+1]}. @w{u(j)} should be positive.\n\ |
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more QR & Cholesky updating functions
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801 On return, @var{info} is set to\n\ |
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more QR & Cholesky updating functions
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|
802 @itemize\n\ |
efccca5f2ad7
more QR & Cholesky updating functions
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|
803 @item 0 if the insertion was successful,\n\ |
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more QR & Cholesky updating functions
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|
804 @item 1 if @var{A1} is not positive definite,\n\ |
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more QR & Cholesky updating functions
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parents:
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diff
changeset
|
805 @item 2 if @var{R} is singular.\n\ |
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more QR & Cholesky updating functions
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|
806 @end itemize\n\ |
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more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
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diff
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|
807 \n\ |
efccca5f2ad7
more QR & Cholesky updating functions
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|
808 If @var{info} is not present, an error message is printed in cases 1 and 2.\n\ |
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more QR & Cholesky updating functions
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parents:
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diff
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|
809 @seealso{chol, cholupdate, choldelete}\n\ |
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parents:
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diff
changeset
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810 @end deftypefn") |
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more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
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diff
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|
811 { |
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more QR & Cholesky updating functions
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parents:
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|
812 octave_idx_type nargin = args.length (); |
efccca5f2ad7
more QR & Cholesky updating functions
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|
813 |
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more QR & Cholesky updating functions
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|
814 octave_value_list retval; |
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|
815 |
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|
816 if (nargin != 3) |
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more QR & Cholesky updating functions
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parents:
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diff
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|
817 { |
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diff
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|
818 print_usage (); |
efccca5f2ad7
more QR & Cholesky updating functions
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parents:
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diff
changeset
|
819 return retval; |
efccca5f2ad7
more QR & Cholesky updating functions
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parents:
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diff
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|
820 } |
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changeset
|
821 |
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diff
changeset
|
822 octave_value argr = args(0); |
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more QR & Cholesky updating functions
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diff
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|
823 octave_value argj = args(1); |
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more QR & Cholesky updating functions
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parents:
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diff
changeset
|
824 octave_value argu = args(2); |
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more QR & Cholesky updating functions
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|
825 |
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more QR & Cholesky updating functions
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diff
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|
826 if (argr.is_matrix_type () && argu.is_matrix_type () |
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more QR & Cholesky updating functions
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parents:
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diff
changeset
|
827 && argj.is_real_scalar ()) |
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parents:
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diff
changeset
|
828 { |
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parents:
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diff
changeset
|
829 octave_idx_type n = argr.rows (); |
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more QR & Cholesky updating functions
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|
830 octave_idx_type j = argj.scalar_value (); |
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|
831 |
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|
832 if (argr.columns () == n && argu.rows () == n+1 && argu.columns () == 1) |
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diff
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|
833 { |
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more QR & Cholesky updating functions
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parents:
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changeset
|
834 if (j > 0 && j <= n+1) |
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diff
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|
835 { |
7814
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Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
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diff
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|
836 if (argr.is_single_type () || argu.is_single_type ()) |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
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changeset
|
837 { |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
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diff
changeset
|
838 if (argr.is_real_matrix () && argu.is_real_matrix ()) |
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Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
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diff
changeset
|
839 { |
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Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
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diff
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|
840 // real case |
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Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
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diff
changeset
|
841 FloatMatrix R = argr.float_matrix_value (); |
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Second set of single precision test code and fix of resulting bugs
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changeset
|
842 FloatMatrix u = argu.float_matrix_value (); |
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Second set of single precision test code and fix of resulting bugs
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diff
changeset
|
843 |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
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|
844 FloatCHOL fact; |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
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changeset
|
845 fact.set (R); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
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|
846 int err = fact.insert_sym (u, j-1); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
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changeset
|
847 |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
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diff
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|
848 if (nargout > 1) |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
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|
849 retval(1) = err; |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
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diff
changeset
|
850 else if (err) |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
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diff
changeset
|
851 error ("cholinsert: insertion violates positiveness"); |
7700
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|
852 |
7814
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Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
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|
853 retval(0) = fact.chol_matrix (); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
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diff
changeset
|
854 } |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
855 else |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
856 { |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
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diff
changeset
|
857 // complex case |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
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diff
changeset
|
858 FloatComplexMatrix R = argr.float_complex_matrix_value (); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
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parents:
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diff
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|
859 FloatComplexMatrix u = argu.float_complex_matrix_value (); |
7700
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changeset
|
860 |
7814
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Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
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|
861 FloatComplexCHOL fact; |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
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7789
diff
changeset
|
862 fact.set (R); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
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diff
changeset
|
863 int err = fact.insert_sym (u, j-1); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
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diff
changeset
|
864 |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
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changeset
|
865 if (nargout > 1) |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
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diff
changeset
|
866 retval(1) = err; |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
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diff
changeset
|
867 else if (err) |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
868 error ("cholinsert: insertion violates positiveness"); |
7700
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changeset
|
869 |
7814
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Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
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changeset
|
870 retval(0) = fact.chol_matrix (); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
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diff
changeset
|
871 } |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
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diff
changeset
|
872 } |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
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diff
changeset
|
873 else |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
874 { |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
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diff
changeset
|
875 if (argr.is_real_matrix () && argu.is_real_matrix ()) |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
876 { |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
877 // real case |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
878 Matrix R = argr.matrix_value (); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
879 Matrix u = argu.matrix_value (); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
880 |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
881 CHOL fact; |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
882 fact.set (R); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
883 int err = fact.insert_sym (u, j-1); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
884 |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
885 if (nargout > 1) |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
886 retval(1) = err; |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
887 else if (err) |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
888 error ("cholinsert: insertion violates positiveness"); |
7700
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
889 |
7814
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
890 retval(0) = fact.chol_matrix (); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
891 } |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
892 else |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
893 { |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
894 // complex case |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
895 ComplexMatrix R = argr.complex_matrix_value (); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
896 ComplexMatrix u = argu.complex_matrix_value (); |
7700
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
897 |
7814
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
898 ComplexCHOL fact; |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
899 fact.set (R); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
900 int err = fact.insert_sym (u, j-1); |
7700
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
901 |
7814
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
902 if (nargout > 1) |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
903 retval(1) = err; |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
904 else if (err) |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
905 error ("cholinsert: insertion violates positiveness"); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
906 |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
907 retval(0) = fact.chol_matrix (); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
908 } |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
909 } |
7700
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
910 } |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
911 else |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
912 error ("cholinsert: index out of range"); |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
913 } |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
914 else |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
915 error ("cholinsert: dimension mismatch"); |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
916 } |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
917 else |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
918 print_usage (); |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
919 |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
920 return retval; |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
921 } |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
922 |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
923 /* |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
924 %!test |
7814
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
925 %! 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
|
926 %! 0.63930 ; |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
927 %! 3.31057 ; |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
928 %! -0.13825 ; |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
929 %! 0.45266 ]; |
7700
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
930 %! |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
931 %! R = chol(A); |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
932 %! |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
933 %! 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
|
934 %! R1 = cholinsert(R,j,u2); A1 = R1'*R1; |
7700
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
935 %! |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
936 %! assert(norm(triu(R1)-R1,Inf) == 0) |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
937 %! assert(norm(A1(p,p) - A,Inf) < 1e1*eps) |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
938 %! |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
939 %!test |
7814
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
940 %! 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
|
941 %! 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
|
942 %! 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
|
943 %! -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
|
944 %! 0.45266 + 0.50020i]; |
7700
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
945 %! |
7814
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
946 %! R = chol(Ac); |
7700
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
947 %! |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
948 %! 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
|
949 %! R1 = cholinsert(R,j,u2); A1 = R1'*R1; |
7700
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
950 %! |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
951 %! 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
|
952 %! assert(norm(A1(p,p) - Ac,Inf) < 1e1*eps) |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
953 %! |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
954 |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
955 %!test |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
956 %! 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
|
957 %! 0.63930 ; |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
958 %! 3.31057 ; |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
959 %! -0.13825 ; |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
960 %! 0.45266 ]); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
961 %! |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
962 %! R = chol(single(A)); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
963 %! |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
964 %! 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
|
965 %! R1 = cholinsert(R,j,u2); A1 = R1'*R1; |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
966 %! |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
967 %! 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
|
968 %! assert(norm(A1(p,p) - A,Inf) < 1e1*eps('single')) |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
969 %! |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
970 %!test |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
971 %! 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
|
972 %! 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
|
973 %! 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
|
974 %! -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
|
975 %! 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
|
976 %! |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
977 %! R = chol(single(Ac)); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
978 %! |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
979 %! 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
|
980 %! R1 = cholinsert(R,j,u2); A1 = R1'*R1; |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
981 %! |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
982 %! 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
|
983 %! assert(norm(A1(p,p) - single(Ac),Inf) < 1e1*eps('single')) |
7700
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
984 %! |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
985 */ |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
986 |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
987 DEFUN_DLD (choldelete, args, nargout, |
efccca5f2ad7
more QR & Cholesky updating functions
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parents:
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diff
changeset
|
988 "-*- texinfo -*-\n\ |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
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diff
changeset
|
989 @deftypefn {Loadable Function} {@var{R1} =} choldelete (@var{R}, @var{j})\n\ |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
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diff
changeset
|
990 Given a Cholesky@tie{}factorization of a real symmetric or complex hermitian\n\ |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
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diff
changeset
|
991 positive definite matrix @w{@var{A} = @var{R}'*@var{R}}, @var{R}@tie{}upper triangular,\n\ |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
992 return the QR@tie{}factorization of @w{A(p,p)}, where @w{p = [1:j-1,j+1:n+1]}.\n\ |
efccca5f2ad7
more QR & Cholesky updating functions
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parents:
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diff
changeset
|
993 @seealso{chol, cholupdate, cholinsert}\n\ |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
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diff
changeset
|
994 @end deftypefn") |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
995 { |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
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diff
changeset
|
996 octave_idx_type nargin = args.length (); |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
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diff
changeset
|
997 |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
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diff
changeset
|
998 octave_value_list retval; |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
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diff
changeset
|
999 |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1000 if (nargin != 2) |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1001 { |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1002 print_usage (); |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1003 return retval; |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1004 } |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1005 |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1006 octave_value argr = args(0); |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1007 octave_value argj = args(1); |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1008 |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1009 if (argr.is_matrix_type () && argj.is_real_scalar ()) |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1010 { |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1011 octave_idx_type n = argr.rows (); |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1012 octave_idx_type j = argj.scalar_value (); |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1013 |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1014 if (argr.columns () == n) |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1015 { |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1016 if (j > 0 && j <= n) |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1017 { |
7814
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1018 if (argr.is_single_type ()) |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1019 { |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1020 if (argr.is_real_matrix ()) |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1021 { |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1022 // real case |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1023 FloatMatrix R = argr.float_matrix_value (); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1024 |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1025 FloatCHOL fact; |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1026 fact.set (R); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1027 fact.delete_sym (j-1); |
7700
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1028 |
7814
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1029 retval(0) = fact.chol_matrix (); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1030 } |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1031 else |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1032 { |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1033 // complex case |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1034 FloatComplexMatrix R = argr.float_complex_matrix_value (); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1035 |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1036 FloatComplexCHOL fact; |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1037 fact.set (R); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1038 fact.delete_sym (j-1); |
7700
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1039 |
7814
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1040 retval(0) = fact.chol_matrix (); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1041 } |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1042 } |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1043 else |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1044 { |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1045 if (argr.is_real_matrix ()) |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1046 { |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1047 // real case |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1048 Matrix R = argr.matrix_value (); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1049 |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1050 CHOL fact; |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1051 fact.set (R); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1052 fact.delete_sym (j-1); |
7700
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1053 |
7814
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1054 retval(0) = fact.chol_matrix (); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1055 } |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1056 else |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1057 { |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1058 // complex case |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1059 ComplexMatrix R = argr.complex_matrix_value (); |
7700
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1060 |
7814
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1061 ComplexCHOL fact; |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1062 fact.set (R); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1063 fact.delete_sym (j-1); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1064 |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1065 retval(0) = fact.chol_matrix (); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1066 } |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1067 } |
7700
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1068 } |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1069 else |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1070 error ("choldelete: index out of range"); |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1071 } |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1072 else |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1073 error ("choldelete: dimension mismatch"); |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1074 } |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1075 else |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1076 print_usage (); |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1077 |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1078 return retval; |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1079 } |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1080 |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1081 /* |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1082 %!test |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1083 %! R = chol(A); |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1084 %! |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1085 %! j = 3; p = [1:j-1,j+1:4]; |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1086 %! R1 = choldelete(R,j); |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1087 %! |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1088 %! assert(norm(triu(R1)-R1,Inf) == 0) |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1089 %! assert(norm(R1'*R1 - A(p,p),Inf) < 1e1*eps) |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1090 %! |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1091 %!test |
7814
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1092 %! R = chol(Ac); |
7700
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1093 %! |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1094 %! j = 3; p = [1:j-1,j+1:4]; |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1095 %! R1 = choldelete(R,j); |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1096 %! |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1097 %! 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
|
1098 %! assert(norm(R1'*R1 - Ac(p,p),Inf) < 1e1*eps) |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1099 |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1100 %!test |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1101 %! R = chol(single(A)); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1102 %! |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1103 %! 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
|
1104 %! R1 = choldelete(R,j); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1105 %! |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1106 %! 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
|
1107 %! assert(norm(R1'*R1 - single(A(p,p)),Inf) < 1e1*eps('single')) |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1108 %! |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1109 %!test |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1110 %! R = chol(single(Ac)); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1111 %! |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1112 %! 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
|
1113 %! R1 = choldelete(R,j); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1114 %! |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1115 %! 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
|
1116 %! assert(norm(R1'*R1 - single(Ac(p,p)),Inf) < 1e1*eps('single')) |
7700
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1117 */ |
efccca5f2ad7
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|
1118 |
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1119 DEFUN_DLD (cholshift, args, nargout, |
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1120 "-*- texinfo -*-\n\ |
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1121 @deftypefn {Loadable Function} {@var{R1} =} cholshift (@var{R}, @var{i}, @var{j})\n\ |
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1122 Given a Cholesky@tie{}factorization of a real symmetric or complex hermitian\n\ |
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1123 positive definite matrix @w{@var{A} = @var{R}'*@var{R}}, @var{R}@tie{}upper triangular,\n\ |
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1124 return the QR@tie{}factorization of\n\ |
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1125 @w{@var{A}(p,p)}, where @w{p} is the permutation @*\n\ |
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1126 @code{p = [1:i-1, shift(i:j, 1), j+1:n]} if @w{@var{i} < @var{j}} @*\n\ |
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1127 or @*\n\ |
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1128 @code{p = [1:j-1, shift(j:i,-1), i+1:n]} if @w{@var{j} < @var{i}}. @*\n\ |
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|
1129 \n\ |
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1130 @seealso{chol, cholinsert, choldelete}\n\ |
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1131 @end deftypefn") |
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|
1132 { |
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|
1133 octave_idx_type nargin = args.length (); |
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1134 |
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1135 octave_value_list retval; |
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1136 |
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1137 if (nargin != 3) |
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|
1138 { |
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|
1139 print_usage (); |
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|
1140 return retval; |
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|
1141 } |
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|
1142 |
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|
1143 octave_value argr = args(0); |
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|
1144 octave_value argi = args(1); |
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|
1145 octave_value argj = args(2); |
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|
1146 |
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|
1147 if (argr.is_matrix_type () && argi.is_real_scalar () && argj.is_real_scalar ()) |
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|
1148 { |
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|
1149 octave_idx_type n = argr.rows (); |
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more QR & Cholesky updating functions
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|
1150 octave_idx_type i = argi.scalar_value (); |
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more QR & Cholesky updating functions
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parents:
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|
1151 octave_idx_type j = argj.scalar_value (); |
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|
1152 |
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|
1153 if (argr.columns () == n) |
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|
1154 { |
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more QR & Cholesky updating functions
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diff
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|
1155 if (j > 0 && j <= n+1 && i > 0 && i <= n+1) |
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|
1156 { |
7814
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Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
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diff
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|
1157 |
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Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
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|
1158 if (argr.is_single_type () && argi.is_single_type () && |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
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|
1159 argj.is_single_type ()) |
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Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
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|
1160 { |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
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|
1161 if (argr.is_real_matrix ()) |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
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|
1162 { |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
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diff
changeset
|
1163 // real case |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
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diff
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|
1164 FloatMatrix R = argr.float_matrix_value (); |
7700
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|
1165 |
7814
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Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
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diff
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|
1166 FloatCHOL fact; |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
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7789
diff
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|
1167 fact.set (R); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
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diff
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|
1168 fact.shift_sym (i-1, j-1); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
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|
1169 |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
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|
1170 retval(0) = fact.chol_matrix (); |
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Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
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diff
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|
1171 } |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
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7789
diff
changeset
|
1172 else |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1173 { |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1174 // complex case |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
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|
1175 FloatComplexMatrix R = argr.float_complex_matrix_value (); |
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Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1176 |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
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7789
diff
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|
1177 FloatComplexCHOL fact; |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
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diff
changeset
|
1178 fact.set (R); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
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diff
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|
1179 fact.shift_sym (i-1, j-1); |
7700
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|
1180 |
7814
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Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
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|
1181 retval(0) = fact.chol_matrix (); |
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Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
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|
1182 } |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1183 } |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1184 else |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1185 { |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1186 if (argr.is_real_matrix ()) |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1187 { |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1188 // real case |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1189 Matrix R = argr.matrix_value (); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1190 |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
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diff
changeset
|
1191 CHOL fact; |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1192 fact.set (R); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1193 fact.shift_sym (i-1, j-1); |
7700
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more QR & Cholesky updating functions
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diff
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|
1194 |
7814
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Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
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diff
changeset
|
1195 retval(0) = fact.chol_matrix (); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1196 } |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1197 else |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1198 { |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1199 // complex case |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1200 ComplexMatrix R = argr.complex_matrix_value (); |
7700
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more QR & Cholesky updating functions
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parents:
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diff
changeset
|
1201 |
7814
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1202 ComplexCHOL fact; |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1203 fact.set (R); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1204 fact.shift_sym (i-1, j-1); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1205 |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1206 retval(0) = fact.chol_matrix (); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1207 } |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1208 } |
7700
efccca5f2ad7
more QR & Cholesky updating functions
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parents:
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diff
changeset
|
1209 } |
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parents:
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diff
changeset
|
1210 else |
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more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
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diff
changeset
|
1211 error ("cholshift: index out of range"); |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
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diff
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|
1212 } |
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more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
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diff
changeset
|
1213 else |
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more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
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diff
changeset
|
1214 error ("cholshift: dimension mismatch"); |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
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diff
changeset
|
1215 } |
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diff
changeset
|
1216 else |
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more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
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diff
changeset
|
1217 print_usage (); |
efccca5f2ad7
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Jaroslav Hajek <highegg@gmail.com>
parents:
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diff
changeset
|
1218 |
efccca5f2ad7
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parents:
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diff
changeset
|
1219 return retval; |
efccca5f2ad7
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parents:
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diff
changeset
|
1220 } |
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parents:
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diff
changeset
|
1221 |
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changeset
|
1222 /* |
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parents:
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diff
changeset
|
1223 %!test |
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parents:
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diff
changeset
|
1224 %! R = chol(A); |
efccca5f2ad7
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parents:
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diff
changeset
|
1225 %! |
efccca5f2ad7
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parents:
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diff
changeset
|
1226 %! i = 1; j = 3; p = [1:i-1, shift(i:j,-1), j+1:4]; |
efccca5f2ad7
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Jaroslav Hajek <highegg@gmail.com>
parents:
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|
1227 %! R1 = cholshift(R,i,j); |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
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diff
changeset
|
1228 %! |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1229 %! assert(norm(triu(R1)-R1,Inf) == 0) |
efccca5f2ad7
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parents:
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diff
changeset
|
1230 %! assert(norm(R1'*R1 - A(p,p),Inf) < 1e1*eps) |
efccca5f2ad7
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parents:
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diff
changeset
|
1231 %! |
efccca5f2ad7
more QR & Cholesky updating functions
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parents:
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diff
changeset
|
1232 %! j = 1; i = 3; p = [1:j-1, shift(j:i,+1), i+1:4]; |
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parents:
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diff
changeset
|
1233 %! R1 = cholshift(R,i,j); |
efccca5f2ad7
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parents:
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diff
changeset
|
1234 %! |
efccca5f2ad7
more QR & Cholesky updating functions
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parents:
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changeset
|
1235 %! assert(norm(triu(R1)-R1,Inf) == 0) |
efccca5f2ad7
more QR & Cholesky updating functions
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diff
changeset
|
1236 %! assert(norm(R1'*R1 - A(p,p),Inf) < 1e1*eps) |
efccca5f2ad7
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diff
changeset
|
1237 %! |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1238 %!test |
7814
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1239 %! R = chol(Ac); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1240 %! |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1241 %! 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
|
1242 %! R1 = cholshift(R,i,j); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1243 %! |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1244 %! 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
|
1245 %! assert(norm(R1'*R1 - Ac(p,p),Inf) < 1e1*eps) |
7700
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1246 %! |
7814
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1247 %! 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
|
1248 %! R1 = cholshift(R,i,j); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1249 %! |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1250 %! 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
|
1251 %! assert(norm(R1'*R1 - Ac(p,p),Inf) < 1e1*eps) |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1252 |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1253 %!test |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1254 %! R = chol(single(A)); |
7700
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 %! 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
|
1257 %! R1 = cholshift(R,i,j); |
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 %! 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
|
1260 %! assert(norm(R1'*R1 - single(A(p,p)),Inf) < 1e1*eps('single')) |
7700
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1261 %! |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1262 %! 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
|
1263 %! R1 = cholshift(R,i,j); |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1264 %! |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1265 %! 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
|
1266 %! assert(norm(R1'*R1 - single(A(p,p)),Inf) < 1e1*eps('single')) |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1267 %! |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1268 %!test |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1269 %! R = chol(single(Ac)); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1270 %! |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1271 %! 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
|
1272 %! R1 = cholshift(R,i,j); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1273 %! |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1274 %! 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
|
1275 %! assert(norm(R1'*R1 - single(Ac(p,p)),Inf) < 1e1*eps('single')) |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1276 %! |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1277 %! 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
|
1278 %! R1 = cholshift(R,i,j); |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1279 %! |
87865ed7405f
Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents:
7789
diff
changeset
|
1280 %! 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
|
1281 %! assert(norm(R1'*R1 - single(Ac(p,p)),Inf) < 1e1*eps('single')) |
7700
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1282 */ |
efccca5f2ad7
more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents:
7650
diff
changeset
|
1283 |
2928 | 1284 /* |
1285 ;;; Local Variables: *** | |
1286 ;;; mode: C++ *** | |
1287 ;;; End: *** | |
1288 */ | |
1289 |