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1 /* |
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2 |
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3 Copyright (C) 1996, 1997 John W. Eaton |
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4 |
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5 This file is part of Octave. |
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6 |
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7 Octave is free software; you can redistribute it and/or modify it |
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8 under the terms of the GNU General Public License as published by the |
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9 Free Software Foundation; either version 3 of the License, or (at your |
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10 option) any later version. |
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11 |
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12 Octave is distributed in the hope that it will be useful, but WITHOUT |
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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15 for more details. |
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16 |
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17 You should have received a copy of the GNU General Public License |
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18 along with Octave; see the file COPYING. If not, see |
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19 <http://www.gnu.org/licenses/>. |
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20 |
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21 */ |
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22 |
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23 #ifdef HAVE_CONFIG_H |
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24 #include <config.h> |
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25 #endif |
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26 |
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27 #include "CmplxCHOL.h" |
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28 #include "dbleCHOL.h" |
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29 |
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30 #include "defun-dld.h" |
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31 #include "error.h" |
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32 #include "gripes.h" |
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33 #include "oct-obj.h" |
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34 #include "utils.h" |
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35 |
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36 DEFUN_DLD (chol, args, nargout, |
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37 "-*- texinfo -*-\n\ |
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38 @deftypefn {Loadable Function} {} chol (@var{a})\n\ |
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39 @cindex Cholesky factorization\n\ |
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40 Compute the Cholesky factor, @var{r}, of the symmetric positive definite\n\ |
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41 matrix @var{a}, where\n\ |
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42 @iftex\n\ |
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43 @tex\n\ |
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44 $ R^T R = A $.\n\ |
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45 @end tex\n\ |
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46 @end iftex\n\ |
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47 @ifinfo\n\ |
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48 \n\ |
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49 @example\n\ |
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50 r' * r = a.\n\ |
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51 @end example\n\ |
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52 @end ifinfo\n\ |
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53 @seealso{cholinv, chol2inv}\n\ |
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54 @end deftypefn") |
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55 { |
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56 octave_value_list retval; |
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57 |
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58 int nargin = args.length (); |
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59 |
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60 if (nargin != 1 || nargout > 2) |
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61 { |
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62 print_usage (); |
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63 return retval; |
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64 } |
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65 |
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66 octave_value arg = args(0); |
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67 |
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68 octave_idx_type nr = arg.rows (); |
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69 octave_idx_type nc = arg.columns (); |
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70 |
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71 int arg_is_empty = empty_arg ("chol", nr, nc); |
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72 |
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73 if (arg_is_empty < 0) |
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74 return retval; |
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75 if (arg_is_empty > 0) |
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76 return octave_value (Matrix ()); |
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77 |
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78 if (arg.is_real_type ()) |
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79 { |
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80 Matrix m = arg.matrix_value (); |
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81 |
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82 if (! error_state) |
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83 { |
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84 octave_idx_type info; |
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85 CHOL fact (m, info); |
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86 if (nargout == 2 || info == 0) |
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87 { |
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88 retval(1) = static_cast<double> (info); |
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89 retval(0) = fact.chol_matrix (); |
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90 } |
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91 else |
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92 error ("chol: matrix not positive definite"); |
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93 } |
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94 } |
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95 else if (arg.is_complex_type ()) |
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96 { |
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97 ComplexMatrix m = arg.complex_matrix_value (); |
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98 |
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99 if (! error_state) |
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100 { |
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101 octave_idx_type info; |
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102 ComplexCHOL fact (m, info); |
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103 if (nargout == 2 || info == 0) |
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104 { |
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105 retval(1) = static_cast<double> (info); |
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106 retval(0) = fact.chol_matrix (); |
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107 } |
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108 else |
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109 error ("chol: matrix not positive definite"); |
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110 } |
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111 } |
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112 else |
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113 { |
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114 gripe_wrong_type_arg ("chol", arg); |
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115 } |
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116 |
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117 return retval; |
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118 } |
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119 |
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120 DEFUN_DLD (cholinv, args, , |
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121 "-*- texinfo -*-\n\ |
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122 @deftypefn {Loadable Function} {} cholinv (@var{a})\n\ |
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123 Use the Cholesky factorization to compute the inverse of the\n\ |
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124 symmetric positive definite matrix @var{a}.\n\ |
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125 @seealso{chol, chol2inv}\n\ |
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126 @end deftypefn") |
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127 { |
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128 octave_value retval; |
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129 |
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130 int nargin = args.length (); |
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131 |
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132 if (nargin == 1) |
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133 { |
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134 octave_value arg = args(0); |
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135 |
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136 octave_idx_type nr = arg.rows (); |
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137 octave_idx_type nc = arg.columns (); |
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138 |
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139 if (nr == 0 || nc == 0) |
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140 retval = Matrix (); |
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141 else |
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142 { |
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143 if (arg.is_real_type ()) |
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144 { |
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145 Matrix m = arg.matrix_value (); |
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146 |
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147 if (! error_state) |
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148 { |
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149 octave_idx_type info; |
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150 CHOL chol (m, info); |
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151 if (info == 0) |
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152 retval = chol.inverse (); |
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153 else |
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154 error ("cholinv: matrix not positive definite"); |
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155 } |
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156 } |
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157 else if (arg.is_complex_type ()) |
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158 { |
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159 ComplexMatrix m = arg.complex_matrix_value (); |
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160 |
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161 if (! error_state) |
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162 { |
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163 octave_idx_type info; |
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164 ComplexCHOL chol (m, info); |
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165 if (info == 0) |
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166 retval = chol.inverse (); |
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167 else |
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168 error ("cholinv: matrix not positive definite"); |
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169 } |
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170 } |
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171 else |
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172 gripe_wrong_type_arg ("chol", arg); |
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173 } |
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174 } |
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175 else |
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176 print_usage (); |
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177 |
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178 return retval; |
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179 } |
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180 |
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181 DEFUN_DLD (chol2inv, args, , |
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182 "-*- texinfo -*-\n\ |
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183 @deftypefn {Loadable Function} {} chol2inv (@var{u})\n\ |
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184 Invert a symmetric, positive definite square matrix from its Cholesky\n\ |
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185 decomposition, @var{u}. Note that @var{u} should be an upper-triangular\n\ |
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186 matrix with positive diagonal elements. @code{chol2inv (@var{u})}\n\ |
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187 provides @code{inv (@var{u}'*@var{u})} but it is much faster than\n\ |
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188 using @code{inv}.\n\ |
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189 @seealso{chol, cholinv}\n\ |
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190 @end deftypefn") |
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191 { |
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192 octave_value retval; |
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193 |
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194 int nargin = args.length (); |
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195 |
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196 if (nargin == 1) |
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197 { |
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198 octave_value arg = args(0); |
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199 |
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200 octave_idx_type nr = arg.rows (); |
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201 octave_idx_type nc = arg.columns (); |
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202 |
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203 if (nr == 0 || nc == 0) |
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204 retval = Matrix (); |
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205 else |
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206 { |
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207 if (arg.is_real_type ()) |
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208 { |
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209 Matrix r = arg.matrix_value (); |
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210 |
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211 if (! error_state) |
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212 retval = chol2inv (r); |
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213 } |
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214 else if (arg.is_complex_type ()) |
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215 { |
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216 ComplexMatrix r = arg.complex_matrix_value (); |
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217 |
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218 if (! error_state) |
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219 retval = chol2inv (r); |
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220 } |
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221 else |
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222 gripe_wrong_type_arg ("chol2inv", arg); |
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223 } |
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224 } |
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225 else |
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226 print_usage (); |
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227 |
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228 return retval; |
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229 } |
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230 |
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231 /* |
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232 ;;; Local Variables: *** |
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233 ;;; mode: C++ *** |
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234 ;;; End: *** |
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235 */ |
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236 |
