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

annotate src/DLD-FUNCTIONS/chol.cc @ 8421:b8ce8738a4d1

chol.cc: Trivial fix for chol tests.

author	Ben Abbott <bpabbott@mac.com>
date	Wed, 24 Dec 2008 14:50:25 -0500
parents	2176f2b4599e
children	81d6ab3ac93c

rev	line source
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	1 /*
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	2
7017 a1dbe9d80eee [project @ 2007-10-12 21:27:11 by jwe] jwe parents: 7016 diff changeset	3 Copyright (C) 1996, 1997, 1999, 2000, 2002, 2005, 2006, 2007
a1dbe9d80eee [project @ 2007-10-12 21:27:11 by jwe] jwe parents: 7016 diff changeset	4 John W. Eaton
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	5
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	6 This file is part of Octave.
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	7
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	8 Octave is free software; you can redistribute it and/or modify it
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	9 under the terms of the GNU General Public License as published by the
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 5823 diff changeset	10 Free Software Foundation; either version 3 of the License, or (at your
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 5823 diff changeset	11 option) any later version.
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	12
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	13 Octave is distributed in the hope that it will be useful, but WITHOUT
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	16 for more details.
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	17
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	18 You should have received a copy of the GNU General Public License
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 5823 diff changeset	19 along with Octave; see the file COPYING. If not, see
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 5823 diff changeset	20 <http://www.gnu.org/licenses/>.
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	21
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	22 */
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	23
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	24 // The cholupdate, cholinsert, choldelete and cholshift functions were
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	25 // written by Jaroslav Hajek <highegg@gmail.com>, Copyright (C) 2008
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	26 // VZLU Prague, a.s., Czech Republic.
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	27
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	28 #ifdef HAVE_CONFIG_H
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	29 #include <config.h>
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	30 #endif
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	31
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	32 #include "CmplxCHOL.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	33 #include "dbleCHOL.h"
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	34 #include "fCmplxCHOL.h"
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	35 #include "floatCHOL.h"
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	36 #include "SparseCmplxCHOL.h"
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	37 #include "SparsedbleCHOL.h"
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	38 #include "oct-spparms.h"
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	39 #include "sparse-util.h"
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	40
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	41 #include "ov-re-sparse.h"
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	42 #include "ov-cx-sparse.h"
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	43 #include "defun-dld.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	44 #include "error.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	45 #include "gripes.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	46 #include "oct-obj.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	47 #include "utils.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	48
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	49 DEFUN_DLD (chol, args, nargout,
3548 ab7fa5a8f23f [project @ 2000-02-03 01:17:15 by jwe] jwe parents: 3372 diff changeset	50 "-- texinfo --\n\
7650 eb7bdde776f2 Texinfo fixes John W. Eaton <jwe@octave.org> parents: 7559 diff changeset	51 @deftypefn {Loadable Function} {@var{r} =} chol (@var{a})\n\
eb7bdde776f2 Texinfo fixes John W. Eaton <jwe@octave.org> parents: 7559 diff changeset	52 @deftypefnx {Loadable Function} {[@var{r}, @var{p}] =} chol (@var{a})\n\
eb7bdde776f2 Texinfo fixes John W. Eaton <jwe@octave.org> parents: 7559 diff changeset	53 @deftypefnx {Loadable Function} {[@var{r}, @var{p}, @var{q}] =} chol (@var{s})\n\
eb7bdde776f2 Texinfo fixes John W. Eaton <jwe@octave.org> parents: 7559 diff changeset	54 @deftypefnx {Loadable Function} {[@var{r}, @var{p}, @var{q}] =} chol (@var{s}, 'vector')\n\
eb7bdde776f2 Texinfo fixes John W. Eaton <jwe@octave.org> parents: 7559 diff changeset	55 @deftypefnx {Loadable Function} {[@var{l}, @dots{}] =} chol (@dots{}, 'lower')\n\
3372 f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	56 @cindex Cholesky factorization\n\
f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	57 Compute the Cholesky factor, @var{r}, of the symmetric positive definite\n\
f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	58 matrix @var{a}, where\n\
f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	59 @iftex\n\
f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	60 @tex\n\
f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	61 $ R^T R = A $.\n\
f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	62 @end tex\n\
f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	63 @end iftex\n\
f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	64 @ifinfo\n\
f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	65 \n\
f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	66 @example\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	67 @var{r}' * @var{r} = @var{a}.\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	68 @end example\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	69 @end ifinfo\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	70 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	71 Called with one output argument @code{chol} fails if @var{a} or @var{s} is\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	72 not positive definite. With two or more output arguments @var{p} flags\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	73 whether the matrix was positive definite and @code{chol} does not fail. A\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	74 zero value indicated that the matrix was positive definite and the @var{r}\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	75 gives the factorization, annd @var{p} will have a positive value otherwise.\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	76 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	77 If called with 3 outputs then a sparsity preserving row/column permutation\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	78 is applied to @var{a} prior to the factorization. That is @var{r}\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	79 is the factorization of @code{@var{a}(@var{q},@var{q})} such that\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	80 @iftex\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	81 @tex\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	82 $ R^T R = Q^T A Q$.\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	83 @end tex\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	84 @end iftex\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	85 @ifinfo\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	86 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	87 @example\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	88 @var{r}' * @var{r} = @var{q}' * @var{a} * @var{q}.\n\
3372 f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	89 @end example\n\
f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	90 @end ifinfo\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	91 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	92 The sparsity preserving permutation is generally returned as a matrix.\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	93 However, given the flag 'vector', @var{q} will be returned as a vector\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	94 such that\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	95 @iftex\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	96 @tex\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	97 $ R^T R = A (Q, Q)$.\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	98 @end tex\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	99 @end iftex\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	100 @ifinfo\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	101 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	102 @example\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	103 @var{r}' * @var{r} = a (@var{q}, @var{q}).\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	104 @end example\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	105 @end ifinfo\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	106 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	107 Called with either a sparse or full matrix and uing the 'lower' flag,\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	108 @code{chol} returns the lower triangular factorization such that\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	109 @iftex\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	110 @tex\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	111 $ L L^T = A $.\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	112 @end tex\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	113 @end iftex\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	114 @ifinfo\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	115 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	116 @example\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	117 @var{l} * @var{l}' = @var{a}.\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	118 @end example\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	119 @end ifinfo\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	120 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	121 In general the lower trinagular factorization is significantly faster for\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	122 sparse matrices.\n\
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	123 @seealso{cholinv, chol2inv}\n\
3372 f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	124 @end deftypefn")
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	125 {
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	126 octave_value_list retval;
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	127 int nargin = args.length ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	128 bool LLt = false;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	129 bool vecout = false;
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	130
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	131 if (nargin < 1 \|\| nargin > 3 \|\| nargout > 3
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	132 \|\| (! args(0).is_sparse_type () && nargout > 2))
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	133 {
5823 080c08b192d8 [project @ 2006-05-19 05:32:17 by jwe] jwe parents: 5760 diff changeset	134 print_usage ();
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	135 return retval;
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	136 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	137
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	138 int n = 1;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	139 while (n < nargin && ! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	140 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	141 std::string tmp = args(n++).string_value ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	142
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	143 if (! error_state )
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	144 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	145 if (tmp.compare ("vector") == 0)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	146 vecout = true;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	147 else if (tmp.compare ("lower") == 0)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	148 LLt = true;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	149 else if (tmp.compare ("upper") == 0)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	150 LLt = false;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	151 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	152 error ("chol: unexpected second or third input");
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	153 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	154 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	155 error ("chol: expecting trailing string arguments");
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	156 }
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	157
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	158 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	159 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	160 octave_value arg = args(0);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	161
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	162 octave_idx_type nr = arg.rows ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	163 octave_idx_type nc = arg.columns ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	164 bool natural = (nargout != 3);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	165
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	166 int arg_is_empty = empty_arg ("chol", nr, nc);
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	167
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	168 if (arg_is_empty < 0)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	169 return retval;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	170 if (arg_is_empty > 0)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	171 return octave_value (Matrix ());
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	172
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	173 if (arg.is_sparse_type ())
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	174 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	175 if (arg.is_real_type ())
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	176 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	177 SparseMatrix m = arg.sparse_matrix_value ();
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	178
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	179 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	180 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	181 octave_idx_type info;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	182 SparseCHOL fact (m, info, natural);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	183 if (nargout == 3)
7924 4976f66d469b miscellaneous cleanup John W. Eaton <jwe@octave.org> parents: 7814 diff changeset	184 {
4976f66d469b miscellaneous cleanup John W. Eaton <jwe@octave.org> parents: 7814 diff changeset	185 if (vecout)
4976f66d469b miscellaneous cleanup John W. Eaton <jwe@octave.org> parents: 7814 diff changeset	186 retval(2) = fact.perm ();
4976f66d469b miscellaneous cleanup John W. Eaton <jwe@octave.org> parents: 7814 diff changeset	187 else
4976f66d469b miscellaneous cleanup John W. Eaton <jwe@octave.org> parents: 7814 diff changeset	188 retval(2) = fact.Q();
4976f66d469b miscellaneous cleanup John W. Eaton <jwe@octave.org> parents: 7814 diff changeset	189 }
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	190
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	191 if (nargout > 1 \|\| info == 0)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	192 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	193 retval(1) = fact.P();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	194 if (LLt)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	195 retval(0) = fact.L();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	196 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	197 retval(0) = fact.R();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	198 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	199 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	200 error ("chol: matrix not positive definite");
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	201 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	202 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	203 else if (arg.is_complex_type ())
3243 dd00769643ae [project @ 1999-05-28 04:19:00 by jwe] jwe parents: 3014 diff changeset	204 {
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	205 SparseComplexMatrix m = arg.sparse_complex_matrix_value ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	206
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	207 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	208 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	209 octave_idx_type info;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	210 SparseComplexCHOL fact (m, info, natural);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	211
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	212 if (nargout == 3)
7924 4976f66d469b miscellaneous cleanup John W. Eaton <jwe@octave.org> parents: 7814 diff changeset	213 {
4976f66d469b miscellaneous cleanup John W. Eaton <jwe@octave.org> parents: 7814 diff changeset	214 if (vecout)
4976f66d469b miscellaneous cleanup John W. Eaton <jwe@octave.org> parents: 7814 diff changeset	215 retval(2) = fact.perm ();
4976f66d469b miscellaneous cleanup John W. Eaton <jwe@octave.org> parents: 7814 diff changeset	216 else
4976f66d469b miscellaneous cleanup John W. Eaton <jwe@octave.org> parents: 7814 diff changeset	217 retval(2) = fact.Q();
4976f66d469b miscellaneous cleanup John W. Eaton <jwe@octave.org> parents: 7814 diff changeset	218 }
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	219
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	220 if (nargout > 1 \|\| info == 0)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	221 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	222 retval(1) = fact.P();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	223 if (LLt)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	224 retval(0) = fact.L();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	225 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	226 retval(0) = fact.R();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	227 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	228 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	229 error ("chol: matrix not positive definite");
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	230 }
3243 dd00769643ae [project @ 1999-05-28 04:19:00 by jwe] jwe parents: 3014 diff changeset	231 }
3244 7f8827f4040a [project @ 1999-05-29 14:01:55 by jwe] jwe parents: 3243 diff changeset	232 else
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	233 gripe_wrong_type_arg ("chol", arg);
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	234 }
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	235 else if (arg.is_single_type ())
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	236 {
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	237 if (arg.is_real_type ())
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	238 {
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	239 FloatMatrix m = arg.float_matrix_value ();
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	240
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	241 if (! error_state)
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	242 {
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	243 octave_idx_type info;
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	244 FloatCHOL fact (m, info);
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	245 if (nargout == 2 \|\| info == 0)
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	246 {
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	247 retval(1) = static_cast<float> (info);
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	248 if (LLt)
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	249 retval(0) = fact.chol_matrix ().transpose ();
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	250 else
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	251 retval(0) = fact.chol_matrix ();
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	252 }
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	253 else
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	254 error ("chol: matrix not positive definite");
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	255 }
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	256 }
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	257 else if (arg.is_complex_type ())
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	258 {
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	259 FloatComplexMatrix m = arg.float_complex_matrix_value ();
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	260
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	261 if (! error_state)
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	262 {
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	263 octave_idx_type info;
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	264 FloatComplexCHOL fact (m, info);
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	265 if (nargout == 2 \|\| info == 0)
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	266 {
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	267 retval(1) = static_cast<float> (info);
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	268 if (LLt)
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	269 retval(0) = fact.chol_matrix ().hermitian ();
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	270 else
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	271 retval(0) = fact.chol_matrix ();
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	272 }
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	273 else
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	274 error ("chol: matrix not positive definite");
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	275 }
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	276 }
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	277 else
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	278 gripe_wrong_type_arg ("chol", arg);
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	279 }
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	280 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	281 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	282 if (arg.is_real_type ())
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	283 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	284 Matrix m = arg.matrix_value ();
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	285
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	286 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	287 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	288 octave_idx_type info;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	289 CHOL fact (m, info);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	290 if (nargout == 2 \|\| info == 0)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	291 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	292 retval(1) = static_cast<double> (info);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	293 if (LLt)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	294 retval(0) = fact.chol_matrix ().transpose ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	295 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	296 retval(0) = fact.chol_matrix ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	297 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	298 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	299 error ("chol: matrix not positive definite");
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	300 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	301 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	302 else if (arg.is_complex_type ())
3243 dd00769643ae [project @ 1999-05-28 04:19:00 by jwe] jwe parents: 3014 diff changeset	303 {
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	304 ComplexMatrix m = arg.complex_matrix_value ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	305
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	306 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	307 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	308 octave_idx_type info;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	309 ComplexCHOL fact (m, info);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	310 if (nargout == 2 \|\| info == 0)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	311 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	312 retval(1) = static_cast<double> (info);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	313 if (LLt)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	314 retval(0) = fact.chol_matrix ().hermitian ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	315 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	316 retval(0) = fact.chol_matrix ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	317 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	318 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	319 error ("chol: matrix not positive definite");
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	320 }
3243 dd00769643ae [project @ 1999-05-28 04:19:00 by jwe] jwe parents: 3014 diff changeset	321 }
3244 7f8827f4040a [project @ 1999-05-29 14:01:55 by jwe] jwe parents: 3243 diff changeset	322 else
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	323 gripe_wrong_type_arg ("chol", arg);
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	324 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	325 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	326
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	327 return retval;
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	328 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	329
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	330 /*
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	331
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	332 %!assert(chol ([2, 1; 1, 1]), [sqrt(2), 1/sqrt(2); 0, 1/sqrt(2)], sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	333 %!assert(chol (single([2, 1; 1, 1])), single([sqrt(2), 1/sqrt(2); 0, 1/sqrt(2)]), sqrt (eps('single')));
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	334
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	335 %!error chol ([1, 2; 3, 4]);
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	336 %!error chol ([1, 2; 3, 4; 5, 6]);
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	337 %!error <Invalid call to chol.*> chol ();
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	338 %!error <unexpected second or third input.*> chol (1, 2);
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	339
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	340 */
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	341
5760 8d7162924bd3 [project @ 2006-04-14 04:01:37 by jwe] jwe parents: 5448 diff changeset	342 DEFUN_DLD (cholinv, args, ,
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	343 "-- texinfo --\n\
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	344 @deftypefn {Loadable Function} {} cholinv (@var{a})\n\
5448 ebe5d7d15522 [project @ 2005-09-14 18:55:04 by jwe] jwe parents: 5343 diff changeset	345 Use the Cholesky factorization to compute the inverse of the\n\
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	346 symmetric positive definite matrix @var{a}.\n\
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	347 @seealso{chol, chol2inv}\n\
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	348 @end deftypefn")
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	349 {
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	350 octave_value retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	351
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	352 int nargin = args.length ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	353
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	354 if (nargin == 1)
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	355 {
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	356 octave_value arg = args(0);
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	357
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	358 octave_idx_type nr = arg.rows ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	359 octave_idx_type nc = arg.columns ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	360
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	361 if (nr == 0 \|\| nc == 0)
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	362 retval = Matrix ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	363 else
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	364 {
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	365 if (arg.is_sparse_type ())
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	366 {
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	367 if (arg.is_real_type ())
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	368 {
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	369 SparseMatrix m = arg.sparse_matrix_value ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	370
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	371 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	372 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	373 octave_idx_type info;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	374 SparseCHOL chol (m, info);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	375 if (info == 0)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	376 retval = chol.inverse ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	377 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	378 error ("cholinv: matrix not positive definite");
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	379 }
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	380 }
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	381 else if (arg.is_complex_type ())
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	382 {
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	383 SparseComplexMatrix m = arg.sparse_complex_matrix_value ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	384
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	385 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	386 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	387 octave_idx_type info;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	388 SparseComplexCHOL chol (m, info);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	389 if (info == 0)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	390 retval = chol.inverse ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	391 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	392 error ("cholinv: matrix not positive definite");
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	393 }
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	394 }
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	395 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	396 gripe_wrong_type_arg ("cholinv", arg);
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	397 }
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	398 else if (arg.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	399 {
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	400 if (arg.is_real_type ())
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	401 {
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	402 FloatMatrix m = arg.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	403
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	404 if (! error_state)
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	405 {
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	406 octave_idx_type info;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	407 FloatCHOL chol (m, info);
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	408 if (info == 0)
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	409 retval = chol.inverse ();
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	410 else
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	411 error ("cholinv: matrix not positive definite");
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	412 }
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	413 }
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	414 else if (arg.is_complex_type ())
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	415 {
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	416 FloatComplexMatrix m = arg.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	417
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	418 if (! error_state)
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	419 {
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	420 octave_idx_type info;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	421 FloatComplexCHOL chol (m, info);
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	422 if (info == 0)
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	423 retval = chol.inverse ();
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	424 else
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	425 error ("cholinv: matrix not positive definite");
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	426 }
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	427 }
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	428 else
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	429 gripe_wrong_type_arg ("chol", arg);
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	430 }
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	431 else
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	432 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	433 if (arg.is_real_type ())
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	434 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	435 Matrix m = arg.matrix_value ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	436
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	437 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	438 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	439 octave_idx_type info;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	440 CHOL chol (m, info);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	441 if (info == 0)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	442 retval = chol.inverse ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	443 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	444 error ("cholinv: matrix not positive definite");
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	445 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	446 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	447 else if (arg.is_complex_type ())
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	448 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	449 ComplexMatrix m = arg.complex_matrix_value ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	450
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	451 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	452 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	453 octave_idx_type info;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	454 ComplexCHOL chol (m, info);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	455 if (info == 0)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	456 retval = chol.inverse ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	457 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	458 error ("cholinv: matrix not positive definite");
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	459 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	460 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	461 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	462 gripe_wrong_type_arg ("chol", arg);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	463 }
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	464 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	465 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	466 else
5823 080c08b192d8 [project @ 2006-05-19 05:32:17 by jwe] jwe parents: 5760 diff changeset	467 print_usage ();
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	468
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	469 return retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	470 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	471
8402 2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	472 /*
2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	473
2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	474 %!test
2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	475 %! A = [2,0.2;0.2,1];
2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	476 %! Ainv = inv(A);
2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	477 %! Ainv1 = cholinv(A);
2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	478 %! Ainv2 = inv(sparse(A));
2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	479 %! Ainv3 = cholinv(sparse(A));
2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	480 %! Ainv4 = spcholinv(sparse(A));
8421 b8ce8738a4d1 chol.cc: Trivial fix for chol tests. Ben Abbott <bpabbott@mac.com> parents: 8402 diff changeset	481 %! assert (norm(Ainv-Ainv1),0,1e-10)
b8ce8738a4d1 chol.cc: Trivial fix for chol tests. Ben Abbott <bpabbott@mac.com> parents: 8402 diff changeset	482 %! assert (norm(Ainv-Ainv2),0,1e-10)
b8ce8738a4d1 chol.cc: Trivial fix for chol tests. Ben Abbott <bpabbott@mac.com> parents: 8402 diff changeset	483 %! assert (norm(Ainv-Ainv3),0,1e-10)
b8ce8738a4d1 chol.cc: Trivial fix for chol tests. Ben Abbott <bpabbott@mac.com> parents: 8402 diff changeset	484 %! assert (norm(Ainv-Ainv4),0,1e-10)
8402 2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	485
2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	486 */
2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	487
5760 8d7162924bd3 [project @ 2006-04-14 04:01:37 by jwe] jwe parents: 5448 diff changeset	488 DEFUN_DLD (chol2inv, args, ,
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	489 "-- texinfo --\n\
5343 be0bd7a760c9 [project @ 2005-05-06 18:04:16 by jwe] jwe parents: 5340 diff changeset	490 @deftypefn {Loadable Function} {} chol2inv (@var{u})\n\
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	491 Invert a symmetric, positive definite square matrix from its Cholesky\n\
5343 be0bd7a760c9 [project @ 2005-05-06 18:04:16 by jwe] jwe parents: 5340 diff changeset	492 decomposition, @var{u}. Note that @var{u} should be an upper-triangular\n\
be0bd7a760c9 [project @ 2005-05-06 18:04:16 by jwe] jwe parents: 5340 diff changeset	493 matrix with positive diagonal elements. @code{chol2inv (@var{u})}\n\
be0bd7a760c9 [project @ 2005-05-06 18:04:16 by jwe] jwe parents: 5340 diff changeset	494 provides @code{inv (@var{u}'*@var{u})} but it is much faster than\n\
be0bd7a760c9 [project @ 2005-05-06 18:04:16 by jwe] jwe parents: 5340 diff changeset	495 using @code{inv}.\n\
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	496 @seealso{chol, cholinv}\n\
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	497 @end deftypefn")
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	498 {
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	499 octave_value retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	500
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	501 int nargin = args.length ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	502
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	503 if (nargin == 1)
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	504 {
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	505 octave_value arg = args(0);
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	506
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	507 octave_idx_type nr = arg.rows ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	508 octave_idx_type nc = arg.columns ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	509
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	510 if (nr == 0 \|\| nc == 0)
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	511 retval = Matrix ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	512 else
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	513 {
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	514 if (arg.is_sparse_type ())
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	515 {
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	516 if (arg.is_real_type ())
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	517 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	518 SparseMatrix r = arg.sparse_matrix_value ();
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	519
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	520 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	521 retval = chol2inv (r);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	522 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	523 else if (arg.is_complex_type ())
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	524 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	525 SparseComplexMatrix r = arg.sparse_complex_matrix_value ();
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	526
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	527 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	528 retval = chol2inv (r);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	529 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	530 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	531 gripe_wrong_type_arg ("chol2inv", arg);
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	532 }
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	533 else if (arg.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	534 {
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	535 if (arg.is_real_type ())
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	536 {
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	537 FloatMatrix r = arg.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	538
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	539 if (! error_state)
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	540 retval = chol2inv (r);
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	541 }
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	542 else if (arg.is_complex_type ())
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	543 {
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	544 FloatComplexMatrix r = arg.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	545
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	546 if (! error_state)
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	547 retval = chol2inv (r);
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	548 }
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	549 else
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	550 gripe_wrong_type_arg ("chol2inv", arg);
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	551
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	552 }
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	553 else
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	554 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	555 if (arg.is_real_type ())
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	556 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	557 Matrix r = arg.matrix_value ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	558
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	559 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	560 retval = chol2inv (r);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	561 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	562 else if (arg.is_complex_type ())
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	563 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	564 ComplexMatrix r = arg.complex_matrix_value ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	565
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	566 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	567 retval = chol2inv (r);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	568 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	569 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	570 gripe_wrong_type_arg ("chol2inv", arg);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	571 }
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	572 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	573 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	574 else
5823 080c08b192d8 [project @ 2006-05-19 05:32:17 by jwe] jwe parents: 5760 diff changeset	575 print_usage ();
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	576
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	577 return retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	578 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	579
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	580 DEFUN_DLD (cholupdate, args, nargout,
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	581 "-- texinfo --\n\
7650 eb7bdde776f2 Texinfo fixes John W. Eaton <jwe@octave.org> parents: 7559 diff changeset	582 @deftypefn {Loadable Function} {[@var{R1}, @var{info}] =} cholupdate (@var{R}, @var{u}, @var{op})\n\
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	583 Update or downdate a Cholesky factorization. Given an upper triangular\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	584 matrix @var{R} and a column vector @var{u}, attempt to determine another\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	585 upper triangular matrix @var{R1} such that\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	586 @itemize @bullet\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	587 @item\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	588 @var{R1}'@var{R1} = @var{R}'@var{R} + @var{u}*@var{u}'\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	589 if @var{op} is \"+\"\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	590 @item\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	591 @var{R1}'@var{R1} = @var{R}'@var{R} - @var{u}*@var{u}'\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	592 if @var{op} is \"-\"\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	593 @end itemize\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	594 \n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	595 If @var{op} is \"-\", @var{info} is set to\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	596 @itemize\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	597 @item 0 if the downdate was successful,\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	598 @item 1 if @var{R}'@var{R} - @var{u}@var{u}' is not positive definite,\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	599 @item 2 if @var{R} is singular.\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	600 @end itemize\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	601 \n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	602 If @var{info} is not present, an error message is printed in cases 1 and 2.\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	603 @seealso{chol, qrupdate}\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	604 @end deftypefn")
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	605 {
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	606 octave_idx_type nargin = args.length ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	607
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	608 octave_value_list retval;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	609
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	610 if (nargin > 3 \|\| nargin < 2)
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	611 {
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	612 print_usage ();
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	613 return retval;
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	614 }
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	615
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	616 octave_value argr = args(0);
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	617 octave_value argu = args(1);
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	618
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	619 if (argr.is_matrix_type () && argu.is_matrix_type ()
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	620 && (nargin < 3 \|\| args(2).is_string ()))
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	621 {
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	622 octave_idx_type n = argr.rows ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	623
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	624 std::string op = (nargin < 3) ? "+" : args(2).string_value ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	625
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	626 bool down = op == "-";
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	627
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	628 if (down \|\| op == "+")
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	629 if (argr.columns () == n && argu.rows () == n && argu.columns () == 1)
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	630 {
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	631 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> parents: 7789 diff changeset	632 {
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	633 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	634 {
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	635 // real case
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	636 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	637 FloatMatrix u = argu.float_matrix_value ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	638
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	639 FloatCHOL fact;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	640 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	641 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	642
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	643 if (down)
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	644 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	645 else
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	646 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	647
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	648 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	649 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	650 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	651 error ("cholupdate: downdate violates positiveness");
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	652
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	653 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	654 }
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	655 else
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 // complex case
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	658 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	659 FloatComplexMatrix u = argu.float_complex_matrix_value ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	660
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	661 FloatComplexCHOL fact;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	662 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	663 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	664
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	665 if (down)
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	666 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	667 else
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	668 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	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 (nargout > 1)
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	671 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	672 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	673 error ("cholupdate: downdate violates positiveness");
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	674
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	675 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	676 }
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	677 }
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	678 else
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	679 {
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	680 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	681 {
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	682 // real case
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	683 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	684 Matrix u = argu.matrix_value ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	685
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	686 CHOL fact;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	687 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	688 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	689
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	690 if (down)
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	691 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	692 else
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	693 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	694
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	695 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	696 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	697 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	698 error ("cholupdate: downdate violates positiveness");
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	699
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	700 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	701 }
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	702 else
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 // complex case
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	705 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	706 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	707
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	708 ComplexCHOL fact;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	709 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	710 int err = 0;
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	711
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	712 if (down)
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	713 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	714 else
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	715 fact.update (u);
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	716
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	717 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	718 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	719 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	720 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	721
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	722 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	723 }
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	724 }
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	725 }
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	726 else
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	727 error ("cholupdate: dimension mismatch");
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	728 else
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	729 error ("cholupdate: op must be \"+\" or \"-\"");
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	730 }
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	731 else
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	732 print_usage ();
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	733
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	734 return retval;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	735 }
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	736
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	737 /*
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	738 %!shared A, u, Ac, uc
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	739 %! A = [ 0.436997 -0.131721 0.124120 -0.061673 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	740 %! -0.131721 0.738529 0.019851 -0.140295 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	741 %! 0.124120 0.019851 0.354879 -0.059472 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	742 %! -0.061673 -0.140295 -0.059472 0.600939 ];
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	743 %!
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	744 %! u = [ 0.98950 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	745 %! 0.39844 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	746 %! 0.63484 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	747 %! 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	748 %! 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	749 %! -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	750 %! 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	751 %! -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	752 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	753 %! 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	754 %! 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	755 %! 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	756 %! 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	757
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	758
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	759
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	760 %!test
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	761 %! R = chol(A);
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 %! R1 = cholupdate(R,u);
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	764 %!
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	765 %! assert(norm(triu(R1)-R1,Inf) == 0)
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	766 %! assert(norm(R1'R1 - R'R - uu',Inf) < 1e1eps)
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	767 %!
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	768 %! R1 = cholupdate(R1,u,"-");
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	769 %!
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	770 %! assert(norm(triu(R1)-R1,Inf) == 0)
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	771 %! assert(norm(R1 - R,Inf) < 1e1*eps)
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	772 %!
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	773 %!test
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	774 %! R = chol(Ac);
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	775 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	776 %! R1 = cholupdate(R,uc);
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	777 %!
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	778 %! 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	779 %! assert(norm(R1'R1 - R'R - ucuc',Inf) < 1e1eps)
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	780 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	781 %! R1 = cholupdate(R1,uc,"-");
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	782 %!
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	783 %! assert(norm(triu(R1)-R1,Inf) == 0)
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	784 %! assert(norm(R1 - R,Inf) < 1e1*eps)
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	785
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	786 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	787 %! 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	788 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	789 %! 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	790 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	791 %! 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	792 %! assert(norm(R1'R1 - R'R - single(uu'),Inf) < 1e1eps('single'))
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	793 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	794 %! 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	795 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	796 %! assert(norm(triu(R1)-R1,Inf) == 0)
8066 366821c0c01c Adjust tolerance to single precision test. Ben Abbott <bpabbott@mac.com> parents: 7924 diff changeset	797 %! assert(norm(R1 - R,Inf) < 2e1*eps('single'))
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	798 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	799 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	800 %! 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	801 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	802 %! 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	803 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	804 %! 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	805 %! assert(norm(R1'R1 - R'R - single(ucuc'),Inf) < 1e1eps('single'))
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	806 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	807 %! R1 = cholupdate(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	808 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	809 %! assert(norm(triu(R1)-R1,Inf) == 0)
8066 366821c0c01c Adjust tolerance to single precision test. Ben Abbott <bpabbott@mac.com> parents: 7924 diff changeset	810 %! assert(norm(R1 - R,Inf) < 2e1*eps('single'))
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	811 */
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	812
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	813 DEFUN_DLD (cholinsert, args, nargout,
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	814 "-- texinfo --\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	815 @deftypefn {Loadable Function} {[@var{R1}, @var{info}] =} cholinsert (@var{R}, @var{j}, @var{u})\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	816 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: 7650 diff changeset	817 positive definite matrix @w{@var{A} = @var{R}'*@var{R}}, @var{R}@tie{}upper triangular,\n\
8284 4ceffd54031a fix docs for cholinsert, choldelete, cholshift Jaroslav Hajek <highegg@gmail.com> parents: 8066 diff changeset	818 return the Cholesky@tie{}factorization of\n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	819 @var{A1}, where @w{A1(p,p) = A}, @w{A1(:,j) = A1(j,:)' = u} and\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	820 @w{p = [1:j-1,j+1:n+1]}. @w{u(j)} should be positive.\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	821 On return, @var{info} is set to\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	822 @itemize\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	823 @item 0 if the insertion was successful,\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	824 @item 1 if @var{A1} is not positive definite,\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	825 @item 2 if @var{R} is singular.\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	826 @end itemize\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	827 \n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	828 If @var{info} is not present, an error message is printed in cases 1 and 2.\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	829 @seealso{chol, cholupdate, choldelete}\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	830 @end deftypefn")
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	831 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	832 octave_idx_type nargin = args.length ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	833
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	834 octave_value_list retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	835
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	836 if (nargin != 3)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	837 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	838 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	839 return retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	840 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	841
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	842 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	843 octave_value argj = args(1);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	844 octave_value argu = args(2);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	845
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	846 if (argr.is_matrix_type () && argu.is_matrix_type ()
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	847 && argj.is_real_scalar ())
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	848 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	849 octave_idx_type n = argr.rows ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	850 octave_idx_type j = argj.scalar_value ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	851
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	852 if (argr.columns () == n && argu.rows () == n+1 && argu.columns () == 1)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	853 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	854 if (j > 0 && j <= n+1)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	855 {
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	856 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> parents: 7789 diff changeset	857 {
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	858 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	859 {
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	860 // real case
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	861 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	862 FloatMatrix u = argu.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	863
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	864 FloatCHOL fact;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	865 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	866 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	867
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	868 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	869 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	870 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	871 error ("cholinsert: insertion violates positiveness");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	872
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	873 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	874 }
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	875 else
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 // complex case
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	878 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	879 FloatComplexMatrix u = argu.float_complex_matrix_value ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	880
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	881 FloatComplexCHOL 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 }
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	893 else
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	894 {
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	895 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	896 {
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	897 // real case
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	898 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	899 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	900
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	901 CHOL fact;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	902 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	903 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	904
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	905 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	906 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	907 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	908 error ("cholinsert: insertion violates positiveness");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	909
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	910 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	911 }
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	912 else
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	913 {
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	914 // complex case
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	915 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	916 ComplexMatrix u = argu.complex_matrix_value ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	917
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	918 ComplexCHOL fact;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	919 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	920 int err = fact.insert_sym (u, j-1);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	921
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	922 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	923 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	924 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	925 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	926
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	927 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	928 }
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	929 }
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 else
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	932 error ("cholinsert: index out of range");
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	933 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	934 else
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	935 error ("cholinsert: dimension mismatch");
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	936 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	937 else
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	938 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	939
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	940 return retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	941 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	942
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	943 /*
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	944 %!test
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	945 %! 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	946 %! 0.63930 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	947 %! 3.31057 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	948 %! -0.13825 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	949 %! 0.45266 ];
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 %! R = chol(A);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	952 %!
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	953 %! 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	954 %! R1 = cholinsert(R,j,u2); A1 = R1'*R1;
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	955 %!
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	956 %! assert(norm(triu(R1)-R1,Inf) == 0)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	957 %! assert(norm(A1(p,p) - A,Inf) < 1e1*eps)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	958 %!
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	959 %!test
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	960 %! 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	961 %! 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	962 %! 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	963 %! -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	964 %! 0.45266 + 0.50020i];
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	965 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	966 %! R = chol(Ac);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	967 %!
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	968 %! 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	969 %! R1 = cholinsert(R,j,u2); A1 = R1'*R1;
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	970 %!
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	971 %! 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	972 %! 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	973 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	974
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	975 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	976 %! 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	977 %! 0.63930 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	978 %! 3.31057 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	979 %! -0.13825 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	980 %! 0.45266 ]);
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 %! 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	983 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	984 %! 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	985 %! 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	986 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	987 %! 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	988 %! 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	989 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	990 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	991 %! 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	992 %! 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	993 %! 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	994 %! -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	995 %! 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	996 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	997 %! 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	998 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	999 %! 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	1000 %! 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	1001 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1002 %! 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	1003 %! 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	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
7924 4976f66d469b miscellaneous cleanup John W. Eaton <jwe@octave.org> parents: 7814 diff changeset	1007 DEFUN_DLD (choldelete, args, ,
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1008 "-- texinfo --\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1009 @deftypefn {Loadable Function} {@var{R1} =} choldelete (@var{R}, @var{j})\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1010 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: 7650 diff changeset	1011 positive definite matrix @w{@var{A} = @var{R}'*@var{R}}, @var{R}@tie{}upper triangular,\n\
8284 4ceffd54031a fix docs for cholinsert, choldelete, cholshift Jaroslav Hajek <highegg@gmail.com> parents: 8066 diff changeset	1012 return the Cholesky@tie{}factorization of @w{A(p,p)}, where @w{p = [1:j-1,j+1:n+1]}.\n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1013 @seealso{chol, cholupdate, cholinsert}\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1014 @end deftypefn")
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 octave_idx_type nargin = args.length ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1017
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1018 octave_value_list retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1019
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1020 if (nargin != 2)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1021 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1022 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1023 return retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1024 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1025
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1026 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1027 octave_value argj = args(1);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1028
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1029 if (argr.is_matrix_type () && argj.is_real_scalar ())
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1030 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1031 octave_idx_type n = argr.rows ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1032 octave_idx_type j = argj.scalar_value ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1033
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1034 if (argr.columns () == n)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1035 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1036 if (j > 0 && j <= n)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1037 {
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1038 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	1039 {
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1040 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	1041 {
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1042 // real case
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1043 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	1044
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1045 FloatCHOL fact;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1046 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	1047 fact.delete_sym (j-1);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1048
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1049 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	1050 }
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1051 else
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1052 {
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1053 // complex case
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1054 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	1055
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1056 FloatComplexCHOL fact;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1057 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	1058 fact.delete_sym (j-1);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1059
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1060 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	1061 }
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1062 }
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1063 else
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 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	1066 {
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1067 // real case
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1068 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	1069
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1070 CHOL fact;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1071 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	1072 fact.delete_sym (j-1);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1073
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1074 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	1075 }
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1076 else
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1077 {
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1078 // complex case
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1079 ComplexMatrix R = argr.complex_matrix_value ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1080
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1081 ComplexCHOL fact;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1082 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	1083 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	1084
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1085 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	1086 }
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1087 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1088 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1089 else
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1090 error ("choldelete: index out of range");
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1091 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1092 else
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1093 error ("choldelete: dimension mismatch");
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1094 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1095 else
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1096 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1097
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1098 return retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1099 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1100
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1101 /*
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1102 %!test
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1103 %! R = chol(A);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1104 %!
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1105 %! j = 3; p = [1:j-1,j+1:4];
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1106 %! R1 = choldelete(R,j);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1107 %!
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1108 %! assert(norm(triu(R1)-R1,Inf) == 0)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1109 %! assert(norm(R1'R1 - A(p,p),Inf) < 1e1eps)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1110 %!
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1111 %!test
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1112 %! R = chol(Ac);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1113 %!
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1114 %! j = 3; p = [1:j-1,j+1:4];
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1115 %! R1 = choldelete(R,j);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1116 %!
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1117 %! 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	1118 %! assert(norm(R1'R1 - Ac(p,p),Inf) < 1e1eps)
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1119
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1120 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1121 %! 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	1122 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1123 %! 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	1124 %! 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	1125 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1126 %! 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	1127 %! assert(norm(R1'R1 - single(A(p,p)),Inf) < 1e1eps('single'))
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1128 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1129 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1130 %! 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	1131 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1132 %! 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	1133 %! 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	1134 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1135 %! 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	1136 %! assert(norm(R1'R1 - single(Ac(p,p)),Inf) < 1e1eps('single'))
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1137 */
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1138
7924 4976f66d469b miscellaneous cleanup John W. Eaton <jwe@octave.org> parents: 7814 diff changeset	1139 DEFUN_DLD (cholshift, args, ,
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1140 "-- texinfo --\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1141 @deftypefn {Loadable Function} {@var{R1} =} cholshift (@var{R}, @var{i}, @var{j})\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1142 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: 7650 diff changeset	1143 positive definite matrix @w{@var{A} = @var{R}'*@var{R}}, @var{R}@tie{}upper triangular,\n\
8284 4ceffd54031a fix docs for cholinsert, choldelete, cholshift Jaroslav Hajek <highegg@gmail.com> parents: 8066 diff changeset	1144 return the Cholesky@tie{}factorization of\n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1145 @w{@var{A}(p,p)}, where @w{p} is the permutation @*\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1146 @code{p = [1:i-1, shift(i:j, 1), j+1:n]} if @w{@var{i} < @var{j}} @*\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1147 or @*\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1148 @code{p = [1:j-1, shift(j:i,-1), i+1:n]} if @w{@var{j} < @var{i}}. @*\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1149 \n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1150 @seealso{chol, cholinsert, choldelete}\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1151 @end deftypefn")
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1152 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1153 octave_idx_type nargin = args.length ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1154
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1155 octave_value_list retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1156
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1157 if (nargin != 3)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1158 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1159 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1160 return retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1161 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1162
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1163 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1164 octave_value argi = args(1);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1165 octave_value argj = args(2);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1166
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1167 if (argr.is_matrix_type () && argi.is_real_scalar () && argj.is_real_scalar ())
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1168 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1169 octave_idx_type n = argr.rows ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1170 octave_idx_type i = argi.scalar_value ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1171 octave_idx_type j = argj.scalar_value ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1172
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1173 if (argr.columns () == n)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1174 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1175 if (j > 0 && j <= n+1 && i > 0 && i <= n+1)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1176 {
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1177
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1178 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> parents: 7789 diff changeset	1179 argj.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	1180 {
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1181 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	1182 {
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1183 // real case
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1184 FloatMatrix R = argr.float_matrix_value ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1185
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1186 FloatCHOL fact;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1187 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	1188 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	1189
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1190 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	1191 }
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1192 else
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1193 {
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1194 // complex case
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1195 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	1196
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1197 FloatComplexCHOL fact;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1198 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	1199 fact.shift_sym (i-1, j-1);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1200
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1201 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	1202 }
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1203 }
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1204 else
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 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	1207 {
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1208 // real case
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1209 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	1210
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1211 CHOL fact;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1212 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	1213 fact.shift_sym (i-1, j-1);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1214
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1215 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	1216 }
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1217 else
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1218 {
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1219 // complex case
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1220 ComplexMatrix R = argr.complex_matrix_value ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1221
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1222 ComplexCHOL fact;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1223 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	1224 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	1225
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1226 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	1227 }
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1228 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1229 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1230 else
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1231 error ("cholshift: index out of range");
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1232 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1233 else
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1234 error ("cholshift: dimension mismatch");
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1235 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1236 else
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1237 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1238
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1239 return retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1240 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1241
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1242 /*
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1243 %!test
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1244 %! R = chol(A);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1245 %!
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1246 %! 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	1247 %! R1 = cholshift(R,i,j);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1248 %!
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1249 %! assert(norm(triu(R1)-R1,Inf) == 0)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1250 %! assert(norm(R1'R1 - A(p,p),Inf) < 1e1eps)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1251 %!
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1252 %! 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	1253 %! R1 = cholshift(R,i,j);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1254 %!
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1255 %! assert(norm(triu(R1)-R1,Inf) == 0)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1256 %! assert(norm(R1'R1 - A(p,p),Inf) < 1e1eps)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1257 %!
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1258 %!test
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1259 %! 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	1260 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1261 %! 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	1262 %! 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	1263 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1264 %! 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	1265 %! assert(norm(R1'R1 - Ac(p,p),Inf) < 1e1eps)
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1266 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1267 %! 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	1268 %! 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	1269 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1270 %! 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	1271 %! assert(norm(R1'R1 - Ac(p,p),Inf) < 1e1eps)
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1272
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1273 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1274 %! R = chol(single(A));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1275 %!
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1276 %! 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	1277 %! R1 = cholshift(R,i,j);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1278 %!
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1279 %! 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	1280 %! assert(norm(R1'R1 - single(A(p,p)),Inf) < 1e1eps('single'))
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1281 %!
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1282 %! 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	1283 %! R1 = cholshift(R,i,j);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1284 %!
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1285 %! 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	1286 %! assert(norm(R1'R1 - single(A(p,p)),Inf) < 1e1eps('single'))
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1287 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1288 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1289 %! 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	1290 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1291 %! 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	1292 %! 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	1293 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1294 %! 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	1295 %! assert(norm(R1'R1 - single(Ac(p,p)),Inf) < 1e1eps('single'))
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1296 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1297 %! 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	1298 %! 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	1299 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1300 %! 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	1301 %! assert(norm(R1'R1 - single(Ac(p,p)),Inf) < 1e1eps('single'))
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1302 */
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1303
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	1304 /*
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	1305 ;;; Local Variables: ***
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	1306 ;;; mode: C++ ***
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	1307 ;;; End: ***
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	1308 */
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	1309

Mercurial > octave-nkf

annotate src/DLD-FUNCTIONS/chol.cc @ 8421:b8ce8738a4d1