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annotate liboctave/floatCHOL.h @ 12119:e320928eeb3a release-3-2-x release-3-2-4

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version 3.2.4
author Jaroslav Hajek <highegg@gmail.com>
date Fri, 22 Jan 2010 12:43:12 +0100
parents d865363208d6
children 4c0cdbe0acca
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1 /*
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2
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3 Copyright (C) 1994, 1995, 1996, 1997, 2000, 2002, 2004, 2005, 2006,
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4 2007 John W. Eaton
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5 Copyright (C) 2008, 2009 Jaroslav Hajek
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6
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7 This file is part of Octave.
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8
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9 Octave is free software; you can redistribute it and/or modify it
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10 under the terms of the GNU General Public License as published by the
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11 Free Software Foundation; either version 3 of the License, or (at your
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12 option) any later version.
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13
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14 Octave is distributed in the hope that it will be useful, but WITHOUT
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15 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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16 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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17 for more details.
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18
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19 You should have received a copy of the GNU General Public License
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20 along with Octave; see the file COPYING. If not, see
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21 <http://www.gnu.org/licenses/>.
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22
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23 */
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24
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25 #if !defined (octave_FloatCHOL_h)
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26 #define octave_FloatCHOL_h 1
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27
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28 #include <iosfwd>
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29
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30 #include "fMatrix.h"
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31 #include "fColVector.h"
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32
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33 class
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34 OCTAVE_API
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35 FloatCHOL
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36 {
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37 public:
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38
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39 FloatCHOL (void) : chol_mat () { }
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40
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41 FloatCHOL (const FloatMatrix& a, bool calc_cond = false) { init (a, calc_cond); }
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42
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43 FloatCHOL (const FloatMatrix& a, octave_idx_type& info, bool calc_cond = false)
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44 { info = init (a, calc_cond); }
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45
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46 FloatCHOL (const FloatCHOL& a) : chol_mat (a.chol_mat), xrcond (a.xrcond) { }
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47
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48 FloatCHOL& operator = (const FloatCHOL& a)
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49 {
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50 if (this != &a)
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51 {
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52 chol_mat = a.chol_mat;
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53 xrcond = a.xrcond;
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54 }
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55 return *this;
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56 }
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57
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58 FloatMatrix chol_matrix (void) const { return chol_mat; }
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59
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60 float rcond (void) const { return xrcond; }
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61
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62 // Compute the inverse of a matrix using the Cholesky factorization.
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63 FloatMatrix inverse (void) const;
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64
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65 void set (const FloatMatrix& R);
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66
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67 void update (const FloatColumnVector& u);
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68
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69 octave_idx_type downdate (const FloatColumnVector& u);
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70
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71 octave_idx_type insert_sym (const FloatColumnVector& u, octave_idx_type j);
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72
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73 void delete_sym (octave_idx_type j);
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74
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75 void shift_sym (octave_idx_type i, octave_idx_type j);
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76
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77 friend OCTAVE_API std::ostream& operator << (std::ostream& os, const FloatCHOL& a);
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78
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79 private:
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80
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81 FloatMatrix chol_mat;
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82
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83 float xrcond;
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84
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85 octave_idx_type init (const FloatMatrix& a, bool calc_cond);
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86 };
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87
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88 FloatMatrix OCTAVE_API chol2inv (const FloatMatrix& r);
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89
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90 #endif
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91
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92 /*
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93 ;;; Local Variables: ***
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94 ;;; mode: C++ ***
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95 ;;; End: ***
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96 */