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1 /* |
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2 |
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3 Copyright (C) 1996, 1997 John W. Eaton |
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4 |
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5 This file is part of Octave. |
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6 |
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7 Octave is free software; you can redistribute it and/or modify it |
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8 under the terms of the GNU General Public License as published by the |
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9 Free Software Foundation; either version 2, or (at your option) any |
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10 later version. |
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11 |
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12 Octave is distributed in the hope that it will be useful, but WITHOUT |
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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15 for more details. |
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16 |
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17 You should have received a copy of the GNU General Public License |
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18 along with Octave; see the file COPYING. If not, write to the Free |
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19 Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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20 |
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21 */ |
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22 |
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23 #ifdef HAVE_CONFIG_H |
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24 #include <config.h> |
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25 #endif |
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26 |
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27 #include "CmplxCHOL.h" |
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28 #include "dbleCHOL.h" |
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29 |
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30 #include "defun-dld.h" |
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31 #include "error.h" |
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32 #include "gripes.h" |
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33 #include "oct-obj.h" |
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34 #include "utils.h" |
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35 |
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36 DEFUN_DLD (chol, args, nargout, |
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37 "-*- texinfo -*- |
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38 @deftypefn {Loadable Function} {} chol (@var{a})\n\ |
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39 @cindex Cholesky factorization\n\ |
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40 Compute the Cholesky factor, @var{r}, of the symmetric positive definite\n\ |
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41 matrix @var{a}, where\n\ |
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42 @iftex\n\ |
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43 @tex\n\ |
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44 $ R^T R = A $.\n\ |
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45 @end tex\n\ |
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46 @end iftex\n\ |
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47 @ifinfo\n\ |
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48 \n\ |
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49 @example\n\ |
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50 r' * r = a.\n\ |
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51 @end example\n\ |
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52 @end ifinfo\n\ |
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53 @end deftypefn") |
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54 { |
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55 octave_value_list retval; |
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56 |
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57 int nargin = args.length (); |
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58 |
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59 if (nargin != 1 || nargout > 2) |
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60 { |
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61 print_usage ("chol"); |
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62 return retval; |
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63 } |
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64 |
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65 octave_value arg = args(0); |
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66 |
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67 int nr = arg.rows (); |
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68 int nc = arg.columns (); |
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69 |
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70 int arg_is_empty = empty_arg ("chol", nr, nc); |
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71 |
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72 if (arg_is_empty < 0) |
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73 return retval; |
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74 if (arg_is_empty > 0) |
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75 return Matrix (); |
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76 |
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77 if (arg.is_real_type ()) |
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78 { |
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79 Matrix m = arg.matrix_value (); |
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80 |
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81 if (! error_state) |
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82 { |
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83 int info; |
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84 CHOL fact (m, info); |
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85 if (nargout == 2 || info == 0) |
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86 { |
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87 retval(1) = static_cast<double> (info); |
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88 retval(0) = fact.chol_matrix (); |
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89 } |
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90 else |
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91 error ("chol: matrix not positive definite"); |
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92 } |
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93 } |
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94 else if (arg.is_complex_type ()) |
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95 { |
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96 ComplexMatrix m = arg.complex_matrix_value (); |
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97 |
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98 if (! error_state) |
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99 { |
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100 int info; |
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101 ComplexCHOL fact (m, info); |
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102 if (nargout == 2 || info == 0) |
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103 { |
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104 retval(1) = static_cast<double> (info); |
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105 retval(0) = fact.chol_matrix (); |
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106 } |
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107 else |
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108 error ("chol: matrix not positive definite"); |
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109 } |
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110 } |
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111 else |
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112 { |
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113 gripe_wrong_type_arg ("chol", arg); |
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114 } |
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115 |
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116 return retval; |
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117 } |
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118 |
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119 /* |
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120 ;;; Local Variables: *** |
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121 ;;; mode: C++ *** |
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122 ;;; End: *** |
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123 */ |
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124 |
