Mercurial > octave-nkf

annotate src/DLD-FUNCTIONS/chol.cc @ 7515:f3c00dc0912b

Find changesets by keywords (author, files, the commit message), revision number or hash, or revset expression.
Eliminate the rest of the dispatched sparse functions
author David Bateman <dbateman@free.fr>
date Fri, 22 Feb 2008 15:50:51 +0100
parents a1dbe9d80eee
children 40574114c514
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
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
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
24 #ifdef HAVE_CONFIG_H
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
25 #include <config.h>
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
26 #endif
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
27
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
28 #include "CmplxCHOL.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
29 #include "dbleCHOL.h"
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
30 #include "SparseCmplxCHOL.h"
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
31 #include "SparsedbleCHOL.h"
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
32 #include "oct-spparms.h"
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
33 #include "sparse-util.h"
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
34
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
35 #include "ov-re-sparse.h"
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
36 #include "ov-cx-sparse.h"
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
37 #include "defun-dld.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
38 #include "error.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
39 #include "gripes.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
40 #include "oct-obj.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
41 #include "utils.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
42
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
43 DEFUN_DLD (chol, args, nargout,
3548
ab7fa5a8f23f [project @ 2000-02-03 01:17:15 by jwe]
jwe
parents: 3372
diff changeset
44 "-*- texinfo -*-\n\
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
45 @deftypefn {Loadable Function} {@var{r}} = chol (@var{a})\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
46 @deftypefnx {Loadable Function} {[@var{r}, @var{p}]} = chol (@var{a})\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
47 @deftypefnx {Loadable Function} {[@var{r}, @var{p}, @var{q}]} = chol (@var{s})\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
48 @deftypefnx {Loadable Function} {[@var{r}, @var{p}, @var{q}]} = chol (@var{s}, 'vector')\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
49 @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
50 @cindex Cholesky factorization\n\
f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe]
jwe
parents: 3244
diff changeset
51 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
52 matrix @var{a}, where\n\
f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe]
jwe
parents: 3244
diff changeset
53 @iftex\n\
f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe]
jwe
parents: 3244
diff changeset
54 @tex\n\
f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe]
jwe
parents: 3244
diff changeset
55 $ R^T R = A $.\n\
f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe]
jwe
parents: 3244
diff changeset
56 @end tex\n\
f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe]
jwe
parents: 3244
diff changeset
57 @end iftex\n\
f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe]
jwe
parents: 3244
diff changeset
58 @ifinfo\n\
f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe]
jwe
parents: 3244
diff changeset
59 \n\
f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe]
jwe
parents: 3244
diff changeset
60 @example\n\
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
61 @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
62 @end example\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
63 @end ifinfo\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
64 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
65 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
66 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
67 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
68 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
69 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
70 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
71 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
72 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
73 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
74 @iftex\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
75 @tex\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
76 $ 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
77 @end tex\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
78 @end iftex\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
79 @ifinfo\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
80 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
81 @example\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
82 @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
83 @end example\n\
f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe]
jwe
parents: 3244
diff changeset
84 @end ifinfo\n\
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
85 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
86 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
87 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
88 such that\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
89 @iftex\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
90 @tex\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
91 $ 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
92 @end tex\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
93 @end iftex\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
94 @ifinfo\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
95 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
96 @example\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
97 @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
98 @end example\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
99 @end ifinfo\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
100 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
101 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
102 @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
103 @iftex\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
104 @tex\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
105 $ L L^T = A $.\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
106 @end tex\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
107 @end iftex\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
108 @ifinfo\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
109 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
110 @example\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
111 @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
112 @end example\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
113 @end ifinfo\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
114 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
115 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
116 sparse matrices.\n\
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
117 @seealso{cholinv, chol2inv}\n\
3372
f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe]
jwe
parents: 3244
diff changeset
118 @end deftypefn")
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
119 {
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
120 octave_value_list retval;
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
121 int nargin = args.length ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
122 bool LLt = false;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
123 bool vecout = false;
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
124
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
125 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
126 || (! args(0).is_sparse_type () && nargout > 2))
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
127 {
5823
080c08b192d8 [project @ 2006-05-19 05:32:17 by jwe]
jwe
parents: 5760
diff changeset
128 print_usage ();
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
129 return retval;
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
130 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
131
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
132 int n = 1;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
133 while (n < nargin && ! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
134 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
135 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
136
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
137 if (! error_state )
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
138 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
139 if (tmp.compare ("vector") == 0)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
140 vecout = true;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
141 else if (tmp.compare ("lower") == 0)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
142 LLt = true;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
143 else if (tmp.compare ("upper") == 0)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
144 LLt = false;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
145 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
146 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
147 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
148 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
149 error ("chol: expecting trailing string arguments");
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
150 }
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
151
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
152 if (! error_state)
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 octave_value arg = args(0);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
155
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
156 octave_idx_type nr = arg.rows ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
157 octave_idx_type nc = arg.columns ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
158 bool natural = (nargout != 3);
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 int arg_is_empty = empty_arg ("chol", nr, nc);
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
161
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
162 if (arg_is_empty < 0)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
163 return retval;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
164 if (arg_is_empty > 0)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
165 return octave_value (Matrix ());
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
166
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
167 if (arg.is_sparse_type ())
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
168 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
169 if (arg.is_real_type ())
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
170 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
171 SparseMatrix m = arg.sparse_matrix_value ();
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
172
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
173 if (! error_state)
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 octave_idx_type info;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
176 SparseCHOL fact (m, info, natural);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
177 if (nargout == 3)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
178 if (vecout)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
179 retval(2) = fact.perm ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
180 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
181 retval(2) = fact.Q();
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
182
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
183 if (nargout > 1 || info == 0)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
184 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
185 retval(1) = fact.P();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
186 if (LLt)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
187 retval(0) = fact.L();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
188 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
189 retval(0) = fact.R();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
190 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
191 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
192 error ("chol: matrix not positive definite");
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
193 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
194 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
195 else if (arg.is_complex_type ())
3243
dd00769643ae [project @ 1999-05-28 04:19:00 by jwe]
jwe
parents: 3014
diff changeset
196 {
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
197 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
198
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
199 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
200 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
201 octave_idx_type info;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
202 SparseComplexCHOL fact (m, info, natural);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
203
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
204 if (nargout == 3)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
205 if (vecout)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
206 retval(2) = fact.perm ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
207 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
208 retval(2) = fact.Q();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
209
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
210 if (nargout > 1 || info == 0)
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 retval(1) = fact.P();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
213 if (LLt)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
214 retval(0) = fact.L();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
215 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
216 retval(0) = fact.R();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
217 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
218 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
219 error ("chol: matrix not positive definite");
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
220 }
3243
dd00769643ae [project @ 1999-05-28 04:19:00 by jwe]
jwe
parents: 3014
diff changeset
221 }
3244
7f8827f4040a [project @ 1999-05-29 14:01:55 by jwe]
jwe
parents: 3243
diff changeset
222 else
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
223 gripe_wrong_type_arg ("chol", arg);
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
224 }
7515
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 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
227 if (arg.is_real_type ())
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
228 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
229 Matrix m = arg.matrix_value ();
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
230
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
231 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
232 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
233 octave_idx_type info;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
234 CHOL fact (m, info);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
235 if (nargout == 2 || info == 0)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
236 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
237 retval(1) = static_cast<double> (info);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
238 if (LLt)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
239 retval(0) = fact.chol_matrix ().transpose ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
240 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
241 retval(0) = fact.chol_matrix ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
242 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
243 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
244 error ("chol: matrix not positive definite");
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
245 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
246 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
247 else if (arg.is_complex_type ())
3243
dd00769643ae [project @ 1999-05-28 04:19:00 by jwe]
jwe
parents: 3014
diff changeset
248 {
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
249 ComplexMatrix m = arg.complex_matrix_value ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
250
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
251 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
252 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
253 octave_idx_type info;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
254 ComplexCHOL fact (m, info);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
255 if (nargout == 2 || info == 0)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
256 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
257 retval(1) = static_cast<double> (info);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
258 if (LLt)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
259 retval(0) = fact.chol_matrix ().hermitian ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
260 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
261 retval(0) = fact.chol_matrix ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
262 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
263 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
264 error ("chol: matrix not positive definite");
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
265 }
3243
dd00769643ae [project @ 1999-05-28 04:19:00 by jwe]
jwe
parents: 3014
diff changeset
266 }
3244
7f8827f4040a [project @ 1999-05-29 14:01:55 by jwe]
jwe
parents: 3243
diff changeset
267 else
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
268 gripe_wrong_type_arg ("chol", arg);
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
269 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
270 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
271
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
272 return retval;
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
273 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
274
5760
8d7162924bd3 [project @ 2006-04-14 04:01:37 by jwe]
jwe
parents: 5448
diff changeset
275 DEFUN_DLD (cholinv, args, ,
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
276 "-*- texinfo -*-\n\
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
277 @deftypefn {Loadable Function} {} cholinv (@var{a})\n\
5448
ebe5d7d15522 [project @ 2005-09-14 18:55:04 by jwe]
jwe
parents: 5343
diff changeset
278 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
279 symmetric positive definite matrix @var{a}.\n\
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
280 @seealso{chol, chol2inv}\n\
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
281 @end deftypefn")
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
282 {
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
283 octave_value retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
284
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
285 int nargin = args.length ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
286
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
287 if (nargin == 1)
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
288 {
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
289 octave_value arg = args(0);
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
290
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
291 octave_idx_type nr = arg.rows ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
292 octave_idx_type nc = arg.columns ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
293
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
294 if (nr == 0 || nc == 0)
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
295 retval = Matrix ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
296 else
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
297 {
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
298 if (arg.is_sparse_type ())
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
299 {
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
300 if (arg.is_real_type ())
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
301 {
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
302 SparseMatrix m = arg.sparse_matrix_value ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
303
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
304 if (! error_state)
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 octave_idx_type info;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
307 SparseCHOL chol (m, info);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
308 if (info == 0)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
309 retval = chol.inverse ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
310 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
311 error ("cholinv: matrix not positive definite");
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
312 }
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
313 }
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
314 else if (arg.is_complex_type ())
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
315 {
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
316 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
317
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
318 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
319 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
320 octave_idx_type info;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
321 SparseComplexCHOL chol (m, info);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
322 if (info == 0)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
323 retval = chol.inverse ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
324 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
325 error ("cholinv: matrix not positive definite");
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
326 }
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
327 }
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
328 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
329 gripe_wrong_type_arg ("cholinv", arg);
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
330 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
331 else
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
332 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
333 if (arg.is_real_type ())
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
334 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
335 Matrix m = arg.matrix_value ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
336
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
337 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
338 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
339 octave_idx_type info;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
340 CHOL chol (m, info);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
341 if (info == 0)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
342 retval = chol.inverse ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
343 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
344 error ("cholinv: matrix not positive definite");
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
345 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
346 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
347 else if (arg.is_complex_type ())
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
348 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
349 ComplexMatrix m = arg.complex_matrix_value ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
350
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
351 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
352 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
353 octave_idx_type info;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
354 ComplexCHOL chol (m, info);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
355 if (info == 0)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
356 retval = chol.inverse ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
357 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
358 error ("cholinv: matrix not positive definite");
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
359 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
360 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
361 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
362 gripe_wrong_type_arg ("chol", arg);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
363 }
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
364 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
365 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
366 else
5823
080c08b192d8 [project @ 2006-05-19 05:32:17 by jwe]
jwe
parents: 5760
diff changeset
367 print_usage ();
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
368
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
369 return retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
370 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
371
5760
8d7162924bd3 [project @ 2006-04-14 04:01:37 by jwe]
jwe
parents: 5448
diff changeset
372 DEFUN_DLD (chol2inv, args, ,
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
373 "-*- texinfo -*-\n\
5343
be0bd7a760c9 [project @ 2005-05-06 18:04:16 by jwe]
jwe
parents: 5340
diff changeset
374 @deftypefn {Loadable Function} {} chol2inv (@var{u})\n\
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
375 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
376 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
377 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
378 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
379 using @code{inv}.\n\
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
380 @seealso{chol, cholinv}\n\
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
381 @end deftypefn")
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
382 {
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
383 octave_value retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
384
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
385 int nargin = args.length ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
386
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
387 if (nargin == 1)
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
388 {
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
389 octave_value arg = args(0);
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
390
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
391 octave_idx_type nr = arg.rows ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
392 octave_idx_type nc = arg.columns ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
393
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
394 if (nr == 0 || nc == 0)
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
395 retval = Matrix ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
396 else
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
397 {
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
398 if (arg.is_sparse_type ())
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
399 {
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
400 if (arg.is_real_type ())
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
401 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
402 SparseMatrix r = arg.sparse_matrix_value ();
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
403
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
404 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
405 retval = chol2inv (r);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
406 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
407 else if (arg.is_complex_type ())
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
408 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
409 SparseComplexMatrix r = arg.sparse_complex_matrix_value ();
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
410
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
411 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
412 retval = chol2inv (r);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
413 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
414 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
415 gripe_wrong_type_arg ("chol2inv", arg);
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
416 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
417 else
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
418 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
419 if (arg.is_real_type ())
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
420 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
421 Matrix r = arg.matrix_value ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
422
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
423 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
424 retval = chol2inv (r);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
425 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
426 else if (arg.is_complex_type ())
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
427 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
428 ComplexMatrix r = arg.complex_matrix_value ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
429
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
430 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
431 retval = chol2inv (r);
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 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
434 gripe_wrong_type_arg ("chol2inv", arg);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
435 }
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
436 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
437 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
438 else
5823
080c08b192d8 [project @ 2006-05-19 05:32:17 by jwe]
jwe
parents: 5760
diff changeset
439 print_usage ();
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
440
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
441 return retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
442 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
443
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
444 /*
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
445 ;;; Local Variables: ***
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
446 ;;; mode: C++ ***
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
447 ;;; End: ***
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
448 */
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
449