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tests vs. 64-bit indexing
author John W. Eaton <jwe@octave.org>
date Wed, 25 Feb 2009 12:56:36 -0500
parents a6edd5c23cb5
children 0d7ebf353400
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1 /*
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2
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3 Copyright (C) 1996, 1997, 1999, 2000, 2002, 2005, 2006, 2007
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4 John W. Eaton
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5 Copyright (C) 2008, 2009 Jaroslav Hajek
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6 Copyright (C) 2008, 2009 VZLU Prague
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7
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8 This file is part of Octave.
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9
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10 Octave is free software; you can redistribute it and/or modify it
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11 under the terms of the GNU General Public License as published by the
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12 Free Software Foundation; either version 3 of the License, or (at your
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13 option) any later version.
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14
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15 Octave is distributed in the hope that it will be useful, but WITHOUT
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16 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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17 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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18 for more details.
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19
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20 You should have received a copy of the GNU General Public License
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21 along with Octave; see the file COPYING. If not, see
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22 <http://www.gnu.org/licenses/>.
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23
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24 */
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25
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26
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27 #ifdef HAVE_CONFIG_H
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28 #include <config.h>
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29 #endif
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30
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31 #include "CmplxCHOL.h"
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32 #include "dbleCHOL.h"
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33 #include "fCmplxCHOL.h"
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34 #include "floatCHOL.h"
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35 #include "SparseCmplxCHOL.h"
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36 #include "SparsedbleCHOL.h"
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37 #include "oct-spparms.h"
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38 #include "sparse-util.h"
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39
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40 #include "ov-re-sparse.h"
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41 #include "ov-cx-sparse.h"
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42 #include "defun-dld.h"
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43 #include "error.h"
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44 #include "gripes.h"
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45 #include "oct-obj.h"
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46 #include "utils.h"
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47
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48 DEFUN_DLD (chol, args, nargout,
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49 "-*- texinfo -*-\n\
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50 @deftypefn {Loadable Function} {@var{r} =} chol (@var{a})\n\
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51 @deftypefnx {Loadable Function} {[@var{r}, @var{p}] =} chol (@var{a})\n\
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52 @deftypefnx {Loadable Function} {[@var{r}, @var{p}, @var{q}] =} chol (@var{s})\n\
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53 @deftypefnx {Loadable Function} {[@var{r}, @var{p}, @var{q}] =} chol (@var{s}, 'vector')\n\
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54 @deftypefnx {Loadable Function} {[@var{l}, @dots{}] =} chol (@dots{}, 'lower')\n\
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55 @cindex Cholesky factorization\n\
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56 Compute the Cholesky factor, @var{r}, of the symmetric positive definite\n\
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57 matrix @var{a}, where\n\
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58 @iftex\n\
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59 @tex\n\
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60 $ R^T R = A $.\n\
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61 @end tex\n\
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62 @end iftex\n\
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63 @ifnottex\n\
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64 \n\
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65 @example\n\
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66 @var{r}' * @var{r} = @var{a}.\n\
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67 @end example\n\
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68 @end ifnottex\n\
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69 \n\
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70 Called with one output argument @code{chol} fails if @var{a} or @var{s} is\n\
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71 not positive definite. With two or more output arguments @var{p} flags\n\
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72 whether the matrix was positive definite and @code{chol} does not fail. A\n\
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73 zero value indicated that the matrix was positive definite and the @var{r}\n\
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74 gives the factorization, annd @var{p} will have a positive value otherwise.\n\
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75 \n\
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76 If called with 3 outputs then a sparsity preserving row/column permutation\n\
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77 is applied to @var{a} prior to the factorization. That is @var{r}\n\
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78 is the factorization of @code{@var{a}(@var{q},@var{q})} such that\n\
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79 @iftex\n\
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80 @tex\n\
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81 $ R^T R = Q^T A Q$.\n\
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82 @end tex\n\
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83 @end iftex\n\
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84 @ifnottex\n\
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85 \n\
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86 @example\n\
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87 @var{r}' * @var{r} = @var{q}' * @var{a} * @var{q}.\n\
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88 @end example\n\
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89 @end ifnottex\n\
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90 \n\
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91 The sparsity preserving permutation is generally returned as a matrix.\n\
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92 However, given the flag 'vector', @var{q} will be returned as a vector\n\
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93 such that\n\
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94 @iftex\n\
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95 @tex\n\
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96 $ R^T R = A (Q, Q)$.\n\
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97 @end tex\n\
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98 @end iftex\n\
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99 @ifnottex\n\
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100 \n\
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101 @example\n\
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102 @var{r}' * @var{r} = a (@var{q}, @var{q}).\n\
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103 @end example\n\
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104 @end ifnottex\n\
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105 \n\
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106 Called with either a sparse or full matrix and uing the 'lower' flag,\n\
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107 @code{chol} returns the lower triangular factorization such that\n\
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108 @iftex\n\
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109 @tex\n\
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110 $ L L^T = A $.\n\
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111 @end tex\n\
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112 @end iftex\n\
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113 @ifnottex\n\
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114 \n\
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115 @example\n\
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116 @var{l} * @var{l}' = @var{a}.\n\
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117 @end example\n\
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118 @end ifnottex\n\
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119 \n\
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120 In general the lower trinagular factorization is significantly faster for\n\
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121 sparse matrices.\n\
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122 @seealso{cholinv, chol2inv}\n\
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123 @end deftypefn")
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124 {
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125 octave_value_list retval;
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126 int nargin = args.length ();
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127 bool LLt = false;
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128 bool vecout = false;
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129
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130 if (nargin < 1 || nargin > 3 || nargout > 3
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131 || (! args(0).is_sparse_type () && nargout > 2))
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132 {
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133 print_usage ();
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134 return retval;
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135 }
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136
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137 int n = 1;
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138 while (n < nargin && ! error_state)
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139 {
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140 std::string tmp = args(n++).string_value ();
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141
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142 if (! error_state )
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David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
143 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
144 if (tmp.compare ("vector") == 0)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
145 vecout = true;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
146 else if (tmp.compare ("lower") == 0)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
147 LLt = true;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
148 else if (tmp.compare ("upper") == 0)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
149 LLt = false;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
150 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
151 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
152 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
153 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
154 error ("chol: expecting trailing string arguments");
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
155 }
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
156
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
157 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
158 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
159 octave_value arg = args(0);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
160
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
161 octave_idx_type nr = arg.rows ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
162 octave_idx_type nc = arg.columns ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
163 bool natural = (nargout != 3);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
164
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
165 int arg_is_empty = empty_arg ("chol", nr, nc);
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
166
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
167 if (arg_is_empty < 0)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
168 return retval;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
169 if (arg_is_empty > 0)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
170 return octave_value (Matrix ());
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
171
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
172 if (arg.is_sparse_type ())
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
173 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
174 if (arg.is_real_type ())
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
175 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
176 SparseMatrix m = arg.sparse_matrix_value ();
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
177
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
178 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
179 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
180 octave_idx_type info;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
181 SparseCHOL fact (m, info, natural);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
182 if (nargout == 3)
7924
4976f66d469b miscellaneous cleanup
John W. Eaton <jwe@octave.org>
parents: 7814
diff changeset
183 {
4976f66d469b miscellaneous cleanup
John W. Eaton <jwe@octave.org>
parents: 7814
diff changeset
184 if (vecout)
4976f66d469b miscellaneous cleanup
John W. Eaton <jwe@octave.org>
parents: 7814
diff changeset
185 retval(2) = fact.perm ();
4976f66d469b miscellaneous cleanup
John W. Eaton <jwe@octave.org>
parents: 7814
diff changeset
186 else
4976f66d469b miscellaneous cleanup
John W. Eaton <jwe@octave.org>
parents: 7814
diff changeset
187 retval(2) = fact.Q();
4976f66d469b miscellaneous cleanup
John W. Eaton <jwe@octave.org>
parents: 7814
diff changeset
188 }
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
189
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
190 if (nargout > 1 || info == 0)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
191 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
192 retval(1) = fact.P();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
193 if (LLt)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
194 retval(0) = fact.L();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
195 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
196 retval(0) = fact.R();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
197 }
8871
fb1c929dbbb7 tests vs. 64-bit indexing
John W. Eaton <jwe@octave.org>
parents: 8562
diff changeset
198 p else
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
199 error ("chol: matrix not positive definite");
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 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
202 else if (arg.is_complex_type ())
3243
dd00769643ae [project @ 1999-05-28 04:19:00 by jwe]
jwe
parents: 3014
diff changeset
203 {
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
204 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
205
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
206 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
207 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
208 octave_idx_type info;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
209 SparseComplexCHOL fact (m, info, natural);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
210
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
211 if (nargout == 3)
7924
4976f66d469b miscellaneous cleanup
John W. Eaton <jwe@octave.org>
parents: 7814
diff changeset
212 {
4976f66d469b miscellaneous cleanup
John W. Eaton <jwe@octave.org>
parents: 7814
diff changeset
213 if (vecout)
4976f66d469b miscellaneous cleanup
John W. Eaton <jwe@octave.org>
parents: 7814
diff changeset
214 retval(2) = fact.perm ();
4976f66d469b miscellaneous cleanup
John W. Eaton <jwe@octave.org>
parents: 7814
diff changeset
215 else
4976f66d469b miscellaneous cleanup
John W. Eaton <jwe@octave.org>
parents: 7814
diff changeset
216 retval(2) = fact.Q();
4976f66d469b miscellaneous cleanup
John W. Eaton <jwe@octave.org>
parents: 7814
diff changeset
217 }
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
218
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
219 if (nargout > 1 || info == 0)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
220 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
221 retval(1) = fact.P();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
222 if (LLt)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
223 retval(0) = fact.L();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
224 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
225 retval(0) = fact.R();
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 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
228 error ("chol: matrix not positive definite");
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
229 }
3243
dd00769643ae [project @ 1999-05-28 04:19:00 by jwe]
jwe
parents: 3014
diff changeset
230 }
3244
7f8827f4040a [project @ 1999-05-29 14:01:55 by jwe]
jwe
parents: 3243
diff changeset
231 else
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
232 gripe_wrong_type_arg ("chol", arg);
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
233 }
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
234 else if (arg.is_single_type ())
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
235 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
236 if (arg.is_real_type ())
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
237 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
238 FloatMatrix m = arg.float_matrix_value ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
239
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
240 if (! error_state)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
241 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
242 octave_idx_type info;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
243 FloatCHOL fact (m, info);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
244 if (nargout == 2 || info == 0)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
245 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
246 retval(1) = static_cast<float> (info);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
247 if (LLt)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
248 retval(0) = fact.chol_matrix ().transpose ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
249 else
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
250 retval(0) = fact.chol_matrix ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
251 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
252 else
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
253 error ("chol: matrix not positive definite");
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
254 }
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 else if (arg.is_complex_type ())
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
257 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
258 FloatComplexMatrix m = arg.float_complex_matrix_value ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
259
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
260 if (! error_state)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
261 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
262 octave_idx_type info;
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
263 FloatComplexCHOL fact (m, info);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
264 if (nargout == 2 || info == 0)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
265 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
266 retval(1) = static_cast<float> (info);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
267 if (LLt)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
268 retval(0) = fact.chol_matrix ().hermitian ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
269 else
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
270 retval(0) = fact.chol_matrix ();
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
271 }
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
272 else
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
273 error ("chol: matrix not positive definite");
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
274 }
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 else
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
277 gripe_wrong_type_arg ("chol", arg);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
278 }
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
279 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
280 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
281 if (arg.is_real_type ())
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
282 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
283 Matrix m = arg.matrix_value ();
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
284
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
285 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
286 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
287 octave_idx_type info;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
288 CHOL fact (m, info);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
289 if (nargout == 2 || info == 0)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
290 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
291 retval(1) = static_cast<double> (info);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
292 if (LLt)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
293 retval(0) = fact.chol_matrix ().transpose ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
294 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
295 retval(0) = fact.chol_matrix ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
296 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
297 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
298 error ("chol: matrix not positive definite");
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
299 }
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 else if (arg.is_complex_type ())
3243
dd00769643ae [project @ 1999-05-28 04:19:00 by jwe]
jwe
parents: 3014
diff changeset
302 {
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
303 ComplexMatrix m = arg.complex_matrix_value ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
304
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
305 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
306 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
307 octave_idx_type info;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
308 ComplexCHOL fact (m, info);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
309 if (nargout == 2 || info == 0)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
310 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
311 retval(1) = static_cast<double> (info);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
312 if (LLt)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
313 retval(0) = fact.chol_matrix ().hermitian ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
314 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
315 retval(0) = fact.chol_matrix ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
316 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
317 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
318 error ("chol: matrix not positive definite");
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
319 }
3243
dd00769643ae [project @ 1999-05-28 04:19:00 by jwe]
jwe
parents: 3014
diff changeset
320 }
3244
7f8827f4040a [project @ 1999-05-29 14:01:55 by jwe]
jwe
parents: 3243
diff changeset
321 else
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
322 gripe_wrong_type_arg ("chol", arg);
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
323 }
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 return retval;
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
327 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
328
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
329 /*
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 %!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
332 %!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
333
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
334 %!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
335 %!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
336 %!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
337 %!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
338
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
5760
8d7162924bd3 [project @ 2006-04-14 04:01:37 by jwe]
jwe
parents: 5448
diff changeset
341 DEFUN_DLD (cholinv, args, ,
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
342 "-*- texinfo -*-\n\
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
343 @deftypefn {Loadable Function} {} cholinv (@var{a})\n\
5448
ebe5d7d15522 [project @ 2005-09-14 18:55:04 by jwe]
jwe
parents: 5343
diff changeset
344 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
345 symmetric positive definite matrix @var{a}.\n\
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
346 @seealso{chol, chol2inv}\n\
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
347 @end deftypefn")
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
348 {
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
349 octave_value retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
350
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
351 int nargin = args.length ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
352
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
353 if (nargin == 1)
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
354 {
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
355 octave_value arg = args(0);
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
356
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
357 octave_idx_type nr = arg.rows ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
358 octave_idx_type nc = arg.columns ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
359
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
360 if (nr == 0 || nc == 0)
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
361 retval = Matrix ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
362 else
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
363 {
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
364 if (arg.is_sparse_type ())
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
365 {
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
366 if (arg.is_real_type ())
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
367 {
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
368 SparseMatrix m = arg.sparse_matrix_value ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
369
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
370 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
371 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
372 octave_idx_type info;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
373 SparseCHOL chol (m, info);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
374 if (info == 0)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
375 retval = chol.inverse ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
376 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
377 error ("cholinv: matrix not positive definite");
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
378 }
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
379 }
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
380 else if (arg.is_complex_type ())
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
381 {
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
382 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
383
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
384 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
385 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
386 octave_idx_type info;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
387 SparseComplexCHOL chol (m, info);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
388 if (info == 0)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
389 retval = chol.inverse ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
390 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
391 error ("cholinv: matrix not positive definite");
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
392 }
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
393 }
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
394 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
395 gripe_wrong_type_arg ("cholinv", arg);
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
396 }
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
397 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
398 {
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
399 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
400 {
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
401 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
402
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
403 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
404 {
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
405 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
406 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
407 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
408 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
409 else
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
410 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
411 }
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 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
414 {
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
415 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
416
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
417 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
418 {
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
419 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
420 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
421 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
422 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
423 else
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
424 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
425 }
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 else
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
428 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
429 }
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
430 else
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
431 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
432 if (arg.is_real_type ())
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
433 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
434 Matrix m = arg.matrix_value ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
435
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
436 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
437 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
438 octave_idx_type info;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
439 CHOL chol (m, info);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
440 if (info == 0)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
441 retval = chol.inverse ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
442 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
443 error ("cholinv: matrix not positive definite");
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
444 }
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 else if (arg.is_complex_type ())
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
447 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
448 ComplexMatrix m = arg.complex_matrix_value ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
449
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
450 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
451 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
452 octave_idx_type info;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
453 ComplexCHOL chol (m, info);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
454 if (info == 0)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
455 retval = chol.inverse ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
456 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
457 error ("cholinv: matrix not positive definite");
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
458 }
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 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
461 gripe_wrong_type_arg ("chol", arg);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
462 }
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
463 }
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 else
5823
080c08b192d8 [project @ 2006-05-19 05:32:17 by jwe]
jwe
parents: 5760
diff changeset
466 print_usage ();
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
467
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
468 return retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
469 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
470
8402
2176f2b4599e Fix sparse cholesky inversion
David Bateman <dbateman@free.fr>
parents: 8284
diff changeset
471 /*
2176f2b4599e Fix sparse cholesky inversion
David Bateman <dbateman@free.fr>
parents: 8284
diff changeset
472
8871
fb1c929dbbb7 tests vs. 64-bit indexing
John W. Eaton <jwe@octave.org>
parents: 8562
diff changeset
473 %!shared A, Ainv
8402
2176f2b4599e Fix sparse cholesky inversion
David Bateman <dbateman@free.fr>
parents: 8284
diff changeset
474 %! A = [2,0.2;0.2,1];
2176f2b4599e Fix sparse cholesky inversion
David Bateman <dbateman@free.fr>
parents: 8284
diff changeset
475 %! Ainv = inv(A);
8871
fb1c929dbbb7 tests vs. 64-bit indexing
John W. Eaton <jwe@octave.org>
parents: 8562
diff changeset
476 %!test
8402
2176f2b4599e Fix sparse cholesky inversion
David Bateman <dbateman@free.fr>
parents: 8284
diff changeset
477 %! Ainv1 = cholinv(A);
8871
fb1c929dbbb7 tests vs. 64-bit indexing
John W. Eaton <jwe@octave.org>
parents: 8562
diff changeset
478 %! assert (norm(Ainv-Ainv1),0,1e-10)
fb1c929dbbb7 tests vs. 64-bit indexing
John W. Eaton <jwe@octave.org>
parents: 8562
diff changeset
479 %!testif HAVE_CHOLMOD
8402
2176f2b4599e Fix sparse cholesky inversion
David Bateman <dbateman@free.fr>
parents: 8284
diff changeset
480 %! Ainv2 = inv(sparse(A));
8871
fb1c929dbbb7 tests vs. 64-bit indexing
John W. Eaton <jwe@octave.org>
parents: 8562
diff changeset
481 %! assert (norm(Ainv-Ainv2),0,1e-10)
fb1c929dbbb7 tests vs. 64-bit indexing
John W. Eaton <jwe@octave.org>
parents: 8562
diff changeset
482 %!testif HAVE_CHOLDMOD
8402
2176f2b4599e Fix sparse cholesky inversion
David Bateman <dbateman@free.fr>
parents: 8284
diff changeset
483 %! Ainv3 = cholinv(sparse(A));
8871
fb1c929dbbb7 tests vs. 64-bit indexing
John W. Eaton <jwe@octave.org>
parents: 8562
diff changeset
484 %! assert (norm(Ainv-Ainv3),0,1e-10)
fb1c929dbbb7 tests vs. 64-bit indexing
John W. Eaton <jwe@octave.org>
parents: 8562
diff changeset
485 %!testif HAVE_CHOLDMOD
8402
2176f2b4599e Fix sparse cholesky inversion
David Bateman <dbateman@free.fr>
parents: 8284
diff changeset
486 %! Ainv4 = spcholinv(sparse(A));
8421
b8ce8738a4d1 chol.cc: Trivial fix for chol tests.
Ben Abbott <bpabbott@mac.com>
parents: 8402
diff changeset
487 %! assert (norm(Ainv-Ainv4),0,1e-10)
8402
2176f2b4599e Fix sparse cholesky inversion
David Bateman <dbateman@free.fr>
parents: 8284
diff changeset
488
2176f2b4599e Fix sparse cholesky inversion
David Bateman <dbateman@free.fr>
parents: 8284
diff changeset
489 */
2176f2b4599e Fix sparse cholesky inversion
David Bateman <dbateman@free.fr>
parents: 8284
diff changeset
490
5760
8d7162924bd3 [project @ 2006-04-14 04:01:37 by jwe]
jwe
parents: 5448
diff changeset
491 DEFUN_DLD (chol2inv, args, ,
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
492 "-*- texinfo -*-\n\
5343
be0bd7a760c9 [project @ 2005-05-06 18:04:16 by jwe]
jwe
parents: 5340
diff changeset
493 @deftypefn {Loadable Function} {} chol2inv (@var{u})\n\
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
494 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
495 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
496 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
497 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
498 using @code{inv}.\n\
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
499 @seealso{chol, cholinv}\n\
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
500 @end deftypefn")
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
501 {
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
502 octave_value retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
503
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
504 int nargin = args.length ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
505
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
506 if (nargin == 1)
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
507 {
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
508 octave_value arg = args(0);
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 octave_idx_type nr = arg.rows ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
511 octave_idx_type nc = arg.columns ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
512
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
513 if (nr == 0 || nc == 0)
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
514 retval = Matrix ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
515 else
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
516 {
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
517 if (arg.is_sparse_type ())
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
518 {
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
519 if (arg.is_real_type ())
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
520 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
521 SparseMatrix r = arg.sparse_matrix_value ();
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
522
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
523 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
524 retval = chol2inv (r);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
525 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
526 else if (arg.is_complex_type ())
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
527 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
528 SparseComplexMatrix r = arg.sparse_complex_matrix_value ();
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
529
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
530 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
531 retval = chol2inv (r);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
532 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
533 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
534 gripe_wrong_type_arg ("chol2inv", arg);
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
535 }
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
536 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
537 {
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
538 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
539 {
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
540 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
541
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
542 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
543 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
544 }
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
545 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
546 {
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
547 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
548
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
549 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
550 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
551 }
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
552 else
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
553 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
554
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
555 }
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
556 else
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
557 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
558 if (arg.is_real_type ())
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
559 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
560 Matrix r = arg.matrix_value ();
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 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
563 retval = chol2inv (r);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
564 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
565 else if (arg.is_complex_type ())
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
566 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
567 ComplexMatrix r = arg.complex_matrix_value ();
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 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
570 retval = chol2inv (r);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
571 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
572 else
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
573 gripe_wrong_type_arg ("chol2inv", arg);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
574 }
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
575 }
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 else
5823
080c08b192d8 [project @ 2006-05-19 05:32:17 by jwe]
jwe
parents: 5760
diff changeset
578 print_usage ();
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
579
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
580 return retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
581 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
582
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
583 DEFUN_DLD (cholupdate, args, nargout,
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
584 "-*- texinfo -*-\n\
7650
eb7bdde776f2 Texinfo fixes
John W. Eaton <jwe@octave.org>
parents: 7559
diff changeset
585 @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
586 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
587 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
588 upper triangular matrix @var{R1} such that\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
589 @itemize @bullet\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 @item\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
594 @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
595 if @var{op} is \"-\"\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
596 @end itemize\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
597 \n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
598 If @var{op} is \"-\", @var{info} is set to\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
599 @itemize\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
600 @item 0 if the downdate was successful,\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
601 @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
602 @item 2 if @var{R} is singular.\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
603 @end itemize\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
604 \n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
605 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
606 @seealso{chol, qrupdate}\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
607 @end deftypefn")
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
608 {
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
609 octave_idx_type nargin = args.length ();
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
610
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
611 octave_value_list retval;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
612
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
613 if (nargin > 3 || nargin < 2)
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
614 {
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
615 print_usage ();
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
616 return retval;
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
617 }
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 octave_value argr = args(0);
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
620 octave_value argu = args(1);
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
621
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
622 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
623 && (nargin < 3 || args(2).is_string ()))
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
624 {
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
625 octave_idx_type n = argr.rows ();
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
626
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
627 std::string op = (nargin < 3) ? "+" : args(2).string_value ();
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
628
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
629 bool down = op == "-";
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
630
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
631 if (down || op == "+")
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
632 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
633 {
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
634 int err = 0;
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
635 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
636 {
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
637 if (argr.is_real_type () && argu.is_real_type ())
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
638 {
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
639 // real case
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
640 FloatMatrix R = argr.float_matrix_value ();
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
641 FloatColumnVector u = argu.float_column_vector_value ();
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
642
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
643 FloatCHOL fact;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
644 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
645
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
646 if (down)
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
647 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
648 else
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
649 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
650
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
651 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
652 }
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
653 else
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 // complex case
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
656 FloatComplexMatrix R = argr.float_complex_matrix_value ();
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
657 FloatComplexColumnVector u = argu.float_complex_column_vector_value ();
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
658
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
659 FloatComplexCHOL fact;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
660 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
661
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
662 if (down)
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
663 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
664 else
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
665 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
666
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
667 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
668 }
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 else
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
671 {
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
672 if (argr.is_real_type () && argu.is_real_type ())
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
673 {
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
674 // real case
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
675 Matrix R = argr.matrix_value ();
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
676 ColumnVector u = argu.column_vector_value ();
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
677
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
678 CHOL fact;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
679 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
680
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
681 if (down)
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
682 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
683 else
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
684 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
685
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
686 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
687 }
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
688 else
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 // complex case
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
691 ComplexMatrix R = argr.complex_matrix_value ();
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
692 ComplexColumnVector u = argu.complex_column_vector_value ();
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
693
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
694 ComplexCHOL fact;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
695 fact.set (R);
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
696
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
697 if (down)
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
698 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
699 else
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
700 fact.update (u);
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
701
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
702 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
703 }
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
704 }
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
705
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
706 if (nargout > 1)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
707 retval(1) = err;
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
708 else if (err == 1)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
709 error ("cholupdate: downdate violates positiveness");
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
710 else if (err == 2)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
711 error ("cholupdate: singular matrix");
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
712 }
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
713 else
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
714 error ("cholupdate: dimension mismatch");
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
715 else
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
716 error ("cholupdate: op must be \"+\" or \"-\"");
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
717 }
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
718 else
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
719 print_usage ();
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
720
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
721 return retval;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
722 }
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
723
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
724 /*
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
725 %!shared A, u, Ac, uc
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
726 %! A = [ 0.436997 -0.131721 0.124120 -0.061673 ;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
727 %! -0.131721 0.738529 0.019851 -0.140295 ;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
728 %! 0.124120 0.019851 0.354879 -0.059472 ;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
729 %! -0.061673 -0.140295 -0.059472 0.600939 ];
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 %! u = [ 0.98950 ;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
732 %! 0.39844 ;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
733 %! 0.63484 ;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
734 %! 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
735 %! 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
736 %! -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
737 %! 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
738 %! -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
739 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
740 %! 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
741 %! 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
742 %! 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
743 %! 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
744
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
745
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
746
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
747 %!test
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
748 %! R = chol(A);
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
749 %!
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
750 %! R1 = cholupdate(R,u);
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
751 %!
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
752 %! assert(norm(triu(R1)-R1,Inf) == 0)
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
753 %! assert(norm(R1'*R1 - R'*R - u*u',Inf) < 1e1*eps)
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
754 %!
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
755 %! R1 = cholupdate(R1,u,"-");
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
756 %!
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
757 %! assert(norm(triu(R1)-R1,Inf) == 0)
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
758 %! assert(norm(R1 - R,Inf) < 1e1*eps)
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
759 %!
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
760 %!test
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
761 %! R = chol(Ac);
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
762 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
763 %! R1 = cholupdate(R,uc);
7554
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)
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
766 %! assert(norm(R1'*R1 - R'*R - uc*uc',Inf) < 1e1*eps)
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
767 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
768 %! R1 = cholupdate(R1,uc,"-");
7554
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)
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
772
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
773 %!test
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(single(A));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
775 %!
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,single(u));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
777 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
778 %! 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
779 %! assert(norm(R1'*R1 - R'*R - single(u*u'),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
780 %!
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,single(u),"-");
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
782 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
783 %! assert(norm(triu(R1)-R1,Inf) == 0)
8066
366821c0c01c Adjust tolerance to single precision test.
Ben Abbott <bpabbott@mac.com>
parents: 7924
diff changeset
784 %! 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
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(Ac));
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(uc));
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(uc*uc'),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
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(uc),"-");
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'))
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
798 */
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
799
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
800 DEFUN_DLD (cholinsert, args, nargout,
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
801 "-*- texinfo -*-\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
802 @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
803 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
804 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
805 return the Cholesky@tie{}factorization of\n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
806 @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
807 @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
808 On return, @var{info} is set to\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
809 @itemize\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
810 @item 0 if the insertion was successful,\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
811 @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
812 @item 2 if @var{R} is singular.\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
813 @end itemize\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
814 \n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
815 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
816 @seealso{chol, cholupdate, choldelete}\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
817 @end deftypefn")
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
818 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
819 octave_idx_type nargin = args.length ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
820
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
821 octave_value_list retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
822
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
823 if (nargin != 3)
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
824 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
825 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
826 return retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
827 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
828
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
829 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
830 octave_value argj = args(1);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
831 octave_value argu = args(2);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
832
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
833 if (argr.is_matrix_type () && argu.is_matrix_type ()
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
834 && argj.is_real_scalar ())
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 octave_idx_type n = argr.rows ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
837 octave_idx_type j = argj.scalar_value ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
838
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
839 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
840 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
841 if (j > 0 && j <= n+1)
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
842 {
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
843 int err = 0;
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
844 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
845 {
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
846 if (argr.is_real_type () && argu.is_real_type ())
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
847 {
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
848 // real case
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
849 FloatMatrix R = argr.float_matrix_value ();
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
850 FloatColumnVector u = argu.float_column_vector_value ();
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
851
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
852 FloatCHOL fact;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
853 fact.set (R);
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
854 err = fact.insert_sym (u, j-1);
7700
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 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
857 }
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
858 else
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 // complex case
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
861 FloatComplexMatrix R = argr.float_complex_matrix_value ();
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
862 FloatComplexColumnVector u = argu.float_complex_column_vector_value ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
863
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
864 FloatComplexCHOL 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);
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
866 err = fact.insert_sym (u, j-1);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
867
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
868 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
869 }
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
870 }
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
871 else
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
872 {
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
873 if (argr.is_real_type () && argu.is_real_type ())
7814
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 // real case
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
876 Matrix R = argr.matrix_value ();
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
877 ColumnVector u = argu.column_vector_value ();
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
878
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
879 CHOL fact;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
880 fact.set (R);
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
881 err = fact.insert_sym (u, j-1);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
882
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
883 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
884 }
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
885 else
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
886 {
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
887 // complex case
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
888 ComplexMatrix R = argr.complex_matrix_value ();
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
889 ComplexColumnVector u = argu.complex_column_vector_value ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
890
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
891 ComplexCHOL fact;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
892 fact.set (R);
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
893 err = fact.insert_sym (u, j-1);
7814
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 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
896 }
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
897 }
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
898
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
899 if (nargout > 1)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
900 retval(1) = err;
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
901 else if (err == 1)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
902 error ("cholinsert: insertion violates positiveness");
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
903 else if (err == 2)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
904 error ("cholinsert: singular matrix");
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
905 else if (err == 3)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
906 error ("cholinsert: diagonal element must be real");
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
907 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
908 else
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
909 error ("cholinsert: index out of range");
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
910 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
911 else
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
912 error ("cholinsert: dimension mismatch");
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
913 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
914 else
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
915 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
916
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
917 return retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
918 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
919
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
920 /*
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
921 %!test
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
922 %! 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
923 %! 0.63930 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
924 %! 3.31057 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
925 %! -0.13825 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
926 %! 0.45266 ];
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
927 %!
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
928 %! R = chol(A);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
929 %!
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
930 %! 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
931 %! R1 = cholinsert(R,j,u2); A1 = R1'*R1;
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
932 %!
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
933 %! assert(norm(triu(R1)-R1,Inf) == 0)
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
934 %! assert(norm(A1(p,p) - A,Inf) < 1e1*eps)
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
935 %!
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
936 %!test
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
937 %! 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
938 %! 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
939 %! 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
940 %! -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
941 %! 0.45266 + 0.50020i];
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
942 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
943 %! R = chol(Ac);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
944 %!
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
945 %! 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
946 %! R1 = cholinsert(R,j,u2); A1 = R1'*R1;
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
947 %!
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
948 %! 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
949 %! 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
950 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
951
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
952 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
953 %! 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
954 %! 0.63930 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
955 %! 3.31057 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
956 %! -0.13825 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
957 %! 0.45266 ]);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
958 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
959 %! 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
960 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
961 %! 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
962 %! 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
963 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
964 %! 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
965 %! 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
966 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
967 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
968 %! 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
969 %! 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
970 %! 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
971 %! -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
972 %! 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
973 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
974 %! 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
975 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
976 %! 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
977 %! 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
978 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
979 %! 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
980 %! 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
981 %!
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
982 */
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
983
7924
4976f66d469b miscellaneous cleanup
John W. Eaton <jwe@octave.org>
parents: 7814
diff changeset
984 DEFUN_DLD (choldelete, args, ,
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
985 "-*- texinfo -*-\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
986 @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
987 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
988 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
989 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
990 @seealso{chol, cholupdate, cholinsert}\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
991 @end deftypefn")
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
992 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
993 octave_idx_type nargin = args.length ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
994
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
995 octave_value_list retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
996
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
997 if (nargin != 2)
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
998 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
999 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1000 return retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1001 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1002
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1003 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1004 octave_value argj = args(1);
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 if (argr.is_matrix_type () && argj.is_real_scalar ())
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1007 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1008 octave_idx_type n = argr.rows ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1009 octave_idx_type j = argj.scalar_value ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1010
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1011 if (argr.columns () == n)
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1012 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1013 if (j > 0 && j <= n)
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1014 {
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1015 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
1016 {
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1017 if (argr.is_real_type ())
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1018 {
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1019 // real case
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1020 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
1021
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1022 FloatCHOL fact;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1023 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
1024 fact.delete_sym (j-1);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1025
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1026 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
1027 }
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1028 else
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1029 {
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1030 // complex case
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1031 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
1032
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1033 FloatComplexCHOL fact;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1034 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
1035 fact.delete_sym (j-1);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1036
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1037 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
1038 }
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 else
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1041 {
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1042 if (argr.is_real_type ())
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1043 {
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1044 // real case
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1045 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
1046
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1047 CHOL fact;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1048 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
1049 fact.delete_sym (j-1);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1050
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1051 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
1052 }
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1053 else
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1054 {
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1055 // complex case
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1056 ComplexMatrix R = argr.complex_matrix_value ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1057
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1058 ComplexCHOL fact;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1059 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
1060 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
1061
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1062 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
1063 }
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1064 }
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1065 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1066 else
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1067 error ("choldelete: index out of range");
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1068 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1069 else
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1070 error ("choldelete: dimension mismatch");
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1071 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1072 else
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1073 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1074
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1075 return retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1076 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1077
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1078 /*
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1079 %!test
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1080 %! R = chol(A);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1081 %!
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1082 %! j = 3; p = [1:j-1,j+1:4];
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1083 %! R1 = choldelete(R,j);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1084 %!
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1085 %! assert(norm(triu(R1)-R1,Inf) == 0)
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1086 %! assert(norm(R1'*R1 - A(p,p),Inf) < 1e1*eps)
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1087 %!
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1088 %!test
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1089 %! R = chol(Ac);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1090 %!
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1091 %! j = 3; p = [1:j-1,j+1:4];
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1092 %! R1 = choldelete(R,j);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1093 %!
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1094 %! 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
1095 %! assert(norm(R1'*R1 - Ac(p,p),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
1096
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1097 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1098 %! 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
1099 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1100 %! 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
1101 %! 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
1102 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1103 %! 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
1104 %! assert(norm(R1'*R1 - single(A(p,p)),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
1105 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1106 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1107 %! 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
1108 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1109 %! 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
1110 %! 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
1111 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1112 %! 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
1113 %! assert(norm(R1'*R1 - single(Ac(p,p)),Inf) < 1e1*eps('single'))
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1114 */
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1115
7924
4976f66d469b miscellaneous cleanup
John W. Eaton <jwe@octave.org>
parents: 7814
diff changeset
1116 DEFUN_DLD (cholshift, args, ,
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1117 "-*- texinfo -*-\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1118 @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
1119 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
1120 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
1121 return the Cholesky@tie{}factorization of\n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1122 @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
1123 @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
1124 or @*\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1125 @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
1126 \n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1127 @seealso{chol, cholinsert, choldelete}\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1128 @end deftypefn")
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1129 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1130 octave_idx_type nargin = args.length ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1131
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1132 octave_value_list retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1133
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1134 if (nargin != 3)
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1135 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1136 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1137 return retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1138 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1139
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1140 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1141 octave_value argi = args(1);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1142 octave_value argj = args(2);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1143
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1144 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
1145 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1146 octave_idx_type n = argr.rows ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1147 octave_idx_type i = argi.scalar_value ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1148 octave_idx_type j = argj.scalar_value ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1149
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1150 if (argr.columns () == n)
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1151 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1152 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
1153 {
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1154
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1155 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
1156 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
1157 {
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1158 if (argr.is_real_type ())
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1159 {
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1160 // real case
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1161 FloatMatrix R = argr.float_matrix_value ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1162
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1163 FloatCHOL fact;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1164 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
1165 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
1166
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1167 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
1168 }
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1169 else
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1170 {
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1171 // complex case
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1172 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
1173
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1174 FloatComplexCHOL fact;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1175 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
1176 fact.shift_sym (i-1, j-1);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1177
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1178 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
1179 }
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 else
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1182 {
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
1183 if (argr.is_real_type ())
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1184 {
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1185 // real case
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1186 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
1187
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1188 CHOL fact;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1189 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
1190 fact.shift_sym (i-1, j-1);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1191
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1192 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
1193 }
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1194 else
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1195 {
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1196 // complex case
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1197 ComplexMatrix R = argr.complex_matrix_value ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1198
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1199 ComplexCHOL fact;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1200 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
1201 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
1202
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1203 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
1204 }
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1205 }
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1206 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1207 else
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1208 error ("cholshift: index out of range");
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1209 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1210 else
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1211 error ("cholshift: dimension mismatch");
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1212 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1213 else
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1214 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1215
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1216 return retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1217 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1218
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1219 /*
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1220 %!test
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1221 %! R = chol(A);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1222 %!
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1223 %! 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
1224 %! R1 = cholshift(R,i,j);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1225 %!
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1226 %! assert(norm(triu(R1)-R1,Inf) == 0)
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1227 %! assert(norm(R1'*R1 - A(p,p),Inf) < 1e1*eps)
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1228 %!
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1229 %! 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
1230 %! R1 = cholshift(R,i,j);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1231 %!
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1232 %! assert(norm(triu(R1)-R1,Inf) == 0)
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1233 %! assert(norm(R1'*R1 - A(p,p),Inf) < 1e1*eps)
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1234 %!
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1235 %!test
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1236 %! 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
1237 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1238 %! 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
1239 %! 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
1240 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1241 %! 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
1242 %! assert(norm(R1'*R1 - Ac(p,p),Inf) < 1e1*eps)
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1243 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1244 %! 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
1245 %! 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
1246 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1247 %! 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
1248 %! assert(norm(R1'*R1 - Ac(p,p),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
1249
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1250 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1251 %! R = chol(single(A));
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1252 %!
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1253 %! 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
1254 %! R1 = cholshift(R,i,j);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1255 %!
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1256 %! 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
1257 %! assert(norm(R1'*R1 - single(A(p,p)),Inf) < 1e1*eps('single'))
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1258 %!
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1259 %! 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
1260 %! R1 = cholshift(R,i,j);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1261 %!
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1262 %! 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
1263 %! assert(norm(R1'*R1 - single(A(p,p)),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
1264 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1265 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1266 %! 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
1267 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1268 %! 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
1269 %! 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
1270 %!
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(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
1272 %! assert(norm(R1'*R1 - single(Ac(p,p)),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
1273 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1274 %! 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
1275 %! 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
1276 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1277 %! 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
1278 %! assert(norm(R1'*R1 - single(Ac(p,p)),Inf) < 1e1*eps('single'))
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1279 */
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1280
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
1281 /*
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
1282 ;;; Local Variables: ***
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
1283 ;;; mode: C++ ***
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
1284 ;;; End: ***
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
1285 */
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
1286