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1 /* |
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2 |
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3 Copyright (C) 2005, 2006, 2007 David Bateman |
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4 Copyright (C) 1998, 1999, 2000, 2001, 2002, 2003, 2004, 2005 Andy Adler |
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5 |
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6 This file is part of Octave. |
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7 |
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8 Octave is free software; you can redistribute it and/or modify it |
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9 under the terms of the GNU General Public License as published by the |
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10 Free Software Foundation; either version 3 of the License, or (at your |
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11 option) any later version. |
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12 |
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13 Octave is distributed in the hope that it will be useful, but WITHOUT |
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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16 for more details. |
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17 |
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18 You should have received a copy of the GNU General Public License |
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19 along with Octave; see the file COPYING. If not, see |
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20 <http://www.gnu.org/licenses/>. |
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21 |
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22 */ |
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23 |
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24 #ifdef HAVE_CONFIG_H |
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25 #include <config.h> |
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26 #endif |
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27 |
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28 #include "SparsedbleCHOL.h" |
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29 |
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30 // Instantiate the base CHOL class for the type we need |
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31 #define OCTAVE_CHOLMOD_TYPE CHOLMOD_REAL |
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32 #include "sparse-base-chol.h" |
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33 #include "sparse-base-chol.cc" |
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34 template class sparse_base_chol <SparseMatrix, double, SparseMatrix>; |
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35 |
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36 // Compute the inverse of a matrix using the Cholesky factorization. |
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37 SparseMatrix |
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38 chol2inv (const SparseMatrix& r) |
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39 { |
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40 octave_idx_type r_nr = r.rows (); |
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41 octave_idx_type r_nc = r.cols (); |
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42 SparseMatrix retval; |
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43 |
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44 if (r_nr == r_nc) |
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45 { |
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46 MatrixType mattype (r); |
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47 int typ = mattype.type (false); |
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48 double rcond; |
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49 octave_idx_type info; |
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50 SparseMatrix rinv; |
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51 |
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52 if (typ == MatrixType::Upper) |
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53 { |
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54 rinv = r.inverse(mattype, info, rcond, true, false); |
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55 retval = rinv.transpose() * rinv; |
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56 } |
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57 else if (typ == MatrixType::Lower) |
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58 { |
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59 rinv = r.transpose().inverse(mattype, info, rcond, true, false); |
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60 retval = rinv.transpose() * rinv; |
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61 } |
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62 else |
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63 (*current_liboctave_error_handler) |
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64 ("spchol2inv requires triangular matrix"); |
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65 } |
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66 else |
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67 (*current_liboctave_error_handler) ("spchol2inv requires square matrix"); |
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68 |
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69 return retval; |
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70 } |
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71 |
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72 /* |
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73 ;;; Local Variables: *** |
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74 ;;; mode: C++ *** |
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75 ;;; End: *** |
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76 */ |
