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1 /* |
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2 |
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3 Copyright (C) 2005 David Bateman |
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4 Copyright (C) 1998-2005 Andy Adler |
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5 |
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6 Octave is free software; you can redistribute it and/or modify it |
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7 under the terms of the GNU General Public License as published by the |
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8 Free Software Foundation; either version 2, or (at your option) any |
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9 later version. |
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10 |
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11 Octave is distributed in the hope that it will be useful, but WITHOUT |
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12 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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13 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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14 for more details. |
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15 |
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16 You should have received a copy of the GNU General Public License |
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17 along with this program; see the file COPYING. If not, write to the |
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18 Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor, |
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19 Boston, MA 02110-1301, USA. |
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20 |
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21 */ |
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22 |
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23 #ifdef HAVE_CONFIG_H |
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24 #include <config.h> |
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25 #endif |
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26 |
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27 #include "SparsedbleCHOL.h" |
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28 |
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29 // Instantiate the base CHOL class for the type we need |
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30 #define OCTAVE_CHOLMOD_TYPE CHOLMOD_REAL |
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31 #include "sparse-base-chol.h" |
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32 #include "sparse-base-chol.cc" |
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33 template class sparse_base_chol <SparseMatrix, double, SparseMatrix>; |
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34 |
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35 // Compute the inverse of a matrix using the Cholesky factorization. |
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36 SparseMatrix |
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37 chol2inv (const SparseMatrix& r) |
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38 { |
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39 octave_idx_type r_nr = r.rows (); |
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40 octave_idx_type r_nc = r.cols (); |
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41 SparseMatrix retval; |
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42 |
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43 if (r_nr == r_nc) |
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44 { |
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45 MatrixType mattype (r); |
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46 int typ = mattype.type (false); |
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47 double rcond; |
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48 octave_idx_type info; |
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49 SparseMatrix rinv; |
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50 |
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51 if (typ == MatrixType::Upper) |
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52 { |
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53 rinv = r.inverse(mattype, info, rcond, true, false); |
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54 retval = rinv.transpose() * rinv; |
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55 } |
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56 else if (typ == MatrixType::Lower) |
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57 { |
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58 rinv = r.transpose().inverse(mattype, info, rcond, true, false); |
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59 retval = rinv.transpose() * rinv; |
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60 } |
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61 else |
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62 (*current_liboctave_error_handler) |
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63 ("spchol2inv requires triangular matrix"); |
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64 } |
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65 else |
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66 (*current_liboctave_error_handler) ("spchol2inv requires square matrix"); |
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67 |
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68 return retval; |
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69 } |
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70 |
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71 /* |
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72 ;;; Local Variables: *** |
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73 ;;; mode: C++ *** |
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74 ;;; End: *** |
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75 */ |
