Mercurial > octave-nkf

annotate liboctave/SparsedbleCHOL.h @ 6469:a848b846cb3a ss-2-9-10

Find changesets by keywords (author, files, the commit message), revision number or hash, or revset expression.
[project @ 2007-03-27 18:42:11 by jwe]
author jwe
date Tue, 27 Mar 2007 18:42:11 +0000
parents 143b556ce725
children 93c65f2a5668
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
1 /*
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
2
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
3 Copyright (C) 2005 David Bateman
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
4 Copyright (C) 1998-2005 Andy Adler
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
5
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
6 Octave is free software; you can redistribute it and/or modify it
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
7 under the terms of the GNU General Public License as published by the
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
8 Free Software Foundation; either version 2, or (at your option) any
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
9 later version.
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
10
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
11 Octave is distributed in the hope that it will be useful, but WITHOUT
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
12 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
13 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
14 for more details.
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
15
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
16 You should have received a copy of the GNU General Public License
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
17 along with this program; see the file COPYING. If not, write to the
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
18 Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor,
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
19 Boston, MA 02110-1301, USA.
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
20
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
21 */
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
22
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
23 #if !defined (octave_sparse_CHOL_h)
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
24 #define octave_sparse_CHOL_h 1
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
25
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
26 #include "sparse-base-chol.h"
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
27 #include "dSparse.h"
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
28
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
29 class
6108
143b556ce725 [project @ 2006-10-27 01:45:54 by jwe]
jwe
parents: 5506
diff changeset
30 OCTAVE_API
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
31 SparseCHOL : public sparse_base_chol <SparseMatrix, double, SparseMatrix>
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
32 {
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
33 public:
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
34
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
35 SparseCHOL (void) : sparse_base_chol<SparseMatrix, double, SparseMatrix> () { }
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
36
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
37 SparseCHOL (const SparseMatrix& a, bool natural = true) :
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
38 sparse_base_chol<SparseMatrix, double, SparseMatrix> (a, natural) { }
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
39
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
40 SparseCHOL (const SparseMatrix& a, octave_idx_type& info,
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
41 bool natural = true) :
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
42 sparse_base_chol<SparseMatrix, double, SparseMatrix> (a, info, natural) { }
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
43
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
44 SparseCHOL (const SparseCHOL& a) :
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
45 sparse_base_chol<SparseMatrix, double, SparseMatrix> (a) { }
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
46
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
47 ~SparseCHOL (void) { }
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
48
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
49 SparseCHOL& operator = (const SparseCHOL& a)
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
50 {
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
51 if (this != &a)
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
52 sparse_base_chol <SparseMatrix, double, SparseMatrix> :: operator = (a);
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
53
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
54 return *this;
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
55 }
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
56
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
57 SparseMatrix chol_matrix (void) const { return R(); }
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
58
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
59 SparseMatrix L (void) const
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
60 { return sparse_base_chol<SparseMatrix, double, SparseMatrix>:: L (); }
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
61
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
62 SparseMatrix R (void) const
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
63 { return sparse_base_chol<SparseMatrix, double, SparseMatrix>:: R (); }
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
64
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
65 octave_idx_type P (void) const
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
66 { return sparse_base_chol<SparseMatrix, double, SparseMatrix>:: P (); }
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
67
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
68 ColumnVector perm (void) const
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
69 { return sparse_base_chol<SparseMatrix, double, SparseMatrix>:: perm (); }
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
70
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
71 SparseMatrix Q (void) const
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
72 { return sparse_base_chol<SparseMatrix, double, SparseMatrix>:: Q (); }
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
73
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
74 double rcond (void) const
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
75 { return sparse_base_chol<SparseMatrix, double, SparseMatrix>:: rcond (); }
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
76
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
77 // Compute the inverse of a matrix using the Cholesky factorization.
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
78 SparseMatrix inverse (void) const
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
79 { return sparse_base_chol<SparseMatrix, double, SparseMatrix>::
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
80 inverse (); }
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
81 };
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
82
6108
143b556ce725 [project @ 2006-10-27 01:45:54 by jwe]
jwe
parents: 5506
diff changeset
83 SparseMatrix OCTAVE_API chol2inv (const SparseMatrix& r);
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
84
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
85 #endif
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
86
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
87 /*
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
88 ;;; Local Variables: ***
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
89 ;;; mode: C++ ***
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
90 ;;; End: ***
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
91 */