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1 /* |
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2 |
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3 Copyright (C) 1996, 1997 John W. Eaton |
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4 |
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5 This file is part of Octave. |
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6 |
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7 Octave is free software; you can redistribute it and/or modify it |
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8 under the terms of the GNU General Public License as published by the |
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9 Free Software Foundation; either version 2, or (at your option) any |
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10 later version. |
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11 |
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12 Octave is distributed in the hope that it will be useful, but WITHOUT |
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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15 for more details. |
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16 |
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17 You should have received a copy of the GNU General Public License |
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18 along with Octave; see the file COPYING. If not, write to the Free |
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19 Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA |
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20 02110-1301, USA. |
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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 "dbleCHOL.h" |
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29 #include "f77-fcn.h" |
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30 #include "lo-error.h" |
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31 |
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32 extern "C" |
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33 { |
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34 F77_RET_T |
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35 F77_FUNC (dpotrf, DPOTRF) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, |
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36 double*, const octave_idx_type&, octave_idx_type& |
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37 F77_CHAR_ARG_LEN_DECL); |
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38 |
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39 F77_RET_T |
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40 F77_FUNC (dpotri, DPOTRI) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, |
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41 double*, const octave_idx_type&, octave_idx_type& |
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42 F77_CHAR_ARG_LEN_DECL); |
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43 } |
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44 |
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45 octave_idx_type |
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46 CHOL::init (const Matrix& a) |
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47 { |
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48 octave_idx_type a_nr = a.rows (); |
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49 octave_idx_type a_nc = a.cols (); |
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50 |
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51 if (a_nr != a_nc) |
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52 { |
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53 (*current_liboctave_error_handler) ("CHOL requires square matrix"); |
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54 return -1; |
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55 } |
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56 |
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57 octave_idx_type n = a_nc; |
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58 octave_idx_type info; |
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59 |
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60 chol_mat = a; |
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61 double *h = chol_mat.fortran_vec (); |
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62 |
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63 F77_XFCN (dpotrf, DPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1), |
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64 n, h, n, info |
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65 F77_CHAR_ARG_LEN (1))); |
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66 |
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67 if (f77_exception_encountered) |
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68 (*current_liboctave_error_handler) ("unrecoverable error in dpotrf"); |
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69 else |
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70 { |
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71 // If someone thinks of a more graceful way of doing this (or |
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72 // faster for that matter :-)), please let me know! |
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73 |
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74 if (n > 1) |
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75 for (octave_idx_type j = 0; j < a_nc; j++) |
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76 for (octave_idx_type i = j+1; i < a_nr; i++) |
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77 chol_mat.xelem (i, j) = 0.0; |
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78 } |
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79 |
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80 return info; |
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81 } |
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82 |
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83 static Matrix |
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84 chol2inv_internal (const Matrix& r) |
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85 { |
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86 Matrix retval; |
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87 |
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88 octave_idx_type r_nr = r.rows (); |
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89 octave_idx_type r_nc = r.cols (); |
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90 |
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91 if (r_nr == r_nc) |
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92 { |
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93 octave_idx_type n = r_nc; |
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94 octave_idx_type info; |
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95 |
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96 Matrix tmp = r; |
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97 |
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98 F77_XFCN (dpotri, DPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n, |
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99 tmp.fortran_vec (), n, info |
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100 F77_CHAR_ARG_LEN (1))); |
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101 |
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102 if (f77_exception_encountered) |
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103 (*current_liboctave_error_handler) ("unrecoverable error in dpotri"); |
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104 else |
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105 { |
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106 // If someone thinks of a more graceful way of doing this (or |
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107 // faster for that matter :-)), please let me know! |
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108 |
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109 if (n > 1) |
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110 for (octave_idx_type j = 0; j < r_nc; j++) |
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111 for (octave_idx_type i = j+1; i < r_nr; i++) |
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112 tmp.xelem (i, j) = tmp.xelem (j, i); |
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113 |
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114 retval = tmp; |
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115 } |
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116 } |
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117 else |
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118 (*current_liboctave_error_handler) ("chol2inv requires square matrix"); |
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119 |
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120 return retval; |
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121 } |
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122 |
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123 // Compute the inverse of a matrix using the Cholesky factorization. |
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124 Matrix |
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125 CHOL::inverse (void) const |
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126 { |
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127 return chol2inv_internal (chol_mat); |
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128 } |
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129 |
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130 Matrix |
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131 chol2inv (const Matrix& r) |
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132 { |
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133 return chol2inv_internal (r); |
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134 } |
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135 |
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136 /* |
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137 ;;; Local Variables: *** |
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138 ;;; mode: C++ *** |
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139 ;;; End: *** |
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140 */ |
