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comparison src/DLD-FUNCTIONS/chol.cc @ 5340:15843d76156d

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[project @ 2005-05-06 16:26:58 by jwe]
author jwe
date Fri, 06 May 2005 16:26:59 +0000
parents 4c8a2e4e0717
children be0bd7a760c9
comparison
equal deleted inserted replaced
5339:4266ef7972b2 5340:15843d76156d
49 \n\ 49 \n\
50 @example\n\ 50 @example\n\
51 r' * r = a.\n\ 51 r' * r = a.\n\
52 @end example\n\ 52 @end example\n\
53 @end ifinfo\n\ 53 @end ifinfo\n\
54 @seealso{cholinv, chol2inv}\n\
54 @end deftypefn") 55 @end deftypefn")
55 { 56 {
56 octave_value_list retval; 57 octave_value_list retval;
57 58
58 int nargin = args.length (); 59 int nargin = args.length ();
111 } 112 }
112 else 113 else
113 { 114 {
114 gripe_wrong_type_arg ("chol", arg); 115 gripe_wrong_type_arg ("chol", arg);
115 } 116 }
117
118 return retval;
119 }
120
121 DEFUN_DLD (cholinv, args, nargout,
122 "-*- texinfo -*-\n\
123 @deftypefn {Loadable Function} {} cholinv (@var{a})\n\
124 Use the Cholesky factorization to compute the inverse of of the\n\
125 symmetric positive definite matrix @var{a}.\n\
126 @seealso{chol, chol2inv}\n\
127 @end deftypefn")
128 {
129 octave_value retval;
130
131 int nargin = args.length ();
132
133 if (nargin == 1)
134 {
135 octave_value arg = args(0);
136
137 octave_idx_type nr = arg.rows ();
138 octave_idx_type nc = arg.columns ();
139
140 if (nr == 0 || nc == 0)
141 retval = Matrix ();
142 else
143 {
144 if (arg.is_real_type ())
145 {
146 Matrix m = arg.matrix_value ();
147
148 if (! error_state)
149 {
150 octave_idx_type info;
151 CHOL chol (m, info);
152 if (info == 0)
153 retval = chol.inverse ();
154 else
155 error ("cholinv: matrix not positive definite");
156 }
157 }
158 else if (arg.is_complex_type ())
159 {
160 ComplexMatrix m = arg.complex_matrix_value ();
161
162 if (! error_state)
163 {
164 octave_idx_type info;
165 ComplexCHOL chol (m, info);
166 if (info == 0)
167 retval = chol.inverse ();
168 else
169 error ("cholinv: matrix not positive definite");
170 }
171 }
172 else
173 gripe_wrong_type_arg ("chol", arg);
174 }
175 }
176 else
177 print_usage ("chol");
178
179 return retval;
180 }
181
182 DEFUN_DLD (chol2inv, args, nargout,
183 "-*- texinfo -*-\n\
184 @deftypefn {Loadable Function} {} chol2inv (@var{r})\n\
185 Invert a symmetric, positive definite square matrix from its Cholesky\n\
186 decomposition, @var{r}. Note that no check is performed to ensure\n\
187 that @var{r} is actually a Cholesky factor.\n\
188 @seealso{chol, cholinv}\n\
189 @end deftypefn")
190 {
191 octave_value retval;
192
193 int nargin = args.length ();
194
195 if (nargin == 1)
196 {
197 octave_value arg = args(0);
198
199 octave_idx_type nr = arg.rows ();
200 octave_idx_type nc = arg.columns ();
201
202 if (nr == 0 || nc == 0)
203 retval = Matrix ();
204 else
205 {
206 if (arg.is_real_type ())
207 {
208 Matrix r = arg.matrix_value ();
209
210 if (! error_state)
211 retval = chol2inv (r);
212 }
213 else if (arg.is_complex_type ())
214 {
215 ComplexMatrix r = arg.complex_matrix_value ();
216
217 if (! error_state)
218 retval = chol2inv (r);
219 }
220 else
221 gripe_wrong_type_arg ("chol2inv", arg);
222 }
223 }
224 else
225 print_usage ("chol2inv");
116 226
117 return retval; 227 return retval;
118 } 228 }
119 229
120 /* 230 /*