Mercurial > octave-nkf
comparison libinterp/dldfcn/chol.cc @ 17787:175b392e91fe
Use GNU style coding conventions for code in libinterp/
* libinterp/corefcn/Cell.h, libinterp/corefcn/__contourc__.cc,
libinterp/corefcn/__dispatch__.cc, libinterp/corefcn/__lin_interpn__.cc,
libinterp/corefcn/__pchip_deriv__.cc, libinterp/corefcn/__qp__.cc,
libinterp/corefcn/balance.cc, libinterp/corefcn/besselj.cc,
libinterp/corefcn/betainc.cc, libinterp/corefcn/bitfcns.cc,
libinterp/corefcn/bsxfun.cc, libinterp/corefcn/c-file-ptr-stream.cc,
libinterp/corefcn/c-file-ptr-stream.h, libinterp/corefcn/cellfun.cc,
libinterp/corefcn/colloc.cc, libinterp/corefcn/comment-list.h,
libinterp/corefcn/conv2.cc, libinterp/corefcn/daspk.cc,
libinterp/corefcn/dasrt.cc, libinterp/corefcn/dassl.cc,
libinterp/corefcn/data.cc, libinterp/corefcn/debug.cc,
libinterp/corefcn/defaults.cc, libinterp/corefcn/defaults.in.h,
libinterp/corefcn/defun-int.h, libinterp/corefcn/defun.cc,
libinterp/corefcn/det.cc, libinterp/corefcn/dirfns.cc,
libinterp/corefcn/display.cc, libinterp/corefcn/dlmread.cc,
libinterp/corefcn/dot.cc, libinterp/corefcn/dynamic-ld.cc,
libinterp/corefcn/dynamic-ld.h, libinterp/corefcn/eig.cc,
libinterp/corefcn/ellipj.cc, libinterp/corefcn/error.cc,
libinterp/corefcn/error.h, libinterp/corefcn/event-queue.h,
libinterp/corefcn/fft.cc, libinterp/corefcn/fft2.cc, libinterp/corefcn/fftn.cc,
libinterp/corefcn/file-io.cc, libinterp/corefcn/filter.cc,
libinterp/corefcn/find.cc, libinterp/corefcn/gammainc.cc,
libinterp/corefcn/gcd.cc, libinterp/corefcn/getgrent.cc,
libinterp/corefcn/getpwent.cc, libinterp/corefcn/getrusage.cc,
libinterp/corefcn/givens.cc, libinterp/corefcn/gl-render.cc,
libinterp/corefcn/gl2ps-renderer.cc, libinterp/corefcn/gl2ps-renderer.h,
libinterp/corefcn/graphics.cc, libinterp/corefcn/graphics.in.h,
libinterp/corefcn/gripes.cc, libinterp/corefcn/gripes.h,
libinterp/corefcn/help.cc, libinterp/corefcn/hess.cc,
libinterp/corefcn/hex2num.cc, libinterp/corefcn/input.cc,
libinterp/corefcn/input.h, libinterp/corefcn/inv.cc,
libinterp/corefcn/jit-ir.h, libinterp/corefcn/jit-typeinfo.cc,
libinterp/corefcn/jit-typeinfo.h, libinterp/corefcn/jit-util.h,
libinterp/corefcn/kron.cc, libinterp/corefcn/load-path.cc,
libinterp/corefcn/load-path.h, libinterp/corefcn/load-save.cc,
libinterp/corefcn/load-save.h, libinterp/corefcn/lookup.cc,
libinterp/corefcn/ls-ascii-helper.cc, libinterp/corefcn/ls-hdf5.cc,
libinterp/corefcn/ls-hdf5.h, libinterp/corefcn/ls-mat-ascii.cc,
libinterp/corefcn/ls-mat-ascii.h, libinterp/corefcn/ls-mat4.cc,
libinterp/corefcn/ls-mat5.cc, libinterp/corefcn/ls-mat5.h,
libinterp/corefcn/ls-oct-ascii.cc, libinterp/corefcn/lsode.cc,
libinterp/corefcn/lu.cc, libinterp/corefcn/luinc.cc,
libinterp/corefcn/mappers.cc, libinterp/corefcn/matrix_type.cc,
libinterp/corefcn/max.cc, libinterp/corefcn/md5sum.cc,
libinterp/corefcn/mex.cc, libinterp/corefcn/mexproto.h,
libinterp/corefcn/mgorth.cc, libinterp/corefcn/mxarray.in.h,
libinterp/corefcn/nproc.cc, libinterp/corefcn/oct-hist.cc,
libinterp/corefcn/oct-lvalue.h, libinterp/corefcn/oct-map.cc,
libinterp/corefcn/oct-map.h, libinterp/corefcn/oct-obj.h,
libinterp/corefcn/oct-prcstrm.h, libinterp/corefcn/oct-stdstrm.h,
libinterp/corefcn/oct-stream.cc, libinterp/corefcn/oct-stream.h,
libinterp/corefcn/octave-link.cc, libinterp/corefcn/octave-link.h,
libinterp/corefcn/pager.cc, libinterp/corefcn/pinv.cc,
libinterp/corefcn/pr-output.cc, libinterp/corefcn/procstream.h,
libinterp/corefcn/profiler.cc, libinterp/corefcn/pt-jit.cc,
libinterp/corefcn/pt-jit.h, libinterp/corefcn/quad.cc,
libinterp/corefcn/quadcc.cc, libinterp/corefcn/qz.cc,
libinterp/corefcn/rand.cc, libinterp/corefcn/rcond.cc,
libinterp/corefcn/regexp.cc, libinterp/corefcn/schur.cc,
libinterp/corefcn/sighandlers.cc, libinterp/corefcn/sighandlers.h,
libinterp/corefcn/sparse-xdiv.cc, libinterp/corefcn/sparse-xdiv.h,
libinterp/corefcn/sparse-xpow.cc, libinterp/corefcn/sparse.cc,
libinterp/corefcn/spparms.cc, libinterp/corefcn/sqrtm.cc,
libinterp/corefcn/str2double.cc, libinterp/corefcn/strfind.cc,
libinterp/corefcn/strfns.cc, libinterp/corefcn/sub2ind.cc,
libinterp/corefcn/svd.cc, libinterp/corefcn/syl.cc,
libinterp/corefcn/symtab.cc, libinterp/corefcn/symtab.h,
libinterp/corefcn/syscalls.cc, libinterp/corefcn/sysdep.cc,
libinterp/corefcn/sysdep.h, libinterp/corefcn/time.cc,
libinterp/corefcn/toplev.cc, libinterp/corefcn/toplev.h,
libinterp/corefcn/tril.cc, libinterp/corefcn/txt-eng-ft.cc,
libinterp/corefcn/txt-eng-ft.h, libinterp/corefcn/txt-eng.h,
libinterp/corefcn/typecast.cc, libinterp/corefcn/urlwrite.cc,
libinterp/corefcn/utils.cc, libinterp/corefcn/variables.cc,
libinterp/corefcn/variables.h, libinterp/corefcn/xdiv.cc,
libinterp/corefcn/xdiv.h, libinterp/corefcn/xnorm.h, libinterp/corefcn/xpow.cc,
libinterp/corefcn/xpow.h, libinterp/corefcn/zfstream.cc,
libinterp/corefcn/zfstream.h, libinterp/dldfcn/__delaunayn__.cc,
libinterp/dldfcn/__dsearchn__.cc, libinterp/dldfcn/__eigs__.cc,
libinterp/dldfcn/__fltk_uigetfile__.cc, libinterp/dldfcn/__glpk__.cc,
libinterp/dldfcn/__init_fltk__.cc, libinterp/dldfcn/__init_gnuplot__.cc,
libinterp/dldfcn/__magick_read__.cc, libinterp/dldfcn/__voronoi__.cc,
libinterp/dldfcn/amd.cc, libinterp/dldfcn/ccolamd.cc, libinterp/dldfcn/chol.cc,
libinterp/dldfcn/colamd.cc, libinterp/dldfcn/convhulln.cc,
libinterp/dldfcn/dmperm.cc, libinterp/dldfcn/fftw.cc, libinterp/dldfcn/qr.cc,
libinterp/dldfcn/symbfact.cc, libinterp/dldfcn/symrcm.cc,
libinterp/dldfcn/tsearch.cc, libinterp/octave-value/ov-base-diag.cc,
libinterp/octave-value/ov-base-diag.h, libinterp/octave-value/ov-base-int.cc,
libinterp/octave-value/ov-base-int.h, libinterp/octave-value/ov-base-mat.h,
libinterp/octave-value/ov-base-scalar.cc,
libinterp/octave-value/ov-base-scalar.h,
libinterp/octave-value/ov-base-sparse.cc,
libinterp/octave-value/ov-base-sparse.h, libinterp/octave-value/ov-base.cc,
libinterp/octave-value/ov-base.h, libinterp/octave-value/ov-bool-mat.cc,
libinterp/octave-value/ov-bool-mat.h, libinterp/octave-value/ov-bool-sparse.cc,
libinterp/octave-value/ov-bool-sparse.h, libinterp/octave-value/ov-bool.cc,
libinterp/octave-value/ov-bool.h, libinterp/octave-value/ov-builtin.cc,
libinterp/octave-value/ov-builtin.h, libinterp/octave-value/ov-cell.cc,
libinterp/octave-value/ov-cell.h, libinterp/octave-value/ov-ch-mat.cc,
libinterp/octave-value/ov-ch-mat.h, libinterp/octave-value/ov-class.cc,
libinterp/octave-value/ov-class.h, libinterp/octave-value/ov-colon.h,
libinterp/octave-value/ov-complex.cc, libinterp/octave-value/ov-complex.h,
libinterp/octave-value/ov-cx-diag.cc, libinterp/octave-value/ov-cx-diag.h,
libinterp/octave-value/ov-cx-mat.cc, libinterp/octave-value/ov-cx-mat.h,
libinterp/octave-value/ov-cx-sparse.cc, libinterp/octave-value/ov-cx-sparse.h,
libinterp/octave-value/ov-dld-fcn.h, libinterp/octave-value/ov-fcn-handle.cc,
libinterp/octave-value/ov-fcn-handle.h,
libinterp/octave-value/ov-fcn-inline.cc,
libinterp/octave-value/ov-fcn-inline.h, libinterp/octave-value/ov-fcn.h,
libinterp/octave-value/ov-float.cc, libinterp/octave-value/ov-float.h,
libinterp/octave-value/ov-flt-complex.cc,
libinterp/octave-value/ov-flt-complex.h,
libinterp/octave-value/ov-flt-cx-diag.cc,
libinterp/octave-value/ov-flt-cx-diag.h,
libinterp/octave-value/ov-flt-cx-mat.cc,
libinterp/octave-value/ov-flt-cx-mat.h,
libinterp/octave-value/ov-flt-re-diag.cc,
libinterp/octave-value/ov-flt-re-diag.h,
libinterp/octave-value/ov-flt-re-mat.cc,
libinterp/octave-value/ov-flt-re-mat.h, libinterp/octave-value/ov-int16.cc,
libinterp/octave-value/ov-int32.cc, libinterp/octave-value/ov-int64.cc,
libinterp/octave-value/ov-int8.cc, libinterp/octave-value/ov-intx.h,
libinterp/octave-value/ov-java.cc, libinterp/octave-value/ov-lazy-idx.h,
libinterp/octave-value/ov-mex-fcn.cc, libinterp/octave-value/ov-mex-fcn.h,
libinterp/octave-value/ov-null-mat.cc, libinterp/octave-value/ov-null-mat.h,
libinterp/octave-value/ov-oncleanup.cc, libinterp/octave-value/ov-perm.cc,
libinterp/octave-value/ov-perm.h, libinterp/octave-value/ov-range.cc,
libinterp/octave-value/ov-range.h, libinterp/octave-value/ov-re-diag.cc,
libinterp/octave-value/ov-re-diag.h, libinterp/octave-value/ov-re-mat.cc,
libinterp/octave-value/ov-re-mat.h, libinterp/octave-value/ov-re-sparse.cc,
libinterp/octave-value/ov-re-sparse.h, libinterp/octave-value/ov-scalar.cc,
libinterp/octave-value/ov-scalar.h, libinterp/octave-value/ov-str-mat.cc,
libinterp/octave-value/ov-str-mat.h, libinterp/octave-value/ov-struct.cc,
libinterp/octave-value/ov-struct.h, libinterp/octave-value/ov-type-conv.h,
libinterp/octave-value/ov-typeinfo.cc, libinterp/octave-value/ov-typeinfo.h,
libinterp/octave-value/ov-uint16.cc, libinterp/octave-value/ov-uint32.cc,
libinterp/octave-value/ov-uint64.cc, libinterp/octave-value/ov-uint8.cc,
libinterp/octave-value/ov-usr-fcn.cc, libinterp/octave-value/ov-usr-fcn.h,
libinterp/octave-value/ov.cc, libinterp/octave-value/ov.h, libinterp/octave.cc,
libinterp/operators/op-b-bm.cc, libinterp/operators/op-b-sbm.cc,
libinterp/operators/op-bm-b.cc, libinterp/operators/op-bm-bm.cc,
libinterp/operators/op-cdm-cdm.cc, libinterp/operators/op-chm.cc,
libinterp/operators/op-class.cc, libinterp/operators/op-cm-cm.cc,
libinterp/operators/op-cm-cs.cc, libinterp/operators/op-cm-s.cc,
libinterp/operators/op-cm-scm.cc, libinterp/operators/op-cm-sm.cc,
libinterp/operators/op-cs-cm.cc, libinterp/operators/op-cs-cs.cc,
libinterp/operators/op-cs-scm.cc, libinterp/operators/op-cs-sm.cc,
libinterp/operators/op-dm-dm.cc, libinterp/operators/op-dm-scm.cc,
libinterp/operators/op-double-conv.cc, libinterp/operators/op-fcdm-fcdm.cc,
libinterp/operators/op-fcm-fcm.cc, libinterp/operators/op-fcm-fcs.cc,
libinterp/operators/op-fcm-fm.cc, libinterp/operators/op-fcm-fs.cc,
libinterp/operators/op-fcs-fcm.cc, libinterp/operators/op-fcs-fcs.cc,
libinterp/operators/op-fcs-fm.cc, libinterp/operators/op-fcs-fs.cc,
libinterp/operators/op-fdm-fdm.cc, libinterp/operators/op-float-conv.cc,
libinterp/operators/op-fm-fcm.cc, libinterp/operators/op-fm-fcs.cc,
libinterp/operators/op-fm-fm.cc, libinterp/operators/op-fm-fs.cc,
libinterp/operators/op-fs-fcm.cc, libinterp/operators/op-fs-fcs.cc,
libinterp/operators/op-fs-fm.cc, libinterp/operators/op-fs-fs.cc,
libinterp/operators/op-m-cm.cc, libinterp/operators/op-m-cs.cc,
libinterp/operators/op-m-m.cc, libinterp/operators/op-m-s.cc,
libinterp/operators/op-m-scm.cc, libinterp/operators/op-m-sm.cc,
libinterp/operators/op-pm-scm.cc, libinterp/operators/op-range.cc,
libinterp/operators/op-s-cm.cc, libinterp/operators/op-s-cs.cc,
libinterp/operators/op-s-scm.cc, libinterp/operators/op-sbm-b.cc,
libinterp/operators/op-sbm-bm.cc, libinterp/operators/op-sbm-sbm.cc,
libinterp/operators/op-scm-cm.cc, libinterp/operators/op-scm-cs.cc,
libinterp/operators/op-scm-m.cc, libinterp/operators/op-scm-s.cc,
libinterp/operators/op-scm-scm.cc, libinterp/operators/op-scm-sm.cc,
libinterp/operators/op-sm-cm.cc, libinterp/operators/op-sm-m.cc,
libinterp/operators/op-sm-s.cc, libinterp/operators/op-sm-scm.cc,
libinterp/operators/op-sm-sm.cc, libinterp/operators/op-str-m.cc,
libinterp/operators/op-str-s.cc, libinterp/operators/op-str-str.cc,
libinterp/operators/ops.h, libinterp/parse-tree/lex.h,
libinterp/parse-tree/parse.h, libinterp/parse-tree/pt-arg-list.cc,
libinterp/parse-tree/pt-arg-list.h, libinterp/parse-tree/pt-assign.cc,
libinterp/parse-tree/pt-assign.h, libinterp/parse-tree/pt-binop.cc,
libinterp/parse-tree/pt-binop.h, libinterp/parse-tree/pt-bp.h,
libinterp/parse-tree/pt-cbinop.cc, libinterp/parse-tree/pt-check.cc,
libinterp/parse-tree/pt-colon.cc, libinterp/parse-tree/pt-colon.h,
libinterp/parse-tree/pt-const.cc, libinterp/parse-tree/pt-decl.cc,
libinterp/parse-tree/pt-decl.h, libinterp/parse-tree/pt-eval.cc,
libinterp/parse-tree/pt-except.h, libinterp/parse-tree/pt-exp.h,
libinterp/parse-tree/pt-fcn-handle.cc, libinterp/parse-tree/pt-id.cc,
libinterp/parse-tree/pt-id.h, libinterp/parse-tree/pt-idx.cc,
libinterp/parse-tree/pt-idx.h, libinterp/parse-tree/pt-loop.h,
libinterp/parse-tree/pt-mat.cc, libinterp/parse-tree/pt-misc.cc,
libinterp/parse-tree/pt-misc.h, libinterp/parse-tree/pt-pr-code.cc,
libinterp/parse-tree/pt-select.h, libinterp/parse-tree/pt-stmt.h,
libinterp/parse-tree/token.h, libinterp/version.cc:
Use GNU style coding conventions for code in libinterp/
author | Rik <rik@octave.org> |
---|---|
date | Mon, 28 Oct 2013 19:51:46 -0700 |
parents | d63878346099 |
children | 870f3e12e163 |
comparison
equal
deleted
inserted
replaced
17786:34d9812a943b | 17787:175b392e91fe |
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59 return octave_value (fact.chol_matrix ().transpose (), | 59 return octave_value (fact.chol_matrix ().transpose (), |
60 MatrixType (MatrixType::Lower)); | 60 MatrixType (MatrixType::Lower)); |
61 } | 61 } |
62 | 62 |
63 DEFUN_DLD (chol, args, nargout, | 63 DEFUN_DLD (chol, args, nargout, |
64 "-*- texinfo -*-\n\ | 64 "-*- texinfo -*-\n\ |
65 @deftypefn {Loadable Function} {@var{R} =} chol (@var{A})\n\ | 65 @deftypefn {Loadable Function} {@var{R} =} chol (@var{A})\n\ |
66 @deftypefnx {Loadable Function} {[@var{R}, @var{p}] =} chol (@var{A})\n\ | 66 @deftypefnx {Loadable Function} {[@var{R}, @var{p}] =} chol (@var{A})\n\ |
67 @deftypefnx {Loadable Function} {[@var{R}, @var{p}, @var{Q}] =} chol (@var{S})\n\ | 67 @deftypefnx {Loadable Function} {[@var{R}, @var{p}, @var{Q}] =} chol (@var{S})\n\ |
68 @deftypefnx {Loadable Function} {[@var{R}, @var{p}, @var{Q}] =} chol (@var{S}, \"vector\")\n\ | 68 @deftypefnx {Loadable Function} {[@var{R}, @var{p}, @var{Q}] =} chol (@var{S}, \"vector\")\n\ |
69 @deftypefnx {Loadable Function} {[@var{L}, @dots{}] =} chol (@dots{}, \"lower\")\n\ | 69 @deftypefnx {Loadable Function} {[@var{L}, @dots{}] =} chol (@dots{}, \"lower\")\n\ |
159 { | 159 { |
160 if (tmp.compare ("vector") == 0) | 160 if (tmp.compare ("vector") == 0) |
161 vecout = true; | 161 vecout = true; |
162 else if (tmp.compare ("lower") == 0) | 162 else if (tmp.compare ("lower") == 0) |
163 // FIXME currently the option "lower" is handled by transposing the | 163 // FIXME currently the option "lower" is handled by transposing the |
164 // matrix, factorizing it with the lapack function DPOTRF ('U', ...) | 164 // matrix, factorizing it with the lapack function |
165 // and finally transposing the factor. It would be more efficient to use | 165 // DPOTRF ('U', ...) and finally transposing the factor. It would |
166 // DPOTRF ('L', ...) in this case. | 166 // be more efficient to use DPOTRF ('L', ...) in this case. |
167 LLt = true; | 167 LLt = true; |
168 else if (tmp.compare ("upper") == 0) | 168 else if (tmp.compare ("upper") == 0) |
169 LLt = false; | 169 LLt = false; |
170 else | 170 else |
171 error ("chol: unexpected second or third input"); | 171 error ("chol: unexpected second or third input"); |
317 Matrix m = arg.matrix_value (); | 317 Matrix m = arg.matrix_value (); |
318 | 318 |
319 if (! error_state) | 319 if (! error_state) |
320 { | 320 { |
321 octave_idx_type info; | 321 octave_idx_type info; |
322 | 322 |
323 CHOL fact; | 323 CHOL fact; |
324 if (LLt) | 324 if (LLt) |
325 fact = CHOL (m.transpose (), info); | 325 fact = CHOL (m.transpose (), info); |
326 else | 326 else |
327 fact = CHOL (m, info); | 327 fact = CHOL (m, info); |
328 | 328 |
329 if (nargout == 2 || info == 0) | 329 if (nargout == 2 || info == 0) |
330 { | 330 { |
343 ComplexMatrix m = arg.complex_matrix_value (); | 343 ComplexMatrix m = arg.complex_matrix_value (); |
344 | 344 |
345 if (! error_state) | 345 if (! error_state) |
346 { | 346 { |
347 octave_idx_type info; | 347 octave_idx_type info; |
348 | 348 |
349 ComplexCHOL fact; | 349 ComplexCHOL fact; |
350 if (LLt) | 350 if (LLt) |
351 fact = ComplexCHOL (m.transpose (), info); | 351 fact = ComplexCHOL (m.transpose (), info); |
352 else | 352 else |
353 fact = ComplexCHOL (m, info); | 353 fact = ComplexCHOL (m, info); |
381 %!error <requires square matrix> chol ([1, 2; 3, 4; 5, 6]) | 381 %!error <requires square matrix> chol ([1, 2; 3, 4; 5, 6]) |
382 %!error <unexpected second or third input> chol (1, 2) | 382 %!error <unexpected second or third input> chol (1, 2) |
383 */ | 383 */ |
384 | 384 |
385 DEFUN_DLD (cholinv, args, , | 385 DEFUN_DLD (cholinv, args, , |
386 "-*- texinfo -*-\n\ | 386 "-*- texinfo -*-\n\ |
387 @deftypefn {Loadable Function} {} cholinv (@var{A})\n\ | 387 @deftypefn {Loadable Function} {} cholinv (@var{A})\n\ |
388 Use the Cholesky@tie{}factorization to compute the inverse of the\n\ | 388 Use the Cholesky@tie{}factorization to compute the inverse of the\n\ |
389 symmetric positive definite matrix @var{A}.\n\ | 389 symmetric positive definite matrix @var{A}.\n\ |
390 @seealso{chol, chol2inv, inv}\n\ | 390 @seealso{chol, chol2inv, inv}\n\ |
391 @end deftypefn") | 391 @end deftypefn") |
528 %! Ainv3 = cholinv (sparse (A)); | 528 %! Ainv3 = cholinv (sparse (A)); |
529 %! assert (norm (Ainv-Ainv3), 0, 1e-10); | 529 %! assert (norm (Ainv-Ainv3), 0, 1e-10); |
530 */ | 530 */ |
531 | 531 |
532 DEFUN_DLD (chol2inv, args, , | 532 DEFUN_DLD (chol2inv, args, , |
533 "-*- texinfo -*-\n\ | 533 "-*- texinfo -*-\n\ |
534 @deftypefn {Loadable Function} {} chol2inv (@var{U})\n\ | 534 @deftypefn {Loadable Function} {} chol2inv (@var{U})\n\ |
535 Invert a symmetric, positive definite square matrix from its Cholesky\n\ | 535 Invert a symmetric, positive definite square matrix from its Cholesky\n\ |
536 decomposition, @var{U}. Note that @var{U} should be an upper-triangular\n\ | 536 decomposition, @var{U}. Note that @var{U} should be an upper-triangular\n\ |
537 matrix with positive diagonal elements. @code{chol2inv (@var{U})}\n\ | 537 matrix with positive diagonal elements. @code{chol2inv (@var{U})}\n\ |
538 provides @code{inv (@var{U}'*@var{U})} but it is much faster than\n\ | 538 provides @code{inv (@var{U}'*@var{U})} but it is much faster than\n\ |
620 | 620 |
621 return retval; | 621 return retval; |
622 } | 622 } |
623 | 623 |
624 DEFUN_DLD (cholupdate, args, nargout, | 624 DEFUN_DLD (cholupdate, args, nargout, |
625 "-*- texinfo -*-\n\ | 625 "-*- texinfo -*-\n\ |
626 @deftypefn {Loadable Function} {[@var{R1}, @var{info}] =} cholupdate (@var{R}, @var{u}, @var{op})\n\ | 626 @deftypefn {Loadable Function} {[@var{R1}, @var{info}] =} cholupdate (@var{R}, @var{u}, @var{op})\n\ |
627 Update or downdate a Cholesky@tie{}factorization. Given an upper triangular\n\ | 627 Update or downdate a Cholesky@tie{}factorization. Given an upper triangular\n\ |
628 matrix @var{R} and a column vector @var{u}, attempt to determine another\n\ | 628 matrix @var{R} and a column vector @var{u}, attempt to determine another\n\ |
629 upper triangular matrix @var{R1} such that\n\ | 629 upper triangular matrix @var{R1} such that\n\ |
630 \n\ | 630 \n\ |
698 } | 698 } |
699 else | 699 else |
700 { | 700 { |
701 // complex case | 701 // complex case |
702 FloatComplexMatrix R = argr.float_complex_matrix_value (); | 702 FloatComplexMatrix R = argr.float_complex_matrix_value (); |
703 FloatComplexColumnVector u = argu.float_complex_column_vector_value (); | 703 FloatComplexColumnVector u = |
704 argu.float_complex_column_vector_value (); | |
704 | 705 |
705 FloatComplexCHOL fact; | 706 FloatComplexCHOL fact; |
706 fact.set (R); | 707 fact.set (R); |
707 | 708 |
708 if (down) | 709 if (down) |
828 %! assert (norm (triu (R1)-R1, Inf), single (0)); | 829 %! assert (norm (triu (R1)-R1, Inf), single (0)); |
829 %! assert (norm (R1 - R, Inf) < 2e1*eps ("single")); | 830 %! assert (norm (R1 - R, Inf) < 2e1*eps ("single")); |
830 */ | 831 */ |
831 | 832 |
832 DEFUN_DLD (cholinsert, args, nargout, | 833 DEFUN_DLD (cholinsert, args, nargout, |
833 "-*- texinfo -*-\n\ | 834 "-*- texinfo -*-\n\ |
834 @deftypefn {Loadable Function} {@var{R1} =} cholinsert (@var{R}, @var{j}, @var{u})\n\ | 835 @deftypefn {Loadable Function} {@var{R1} =} cholinsert (@var{R}, @var{j}, @var{u})\n\ |
835 @deftypefnx {Loadable Function} {[@var{R1}, @var{info}] =} cholinsert (@var{R}, @var{j}, @var{u})\n\ | 836 @deftypefnx {Loadable Function} {[@var{R1}, @var{info}] =} cholinsert (@var{R}, @var{j}, @var{u})\n\ |
836 Given a Cholesky@tie{}factorization of a real symmetric or complex Hermitian\n\ | 837 Given a Cholesky@tie{}factorization of a real symmetric or complex Hermitian\n\ |
837 positive definite matrix @w{@var{A} = @var{R}'*@var{R}}, @var{R}@tie{}upper\n\ | 838 positive definite matrix @w{@var{A} = @var{R}'*@var{R}}, @var{R}@tie{}upper\n\ |
838 triangular, return the Cholesky@tie{}factorization of\n\ | 839 triangular, return the Cholesky@tie{}factorization of\n\ |
893 } | 894 } |
894 else | 895 else |
895 { | 896 { |
896 // complex case | 897 // complex case |
897 FloatComplexMatrix R = argr.float_complex_matrix_value (); | 898 FloatComplexMatrix R = argr.float_complex_matrix_value (); |
898 FloatComplexColumnVector u = argu.float_complex_column_vector_value (); | 899 FloatComplexColumnVector u = |
900 argu.float_complex_column_vector_value (); | |
899 | 901 |
900 FloatComplexCHOL fact; | 902 FloatComplexCHOL fact; |
901 fact.set (R); | 903 fact.set (R); |
902 err = fact.insert_sym (u, j-1); | 904 err = fact.insert_sym (u, j-1); |
903 | 905 |
920 } | 922 } |
921 else | 923 else |
922 { | 924 { |
923 // complex case | 925 // complex case |
924 ComplexMatrix R = argr.complex_matrix_value (); | 926 ComplexMatrix R = argr.complex_matrix_value (); |
925 ComplexColumnVector u = argu.complex_column_vector_value (); | 927 ComplexColumnVector u = |
928 argu.complex_column_vector_value (); | |
926 | 929 |
927 ComplexCHOL fact; | 930 ComplexCHOL fact; |
928 fact.set (R); | 931 fact.set (R); |
929 err = fact.insert_sym (u, j-1); | 932 err = fact.insert_sym (u, j-1); |
930 | 933 |
1069 %! -1, 0, 1, 2; | 1072 %! -1, 0, 1, 2; |
1070 %! -2, -1, 0, 1; | 1073 %! -2, -1, 0, 1; |
1071 %! -3, -2, -1, 0]; | 1074 %! -3, -2, -1, 0]; |
1072 %! | 1075 %! |
1073 %! ca = a + i*b; | 1076 %! ca = a + i*b; |
1074 %! | 1077 %! |
1075 %! cca = chol (ca); | 1078 %! cca = chol (ca); |
1076 %! | 1079 %! |
1077 %! ccal = chol (ca, "lower"); | 1080 %! ccal = chol (ca, "lower"); |
1078 %! ccal2 = chol (tril (ca), "lower"); | 1081 %! ccal2 = chol (tril (ca), "lower"); |
1079 %! | 1082 %! |
1089 %! assert (cca, ccal2', 16*eps); | 1092 %! assert (cca, ccal2', 16*eps); |
1090 %! assert (cca, ccau2, 16*eps); | 1093 %! assert (cca, ccau2, 16*eps); |
1091 */ | 1094 */ |
1092 | 1095 |
1093 DEFUN_DLD (choldelete, args, , | 1096 DEFUN_DLD (choldelete, args, , |
1094 "-*- texinfo -*-\n\ | 1097 "-*- texinfo -*-\n\ |
1095 @deftypefn {Loadable Function} {@var{R1} =} choldelete (@var{R}, @var{j})\n\ | 1098 @deftypefn {Loadable Function} {@var{R1} =} choldelete (@var{R}, @var{j})\n\ |
1096 Given a Cholesky@tie{}factorization of a real symmetric or complex Hermitian\n\ | 1099 Given a Cholesky@tie{}factorization of a real symmetric or complex Hermitian\n\ |
1097 positive definite matrix @w{@var{A} = @var{R}'*@var{R}}, @var{R}@tie{}upper\n\ | 1100 positive definite matrix @w{@var{A} = @var{R}'*@var{R}}, @var{R}@tie{}upper\n\ |
1098 triangular, return the Cholesky@tie{}factorization of @w{A(p,p)}, where\n\ | 1101 triangular, return the Cholesky@tie{}factorization of @w{A(p,p)}, where\n\ |
1099 @w{p = [1:j-1,j+1:n+1]}.\n\ | 1102 @w{p = [1:j-1,j+1:n+1]}.\n\ |
1222 %! assert (norm (triu (R1)-R1, Inf), single (0)); | 1225 %! assert (norm (triu (R1)-R1, Inf), single (0)); |
1223 %! assert (norm (R1'*R1 - single (Ac(p,p)), Inf) < 1e1*eps ("single")); | 1226 %! assert (norm (R1'*R1 - single (Ac(p,p)), Inf) < 1e1*eps ("single")); |
1224 */ | 1227 */ |
1225 | 1228 |
1226 DEFUN_DLD (cholshift, args, , | 1229 DEFUN_DLD (cholshift, args, , |
1227 "-*- texinfo -*-\n\ | 1230 "-*- texinfo -*-\n\ |
1228 @deftypefn {Loadable Function} {@var{R1} =} cholshift (@var{R}, @var{i}, @var{j})\n\ | 1231 @deftypefn {Loadable Function} {@var{R1} =} cholshift (@var{R}, @var{i}, @var{j})\n\ |
1229 Given a Cholesky@tie{}factorization of a real symmetric or complex Hermitian\n\ | 1232 Given a Cholesky@tie{}factorization of a real symmetric or complex Hermitian\n\ |
1230 positive definite matrix @w{@var{A} = @var{R}'*@var{R}}, @var{R}@tie{}upper\n\ | 1233 positive definite matrix @w{@var{A} = @var{R}'*@var{R}}, @var{R}@tie{}upper\n\ |
1231 triangular, return the Cholesky@tie{}factorization of\n\ | 1234 triangular, return the Cholesky@tie{}factorization of\n\ |
1232 @w{@var{A}(p,p)}, where @w{p} is the permutation @*\n\ | 1235 @w{@var{A}(p,p)}, where @w{p} is the permutation @*\n\ |
1249 | 1252 |
1250 octave_value argr = args(0); | 1253 octave_value argr = args(0); |
1251 octave_value argi = args(1); | 1254 octave_value argi = args(1); |
1252 octave_value argj = args(2); | 1255 octave_value argj = args(2); |
1253 | 1256 |
1254 if (argr.is_numeric_type () && argi.is_real_scalar () && argj.is_real_scalar ()) | 1257 if (argr.is_numeric_type () |
1258 && argi.is_real_scalar () && argj.is_real_scalar ()) | |
1255 { | 1259 { |
1256 octave_idx_type n = argr.rows (); | 1260 octave_idx_type n = argr.rows (); |
1257 octave_idx_type i = argi.scalar_value (); | 1261 octave_idx_type i = argi.scalar_value (); |
1258 octave_idx_type j = argj.scalar_value (); | 1262 octave_idx_type j = argj.scalar_value (); |
1259 | 1263 |
1357 %! assert (norm (triu (R1)-R1, Inf), 0); | 1361 %! assert (norm (triu (R1)-R1, Inf), 0); |
1358 %! assert (norm (R1'*R1 - Ac(p,p), Inf) < 1e1*eps); | 1362 %! assert (norm (R1'*R1 - Ac(p,p), Inf) < 1e1*eps); |
1359 | 1363 |
1360 %!test | 1364 %!test |
1361 %! R = chol (single (A)); | 1365 %! R = chol (single (A)); |
1362 %! | 1366 %! |
1363 %! i = 1; j = 3; p = [1:i-1, shift(i:j,-1), j+1:4]; | 1367 %! i = 1; j = 3; p = [1:i-1, shift(i:j,-1), j+1:4]; |
1364 %! R1 = cholshift (R, i, j); | 1368 %! R1 = cholshift (R, i, j); |
1365 %! | 1369 %! |
1366 %! assert (norm (triu (R1)-R1, Inf), 0); | 1370 %! assert (norm (triu (R1)-R1, Inf), 0); |
1367 %! assert (norm (R1'*R1 - single (A(p,p)), Inf) < 1e1*eps ("single")); | 1371 %! assert (norm (R1'*R1 - single (A(p,p)), Inf) < 1e1*eps ("single")); |