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comparison src/DLD-FUNCTIONS/chol.cc @ 9064:7c02ec148a3c
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author | Rik <rdrider0-list@yahoo.com> |
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date | Sat, 28 Mar 2009 13:57:22 -0700 |
parents | 078ca05e4ef8 |
children | 8207b833557f |
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9063:a6cf0ad87eee | 9064:7c02ec148a3c |
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66 @var{r}' * @var{r} = @var{a}.\n\ | 66 @var{r}' * @var{r} = @var{a}.\n\ |
67 @end example\n\ | 67 @end example\n\ |
68 @end ifnottex\n\ | 68 @end ifnottex\n\ |
69 \n\ | 69 \n\ |
70 Called with one output argument @code{chol} fails if @var{a} or @var{s} is\n\ | 70 Called with one output argument @code{chol} fails if @var{a} or @var{s} is\n\ |
71 not positive definite. With two or more output arguments @var{p} flags\n\ | 71 not positive definite. With two or more output arguments @var{p} flags\n\ |
72 whether the matrix was positive definite and @code{chol} does not fail. A\n\ | 72 whether the matrix was positive definite and @code{chol} does not fail. A\n\ |
73 zero value indicated that the matrix was positive definite and the @var{r}\n\ | 73 zero value indicated that the matrix was positive definite and the @var{r}\n\ |
74 gives the factorization, annd @var{p} will have a positive value otherwise.\n\ | 74 gives the factorization, annd @var{p} will have a positive value otherwise.\n\ |
75 \n\ | 75 \n\ |
76 If called with 3 outputs then a sparsity preserving row/column permutation\n\ | 76 If called with 3 outputs then a sparsity preserving row/column permutation\n\ |
77 is applied to @var{a} prior to the factorization. That is @var{r}\n\ | 77 is applied to @var{a} prior to the factorization. That is @var{r}\n\ |
78 is the factorization of @code{@var{a}(@var{q},@var{q})} such that\n\ | 78 is the factorization of @code{@var{a}(@var{q},@var{q})} such that\n\ |
79 @iftex\n\ | 79 @iftex\n\ |
80 @tex\n\ | 80 @tex\n\ |
81 $ R^T R = Q^T A Q$.\n\ | 81 $ R^T R = Q^T A Q$.\n\ |
82 @end tex\n\ | 82 @end tex\n\ |
802 @deftypefn {Loadable Function} {[@var{R1}, @var{info}] =} cholinsert (@var{R}, @var{j}, @var{u})\n\ | 802 @deftypefn {Loadable Function} {[@var{R1}, @var{info}] =} cholinsert (@var{R}, @var{j}, @var{u})\n\ |
803 Given a Cholesky@tie{}factorization of a real symmetric or complex hermitian\n\ | 803 Given a Cholesky@tie{}factorization of a real symmetric or complex hermitian\n\ |
804 positive definite matrix @w{@var{A} = @var{R}'*@var{R}}, @var{R}@tie{}upper triangular,\n\ | 804 positive definite matrix @w{@var{A} = @var{R}'*@var{R}}, @var{R}@tie{}upper triangular,\n\ |
805 return the Cholesky@tie{}factorization of\n\ | 805 return the Cholesky@tie{}factorization of\n\ |
806 @var{A1}, where @w{A1(p,p) = A}, @w{A1(:,j) = A1(j,:)' = u} and\n\ | 806 @var{A1}, where @w{A1(p,p) = A}, @w{A1(:,j) = A1(j,:)' = u} and\n\ |
807 @w{p = [1:j-1,j+1:n+1]}. @w{u(j)} should be positive.\n\ | 807 @w{p = [1:j-1,j+1:n+1]}. @w{u(j)} should be positive.\n\ |
808 On return, @var{info} is set to\n\ | 808 On return, @var{info} is set to\n\ |
809 @itemize\n\ | 809 @itemize\n\ |
810 @item 0 if the insertion was successful,\n\ | 810 @item 0 if the insertion was successful,\n\ |
811 @item 1 if @var{A1} is not positive definite,\n\ | 811 @item 1 if @var{A1} is not positive definite,\n\ |
812 @item 2 if @var{R} is singular.\n\ | 812 @item 2 if @var{R} is singular.\n\ |
1120 positive definite matrix @w{@var{A} = @var{R}'*@var{R}}, @var{R}@tie{}upper triangular,\n\ | 1120 positive definite matrix @w{@var{A} = @var{R}'*@var{R}}, @var{R}@tie{}upper triangular,\n\ |
1121 return the Cholesky@tie{}factorization of\n\ | 1121 return the Cholesky@tie{}factorization of\n\ |
1122 @w{@var{A}(p,p)}, where @w{p} is the permutation @*\n\ | 1122 @w{@var{A}(p,p)}, where @w{p} is the permutation @*\n\ |
1123 @code{p = [1:i-1, shift(i:j, 1), j+1:n]} if @w{@var{i} < @var{j}} @*\n\ | 1123 @code{p = [1:i-1, shift(i:j, 1), j+1:n]} if @w{@var{i} < @var{j}} @*\n\ |
1124 or @*\n\ | 1124 or @*\n\ |
1125 @code{p = [1:j-1, shift(j:i,-1), i+1:n]} if @w{@var{j} < @var{i}}. @*\n\ | 1125 @code{p = [1:j-1, shift(j:i,-1), i+1:n]} if @w{@var{j} < @var{i}}. @*\n\ |
1126 \n\ | 1126 \n\ |
1127 @seealso{chol, cholinsert, choldelete}\n\ | 1127 @seealso{chol, cholinsert, choldelete}\n\ |
1128 @end deftypefn") | 1128 @end deftypefn") |
1129 { | 1129 { |
1130 octave_idx_type nargin = args.length (); | 1130 octave_idx_type nargin = args.length (); |