Mercurial > octave-nkf
view liboctave/numeric/floatCHOL.h @ 20497:5ce959c55cc0
Propagate 'lower' in chol(a, 'lower') to underlying library function.
* chol.cc (chol): Send 'L' parameter correctly when chol is called with 'lower'.
* floatCHOL.cc (init): Propagate 'lower' to underlying library function.
* floatCHOL.h: Modify the prototype of methods.
* fMatrix.cc (inverse): Invoke chol with additional parameter.
* dbleCHOL.cc (init): Propagate 'lower' to underlying library function.
* dbleCHOL.h: Modify the prototype of methods.
* dMatrix.cc (inverse): Invoke chol with additional parameter.
* CmplxCHOL.cc (init): Propagate 'lower' to underlying library function.
* CmplxCHOL.h: Modify the prototype of methods.
* CMatrix.cc (inverse): Invoke chol with additional parameter.
author | PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> |
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date | Sun, 24 Aug 2014 19:35:06 +0530 |
parents | 4197fc428c7d |
children |
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/* Copyright (C) 1994-2015 John W. Eaton Copyright (C) 2008-2009 Jaroslav Hajek This file is part of Octave. Octave is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 3 of the License, or (at your option) any later version. Octave is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with Octave; see the file COPYING. If not, see <http://www.gnu.org/licenses/>. */ #if !defined (octave_floatCHOL_h) #define octave_floatCHOL_h 1 #include <iosfwd> #include "fMatrix.h" #include "fColVector.h" class OCTAVE_API FloatCHOL { public: FloatCHOL (void) : chol_mat (), xrcond (0) { } FloatCHOL (const FloatMatrix& a, bool upper = true, bool calc_cond = false) : chol_mat (), xrcond (0) { init (a, upper, calc_cond); } FloatCHOL (const FloatMatrix& a, octave_idx_type& info, bool upper = true, bool calc_cond = false) : chol_mat (), xrcond (0) { info = init (a, upper, calc_cond); } FloatCHOL (const FloatCHOL& a) : chol_mat (a.chol_mat), xrcond (a.xrcond) { } FloatCHOL& operator = (const FloatCHOL& a) { if (this != &a) { chol_mat = a.chol_mat; xrcond = a.xrcond; } return *this; } FloatMatrix chol_matrix (void) const { return chol_mat; } float rcond (void) const { return xrcond; } // Compute the inverse of a matrix using the Cholesky factorization. FloatMatrix inverse (void) const; void set (const FloatMatrix& R); void update (const FloatColumnVector& u); octave_idx_type downdate (const FloatColumnVector& u); octave_idx_type insert_sym (const FloatColumnVector& u, octave_idx_type j); void delete_sym (octave_idx_type j); void shift_sym (octave_idx_type i, octave_idx_type j); friend OCTAVE_API std::ostream& operator << (std::ostream& os, const FloatCHOL& a); private: FloatMatrix chol_mat; float xrcond; bool is_upper; octave_idx_type init (const FloatMatrix& a, bool upper, bool calc_cond); }; FloatMatrix OCTAVE_API chol2inv (const FloatMatrix& r); #endif