Mercurial > octave-nkf
view liboctave/numeric/SparsedbleCHOL.cc @ 20643:d6d04088ac9e
nbininv.m: Increase speed (85X) and accuracy of function (bug #34363).
* nbininv.m: Call new function scalar_nbininv to calculate nbininv for scalar.
If there are still uncalculated values then call bin_search_nbininv. Call
bin_search_nbininv directly for vectors. Add more BIST tests.
* nbininv.m (scalar_binoinv): New subfunction to calculate nbininv for scalar x.
Stops when x > 1000.
* nbininv.m (bin_search_nbininv): New subfunction to do binary search for nbininv.
author | Lachlan Andrew <lachlanbis@gmail.com> |
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date | Sun, 11 Oct 2015 20:33:37 -0700 |
parents | 4197fc428c7d |
children |
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/* Copyright (C) 2005-2015 David Bateman Copyright (C) 1998-2005 Andy Adler 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/>. */ #ifdef HAVE_CONFIG_H #include <config.h> #endif #include "SparsedbleCHOL.h" // Instantiate the base CHOL class for the type we need #define OCTAVE_CHOLMOD_TYPE CHOLMOD_REAL #include "sparse-base-chol.h" #include "sparse-base-chol.cc" template class sparse_base_chol <SparseMatrix, double, SparseMatrix>; // Compute the inverse of a matrix using the Cholesky factorization. SparseMatrix chol2inv (const SparseMatrix& r) { octave_idx_type r_nr = r.rows (); octave_idx_type r_nc = r.cols (); SparseMatrix retval; if (r_nr == r_nc) { MatrixType mattype (r); int typ = mattype.type (false); double rcond; octave_idx_type info; SparseMatrix rinv; if (typ == MatrixType::Upper) { rinv = r.inverse (mattype, info, rcond, true, false); retval = rinv.transpose () * rinv; } else if (typ == MatrixType::Lower) { rinv = r.transpose ().inverse (mattype, info, rcond, true, false); retval = rinv.transpose () * rinv; } else (*current_liboctave_error_handler) ("U must be a triangular matrix"); } else (*current_liboctave_error_handler) ("U must be a square matrix"); return retval; }