view liboctave/numeric/SparsedbleCHOL.cc @ 20651:e54ecb33727e

lo-array-gripes.cc: Remove FIXME's related to buffer size. * lo-array-gripes.cc: Remove FIXME's related to buffer size. Shorten sprintf buffers from 100 to 64 characters (still well more than 19 required). Use 'const' decorator on constant value for clarity. Remove extra space between variable and array bracket.
author Rik <rik@octave.org>
date Mon, 12 Oct 2015 21:13:47 -0700
parents 4197fc428c7d
children
line wrap: on
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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;
}