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annotate liboctave/numeric/sparse-chol.cc @ 29399:019130bd4a3d

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eliminate last uses of BEGIN/END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE These macros have been obsolete for years and the remaining uses should have been removed long ago. Files affected: CSparse.cc, dSparse.cc, sparse-chol.cc, sparse-qr.cc, and url-transfer.cc.
author John W. Eaton <jwe@octave.org>
date Mon, 01 Mar 2021 14:39:32 -0500
parents 7854d5752dd2
children bffdb54e78da
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rev   line source
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1 ////////////////////////////////////////////////////////////////////////
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2 //
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3 // Copyright (C) 1998-2021 The Octave Project Developers
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4 //
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5 // See the file COPYRIGHT.md in the top-level directory of this
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6 // distribution or <https://octave.org/copyright/>.
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7 //
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8 // This file is part of Octave.
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9 //
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10 // Octave is free software: you can redistribute it and/or modify it
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11 // under the terms of the GNU General Public License as published by
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12 // the Free Software Foundation, either version 3 of the License, or
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13 // (at your option) any later version.
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14 //
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15 // Octave is distributed in the hope that it will be useful, but
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16 // WITHOUT ANY WARRANTY; without even the implied warranty of
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17 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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18 // GNU General Public License for more details.
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19 //
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20 // You should have received a copy of the GNU General Public License
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21 // along with Octave; see the file COPYING. If not, see
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22 // <https://www.gnu.org/licenses/>.
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23 //
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24 ////////////////////////////////////////////////////////////////////////
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25
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26 #if defined (HAVE_CONFIG_H)
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27 # include "config.h"
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28 #endif
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29
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30 #include <cstddef>
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31
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32 #include "CSparse.h"
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33 #include "MatrixType.h"
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34 #include "dRowVector.h"
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35 #include "dSparse.h"
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36 #include "lo-error.h"
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37 #include "oct-cmplx.h"
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38 #include "oct-refcount.h"
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39 #include "oct-sparse.h"
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40 #include "oct-spparms.h"
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41 #include "quit.h"
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42 #include "sparse-chol.h"
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43 #include "sparse-util.h"
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44
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45 namespace octave
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46 {
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47 namespace math
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48 {
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49 template <typename chol_type>
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50 class sparse_chol<chol_type>::sparse_chol_rep
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51 {
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52 public:
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53
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54 sparse_chol_rep (void)
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55 : count (1), is_pd (false), minor_p (0), perms (), cond (0)
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56 #if defined (HAVE_CHOLMOD)
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57 , Lsparse (nullptr), Common ()
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58 #endif
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59 { }
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60
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61 sparse_chol_rep (const chol_type& a, bool natural, bool force)
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62 : count (1), is_pd (false), minor_p (0), perms (), cond (0)
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63 #if defined (HAVE_CHOLMOD)
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64 , Lsparse (nullptr), Common ()
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65 #endif
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66 {
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67 init (a, natural, force);
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68 }
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69
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70 sparse_chol_rep (const chol_type& a, octave_idx_type& info,
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71 bool natural, bool force)
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72 : count (1), is_pd (false), minor_p (0), perms (), cond (0)
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73 #if defined (HAVE_CHOLMOD)
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74 , Lsparse (nullptr), Common ()
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75 #endif
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76 {
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77 info = init (a, natural, force);
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78 }
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79
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80 // No copying!
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81
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82 sparse_chol_rep (const sparse_chol_rep&) = delete;
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83
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84 sparse_chol_rep& operator = (const sparse_chol_rep&) = delete;
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85
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86 ~sparse_chol_rep (void)
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87 {
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88 #if defined (HAVE_CHOLMOD)
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89 if (Lsparse)
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90 CHOLMOD_NAME (free_sparse) (&Lsparse, &Common);
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91
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92 CHOLMOD_NAME(finish) (&Common);
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93 #endif
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94 }
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95
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96 #if defined (HAVE_CHOLMOD)
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97 cholmod_sparse * L (void) const
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98 {
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99 return Lsparse;
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100 }
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101 #endif
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102
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103 octave_idx_type P (void) const
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104 {
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105 #if defined (HAVE_CHOLMOD)
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106 return (minor_p == static_cast<octave_idx_type> (Lsparse->ncol) ?
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107 0 : minor_p + 1);
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108 #else
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109 return 0;
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110 #endif
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111 }
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112
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113 RowVector perm (void) const { return perms + 1; }
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114
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115 SparseMatrix Q (void) const;
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116
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117 bool is_positive_definite (void) const { return is_pd; }
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118
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119 double rcond (void) const { return cond; }
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120
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121 refcount<octave_idx_type> count;
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122
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123 private:
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124
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125 bool is_pd;
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126
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127 octave_idx_type minor_p;
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128
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129 RowVector perms;
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130
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131 double cond;
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132
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133 #if defined (HAVE_CHOLMOD)
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134 cholmod_sparse *Lsparse;
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135
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136 cholmod_common Common;
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137
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138 void drop_zeros (const cholmod_sparse *S);
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139 #endif
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140
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141 octave_idx_type init (const chol_type& a, bool natural, bool force);
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142 };
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143
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144 #if defined (HAVE_CHOLMOD)
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145
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146 // Can't use CHOLMOD_NAME(drop)(0.0, S, cm) because it doesn't treat
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147 // complex matrices.
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148
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149 template <typename chol_type>
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150 void
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151 sparse_chol<chol_type>::sparse_chol_rep::drop_zeros (const cholmod_sparse *S)
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152 {
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153 if (! S)
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154 return;
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155
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156 octave_idx_type *Sp = static_cast<octave_idx_type *>(S->p);
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157 octave_idx_type *Si = static_cast<octave_idx_type *>(S->i);
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158 chol_elt *Sx = static_cast<chol_elt *>(S->x);
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159
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160 octave_idx_type pdest = 0;
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161 octave_idx_type ncol = S->ncol;
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162
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163 for (octave_idx_type k = 0; k < ncol; k++)
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164 {
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165 octave_idx_type p = Sp[k];
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166 octave_idx_type pend = Sp[k+1];
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167 Sp[k] = pdest;
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168
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169 for (; p < pend; p++)
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170 {
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171 chol_elt sik = Sx[p];
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172
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173 if (CHOLMOD_IS_NONZERO (sik))
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174 {
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175 if (p != pdest)
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176 {
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177 Si[pdest] = Si[p];
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178 Sx[pdest] = sik;
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179 }
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180
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181 pdest++;
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182 }
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183 }
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184 }
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185
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186 Sp[ncol] = pdest;
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187 }
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188
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189 // Must provide a specialization for this function.
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190 template <typename T>
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191 int
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192 get_xtype (void);
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193
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194 template <>
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195 inline int
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196 get_xtype<double> (void)
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197 {
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198 return CHOLMOD_REAL;
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199 }
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200
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201 template <>
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202 inline int
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203 get_xtype<Complex> (void)
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204 {
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205 return CHOLMOD_COMPLEX;
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206 }
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207
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208 #endif
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209
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210 template <typename chol_type>
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211 octave_idx_type
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212 sparse_chol<chol_type>::sparse_chol_rep::init (const chol_type& a,
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213 bool natural, bool force)
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214 {
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215 volatile octave_idx_type info = 0;
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216
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217 #if defined (HAVE_CHOLMOD)
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218
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219 octave_idx_type a_nr = a.rows ();
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220 octave_idx_type a_nc = a.cols ();
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221
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222 if (a_nr != a_nc)
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223 (*current_liboctave_error_handler)
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224 ("sparse_chol requires square matrix");
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225
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226 cholmod_common *cm = &Common;
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227
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228 // Setup initial parameters
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229
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230 CHOLMOD_NAME(start) (cm);
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231 cm->prefer_zomplex = false;
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232
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233 double spu = octave_sparse_params::get_key ("spumoni");
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234
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235 if (spu == 0.)
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236 {
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237 cm->print = -1;
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238 SUITESPARSE_ASSIGN_FPTR (printf_func, cm->print_function, nullptr);
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239 }
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240 else
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241 {
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242 cm->print = static_cast<int> (spu) + 2;
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243 SUITESPARSE_ASSIGN_FPTR (printf_func, cm->print_function,
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244 &SparseCholPrint);
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245 }
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246
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247 cm->error_handler = &SparseCholError;
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248
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249 SUITESPARSE_ASSIGN_FPTR2 (divcomplex_func, cm->complex_divide,
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250 divcomplex);
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251
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252 SUITESPARSE_ASSIGN_FPTR2 (hypot_func, cm->hypotenuse, hypot);
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253
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254 cm->final_asis = false;
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255 cm->final_super = false;
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256 cm->final_ll = true;
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257 cm->final_pack = true;
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258 cm->final_monotonic = true;
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259 cm->final_resymbol = false;
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260
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261 cholmod_sparse A;
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262 cholmod_sparse *ac = &A;
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263 double dummy;
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264
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265 ac->nrow = a_nr;
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266 ac->ncol = a_nc;
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267
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268 ac->p = a.cidx ();
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269 ac->i = a.ridx ();
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270 ac->nzmax = a.nnz ();
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diff changeset
271 ac->packed = true;
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diff changeset
272 ac->sorted = true;
23796
4f12819a634f Use C++11 nullptr rather than 0 in code (bug #51565).
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parents: 23795
diff changeset
273 ac->nz = nullptr;
22329
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parents: 22323
diff changeset
274 #if defined (OCTAVE_ENABLE_64)
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diff changeset
275 ac->itype = CHOLMOD_LONG;
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diff changeset
276 #else
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diff changeset
277 ac->itype = CHOLMOD_INT;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
278 #endif
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
279 ac->dtype = CHOLMOD_DOUBLE;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
280 ac->stype = 1;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
281 ac->xtype = get_xtype<chol_elt> ();
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282
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diff changeset
283 if (a_nr < 1)
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diff changeset
284 ac->x = &dummy;
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diff changeset
285 else
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
286 ac->x = a.data ();
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287
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diff changeset
288 // use natural ordering if no q output parameter
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diff changeset
289 if (natural)
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diff changeset
290 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
291 cm->nmethods = 1;
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diff changeset
292 cm->method[0].ordering = CHOLMOD_NATURAL;
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diff changeset
293 cm->postorder = false;
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diff changeset
294 }
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295
29399
019130bd4a3d eliminate last uses of BEGIN/END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE
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diff changeset
296 cholmod_factor *Lfactor = CHOLMOD_NAME(analyze) (ac, cm);
22329
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297 CHOLMOD_NAME(factorize) (ac, Lfactor, cm);
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298
22329
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diff changeset
299 is_pd = cm->status == CHOLMOD_OK;
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diff changeset
300 info = (is_pd ? 0 : cm->status);
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301
22329
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302 if (is_pd || force)
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07ebe522dac2 untabify liboctave C++ sources
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303 {
22329
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diff changeset
304 cond = CHOLMOD_NAME(rcond) (Lfactor, cm);
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diff changeset
305
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306 minor_p = Lfactor->minor;
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diff changeset
307
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
308 Lsparse = CHOLMOD_NAME(factor_to_sparse) (Lfactor, cm);
21177
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309
22329
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diff changeset
310 if (minor_p > 0 && minor_p < a_nr)
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diff changeset
311 {
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diff changeset
312 size_t n1 = a_nr + 1;
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diff changeset
313 Lsparse->p = CHOLMOD_NAME(realloc) (minor_p+1,
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diff changeset
314 sizeof(octave_idx_type),
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diff changeset
315 Lsparse->p, &n1, cm);
29399
019130bd4a3d eliminate last uses of BEGIN/END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE
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diff changeset
316
22329
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diff changeset
317 CHOLMOD_NAME(reallocate_sparse)
23475
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318 (static_cast<octave_idx_type *>(Lsparse->p)[minor_p],
d691ed308237 maint: Clean up #includes in liboctave/numeric directory.
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diff changeset
319 Lsparse, cm);
22329
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diff changeset
320
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
321 Lsparse->ncol = minor_p;
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diff changeset
322 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
323
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
324 drop_zeros (Lsparse);
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diff changeset
325
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
326 if (! natural)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
327 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
328 perms.resize (a_nr);
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diff changeset
329 for (octave_idx_type i = 0; i < a_nr; i++)
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diff changeset
330 perms(i) = static_cast<octave_idx_type *>(Lfactor->Perm)[i];
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diff changeset
331 }
10314
07ebe522dac2 untabify liboctave C++ sources
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diff changeset
332 }
7637
2be056f03720 Fix fall back from sparse cholesky factorization to LU when matrix detected as not being positive definite
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parents: 7036
diff changeset
333
22329
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diff changeset
334 // NAME used to prefix statistics report from print_common
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diff changeset
335 static char blank_name[] = " ";
7637
2be056f03720 Fix fall back from sparse cholesky factorization to LU when matrix detected as not being positive definite
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diff changeset
336
22329
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diff changeset
337 CHOLMOD_NAME(print_common) (blank_name, cm);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
338 CHOLMOD_NAME(free_factor) (&Lfactor, cm);
7637
2be056f03720 Fix fall back from sparse cholesky factorization to LU when matrix detected as not being positive definite
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parents: 7036
diff changeset
339
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
340 return info;
21109
bd1752782e56 Use err_disabled_feature, warn_disabled_feature throughout code base.
Rik <rik@octave.org>
parents: 20232
diff changeset
341
5506
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diff changeset
342 #else
21691
263d18409fdf Eliminate unused variable warnings for conditionally compiled code.
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parents: 21602
diff changeset
343
22329
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diff changeset
344 octave_unused_parameter (a);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
345 octave_unused_parameter (natural);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
346 octave_unused_parameter (force);
21691
263d18409fdf Eliminate unused variable warnings for conditionally compiled code.
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parents: 21602
diff changeset
347
22329
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diff changeset
348 (*current_liboctave_error_handler)
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diff changeset
349 ("support for CHOLMOD was unavailable or disabled when liboctave was built");
21691
263d18409fdf Eliminate unused variable warnings for conditionally compiled code.
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diff changeset
350
22329
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diff changeset
351 return info;
21691
263d18409fdf Eliminate unused variable warnings for conditionally compiled code.
John W. Eaton <jwe@octave.org>
parents: 21602
diff changeset
352
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diff changeset
353 #endif
22329
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diff changeset
354 }
5506
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diff changeset
355
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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parents: 22323
diff changeset
356 template <typename chol_type>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
357 SparseMatrix
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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parents: 22323
diff changeset
358 sparse_chol<chol_type>::sparse_chol_rep::Q (void) const
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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parents: 22323
diff changeset
359 {
21724
aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef"
John W. Eaton <jwe@octave.org>
parents: 21691
diff changeset
360 #if defined (HAVE_CHOLMOD)
21177
a10f60e13243 style fixes in liboctave/numeric directory
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parents: 21145
diff changeset
361
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
362 octave_idx_type n = Lsparse->nrow;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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parents: 22323
diff changeset
363 SparseMatrix p (n, n, n);
21145
307096fb67e1 revamp sparse Cholesky factorization classes
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diff changeset
364
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
365 for (octave_idx_type i = 0; i < n; i++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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parents: 22323
diff changeset
366 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
367 p.xcidx (i) = i;
25688
b2917b7858ba maint: Use Octave convention for spacing of C++ cast statements.
Rik <rik@octave.org>
parents: 25054
diff changeset
368 p.xridx (i) = static_cast<octave_idx_type> (perms (i));
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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parents: 22323
diff changeset
369 p.xdata (i) = 1;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
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diff changeset
370 }
21177
a10f60e13243 style fixes in liboctave/numeric directory
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parents: 21145
diff changeset
371
22329
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parents: 22323
diff changeset
372 p.xcidx (n) = n;
21145
307096fb67e1 revamp sparse Cholesky factorization classes
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parents: 21140
diff changeset
373
22329
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parents: 22323
diff changeset
374 return p;
21177
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parents: 21145
diff changeset
375
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
376 #else
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
377
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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parents: 22323
diff changeset
378 return SparseMatrix ();
21177
a10f60e13243 style fixes in liboctave/numeric directory
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parents: 21145
diff changeset
379
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
380 #endif
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
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diff changeset
381 }
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
382
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
383 template <typename chol_type>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
384 sparse_chol<chol_type>::sparse_chol (void)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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parents: 22323
diff changeset
385 : rep (new typename sparse_chol<chol_type>::sparse_chol_rep ())
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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parents: 22323
diff changeset
386 { }
21145
307096fb67e1 revamp sparse Cholesky factorization classes
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parents: 21140
diff changeset
387
22329
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parents: 22323
diff changeset
388 template <typename chol_type>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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parents: 22323
diff changeset
389 sparse_chol<chol_type>::sparse_chol (const chol_type& a, bool natural,
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
390 bool force)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
391 : rep (new typename
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
392 sparse_chol<chol_type>::sparse_chol_rep (a, natural, force))
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John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
393 { }
21145
307096fb67e1 revamp sparse Cholesky factorization classes
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parents: 21140
diff changeset
394
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
395 template <typename chol_type>
23475
d691ed308237 maint: Clean up #includes in liboctave/numeric directory.
Rik <rik@octave.org>
parents: 23446
diff changeset
396 sparse_chol<chol_type>::sparse_chol (const chol_type& a,
d691ed308237 maint: Clean up #includes in liboctave/numeric directory.
Rik <rik@octave.org>
parents: 23446
diff changeset
397 octave_idx_type& info,
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
398 bool natural, bool force)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
399 : rep (new typename
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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parents: 22323
diff changeset
400 sparse_chol<chol_type>::sparse_chol_rep (a, info, natural, force))
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
401 { }
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
402
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
403 template <typename chol_type>
23475
d691ed308237 maint: Clean up #includes in liboctave/numeric directory.
Rik <rik@octave.org>
parents: 23446
diff changeset
404 sparse_chol<chol_type>::sparse_chol (const chol_type& a,
d691ed308237 maint: Clean up #includes in liboctave/numeric directory.
Rik <rik@octave.org>
parents: 23446
diff changeset
405 octave_idx_type& info,
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
406 bool natural)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
407 : rep (new typename
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
408 sparse_chol<chol_type>::sparse_chol_rep (a, info, natural, false))
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
409 { }
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
410
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
411 template <typename chol_type>
23475
d691ed308237 maint: Clean up #includes in liboctave/numeric directory.
Rik <rik@octave.org>
parents: 23446
diff changeset
412 sparse_chol<chol_type>::sparse_chol (const chol_type& a,
d691ed308237 maint: Clean up #includes in liboctave/numeric directory.
Rik <rik@octave.org>
parents: 23446
diff changeset
413 octave_idx_type& info)
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
414 : rep (new typename
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
415 sparse_chol<chol_type>::sparse_chol_rep (a, info, false, false))
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
416 { }
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
417
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
418 template <typename chol_type>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
419 sparse_chol<chol_type>::sparse_chol (const sparse_chol<chol_type>& a)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
420 : rep (a.rep)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
421 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
422 rep->count++;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
423 }
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
424
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
425 template <typename chol_type>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
426 sparse_chol<chol_type>::~sparse_chol (void)
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
427 {
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
428 if (--rep->count == 0)
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
429 delete rep;
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
430 }
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
431
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
432 template <typename chol_type>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
433 sparse_chol<chol_type>&
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
434 sparse_chol<chol_type>::operator = (const sparse_chol& a)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
435 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
436 if (this != &a)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
437 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
438 if (--rep->count == 0)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
439 delete rep;
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
440
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
441 rep = a.rep;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
442 rep->count++;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
443 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
444
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
445 return *this;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
446 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
447
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
448 template <typename chol_type>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
449 chol_type
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
450 sparse_chol<chol_type>::L (void) const
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
451 {
21724
aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef"
John W. Eaton <jwe@octave.org>
parents: 21691
diff changeset
452 #if defined (HAVE_CHOLMOD)
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
453
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
454 cholmod_sparse *m = rep->L ();
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
455
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
456 octave_idx_type nc = m->ncol;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
457 octave_idx_type nnz = m->nzmax;
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
458
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
459 chol_type ret (m->nrow, nc, nnz);
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
460
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
461 for (octave_idx_type j = 0; j < nc+1; j++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
462 ret.xcidx (j) = static_cast<octave_idx_type *>(m->p)[j];
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
463
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
464 for (octave_idx_type i = 0; i < nnz; i++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
465 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
466 ret.xridx (i) = static_cast<octave_idx_type *>(m->i)[i];
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
467 ret.xdata (i) = static_cast<chol_elt *>(m->x)[i];
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
468 }
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
469
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
470 return ret;
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
471
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
472 #else
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
473
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
474 return chol_type ();
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
475
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
476 #endif
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
477 }
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
478
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
479 template <typename chol_type>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
480 octave_idx_type
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
481 sparse_chol<chol_type>::P (void) const
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
482 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
483 return rep->P ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
484 }
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
485
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
486 template <typename chol_type>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
487 RowVector
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
488 sparse_chol<chol_type>::perm (void) const
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
489 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
490 return rep->perm ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
491 }
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
492
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
493 template <typename chol_type>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
494 SparseMatrix
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
495 sparse_chol<chol_type>::Q (void) const
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
496 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
497 return rep->Q ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
498 }
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
499
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
500 template <typename chol_type>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
501 bool
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
502 sparse_chol<chol_type>::is_positive_definite (void) const
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
503 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
504 return rep->is_positive_definite ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
505 }
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
506
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
507 template <typename chol_type>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
508 double
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
509 sparse_chol<chol_type>::rcond (void) const
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
510 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
511 return rep->rcond ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
512 }
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
513
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
514 template <typename chol_type>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
515 chol_type
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
516 sparse_chol<chol_type>::inverse (void) const
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
517 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
518 chol_type retval;
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
519
21724
aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef"
John W. Eaton <jwe@octave.org>
parents: 21691
diff changeset
520 #if defined (HAVE_CHOLMOD)
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
521
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
522 cholmod_sparse *m = rep->L ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
523 octave_idx_type n = m->ncol;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
524 RowVector perms = rep->perm ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
525 double rcond2;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
526 octave_idx_type info;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
527 MatrixType mattype (MatrixType::Upper);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
528 chol_type linv = L ().hermitian ().inverse (mattype, info, rcond2, 1, 0);
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
529
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
530 if (perms.numel () == n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
531 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
532 SparseMatrix Qc = Q ();
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
533
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
534 retval = Qc * linv * linv.hermitian () * Qc.transpose ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
535 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
536 else
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
537 retval = linv * linv.hermitian ();
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
538
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
539 #endif
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
540
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
541 return retval;
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
542 }
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
543
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
544 template <typename chol_type>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
545 chol_type
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
546 chol2inv (const chol_type& r)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
547 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
548 octave_idx_type r_nr = r.rows ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
549 octave_idx_type r_nc = r.cols ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
550 chol_type retval;
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
551
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
552 if (r_nr != r_nc)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
553 (*current_liboctave_error_handler) ("U must be a square matrix");
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
554
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
555 MatrixType mattype (r);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
556 int typ = mattype.type (false);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
557 double rcond;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
558 octave_idx_type info;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
559 chol_type rtra, multip;
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
560
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
561 if (typ == MatrixType::Upper)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
562 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
563 rtra = r.transpose ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
564 multip = (rtra*r);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
565 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
566 else if (typ == MatrixType::Lower)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
567 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
568 rtra = r.transpose ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
569 multip = (r*rtra);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
570 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
571 else
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
572 (*current_liboctave_error_handler) ("U must be a triangular matrix");
21186
7f35125714b4 don't install some internal headers and template sources
John W. Eaton <jwe@octave.org>
parents: 21177
diff changeset
573
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
574 MatrixType mattypenew (multip);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
575 retval = multip.inverse (mattypenew, info, rcond, true, false);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
576 return retval;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
577 }
21186
7f35125714b4 don't install some internal headers and template sources
John W. Eaton <jwe@octave.org>
parents: 21177
diff changeset
578
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
579 // SparseComplexMatrix specialization (the value for the NATURAL
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
580 // parameter in the sparse_chol<T>::sparse_chol_rep constructor is
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
581 // different from the default).
21186
7f35125714b4 don't install some internal headers and template sources
John W. Eaton <jwe@octave.org>
parents: 21177
diff changeset
582
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
583 template <>
29228
5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919).
Markus Mützel <markus.muetzel@gmx.de>
parents: 27923
diff changeset
584 OCTAVE_API
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
585 sparse_chol<SparseComplexMatrix>::sparse_chol (const SparseComplexMatrix& a,
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
586 octave_idx_type& info)
22402
4caa7b28d183 maint: Style check C++ code in liboctave/
Rik <rik@octave.org>
parents: 22329
diff changeset
587 : rep (new sparse_chol<SparseComplexMatrix>::sparse_chol_rep (a, info,
4caa7b28d183 maint: Style check C++ code in liboctave/
Rik <rik@octave.org>
parents: 22329
diff changeset
588 true,
4caa7b28d183 maint: Style check C++ code in liboctave/
Rik <rik@octave.org>
parents: 22329
diff changeset
589 false))
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
590 { }
21186
7f35125714b4 don't install some internal headers and template sources
John W. Eaton <jwe@octave.org>
parents: 21177
diff changeset
591
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
592 // Instantiations we need.
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
593
29228
5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919).
Markus Mützel <markus.muetzel@gmx.de>
parents: 27923
diff changeset
594 template class OCTAVE_API sparse_chol<SparseMatrix>;
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
595
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
596 template class sparse_chol<SparseComplexMatrix>;
22317
6ca3acf5fad8 move some new numeric classes to namespace octave::math
John W. Eaton <jwe@octave.org>
parents: 22242
diff changeset
597
29228
5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919).
Markus Mützel <markus.muetzel@gmx.de>
parents: 27923
diff changeset
598 template OCTAVE_API SparseMatrix
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
599 chol2inv<SparseMatrix> (const SparseMatrix& r);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
600
29228
5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919).
Markus Mützel <markus.muetzel@gmx.de>
parents: 27923
diff changeset
601 template OCTAVE_API SparseComplexMatrix
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
602 chol2inv<SparseComplexMatrix> (const SparseComplexMatrix& r);
29228
5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919).
Markus Mützel <markus.muetzel@gmx.de>
parents: 27923
diff changeset
603
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
604 }
22317
6ca3acf5fad8 move some new numeric classes to namespace octave::math
John W. Eaton <jwe@octave.org>
parents: 22242
diff changeset
605 }