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annotate libinterp/dldfcn/chol.cc @ 20851:0828bf20d105

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maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) * chol.cc (Fcholupdate, Fcholinsert, Fcholdelete, Fcholshift): Reverse nargin checking logic to call print_usage higher in the function. * qr.cc (Fqrupdate, Fqrinsert, Fqrdelete, Fqrshift): Likewise.
author Mike Miller <mtmiller@octave.org>
date Sat, 12 Dec 2015 10:29:10 -0500
parents cef0448a6ed2
children 1142cf6abc0d
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1 /*
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2
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3 Copyright (C) 1996-2015 John W. Eaton
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4 Copyright (C) 2008-2009 Jaroslav Hajek
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5 Copyright (C) 2008-2009 VZLU Prague
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6
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7 This file is part of Octave.
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8
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9 Octave is free software; you can redistribute it and/or modify it
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10 under the terms of the GNU General Public License as published by the
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11 Free Software Foundation; either version 3 of the License, or (at your
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12 option) any later version.
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13
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14 Octave is distributed in the hope that it will be useful, but WITHOUT
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15 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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16 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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17 for more details.
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18
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19 You should have received a copy of the GNU General Public License
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20 along with Octave; see the file COPYING. If not, see
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21 <http://www.gnu.org/licenses/>.
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22
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23 */
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24
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25
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26 #ifdef 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 "CmplxCHOL.h"
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31 #include "dbleCHOL.h"
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32 #include "fCmplxCHOL.h"
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33 #include "floatCHOL.h"
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34 #include "SparseCmplxCHOL.h"
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35 #include "SparsedbleCHOL.h"
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36 #include "oct-spparms.h"
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37 #include "sparse-util.h"
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38
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39 #include "ov-re-sparse.h"
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40 #include "ov-cx-sparse.h"
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41 #include "defun-dld.h"
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42 #include "error.h"
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43 #include "gripes.h"
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44 #include "oct-obj.h"
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45 #include "utils.h"
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46
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47 template <class CHOLT>
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48 static octave_value
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49 get_chol (const CHOLT& fact)
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50 {
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51 return octave_value (fact.chol_matrix());
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52 }
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53
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54 template <class CHOLT>
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55 static octave_value
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56 get_chol_r (const CHOLT& fact)
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57 {
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58 return octave_value (fact.chol_matrix (),
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59 MatrixType (MatrixType::Upper));
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60 }
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61
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62 template <class CHOLT>
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63 static octave_value
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64 get_chol_l (const CHOLT& fact)
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65 {
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66 return octave_value (fact.chol_matrix ().transpose (),
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67 MatrixType (MatrixType::Lower));
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68 }
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69
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70 DEFUN_DLD (chol, args, nargout,
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71 "-*- texinfo -*-\n\
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72 @deftypefn {Loadable Function} {@var{R} =} chol (@var{A})\n\
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73 @deftypefnx {Loadable Function} {[@var{R}, @var{p}] =} chol (@var{A})\n\
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74 @deftypefnx {Loadable Function} {[@var{R}, @var{p}, @var{Q}] =} chol (@var{S})\n\
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75 @deftypefnx {Loadable Function} {[@var{R}, @var{p}, @var{Q}] =} chol (@var{S}, \"vector\")\n\
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76 @deftypefnx {Loadable Function} {[@var{L}, @dots{}] =} chol (@dots{}, \"lower\")\n\
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77 @deftypefnx {Loadable Function} {[@var{L}, @dots{}] =} chol (@dots{}, \"upper\")\n\
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78 @cindex Cholesky factorization\n\
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79 Compute the Cholesky@tie{}factor, @var{R}, of the symmetric positive definite\n\
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80 matrix @var{A}.\n\
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81 \n\
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82 The Cholesky@tie{}factor is defined by\n\
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83 @tex\n\
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84 $ R^T R = A $.\n\
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85 @end tex\n\
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86 @ifnottex\n\
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87 \n\
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88 @example\n\
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89 @var{R}' * @var{R} = @var{A}.\n\
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90 @end example\n\
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91 \n\
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92 @end ifnottex\n\
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93 \n\
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94 Called with one output argument @code{chol} fails if @var{A} or @var{S} is\n\
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95 not positive definite. With two or more output arguments @var{p} flags\n\
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96 whether the matrix was positive definite and @code{chol} does not fail. A\n\
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97 zero value indicated that the matrix was positive definite and the @var{R}\n\
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98 gives the factorization, and @var{p} will have a positive value otherwise.\n\
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99 \n\
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100 If called with 3 outputs then a sparsity preserving row/column permutation\n\
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101 is applied to @var{A} prior to the factorization. That is @var{R} is the\n\
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102 factorization of @code{@var{A}(@var{Q},@var{Q})} such that\n\
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103 @tex\n\
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104 $ R^T R = Q^T A Q$.\n\
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105 @end tex\n\
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106 @ifnottex\n\
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107 \n\
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108 @example\n\
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109 @var{R}' * @var{R} = @var{Q}' * @var{A} * @var{Q}.\n\
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110 @end example\n\
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111 \n\
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112 @end ifnottex\n\
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113 \n\
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114 The sparsity preserving permutation is generally returned as a matrix.\n\
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115 However, given the flag @qcode{\"vector\"}, @var{Q} will be returned as a\n\
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116 vector such that\n\
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117 @tex\n\
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118 $ R^T R = A (Q, Q)$.\n\
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119 @end tex\n\
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120 @ifnottex\n\
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121 \n\
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122 @example\n\
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123 @var{R}' * @var{R} = @var{A}(@var{Q}, @var{Q}).\n\
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124 @end example\n\
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125 \n\
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126 @end ifnottex\n\
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127 \n\
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128 Called with either a sparse or full matrix and using the @qcode{\"lower\"}\n\
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129 flag, @code{chol} returns the lower triangular factorization such that\n\
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130 @tex\n\
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131 $ L L^T = A $.\n\
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132 @end tex\n\
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133 @ifnottex\n\
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134 \n\
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135 @example\n\
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136 @var{L} * @var{L}' = @var{A}.\n\
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137 @end example\n\
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138 \n\
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sh@sh-laptop
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139 @end ifnottex\n\
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diff changeset
140 \n\
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bc924baa2c4e doc: Add new @qcode macro for code samples which are quoted.
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141 For full matrices, if the @qcode{\"lower\"} flag is set only the lower\n\
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142 triangular part of the matrix is used for the factorization, otherwise the\n\
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143 upper triangular part is used.\n\
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144 \n\
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8207b833557f Cleanup documentation for arith.texi, linalg.texi, nonlin.texi
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145 In general the lower triangular factorization is significantly faster for\n\
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146 sparse matrices.\n\
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38937efbee21 Incorporate new functions ichol and ilu into Octave.
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147 @seealso{hess, lu, qr, qz, schur, svd, ichol, cholinv, chol2inv, cholupdate, cholinsert, choldelete, cholshift}\n\
3372
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148 @end deftypefn")
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149 {
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150 octave_value_list retval;
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151 int nargin = args.length ();
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152 bool LLt = false;
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153 bool vecout = false;
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154
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155 if (nargin < 1 || nargin > 3 || nargout > 3
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156 || (! args(0).is_sparse_type () && nargout > 2))
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157 print_usage ();
2928
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158
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159 int n = 1;
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160 while (n < nargin)
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161 {
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7b608fadc663 Make error messages more specific about the variable and problem encountered.
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162 std::string tmp = args(n++).xstring_value ("chol: optional arguments must be strings");
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163
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164 if (tmp == "vector")
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165 vecout = true;
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166 else if (tmp == "lower")
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167 LLt = true;
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168 else if (tmp == "upper")
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169 LLt = false;
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170 else
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diff changeset
171 error ("chol: optional argument must be one of \"vector\", \"lower\", or \"upper\"");
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172 }
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173
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174 octave_value arg = args(0);
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175
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diff changeset
176 octave_idx_type nr = arg.rows ();
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diff changeset
177 octave_idx_type nc = arg.columns ();
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178
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179 int arg_is_empty = empty_arg ("chol", nr, nc);
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180
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181 if (arg_is_empty < 0)
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182 return retval;
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183 if (arg_is_empty > 0)
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184 return octave_value (Matrix ());
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185
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diff changeset
186 if (arg.is_sparse_type ())
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187 {
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188 octave_idx_type info;
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diff changeset
189 bool natural = (nargout != 3);
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diff changeset
190 bool force = nargout > 1;
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191
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192 if (arg.is_real_type ())
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193 {
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194 SparseMatrix m = arg.sparse_matrix_value ();
15264
94cdf82d4a0c don't overload meaning of info in Sparse Cholesky factorization functions
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195
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196 SparseCHOL fact (m, info, natural, force);
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197
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198 if (nargout == 3)
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199 {
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200 if (vecout)
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201 retval(2) = fact.perm ();
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202 else
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diff changeset
203 retval(2) = fact.Q ();
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204 }
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205
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206 if (nargout > 1 || info == 0)
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207 {
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208 retval(1) = info;
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209 if (LLt)
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diff changeset
210 retval(0) = fact.L ();
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diff changeset
211 else
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diff changeset
212 retval(0) = fact.R ();
10154
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213 }
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214 else
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diff changeset
215 error ("chol: input matrix must be positive definite");
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diff changeset
216 }
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diff changeset
217 else if (arg.is_complex_type ())
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diff changeset
218 {
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diff changeset
219 SparseComplexMatrix m = arg.sparse_complex_matrix_value ();
7515
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diff changeset
220
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diff changeset
221 SparseComplexCHOL fact (m, info, natural, force);
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222
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223 if (nargout == 3)
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224 {
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225 if (vecout)
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226 retval(2) = fact.perm ();
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227 else
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228 retval(2) = fact.Q ();
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229 }
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230
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diff changeset
231 if (nargout > 1 || info == 0)
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232 {
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233 retval(1) = info;
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234 if (LLt)
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diff changeset
235 retval(0) = fact.L ();
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diff changeset
236 else
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diff changeset
237 retval(0) = fact.R ();
10154
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diff changeset
238 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
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diff changeset
239 else
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240 error ("chol: input matrix must be positive definite");
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diff changeset
241 }
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diff changeset
242 else
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diff changeset
243 gripe_wrong_type_arg ("chol", arg);
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diff changeset
244 }
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diff changeset
245 else if (arg.is_single_type ())
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diff changeset
246 {
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247 if (arg.is_real_type ())
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248 {
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diff changeset
249 FloatMatrix m = arg.float_matrix_value ();
13953
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Carlo de Falco <kingcrimson@tiscali.it>
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diff changeset
250
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diff changeset
251 octave_idx_type info;
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
252
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diff changeset
253 FloatCHOL fact;
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diff changeset
254 fact = FloatCHOL (m, info, LLt != true);
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diff changeset
255
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diff changeset
256 if (nargout == 2 || info == 0)
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diff changeset
257 {
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diff changeset
258 retval(1) = info;
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diff changeset
259 retval(0) = get_chol (fact);
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diff changeset
260 }
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261 else
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diff changeset
262 error ("chol: input matrix must be positive definite");
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diff changeset
263 }
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diff changeset
264 else if (arg.is_complex_type ())
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265 {
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266 FloatComplexMatrix m = arg.float_complex_matrix_value ();
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diff changeset
267
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268 octave_idx_type info;
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diff changeset
269
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diff changeset
270 FloatComplexCHOL fact;
20626
9fb8133288e8 chol: Support chol(a, "lower") for complex float types (bug #34850)
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diff changeset
271 fact = FloatComplexCHOL (m, info, LLt != true);
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diff changeset
272
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273 if (nargout == 2 || info == 0)
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diff changeset
274 {
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diff changeset
275 retval(1) = info;
20626
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diff changeset
276 retval(0) = get_chol (fact);
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diff changeset
277 }
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diff changeset
278 else
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diff changeset
279 error ("chol: input matrix must be positive definite");
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diff changeset
280 }
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
281 else
20559
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20462
diff changeset
282 gripe_wrong_type_arg ("chol", arg);
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20462
diff changeset
283 }
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20462
diff changeset
284 else
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20462
diff changeset
285 {
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20462
diff changeset
286 if (arg.is_real_type ())
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
287 {
20559
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20462
diff changeset
288 Matrix m = arg.matrix_value ();
13953
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
289
20559
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20462
diff changeset
290 octave_idx_type info;
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20462
diff changeset
291
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20462
diff changeset
292 CHOL fact;
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John W. Eaton <jwe@octave.org>
parents: 20462
diff changeset
293 fact = CHOL (m, info, LLt != true);
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
294
20559
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20462
diff changeset
295 if (nargout == 2 || info == 0)
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20462
diff changeset
296 {
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20462
diff changeset
297 retval(1) = info;
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20462
diff changeset
298 retval(0) = get_chol (fact);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
299 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
300 else
20559
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20462
diff changeset
301 error ("chol: input matrix must be positive definite");
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
302 }
20559
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20462
diff changeset
303 else if (arg.is_complex_type ())
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20462
diff changeset
304 {
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20462
diff changeset
305 ComplexMatrix m = arg.complex_matrix_value ();
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20462
diff changeset
306
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20462
diff changeset
307 octave_idx_type info;
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20462
diff changeset
308
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20462
diff changeset
309 ComplexCHOL fact;
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20462
diff changeset
310 fact = ComplexCHOL (m, info, LLt != true);
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20462
diff changeset
311
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20462
diff changeset
312 if (nargout == 2 || info == 0)
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20462
diff changeset
313 {
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20462
diff changeset
314 retval(1) = info;
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20462
diff changeset
315 retval(0) = get_chol (fact);
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20462
diff changeset
316 }
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20462
diff changeset
317 else
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20462
diff changeset
318 error ("chol: input matrix must be positive definite");
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20462
diff changeset
319 }
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20462
diff changeset
320 else
0650b8431037 eliminate more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20462
diff changeset
321 gripe_wrong_type_arg ("chol", arg);
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
322 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
323
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
324 return retval;
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
325 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
326
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
327 /*
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
328 %!assert (chol ([2, 1; 1, 1]), [sqrt(2), 1/sqrt(2); 0, 1/sqrt(2)], sqrt (eps))
14854
5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory
Rik <octave@nomad.inbox5.com>
parents: 14846
diff changeset
329 %!assert (chol (single ([2, 1; 1, 1])), single ([sqrt(2), 1/sqrt(2); 0, 1/sqrt(2)]), sqrt (eps ("single")))
18886
534511deb10e Use %!testif HAVE_CHOLMOD for sparse chol test added in cset 161b11e7da2d
Mike Miller <mtmiller@ieee.org>
parents: 18845
diff changeset
330 %!testif HAVE_CHOLMOD
18845
161b11e7da2d Return error code from sparse chol factorization (bug #42587).
Rik <rik@octave.org>
parents: 17861
diff changeset
331 %! ## Bug #42587
161b11e7da2d Return error code from sparse chol factorization (bug #42587).
Rik <rik@octave.org>
parents: 17861
diff changeset
332 %! A = sparse ([1 0 8;0 1 8;8 8 1]);
161b11e7da2d Return error code from sparse chol factorization (bug #42587).
Rik <rik@octave.org>
parents: 17861
diff changeset
333 %! [Q, p] = chol (A);
161b11e7da2d Return error code from sparse chol factorization (bug #42587).
Rik <rik@octave.org>
parents: 17861
diff changeset
334 %! assert (p != 0);
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
335
14854
5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory
Rik <octave@nomad.inbox5.com>
parents: 14846
diff changeset
336 %!error chol ()
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
337 %!error <matrix must be positive definite> chol ([1, 2; 3, 4])
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
338 %!error <requires square matrix> chol ([1, 2; 3, 4; 5, 6])
20711
7b608fadc663 Make error messages more specific about the variable and problem encountered.
Rik <rik@octave.org>
parents: 20700
diff changeset
339 %!error <optional arguments must be strings> chol (1, 2)
7b608fadc663 Make error messages more specific about the variable and problem encountered.
Rik <rik@octave.org>
parents: 20700
diff changeset
340 %!error <optional argument must be one of "vector", "lower"> chol (1, "foobar")
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
341 */
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
342
5760
8d7162924bd3 [project @ 2006-04-14 04:01:37 by jwe]
jwe
parents: 5448
diff changeset
343 DEFUN_DLD (cholinv, args, ,
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
344 "-*- texinfo -*-\n\
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
345 @deftypefn {Loadable Function} {} cholinv (@var{A})\n\
20163
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 19864
diff changeset
346 Compute the inverse of the symmetric positive definite matrix @var{A} using\n\
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 19864
diff changeset
347 the Cholesky@tie{}factorization.\n\
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
348 @seealso{chol, chol2inv, inv}\n\
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
349 @end deftypefn")
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
350 {
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
351 octave_value retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
352
20818
cef0448a6ed2 eliminate unnecessary uses of nargin
John W. Eaton <jwe@octave.org>
parents: 20816
diff changeset
353 if (args.length () != 1)
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
354 print_usage ();
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
355
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
356 octave_value arg = args(0);
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
357
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
358 octave_idx_type nr = arg.rows ();
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
359 octave_idx_type nc = arg.columns ();
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
360
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
361 if (nr == 0 || nc == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
362 retval = Matrix ();
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
363 else
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
364 {
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
365 if (arg.is_sparse_type ())
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
366 {
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
367 octave_idx_type info;
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
368
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
369 if (arg.is_real_type ())
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
370 {
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
371 SparseMatrix m = arg.sparse_matrix_value ();
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
372
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
373 SparseCHOL chol (m, info);
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
374
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
375 if (info == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
376 retval = chol.inverse ();
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
377 else
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
378 error ("cholinv: A must be positive definite");
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
379 }
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
380 else if (arg.is_complex_type ())
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
381 {
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
382 SparseComplexMatrix m = arg.sparse_complex_matrix_value ();
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
383
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
384 SparseComplexCHOL chol (m, info);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
385
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
386 if (info == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
387 retval = chol.inverse ();
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
388 else
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
389 error ("cholinv: A must be positive definite");
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
390 }
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
391 else
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
392 gripe_wrong_type_arg ("cholinv", arg);
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
393 }
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
394 else if (arg.is_single_type ())
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
395 {
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
396 if (arg.is_real_type ())
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
397 {
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
398 FloatMatrix m = arg.float_matrix_value ();
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
399
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
400 octave_idx_type info;
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
401 FloatCHOL chol (m, info);
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
402 if (info == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
403 retval = chol.inverse ();
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
404 else
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
405 error ("cholinv: A must be positive definite");
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
406 }
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
407 else if (arg.is_complex_type ())
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
408 {
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
409 FloatComplexMatrix m = arg.float_complex_matrix_value ();
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
410
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
411 octave_idx_type info;
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
412 FloatComplexCHOL chol (m, info);
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
413 if (info == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
414 retval = chol.inverse ();
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
415 else
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
416 error ("cholinv: A must be positive definite");
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
417 }
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
418 else
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
419 gripe_wrong_type_arg ("chol", arg);
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
420 }
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
421 else
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
422 {
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
423 if (arg.is_real_type ())
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
424 {
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
425 Matrix m = arg.matrix_value ();
15264
94cdf82d4a0c don't overload meaning of info in Sparse Cholesky factorization functions
John W. Eaton <jwe@octave.org>
parents: 15195
diff changeset
426
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
427 octave_idx_type info;
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
428 CHOL chol (m, info);
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
429 if (info == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
430 retval = chol.inverse ();
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
431 else
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
432 error ("cholinv: A must be positive definite");
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
433 }
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
434 else if (arg.is_complex_type ())
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
435 {
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
436 ComplexMatrix m = arg.complex_matrix_value ();
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
437
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
438 octave_idx_type info;
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
439 ComplexCHOL chol (m, info);
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
440 if (info == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
441 retval = chol.inverse ();
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
442 else
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
443 error ("cholinv: A must be positive definite");
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
444 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
445 else
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
446 gripe_wrong_type_arg ("chol", arg);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
447 }
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
448 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
449
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
450 return retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
451 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
452
8402
2176f2b4599e Fix sparse cholesky inversion
David Bateman <dbateman@free.fr>
parents: 8284
diff changeset
453 /*
8871
fb1c929dbbb7 tests vs. 64-bit indexing
John W. Eaton <jwe@octave.org>
parents: 8562
diff changeset
454 %!shared A, Ainv
8402
2176f2b4599e Fix sparse cholesky inversion
David Bateman <dbateman@free.fr>
parents: 8284
diff changeset
455 %! A = [2,0.2;0.2,1];
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
456 %! Ainv = inv (A);
8871
fb1c929dbbb7 tests vs. 64-bit indexing
John W. Eaton <jwe@octave.org>
parents: 8562
diff changeset
457 %!test
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
458 %! Ainv1 = cholinv (A);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
459 %! assert (norm (Ainv-Ainv1), 0, 1e-10);
8871
fb1c929dbbb7 tests vs. 64-bit indexing
John W. Eaton <jwe@octave.org>
parents: 8562
diff changeset
460 %!testif HAVE_CHOLMOD
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
461 %! Ainv2 = inv (sparse (A));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
462 %! assert (norm (Ainv-Ainv2), 0, 1e-10);
8880
078ca05e4ef8 chol.cc: correct spelling of CHOLMOD in tests
John W. Eaton <jwe@octave.org>
parents: 8872
diff changeset
463 %!testif HAVE_CHOLMOD
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
464 %! Ainv3 = cholinv (sparse (A));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
465 %! assert (norm (Ainv-Ainv3), 0, 1e-10);
8402
2176f2b4599e Fix sparse cholesky inversion
David Bateman <dbateman@free.fr>
parents: 8284
diff changeset
466 */
2176f2b4599e Fix sparse cholesky inversion
David Bateman <dbateman@free.fr>
parents: 8284
diff changeset
467
5760
8d7162924bd3 [project @ 2006-04-14 04:01:37 by jwe]
jwe
parents: 5448
diff changeset
468 DEFUN_DLD (chol2inv, args, ,
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
469 "-*- texinfo -*-\n\
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
470 @deftypefn {Loadable Function} {} chol2inv (@var{U})\n\
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
471 Invert a symmetric, positive definite square matrix from its Cholesky\n\
20163
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 19864
diff changeset
472 decomposition, @var{U}.\n\
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 19864
diff changeset
473 \n\
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 19864
diff changeset
474 Note that @var{U} should be an upper-triangular matrix with positive\n\
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 19864
diff changeset
475 diagonal elements. @code{chol2inv (@var{U})} provides\n\
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 19864
diff changeset
476 @code{inv (@var{U}'*@var{U})} but it is much faster than using @code{inv}.\n\
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
477 @seealso{chol, cholinv, inv}\n\
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
478 @end deftypefn")
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
479 {
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
480 octave_value retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
481
20818
cef0448a6ed2 eliminate unnecessary uses of nargin
John W. Eaton <jwe@octave.org>
parents: 20816
diff changeset
482 if (args.length () != 1)
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
483 print_usage ();
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
484
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
485 octave_value arg = args(0);
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
486
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
487 octave_idx_type nr = arg.rows ();
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
488 octave_idx_type nc = arg.columns ();
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
489
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
490 if (nr == 0 || nc == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
491 retval = Matrix ();
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
492 else
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
493 {
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
494 if (arg.is_sparse_type ())
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
495 {
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
496 if (arg.is_real_type ())
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
497 {
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
498 SparseMatrix r = arg.sparse_matrix_value ();
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
499
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
500 retval = chol2inv (r);
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
501 }
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
502 else if (arg.is_complex_type ())
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
503 {
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
504 SparseComplexMatrix r = arg.sparse_complex_matrix_value ();
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
505
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
506 retval = chol2inv (r);
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
507 }
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
508 else
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
509 gripe_wrong_type_arg ("chol2inv", arg);
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
510 }
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
511 else if (arg.is_single_type ())
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
512 {
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
513 if (arg.is_real_type ())
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
514 {
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
515 FloatMatrix r = arg.float_matrix_value ();
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
516
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
517 retval = chol2inv (r);
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
518 }
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
519 else if (arg.is_complex_type ())
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
520 {
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
521 FloatComplexMatrix r = arg.float_complex_matrix_value ();
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
522
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
523 retval = chol2inv (r);
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
524 }
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
525 else
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
526 gripe_wrong_type_arg ("chol2inv", arg);
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
527
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
528 }
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
529 else
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
530 {
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
531 if (arg.is_real_type ())
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
532 {
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
533 Matrix r = arg.matrix_value ();
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
534
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
535 retval = chol2inv (r);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
536 }
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
537 else if (arg.is_complex_type ())
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
538 {
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
539 ComplexMatrix r = arg.complex_matrix_value ();
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
540
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
541 retval = chol2inv (r);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
542 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
543 else
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
544 gripe_wrong_type_arg ("chol2inv", arg);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
545 }
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
546 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
547
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
548 return retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
549 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
550
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
551 DEFUN_DLD (cholupdate, args, nargout,
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
552 "-*- texinfo -*-\n\
7650
eb7bdde776f2 Texinfo fixes
John W. Eaton <jwe@octave.org>
parents: 7559
diff changeset
553 @deftypefn {Loadable Function} {[@var{R1}, @var{info}] =} cholupdate (@var{R}, @var{u}, @var{op})\n\
20163
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 19864
diff changeset
554 Update or downdate a Cholesky@tie{}factorization.\n\
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 19864
diff changeset
555 \n\
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 19864
diff changeset
556 Given an upper triangular matrix @var{R} and a column vector @var{u},\n\
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 19864
diff changeset
557 attempt to determine another upper triangular matrix @var{R1} such that\n\
14620
cd375519eab0 doc: Periodic grammar check of documentation
Rik <octave@nomad.inbox5.com>
parents: 14501
diff changeset
558 \n\
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
559 @itemize @bullet\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
560 @item\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
561 @var{R1}'*@var{R1} = @var{R}'*@var{R} + @var{u}*@var{u}'\n\
17281
bc924baa2c4e doc: Add new @qcode macro for code samples which are quoted.
Rik <rik@octave.org>
parents: 16920
diff changeset
562 if @var{op} is @qcode{\"+\"}\n\
10840
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
563 \n\
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
564 @item\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
565 @var{R1}'*@var{R1} = @var{R}'*@var{R} - @var{u}*@var{u}'\n\
17281
bc924baa2c4e doc: Add new @qcode macro for code samples which are quoted.
Rik <rik@octave.org>
parents: 16920
diff changeset
566 if @var{op} is @qcode{\"-\"}\n\
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
567 @end itemize\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
568 \n\
17281
bc924baa2c4e doc: Add new @qcode macro for code samples which are quoted.
Rik <rik@octave.org>
parents: 16920
diff changeset
569 If @var{op} is @qcode{\"-\"}, @var{info} is set to\n\
14620
cd375519eab0 doc: Periodic grammar check of documentation
Rik <octave@nomad.inbox5.com>
parents: 14501
diff changeset
570 \n\
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
571 @itemize\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
572 @item 0 if the downdate was successful,\n\
10840
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
573 \n\
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
574 @item 1 if @var{R}'*@var{R} - @var{u}*@var{u}' is not positive definite,\n\
10840
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
575 \n\
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
576 @item 2 if @var{R} is singular.\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
577 @end itemize\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
578 \n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
579 If @var{info} is not present, an error message is printed in cases 1 and 2.\n\
16920
53eaa83e4181 doc: Add seealso links between various factorization forms.
Rik <rik@octave.org>
parents: 15264
diff changeset
580 @seealso{chol, cholinsert, choldelete, cholshift}\n\
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
581 @end deftypefn")
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
582 {
20816
b16bcd7a2a33 Use int rather than octave_idx_type for nargin data type.
Rik <rik@octave.org>
parents: 20812
diff changeset
583 int nargin = args.length ();
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
584
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
585 octave_value_list retval;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
586
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
587 if (nargin > 3 || nargin < 2)
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
588 print_usage ();
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
589
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
590 octave_value argr = args(0);
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
591 octave_value argu = args(1);
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
592
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
593 if (! argr.is_numeric_type () || ! argu.is_numeric_type ()
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
594 || (nargin > 2 && ! args(2).is_string ()))
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
595 print_usage ();
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
596
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
597 octave_idx_type n = argr.rows ();
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
598
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
599 std::string op = (nargin < 3) ? "+" : args(2).string_value ();
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
600
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
601 bool down = op == "-";
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
602
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
603 if (down || op == "+")
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
604 if (argr.columns () == n && argu.rows () == n && argu.columns () == 1)
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
605 {
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
606 int err = 0;
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
607 if (argr.is_single_type () || argu.is_single_type ())
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
608 {
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
609 if (argr.is_real_type () && argu.is_real_type ())
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
610 {
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
611 // real case
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
612 FloatMatrix R = argr.float_matrix_value ();
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
613 FloatColumnVector u = argu.float_column_vector_value ();
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
614
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
615 FloatCHOL fact;
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
616 fact.set (R);
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
617
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
618 if (down)
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
619 err = fact.downdate (u);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
620 else
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
621 fact.update (u);
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
622
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
623 retval(0) = get_chol_r (fact);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
624 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
625 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
626 {
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
627 // complex case
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
628 FloatComplexMatrix R = argr.float_complex_matrix_value ();
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
629 FloatComplexColumnVector u =
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
630 argu.float_complex_column_vector_value ();
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
631
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
632 FloatComplexCHOL fact;
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
633 fact.set (R);
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
634
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
635 if (down)
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
636 err = fact.downdate (u);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
637 else
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
638 fact.update (u);
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
639
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
640 retval(0) = get_chol_r (fact);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
641 }
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
642 }
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
643 else
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
644 {
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
645 if (argr.is_real_type () && argu.is_real_type ())
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
646 {
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
647 // real case
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
648 Matrix R = argr.matrix_value ();
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
649 ColumnVector u = argu.column_vector_value ();
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
650
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
651 CHOL fact;
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
652 fact.set (R);
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
653
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
654 if (down)
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
655 err = fact.downdate (u);
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
656 else
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
657 fact.update (u);
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
658
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
659 retval(0) = get_chol_r (fact);
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
660 }
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
661 else
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
662 {
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
663 // complex case
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
664 ComplexMatrix R = argr.complex_matrix_value ();
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
665 ComplexColumnVector u = argu.complex_column_vector_value ();
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
666
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
667 ComplexCHOL fact;
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
668 fact.set (R);
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
669
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
670 if (down)
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
671 err = fact.downdate (u);
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
672 else
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
673 fact.update (u);
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
674
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
675 retval(0) = get_chol_r (fact);
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
676 }
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
677 }
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
678
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
679 if (nargout > 1)
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
680 retval(1) = err;
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
681 else if (err == 1)
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
682 error ("cholupdate: downdate violates positiveness");
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
683 else if (err == 2)
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
684 error ("cholupdate: singular matrix");
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
685 }
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
686 else
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
687 error ("cholupdate: dimension mismatch between R and U");
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
688 else
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
689 error ("cholupdate: OP must be \"+\" or \"-\"");
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
690
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
691 return retval;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
692 }
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
693
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
694 /*
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
695 %!shared A, u, Ac, uc
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
696 %! A = [ 0.436997 -0.131721 0.124120 -0.061673 ;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
697 %! -0.131721 0.738529 0.019851 -0.140295 ;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
698 %! 0.124120 0.019851 0.354879 -0.059472 ;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
699 %! -0.061673 -0.140295 -0.059472 0.600939 ];
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
700 %!
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
701 %! u = [ 0.98950 ;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
702 %! 0.39844 ;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
703 %! 0.63484 ;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
704 %! 0.13351 ];
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
705 %! Ac = [ 0.5585528 + 0.0000000i -0.1662088 - 0.0315341i 0.0107873 + 0.0236411i -0.0276775 - 0.0186073i ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
706 %! -0.1662088 + 0.0315341i 0.6760061 + 0.0000000i 0.0011452 - 0.0475528i 0.0145967 + 0.0247641i ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
707 %! 0.0107873 - 0.0236411i 0.0011452 + 0.0475528i 0.6263149 - 0.0000000i -0.1585837 - 0.0719763i ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
708 %! -0.0276775 + 0.0186073i 0.0145967 - 0.0247641i -0.1585837 + 0.0719763i 0.6034234 - 0.0000000i ];
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
709 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
710 %! uc = [ 0.54267 + 0.91519i ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
711 %! 0.99647 + 0.43141i ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
712 %! 0.83760 + 0.68977i ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
713 %! 0.39160 + 0.90378i ];
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
714
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
715 %!test
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
716 %! R = chol (A);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
717 %! R1 = cholupdate (R, u);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
718 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
719 %! assert (norm (R1'*R1 - R'*R - u*u', Inf) < 1e1*eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
720 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
721 %! R1 = cholupdate (R1, u, "-");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
722 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
723 %! assert (norm (R1 - R, Inf) < 1e1*eps);
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
724
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
725 %!test
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
726 %! R = chol (Ac);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
727 %! R1 = cholupdate (R, uc);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
728 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
729 %! assert (norm (R1'*R1 - R'*R - uc*uc', Inf) < 1e1*eps);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
730 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
731 %! R1 = cholupdate (R1, uc, "-");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
732 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
733 %! assert (norm (R1 - R, Inf) < 1e1*eps);
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
734
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
735 %!test
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
736 %! R = chol (single (A));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
737 %! R1 = cholupdate (R, single (u));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
738 %! assert (norm (triu (R1)-R1, Inf), single (0));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
739 %! assert (norm (R1'*R1 - R'*R - single (u*u'), Inf) < 1e1*eps ("single"));
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
740 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
741 %! R1 = cholupdate (R1, single (u), "-");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
742 %! assert (norm (triu (R1)-R1, Inf), single (0));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
743 %! assert (norm (R1 - R, Inf) < 2e1*eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
744
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
745 %!test
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
746 %! R = chol (single (Ac));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
747 %! R1 = cholupdate (R, single (uc));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
748 %! assert (norm (triu (R1)-R1, Inf), single (0));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
749 %! assert (norm (R1'*R1 - R'*R - single (uc*uc'), Inf) < 1e1*eps ("single"));
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
750 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
751 %! R1 = cholupdate (R1, single (uc), "-");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
752 %! assert (norm (triu (R1)-R1, Inf), single (0));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
753 %! assert (norm (R1 - R, Inf) < 2e1*eps ("single"));
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
754 */
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
755
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
756 DEFUN_DLD (cholinsert, args, nargout,
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
757 "-*- texinfo -*-\n\
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
758 @deftypefn {Loadable Function} {@var{R1} =} cholinsert (@var{R}, @var{j}, @var{u})\n\
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
759 @deftypefnx {Loadable Function} {[@var{R1}, @var{info}] =} cholinsert (@var{R}, @var{j}, @var{u})\n\
10840
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
760 Given a Cholesky@tie{}factorization of a real symmetric or complex Hermitian\n\
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
761 positive definite matrix @w{@var{A} = @var{R}'*@var{R}}, @var{R}@tie{}upper\n\
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
762 triangular, return the Cholesky@tie{}factorization of\n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
763 @var{A1}, where @w{A1(p,p) = A}, @w{A1(:,j) = A1(j,:)' = u} and\n\
9064
7c02ec148a3c Check grammar on all .cc files
Rik <rdrider0-list@yahoo.com>
parents: 8880
diff changeset
764 @w{p = [1:j-1,j+1:n+1]}. @w{u(j)} should be positive.\n\
20163
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 19864
diff changeset
765 \n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
766 On return, @var{info} is set to\n\
14620
cd375519eab0 doc: Periodic grammar check of documentation
Rik <octave@nomad.inbox5.com>
parents: 14501
diff changeset
767 \n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
768 @itemize\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
769 @item 0 if the insertion was successful,\n\
10840
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
770 \n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
771 @item 1 if @var{A1} is not positive definite,\n\
10840
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
772 \n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
773 @item 2 if @var{R} is singular.\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
774 @end itemize\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
775 \n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
776 If @var{info} is not present, an error message is printed in cases 1 and 2.\n\
16920
53eaa83e4181 doc: Add seealso links between various factorization forms.
Rik <rik@octave.org>
parents: 15264
diff changeset
777 @seealso{chol, cholupdate, choldelete, cholshift}\n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
778 @end deftypefn")
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
779 {
20812
d9ca869ca124 maint: Clean-up more instances of print_usage().
Rik <rik@octave.org>
parents: 20790
diff changeset
780 octave_value_list retval;
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
781
20818
cef0448a6ed2 eliminate unnecessary uses of nargin
John W. Eaton <jwe@octave.org>
parents: 20816
diff changeset
782 if (args.length () != 3)
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
783 print_usage ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
784
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
785 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
786 octave_value argj = args(1);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
787 octave_value argu = args(2);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
788
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
789 if (! argr.is_numeric_type () || ! argu.is_numeric_type ()
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
790 || ! argj.is_real_scalar ())
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
791 print_usage ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
792
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
793 octave_idx_type n = argr.rows ();
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
794 octave_idx_type j = argj.scalar_value ();
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
795
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
796 if (argr.columns () == n && argu.rows () == n+1 && argu.columns () == 1)
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
797 {
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
798 if (j > 0 && j <= n+1)
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
799 {
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
800 int err = 0;
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
801 if (argr.is_single_type () || argu.is_single_type ())
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
802 {
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
803 if (argr.is_real_type () && argu.is_real_type ())
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
804 {
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
805 // real case
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
806 FloatMatrix R = argr.float_matrix_value ();
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
807 FloatColumnVector u = argu.float_column_vector_value ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
808
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
809 FloatCHOL fact;
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
810 fact.set (R);
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
811 err = fact.insert_sym (u, j-1);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
812
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
813 retval(0) = get_chol_r (fact);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
814 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
815 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
816 {
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
817 // complex case
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
818 FloatComplexMatrix R = argr.float_complex_matrix_value ();
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
819 FloatComplexColumnVector u =
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
820 argu.float_complex_column_vector_value ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
821
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
822 FloatComplexCHOL fact;
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
823 fact.set (R);
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
824 err = fact.insert_sym (u, j-1);
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
825
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
826 retval(0) = get_chol_r (fact);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
827 }
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
828 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
829 else
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
830 {
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
831 if (argr.is_real_type () && argu.is_real_type ())
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
832 {
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
833 // real case
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
834 Matrix R = argr.matrix_value ();
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
835 ColumnVector u = argu.column_vector_value ();
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
836
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
837 CHOL fact;
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
838 fact.set (R);
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
839 err = fact.insert_sym (u, j-1);
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
840
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
841 retval(0) = get_chol_r (fact);
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
842 }
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
843 else
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
844 {
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
845 // complex case
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
846 ComplexMatrix R = argr.complex_matrix_value ();
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
847 ComplexColumnVector u =
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
848 argu.complex_column_vector_value ();
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
849
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
850 ComplexCHOL fact;
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
851 fact.set (R);
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
852 err = fact.insert_sym (u, j-1);
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
853
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
854 retval(0) = get_chol_r (fact);
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
855 }
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
856 }
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
857
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
858 if (nargout > 1)
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
859 retval(1) = err;
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
860 else if (err == 1)
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
861 error ("cholinsert: insertion violates positiveness");
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
862 else if (err == 2)
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
863 error ("cholinsert: singular matrix");
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
864 else if (err == 3)
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
865 error ("cholinsert: diagonal element must be real");
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
866 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
867 else
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
868 error ("cholinsert: index J out of range");
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
869 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
870 else
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
871 error ("cholinsert: dimension mismatch between R and U");
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
872
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
873 return retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
874 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
875
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
876 /*
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
877 %!test
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
878 %! u2 = [ 0.35080 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
879 %! 0.63930 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
880 %! 3.31057 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
881 %! -0.13825 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
882 %! 0.45266 ];
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
883 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
884 %! R = chol (A);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
885 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
886 %! j = 3; p = [1:j-1, j+1:5];
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
887 %! R1 = cholinsert (R, j, u2);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
888 %! A1 = R1'*R1;
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
889 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
890 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
891 %! assert (norm (A1(p,p) - A, Inf) < 1e1*eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
892
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
893 %!test
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
894 %! u2 = [ 0.35080 + 0.04298i;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
895 %! 0.63930 + 0.23778i;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
896 %! 3.31057 + 0.00000i;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
897 %! -0.13825 + 0.19879i;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
898 %! 0.45266 + 0.50020i];
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
899 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
900 %! R = chol (Ac);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
901 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
902 %! j = 3; p = [1:j-1, j+1:5];
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
903 %! R1 = cholinsert (R, j, u2);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
904 %! A1 = R1'*R1;
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
905 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
906 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
907 %! assert (norm (A1(p,p) - Ac, Inf) < 1e1*eps);
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
908
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
909 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
910 %! u2 = single ([ 0.35080 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
911 %! 0.63930 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
912 %! 3.31057 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
913 %! -0.13825 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
914 %! 0.45266 ]);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
915 %!
14854
5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory
Rik <octave@nomad.inbox5.com>
parents: 14846
diff changeset
916 %! R = chol (single (A));
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
917 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
918 %! j = 3; p = [1:j-1, j+1:5];
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
919 %! R1 = cholinsert (R, j, u2);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
920 %! A1 = R1'*R1;
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
921 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
922 %! assert (norm (triu (R1)-R1, Inf), single (0));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
923 %! assert (norm (A1(p,p) - A, Inf) < 1e1*eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
924
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
925 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
926 %! u2 = single ([ 0.35080 + 0.04298i;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
927 %! 0.63930 + 0.23778i;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
928 %! 3.31057 + 0.00000i;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
929 %! -0.13825 + 0.19879i;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
930 %! 0.45266 + 0.50020i]);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
931 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
932 %! R = chol (single (Ac));
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
933 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
934 %! j = 3; p = [1:j-1, j+1:5];
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
935 %! R1 = cholinsert (R, j, u2);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
936 %! A1 = R1'*R1;
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
937 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
938 %! assert (norm (triu (R1)-R1, Inf), single (0));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
939 %! assert (norm (A1(p,p) - single (Ac), Inf) < 2e1*eps ("single"));
13953
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
940
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
941 %!test
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
942 %! cu = chol (triu (A), "upper");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
943 %! cl = chol (tril (A), "lower");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
944 %! assert (cu, cl', eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
945
13953
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
946 %!test
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
947 %! cca = chol (Ac);
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
948 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
949 %! ccal = chol (Ac, "lower");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
950 %! ccal2 = chol (tril (Ac), "lower");
13953
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
951 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
952 %! ccau = chol (Ac, "upper");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
953 %! ccau2 = chol (triu (Ac), "upper");
13953
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
954 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
955 %! assert (cca'*cca, Ac, eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
956 %! assert (ccau'*ccau, Ac, eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
957 %! assert (ccau2'*ccau2, Ac, eps);
13953
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
958 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
959 %! assert (cca, ccal', eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
960 %! assert (cca, ccau, eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
961 %! assert (cca, ccal2', eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
962 %! assert (cca, ccau2, eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
963
13953
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
964 %!test
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
965 %! cca = chol (single (Ac));
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
966 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
967 %! ccal = chol (single (Ac), "lower");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
968 %! ccal2 = chol (tril (single (Ac)), "lower");
13953
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
969 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
970 %! ccau = chol (single (Ac), "upper");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
971 %! ccau2 = chol (triu (single (Ac)), "upper");
13953
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
972 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
973 %! assert (cca'*cca, single (Ac), eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
974 %! assert (ccau'*ccau, single (Ac), eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
975 %! assert (ccau2'*ccau2, single (Ac), eps ("single"));
13953
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
976 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
977 %! assert (cca, ccal', eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
978 %! assert (cca, ccau, eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
979 %! assert (cca, ccal2', eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
980 %! assert (cca, ccau2, eps ("single"));
13953
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
981
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
982 %!test
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
983 %! a = [12, 2, 3, 4;
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
984 %! 2, 14, 5, 3;
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
985 %! 3, 5, 16, 6;
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
986 %! 4, 3, 6, 16];
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
987 %!
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
988 %! b = [0, 1, 2, 3;
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
989 %! -1, 0, 1, 2;
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
990 %! -2, -1, 0, 1;
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
991 %! -3, -2, -1, 0];
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
992 %!
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
993 %! ca = a + i*b;
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
994 %!
13953
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
995 %! cca = chol (ca);
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
996 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
997 %! ccal = chol (ca, "lower");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
998 %! ccal2 = chol (tril (ca), "lower");
13953
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
999 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1000 %! ccau = chol (ca, "upper");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1001 %! ccau2 = chol (triu (ca), "upper");
13953
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
1002 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1003 %! assert (cca'*cca, ca, 16*eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1004 %! assert (ccau'*ccau, ca, 16*eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1005 %! assert (ccau2'*ccau2, ca, 16*eps);
13953
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
1006 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1007 %! assert (cca, ccal', 16*eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1008 %! assert (cca, ccau, 16*eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1009 %! assert (cca, ccal2', 16*eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1010 %! assert (cca, ccau2, 16*eps);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1011 */
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1012
7924
4976f66d469b miscellaneous cleanup
John W. Eaton <jwe@octave.org>
parents: 7814
diff changeset
1013 DEFUN_DLD (choldelete, args, ,
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
1014 "-*- texinfo -*-\n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1015 @deftypefn {Loadable Function} {@var{R1} =} choldelete (@var{R}, @var{j})\n\
10840
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
1016 Given a Cholesky@tie{}factorization of a real symmetric or complex Hermitian\n\
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
1017 positive definite matrix @w{@var{A} = @var{R}'*@var{R}}, @var{R}@tie{}upper\n\
10846
a4f482e66b65 Grammarcheck more of the documentation.
Rik <octave@nomad.inbox5.com>
parents: 10840
diff changeset
1018 triangular, return the Cholesky@tie{}factorization of @w{A(p,p)}, where\n\
a4f482e66b65 Grammarcheck more of the documentation.
Rik <octave@nomad.inbox5.com>
parents: 10840
diff changeset
1019 @w{p = [1:j-1,j+1:n+1]}.\n\
16920
53eaa83e4181 doc: Add seealso links between various factorization forms.
Rik <rik@octave.org>
parents: 15264
diff changeset
1020 @seealso{chol, cholupdate, cholinsert, cholshift}\n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1021 @end deftypefn")
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1022 {
20812
d9ca869ca124 maint: Clean-up more instances of print_usage().
Rik <rik@octave.org>
parents: 20790
diff changeset
1023 octave_value_list retval;
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1024
20818
cef0448a6ed2 eliminate unnecessary uses of nargin
John W. Eaton <jwe@octave.org>
parents: 20816
diff changeset
1025 if (args.length () != 2)
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
1026 print_usage ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1027
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1028 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1029 octave_value argj = args(1);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1030
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1031 if (! argr.is_numeric_type () || ! argj.is_real_scalar ())
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1032 print_usage ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1033
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1034 octave_idx_type n = argr.rows ();
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1035 octave_idx_type j = argj.scalar_value ();
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1036
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1037 if (argr.columns () == n)
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1038 {
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1039 if (j > 0 && j <= n)
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1040 {
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1041 if (argr.is_single_type ())
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1042 {
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1043 if (argr.is_real_type ())
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1044 {
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1045 // real case
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1046 FloatMatrix R = argr.float_matrix_value ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1047
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1048 FloatCHOL fact;
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1049 fact.set (R);
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1050 fact.delete_sym (j-1);
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1051
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1052 retval(0) = get_chol_r (fact);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1053 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1054 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1055 {
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1056 // complex case
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1057 FloatComplexMatrix R = argr.float_complex_matrix_value ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1058
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1059 FloatComplexCHOL fact;
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1060 fact.set (R);
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1061 fact.delete_sym (j-1);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1062
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1063 retval(0) = get_chol_r (fact);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1064 }
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1065 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1066 else
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1067 {
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1068 if (argr.is_real_type ())
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1069 {
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1070 // real case
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1071 Matrix R = argr.matrix_value ();
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1072
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1073 CHOL fact;
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1074 fact.set (R);
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1075 fact.delete_sym (j-1);
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1076
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1077 retval(0) = get_chol_r (fact);
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1078 }
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1079 else
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1080 {
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1081 // complex case
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1082 ComplexMatrix R = argr.complex_matrix_value ();
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1083
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1084 ComplexCHOL fact;
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1085 fact.set (R);
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1086 fact.delete_sym (j-1);
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1087
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1088 retval(0) = get_chol_r (fact);
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1089 }
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1090 }
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1091 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1092 else
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1093 error ("choldelete: index J out of range");
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1094 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1095 else
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1096 error ("choldelete: matrix R must be square");
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1097
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1098 return retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1099 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1100
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1101 /*
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1102 %!test
14854
5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory
Rik <octave@nomad.inbox5.com>
parents: 14846
diff changeset
1103 %! R = chol (A);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1104 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1105 %! j = 3; p = [1:j-1,j+1:4];
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1106 %! R1 = choldelete (R, j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1107 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1108 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1109 %! assert (norm (R1'*R1 - A(p,p), Inf) < 1e1*eps);
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1110
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1111 %!test
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1112 %! R = chol (Ac);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1113 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1114 %! j = 3; p = [1:j-1,j+1:4];
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1115 %! R1 = choldelete (R, j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1116 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1117 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1118 %! assert (norm (R1'*R1 - Ac(p,p), Inf) < 1e1*eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1119
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1120 %!test
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1121 %! R = chol (single (A));
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1122 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1123 %! j = 3; p = [1:j-1,j+1:4];
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1124 %! R1 = choldelete (R, j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1125 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1126 %! assert (norm (triu (R1)-R1, Inf), single (0));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1127 %! assert (norm (R1'*R1 - single (A(p,p)), Inf) < 1e1*eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1128
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1129 %!test
14854
5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory
Rik <octave@nomad.inbox5.com>
parents: 14846
diff changeset
1130 %! R = chol (single (Ac));
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1131 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1132 %! j = 3; p = [1:j-1,j+1:4];
14854
5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory
Rik <octave@nomad.inbox5.com>
parents: 14846
diff changeset
1133 %! R1 = choldelete (R,j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1134 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1135 %! assert (norm (triu (R1)-R1, Inf), single (0));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1136 %! assert (norm (R1'*R1 - single (Ac(p,p)), Inf) < 1e1*eps ("single"));
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1137 */
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1138
7924
4976f66d469b miscellaneous cleanup
John W. Eaton <jwe@octave.org>
parents: 7814
diff changeset
1139 DEFUN_DLD (cholshift, args, ,
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
1140 "-*- texinfo -*-\n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1141 @deftypefn {Loadable Function} {@var{R1} =} cholshift (@var{R}, @var{i}, @var{j})\n\
10840
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
1142 Given a Cholesky@tie{}factorization of a real symmetric or complex Hermitian\n\
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
1143 positive definite matrix @w{@var{A} = @var{R}'*@var{R}}, @var{R}@tie{}upper\n\
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
1144 triangular, return the Cholesky@tie{}factorization of\n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1145 @w{@var{A}(p,p)}, where @w{p} is the permutation @*\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1146 @code{p = [1:i-1, shift(i:j, 1), j+1:n]} if @w{@var{i} < @var{j}} @*\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1147 or @*\n\
9064
7c02ec148a3c Check grammar on all .cc files
Rik <rdrider0-list@yahoo.com>
parents: 8880
diff changeset
1148 @code{p = [1:j-1, shift(j:i,-1), i+1:n]} if @w{@var{j} < @var{i}}. @*\n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1149 \n\
16920
53eaa83e4181 doc: Add seealso links between various factorization forms.
Rik <rik@octave.org>
parents: 15264
diff changeset
1150 @seealso{chol, cholupdate, cholinsert, choldelete}\n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1151 @end deftypefn")
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1152 {
20812
d9ca869ca124 maint: Clean-up more instances of print_usage().
Rik <rik@octave.org>
parents: 20790
diff changeset
1153 octave_value_list retval;
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1154
20818
cef0448a6ed2 eliminate unnecessary uses of nargin
John W. Eaton <jwe@octave.org>
parents: 20816
diff changeset
1155 if (args.length () != 3)
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
1156 print_usage ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1157
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1158 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1159 octave_value argi = args(1);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1160 octave_value argj = args(2);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1161
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1162 if (! argr.is_numeric_type () || ! argi.is_real_scalar ()
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1163 || ! argj.is_real_scalar ())
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1164 print_usage ();
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1165
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1166 octave_idx_type n = argr.rows ();
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1167 octave_idx_type i = argi.scalar_value ();
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1168 octave_idx_type j = argj.scalar_value ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1169
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1170 if (argr.columns () == n)
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1171 {
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1172 if (j > 0 && j <= n+1 && i > 0 && i <= n+1)
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1173 {
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1174
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1175 if (argr.is_single_type () && argi.is_single_type ()
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1176 && argj.is_single_type ())
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1177 {
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1178 if (argr.is_real_type ())
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1179 {
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1180 // real case
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1181 FloatMatrix R = argr.float_matrix_value ();
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1182
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1183 FloatCHOL fact;
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1184 fact.set (R);
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1185 fact.shift_sym (i-1, j-1);
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1186
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1187 retval(0) = get_chol_r (fact);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1188 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1189 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1190 {
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1191 // complex case
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1192 FloatComplexMatrix R = argr.float_complex_matrix_value ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1193
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1194 FloatComplexCHOL fact;
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1195 fact.set (R);
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1196 fact.shift_sym (i-1, j-1);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1197
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1198 retval(0) = get_chol_r (fact);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1199 }
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1200 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1201 else
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1202 {
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1203 if (argr.is_real_type ())
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1204 {
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1205 // real case
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1206 Matrix R = argr.matrix_value ();
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1207
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1208 CHOL fact;
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1209 fact.set (R);
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1210 fact.shift_sym (i-1, j-1);
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1211
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1212 retval(0) = get_chol_r (fact);
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1213 }
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1214 else
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1215 {
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1216 // complex case
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1217 ComplexMatrix R = argr.complex_matrix_value ();
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1218
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1219 ComplexCHOL fact;
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1220 fact.set (R);
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1221 fact.shift_sym (i-1, j-1);
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1222
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1223 retval(0) = get_chol_r (fact);
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1224 }
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1225 }
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1226 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1227 else
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1228 error ("cholshift: index I or J is out of range");
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1229 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1230 else
20851
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1231 error ("cholshift: R must be a square matrix");
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1232
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1233 return retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1234 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1235
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1236 /*
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1237 %!test
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1238 %! R = chol (A);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1239 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1240 %! i = 1; j = 3; p = [1:i-1, shift(i:j,-1), j+1:4];
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1241 %! R1 = cholshift (R, i, j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1242 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1243 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1244 %! assert (norm (R1'*R1 - A(p,p), Inf) < 1e1*eps);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1245 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1246 %! j = 1; i = 3; p = [1:j-1, shift(j:i,+1), i+1:4];
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1247 %! R1 = cholshift (R, i, j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1248 %!
14854
5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory
Rik <octave@nomad.inbox5.com>
parents: 14846
diff changeset
1249 %! assert (norm (triu (R1) - R1, Inf), 0);
5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory
Rik <octave@nomad.inbox5.com>
parents: 14846
diff changeset
1250 %! assert (norm (R1'*R1 - A(p,p), Inf) < 1e1*eps);
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1251
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1252 %!test
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1253 %! R = chol (Ac);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1254 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1255 %! i = 1; j = 3; p = [1:i-1, shift(i:j,-1), j+1:4];
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1256 %! R1 = cholshift (R, i, j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1257 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1258 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1259 %! assert (norm (R1'*R1 - Ac(p,p), Inf) < 1e1*eps);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1260 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1261 %! j = 1; i = 3; p = [1:j-1, shift(j:i,+1), i+1:4];
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1262 %! R1 = cholshift (R, i, j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1263 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1264 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1265 %! assert (norm (R1'*R1 - Ac(p,p), Inf) < 1e1*eps);
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1266
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1267 %!test
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1268 %! R = chol (single (A));
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
1269 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1270 %! i = 1; j = 3; p = [1:i-1, shift(i:j,-1), j+1:4];
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1271 %! R1 = cholshift (R, i, j);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1272 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1273 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1274 %! assert (norm (R1'*R1 - single (A(p,p)), Inf) < 1e1*eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1275 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1276 %! j = 1; i = 3; p = [1:j-1, shift(j:i,+1), i+1:4];
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1277 %! R1 = cholshift (R, i, j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1278 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1279 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1280 %! assert (norm (R1'*R1 - single (A(p,p)), Inf) < 1e1*eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1281
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1282 %!test
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1283 %! R = chol (single (Ac));
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1284 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1285 %! i = 1; j = 3; p = [1:i-1, shift(i:j,-1), j+1:4];
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1286 %! R1 = cholshift (R, i, j);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1287 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1288 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1289 %! assert (norm (R1'*R1 - single (Ac(p,p)), Inf) < 1e1*eps ("single"));
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1290 %!
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1291 %! j = 1; i = 3; p = [1:j-1, shift(j:i,+1), i+1:4];
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1292 %! R1 = cholshift (R, i, j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1293 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1294 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1295 %! assert (norm (R1'*R1 - single (Ac(p,p)), Inf) < 1e1*eps ("single"));
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1296 */