octave: liboctave/numeric/chol.cc annotate

annotate liboctave/numeric/chol.cc @ 23220:092078913d54

maint: Merge stable to default.

author	John W. Eaton <jwe@octave.org>
date	Wed, 22 Feb 2017 12:58:07 -0500
parents	ef4d915df748 3ac9f9ecfae5
children	d691ed308237

rev	line source
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	1 /*
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	2
23219 3ac9f9ecfae5 maint: Update copyright dates. John W. Eaton <jwe@octave.org> parents: 23083 diff changeset	3 Copyright (C) 1994-2017 John W. Eaton
11523 fd0a3ac60b0e update copyright notices John W. Eaton <jwe@octave.org> parents: 11518 diff changeset	4 Copyright (C) 2008-2009 Jaroslav Hajek
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	5
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	6 This file is part of Octave.
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	7
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	8 Octave is free software; you can redistribute it and/or modify it
22755 3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22402 diff changeset	9 under the terms of the GNU General Public License as published by
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22402 diff changeset	10 the Free Software Foundation; either version 3 of the License, or
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22402 diff changeset	11 (at your option) any later version.
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	12
22755 3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22402 diff changeset	13 Octave is distributed in the hope that it will be useful, but
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22402 diff changeset	14 WITHOUT ANY WARRANTY; without even the implied warranty of
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22402 diff changeset	15 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22402 diff changeset	16 GNU General Public License for more details.
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	17
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	18 You should have received a copy of the GNU General Public License
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6486 diff changeset	19 along with Octave; see the file COPYING. If not, see
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6486 diff changeset	20 <http://www.gnu.org/licenses/>.
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	21
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	22 */
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	23
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21301 diff changeset	24 #if defined (HAVE_CONFIG_H)
21301 40de9f8f23a6 Use '#include "config.h"' rather than <config.h>. Rik <rik@octave.org> parents: 21285 diff changeset	25 # include "config.h"
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	26 #endif
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	27
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	28 #include <vector>
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	29
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	30 #include "CColVector.h"
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	31 #include "CMatrix.h"
21270 230e186e292d make building without qrupdate work again John W. Eaton <jwe@octave.org> parents: 21269 diff changeset	32 #include "CRowVector.h"
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	33 #include "chol.h"
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	34 #include "dColVector.h"
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	35 #include "dMatrix.h"
21270 230e186e292d make building without qrupdate work again John W. Eaton <jwe@octave.org> parents: 21269 diff changeset	36 #include "dRowVector.h"
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	37 #include "fCColVector.h"
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	38 #include "fCMatrix.h"
21270 230e186e292d make building without qrupdate work again John W. Eaton <jwe@octave.org> parents: 21269 diff changeset	39 #include "fCRowVector.h"
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	40 #include "fColVector.h"
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	41 #include "fMatrix.h"
21270 230e186e292d make building without qrupdate work again John W. Eaton <jwe@octave.org> parents: 21269 diff changeset	42 #include "fRowVector.h"
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	43 #include "lo-error.h"
22322 93b3cdd36854 move most f77 function decls to separate header files John W. Eaton <jwe@octave.org> parents: 22317 diff changeset	44 #include "lo-lapack-proto.h"
93b3cdd36854 move most f77 function decls to separate header files John W. Eaton <jwe@octave.org> parents: 22317 diff changeset	45 #include "lo-qrupdate-proto.h"
8377 25bc2d31e1bf improve OCTAVE_LOCAL_BUFFER Jaroslav Hajek <highegg@gmail.com> parents: 7725 diff changeset	46 #include "oct-locbuf.h"
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 8562 diff changeset	47 #include "oct-norm.h"
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	48
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	49 #if ! defined (HAVE_QRUPDATE)
21285 d3b265a83adc make building without qrupdate work again John W. Eaton <jwe@octave.org> parents: 21270 diff changeset	50 # include "qr.h"
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	51 #endif
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	52
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	53 static Matrix
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	54 chol2inv_internal (const Matrix& r, bool is_upper = true)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	55 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	56 Matrix retval;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	57
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	58 octave_idx_type r_nr = r.rows ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	59 octave_idx_type r_nc = r.cols ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	60
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	61 if (r_nr != r_nc)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	62 (*current_liboctave_error_handler) ("chol2inv requires square matrix");
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	63
22988 cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	64 F77_INT n = octave::to_f77_int (r_nc);
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	65 F77_INT info = 0;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	66
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	67 Matrix tmp = r;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	68 double *v = tmp.fortran_vec ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	69
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	70 if (info == 0)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	71 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	72 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	73 F77_XFCN (dpotri, DPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	74 v, n, info
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	75 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	76 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	77 F77_XFCN (dpotri, DPOTRI, (F77_CONST_CHAR_ARG2 ("L", 1), n,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	78 v, n, info
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	79 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	80
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	81 // If someone thinks of a more graceful way of doing this (or
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	82 // faster for that matter :-)), please let me know!
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	83
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	84 if (n > 1)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	85 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	86 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	87 for (octave_idx_type j = 0; j < r_nc; j++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	88 for (octave_idx_type i = j+1; i < r_nr; i++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	89 tmp.xelem (i, j) = tmp.xelem (j, i);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	90 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	91 for (octave_idx_type j = 0; j < r_nc; j++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	92 for (octave_idx_type i = j+1; i < r_nr; i++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	93 tmp.xelem (j, i) = tmp.xelem (i, j);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	94 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	95
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	96 retval = tmp;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	97 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	98
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	99 return retval;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	100 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	101
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	102 static FloatMatrix
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	103 chol2inv_internal (const FloatMatrix& r, bool is_upper = true)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	104 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	105 FloatMatrix retval;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	106
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	107 octave_idx_type r_nr = r.rows ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	108 octave_idx_type r_nc = r.cols ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	109
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	110 if (r_nr != r_nc)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	111 (*current_liboctave_error_handler) ("chol2inv requires square matrix");
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	112
22988 cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	113 F77_INT n = octave::to_f77_int (r_nc);
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	114 F77_INT info = 0;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	115
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	116 FloatMatrix tmp = r;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	117 float *v = tmp.fortran_vec ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	118
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	119 if (info == 0)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	120 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	121 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	122 F77_XFCN (spotri, SPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	123 v, n, info
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	124 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	125 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	126 F77_XFCN (spotri, SPOTRI, (F77_CONST_CHAR_ARG2 ("L", 1), n,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	127 v, n, info
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	128 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	129
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	130 // If someone thinks of a more graceful way of doing this (or
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	131 // faster for that matter :-)), please let me know!
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	132
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	133 if (n > 1)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	134 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	135 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	136 for (octave_idx_type j = 0; j < r_nc; j++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	137 for (octave_idx_type i = j+1; i < r_nr; i++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	138 tmp.xelem (i, j) = tmp.xelem (j, i);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	139 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	140 for (octave_idx_type j = 0; j < r_nc; j++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	141 for (octave_idx_type i = j+1; i < r_nr; i++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	142 tmp.xelem (j, i) = tmp.xelem (i, j);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	143 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	144
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	145 retval = tmp;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	146 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	147
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	148 return retval;
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	149 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	150
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	151 static ComplexMatrix
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	152 chol2inv_internal (const ComplexMatrix& r, bool is_upper = true)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	153 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	154 ComplexMatrix retval;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	155
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	156 octave_idx_type r_nr = r.rows ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	157 octave_idx_type r_nc = r.cols ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	158
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	159 if (r_nr != r_nc)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	160 (*current_liboctave_error_handler) ("chol2inv requires square matrix");
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	161
22988 cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	162 F77_INT n = octave::to_f77_int (r_nc);
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	163 F77_INT info;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	164
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	165 ComplexMatrix tmp = r;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	166
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	167 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	168 F77_XFCN (zpotri, ZPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n,
22135 407c66ae1e20 reduce warnings from GCC's link-time optimization feature (bug #48531) John W. Eaton <jwe@octave.org> parents: 22133 diff changeset	169 F77_DBLE_CMPLX_ARG (tmp.fortran_vec ()), n, info
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	170 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	171 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	172 F77_XFCN (zpotri, ZPOTRI, (F77_CONST_CHAR_ARG2 ("L", 1), n,
22135 407c66ae1e20 reduce warnings from GCC's link-time optimization feature (bug #48531) John W. Eaton <jwe@octave.org> parents: 22133 diff changeset	173 F77_DBLE_CMPLX_ARG (tmp.fortran_vec ()), n, info
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	174 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	175
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	176 // If someone thinks of a more graceful way of doing this (or
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	177 // faster for that matter :-)), please let me know!
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	178
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	179 if (n > 1)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	180 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	181 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	182 for (octave_idx_type j = 0; j < r_nc; j++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	183 for (octave_idx_type i = j+1; i < r_nr; i++)
22926 db2a531717b3 fix inv for hermitian matrices (bug introduced in 5ce959c55cc0) (bug #49904) John W. Eaton <jwe@octave.org> parents: 22402 diff changeset	184 tmp.xelem (i, j) = std::conj (tmp.xelem (j, i));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	185 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	186 for (octave_idx_type j = 0; j < r_nc; j++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	187 for (octave_idx_type i = j+1; i < r_nr; i++)
22926 db2a531717b3 fix inv for hermitian matrices (bug introduced in 5ce959c55cc0) (bug #49904) John W. Eaton <jwe@octave.org> parents: 22402 diff changeset	188 tmp.xelem (j, i) = std::conj (tmp.xelem (i, j));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	189 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	190
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	191 retval = tmp;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	192
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	193 return retval;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	194 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	195
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	196 static FloatComplexMatrix
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	197 chol2inv_internal (const FloatComplexMatrix& r, bool is_upper = true)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	198 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	199 FloatComplexMatrix retval;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	200
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	201 octave_idx_type r_nr = r.rows ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	202 octave_idx_type r_nc = r.cols ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	203
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	204 if (r_nr != r_nc)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	205 (*current_liboctave_error_handler) ("chol2inv requires square matrix");
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	206
22988 cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	207 F77_INT n = octave::to_f77_int (r_nc);
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	208 F77_INT info;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	209
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	210 FloatComplexMatrix tmp = r;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	211
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	212 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	213 F77_XFCN (cpotri, CPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n,
22135 407c66ae1e20 reduce warnings from GCC's link-time optimization feature (bug #48531) John W. Eaton <jwe@octave.org> parents: 22133 diff changeset	214 F77_CMPLX_ARG (tmp.fortran_vec ()), n, info
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	215 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	216 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	217 F77_XFCN (cpotri, CPOTRI, (F77_CONST_CHAR_ARG2 ("L", 1), n,
22135 407c66ae1e20 reduce warnings from GCC's link-time optimization feature (bug #48531) John W. Eaton <jwe@octave.org> parents: 22133 diff changeset	218 F77_CMPLX_ARG (tmp.fortran_vec ()), n, info
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	219 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	220
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	221 // If someone thinks of a more graceful way of doing this (or
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	222 // faster for that matter :-)), please let me know!
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	223
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	224 if (n > 1)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	225 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	226 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	227 for (octave_idx_type j = 0; j < r_nc; j++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	228 for (octave_idx_type i = j+1; i < r_nr; i++)
22926 db2a531717b3 fix inv for hermitian matrices (bug introduced in 5ce959c55cc0) (bug #49904) John W. Eaton <jwe@octave.org> parents: 22402 diff changeset	229 tmp.xelem (i, j) = std::conj (tmp.xelem (j, i));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	230 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	231 for (octave_idx_type j = 0; j < r_nc; j++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	232 for (octave_idx_type i = j+1; i < r_nr; i++)
22926 db2a531717b3 fix inv for hermitian matrices (bug introduced in 5ce959c55cc0) (bug #49904) John W. Eaton <jwe@octave.org> parents: 22402 diff changeset	233 tmp.xelem (j, i) = std::conj (tmp.xelem (i, j));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	234 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	235
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	236 retval = tmp;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	237
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	238 return retval;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	239 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	240
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22274 diff changeset	241 namespace octave
6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22274 diff changeset	242 {
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	243 namespace math
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	244 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	245 template <typename T>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	246 T
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	247 chol2inv (const T& r)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	248 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	249 return chol2inv_internal (r);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	250 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	251
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	252 // Compute the inverse of a matrix using the Cholesky factorization.
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	253 template <typename T>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	254 T
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	255 chol<T>::inverse (void) const
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	256 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	257 return chol2inv_internal (chol_mat, is_upper);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	258 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	259
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	260 template <typename T>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	261 void
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	262 chol<T>::set (const T& R)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	263 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	264 if (! R.is_square ())
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	265 (*current_liboctave_error_handler) ("chol: requires square matrix");
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	266
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	267 chol_mat = R;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	268 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	269
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	270 #if ! defined (HAVE_QRUPDATE)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	271
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	272 template <typename T>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	273 void
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	274 chol<T>::update (const VT& u)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	275 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	276 warn_qrupdate_once ();
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	277
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	278 octave_idx_type n = chol_mat.rows ();
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	279
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	280 if (u.numel () != n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	281 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	282
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	283 init (chol_mat.hermitian () * chol_mat + T (u) * T (u).hermitian (),
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	284 true, false);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	285 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	286
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	287 template <typename T>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	288 bool
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	289 singular (const T& a)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	290 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	291 static typename T::element_type zero (0);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	292 for (octave_idx_type i = 0; i < a.rows (); i++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	293 if (a(i,i) == zero) return true;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	294 return false;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	295 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	296
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	297 template <typename T>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	298 octave_idx_type
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	299 chol<T>::downdate (const VT& u)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	300 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	301 warn_qrupdate_once ();
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	302
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	303 octave_idx_type info = -1;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	304
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	305 octave_idx_type n = chol_mat.rows ();
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	306
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	307 if (u.numel () != n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	308 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	309
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	310 if (singular (chol_mat))
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	311 info = 2;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	312 else
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	313 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	314 info = init (chol_mat.hermitian () * chol_mat
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	315 - T (u) * T (u).hermitian (), true, false);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	316 if (info) info = 1;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	317 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	318
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	319 return info;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	320 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	321
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	322 template <typename T>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	323 octave_idx_type
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	324 chol<T>::insert_sym (const VT& u, octave_idx_type j)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	325 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	326 static typename T::element_type zero (0);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	327
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	328 warn_qrupdate_once ();
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	329
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	330 octave_idx_type info = -1;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	331
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	332 octave_idx_type n = chol_mat.rows ();
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	333
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	334 if (u.numel () != n + 1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	335 (*current_liboctave_error_handler) ("cholinsert: dimension mismatch");
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	336 if (j < 0 \|\| j > n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	337 (*current_liboctave_error_handler) ("cholinsert: index out of range");
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	338
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	339 if (singular (chol_mat))
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	340 info = 2;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	341 else if (octave::math::imag (u(j)) != zero)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	342 info = 3;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	343 else
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	344 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	345 T a = chol_mat.hermitian () * chol_mat;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	346 T a1 (n+1, n+1);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	347 for (octave_idx_type k = 0; k < n+1; k++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	348 for (octave_idx_type l = 0; l < n+1; l++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	349 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	350 if (l == j)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	351 a1(k, l) = u(k);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	352 else if (k == j)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	353 a1(k, l) = octave::math::conj (u(l));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	354 else
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	355 a1(k, l) = a(k < j ? k : k-1, l < j ? l : l-1);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	356 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	357 info = init (a1, true, false);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	358 if (info) info = 1;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	359 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	360
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	361 return info;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	362 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	363
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	364 template <typename T>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	365 void
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	366 chol<T>::delete_sym (octave_idx_type j)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	367 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	368 warn_qrupdate_once ();
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	369
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	370 octave_idx_type n = chol_mat.rows ();
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	371
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	372 if (j < 0 \|\| j > n-1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	373 (*current_liboctave_error_handler) ("choldelete: index out of range");
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	374
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	375 T a = chol_mat.hermitian () * chol_mat;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	376 a.delete_elements (1, idx_vector (j));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	377 a.delete_elements (0, idx_vector (j));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	378 init (a, true, false);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	379 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	380
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	381 template <typename T>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	382 void
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	383 chol<T>::shift_sym (octave_idx_type i, octave_idx_type j)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	384 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	385 warn_qrupdate_once ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	386
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	387 octave_idx_type n = chol_mat.rows ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	388
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	389 if (i < 0 \|\| i > n-1 \|\| j < 0 \|\| j > n-1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	390 (*current_liboctave_error_handler) ("cholshift: index out of range");
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	391
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	392 T a = chol_mat.hermitian () * chol_mat;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	393 Array<octave_idx_type> p (dim_vector (n, 1));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	394 for (octave_idx_type k = 0; k < n; k++) p(k) = k;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	395 if (i < j)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	396 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	397 for (octave_idx_type k = i; k < j; k++) p(k) = k+1;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	398 p(j) = i;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	399 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	400 else if (j < i)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	401 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	402 p(j) = i;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	403 for (octave_idx_type k = j+1; k < i+1; k++) p(k) = k-1;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	404 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	405
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	406 init (a.index (idx_vector (p), idx_vector (p)), true, false);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	407 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	408
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	409 #endif
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	410
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	411 // Specializations.
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	412
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	413 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	414 octave_idx_type
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	415 chol<Matrix>::init (const Matrix& a, bool upper, bool calc_cond)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	416 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	417 octave_idx_type a_nr = a.rows ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	418 octave_idx_type a_nc = a.cols ();
1944 8cb4d3008c76 [project @ 1996-02-14 00:45:04 by jwe] jwe parents: 1882 diff changeset	419
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	420 if (a_nr != a_nc)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	421 (*current_liboctave_error_handler) ("chol: requires square matrix");
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	422
22988 cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	423 F77_INT n = octave::to_f77_int (a_nc);
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	424 F77_INT info;
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	425
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	426 is_upper = upper;
20462 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20232 diff changeset	427
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	428 chol_mat.clear (n, n);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	429 if (is_upper)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	430 for (octave_idx_type j = 0; j < n; j++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	431 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	432 for (octave_idx_type i = 0; i <= j; i++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	433 chol_mat.xelem (i, j) = a(i, j);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	434 for (octave_idx_type i = j+1; i < n; i++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	435 chol_mat.xelem (i, j) = 0.0;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	436 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	437 else
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	438 for (octave_idx_type j = 0; j < n; j++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	439 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	440 for (octave_idx_type i = 0; i < j; i++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	441 chol_mat.xelem (i, j) = 0.0;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	442 for (octave_idx_type i = j; i < n; i++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	443 chol_mat.xelem (i, j) = a(i, j);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	444 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	445 double *h = chol_mat.fortran_vec ();
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	446
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	447 // Calculate the norm of the matrix, for later use.
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	448 double anorm = 0;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	449 if (calc_cond)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	450 anorm = xnorm (a, 1);
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	451
20462 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20232 diff changeset	452 if (is_upper)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	453 F77_XFCN (dpotrf, DPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1), n, h, n, info
20628 48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	454 F77_CHAR_ARG_LEN (1)));
20462 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20232 diff changeset	455 else
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	456 F77_XFCN (dpotrf, DPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1), n, h, n, info
20628 48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	457 F77_CHAR_ARG_LEN (1)));
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	458
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	459 xrcond = 0.0;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	460 if (info > 0)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	461 chol_mat.resize (info - 1, info - 1);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	462 else if (calc_cond)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	463 {
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	464 F77_INT dpocon_info = 0;
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	465
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	466 // Now calculate the condition number for non-singular matrix.
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	467 Array<double> z (dim_vector (3*n, 1));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	468 double *pz = z.fortran_vec ();
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	469 OCTAVE_LOCAL_BUFFER (F77_INT, iz, n);
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	470 if (is_upper)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	471 F77_XFCN (dpocon, DPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n, h,
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	472 n, anorm, xrcond, pz, iz, dpocon_info
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	473 F77_CHAR_ARG_LEN (1)));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	474 else
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	475 F77_XFCN (dpocon, DPOCON, (F77_CONST_CHAR_ARG2 ("L", 1), n, h,
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	476 n, anorm, xrcond, pz, iz, dpocon_info
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	477 F77_CHAR_ARG_LEN (1)));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	478
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	479 if (dpocon_info != 0)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	480 info = -1;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	481 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	482
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	483 return info;
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	484 }
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	485
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	486 #if defined (HAVE_QRUPDATE)
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	487
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	488 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	489 void
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	490 chol<Matrix>::update (const ColumnVector& u)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	491 {
22988 cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	492 F77_INT n = octave::to_f77_int (chol_mat.rows ());
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	493
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	494 if (u.numel () != n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	495 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	496
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	497 ColumnVector utmp = u;
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	498
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	499 OCTAVE_LOCAL_BUFFER (double, w, n);
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	500
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	501 F77_XFCN (dch1up, DCH1UP, (n, chol_mat.fortran_vec (), n,
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	502 utmp.fortran_vec (), w));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	503 }
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	504
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	505 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	506 octave_idx_type
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	507 chol<Matrix>::downdate (const ColumnVector& u)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	508 {
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	509 F77_INT info = -1;
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	510
22988 cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	511 F77_INT n = octave::to_f77_int (chol_mat.rows ());
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	512
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	513 if (u.numel () != n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	514 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	515
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	516 ColumnVector utmp = u;
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	517
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	518 OCTAVE_LOCAL_BUFFER (double, w, n);
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	519
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	520 F77_XFCN (dch1dn, DCH1DN, (n, chol_mat.fortran_vec (), n,
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	521 utmp.fortran_vec (), w, info));
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	522
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	523 return info;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	524 }
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	525
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	526 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	527 octave_idx_type
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	528 chol<Matrix>::insert_sym (const ColumnVector& u, octave_idx_type j_arg)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	529 {
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	530 F77_INT info = -1;
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	531
22988 cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	532 F77_INT n = octave::to_f77_int (chol_mat.rows ());
cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	533 F77_INT j = octave::to_f77_int (j_arg);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	534
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	535 if (u.numel () != n + 1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	536 (*current_liboctave_error_handler) ("cholinsert: dimension mismatch");
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	537 if (j < 0 \|\| j > n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	538 (*current_liboctave_error_handler) ("cholinsert: index out of range");
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	539
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	540 ColumnVector utmp = u;
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	541
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	542 OCTAVE_LOCAL_BUFFER (double, w, n);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	543
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	544 chol_mat.resize (n+1, n+1);
22988 cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	545 F77_INT ldcm = octave::to_f77_int (chol_mat.rows ());
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	546
22969 023026207910 * chol.cc: Fix thinko in previous change. John W. Eaton <jwe@octave.org> parents: 22942 diff changeset	547 F77_XFCN (dchinx, DCHINX, (n, chol_mat.fortran_vec (), ldcm,
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	548 j + 1, utmp.fortran_vec (), w, info));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	549
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	550 return info;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	551 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	552
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	553 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	554 void
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	555 chol<Matrix>::delete_sym (octave_idx_type j_arg)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	556 {
22988 cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	557 F77_INT n = octave::to_f77_int (chol_mat.rows ());
cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	558 F77_INT j = octave::to_f77_int (j_arg);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	559
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	560 if (j < 0 \|\| j > n-1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	561 (*current_liboctave_error_handler) ("choldelete: index out of range");
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	562
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	563 OCTAVE_LOCAL_BUFFER (double, w, n);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	564
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	565 F77_XFCN (dchdex, DCHDEX, (n, chol_mat.fortran_vec (), n, j + 1, w));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	566
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	567 chol_mat.resize (n-1, n-1);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	568 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	569
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	570 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	571 void
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	572 chol<Matrix>::shift_sym (octave_idx_type i_arg, octave_idx_type j_arg)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	573 {
22988 cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	574 F77_INT n = octave::to_f77_int (chol_mat.rows ());
cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	575 F77_INT i = octave::to_f77_int (i_arg);
cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	576 F77_INT j = octave::to_f77_int (j_arg);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	577
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	578 if (i < 0 \|\| i > n-1 \|\| j < 0 \|\| j > n-1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	579 (*current_liboctave_error_handler) ("cholshift: index out of range");
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	580
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	581 OCTAVE_LOCAL_BUFFER (double, w, 2*n);
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	582
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	583 F77_XFCN (dchshx, DCHSHX, (n, chol_mat.fortran_vec (), n,
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	584 i + 1, j + 1, w));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	585 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	586
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	587 #endif
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	588
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	589 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	590 octave_idx_type
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	591 chol<FloatMatrix>::init (const FloatMatrix& a, bool upper, bool calc_cond)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	592 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	593 octave_idx_type a_nr = a.rows ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	594 octave_idx_type a_nc = a.cols ();
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	595
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	596 if (a_nr != a_nc)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	597 (*current_liboctave_error_handler) ("chol: requires square matrix");
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	598
22988 cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	599 F77_INT n = octave::to_f77_int (a_nc);
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	600 F77_INT info;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	601
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	602 is_upper = upper;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	603
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	604 chol_mat.clear (n, n);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	605 if (is_upper)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	606 for (octave_idx_type j = 0; j < n; j++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	607 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	608 for (octave_idx_type i = 0; i <= j; i++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	609 chol_mat.xelem (i, j) = a(i, j);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	610 for (octave_idx_type i = j+1; i < n; i++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	611 chol_mat.xelem (i, j) = 0.0f;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	612 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	613 else
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	614 for (octave_idx_type j = 0; j < n; j++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	615 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	616 for (octave_idx_type i = 0; i < j; i++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	617 chol_mat.xelem (i, j) = 0.0f;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	618 for (octave_idx_type i = j; i < n; i++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	619 chol_mat.xelem (i, j) = a(i, j);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	620 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	621 float *h = chol_mat.fortran_vec ();
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	622
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	623 // Calculate the norm of the matrix, for later use.
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	624 float anorm = 0;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	625 if (calc_cond)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	626 anorm = xnorm (a, 1);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	627
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	628 if (is_upper)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	629 F77_XFCN (spotrf, SPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1), n, h, n, info
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	630 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	631 else
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	632 F77_XFCN (spotrf, SPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1), n, h, n, info
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	633 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	634
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	635 xrcond = 0.0;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	636 if (info > 0)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	637 chol_mat.resize (info - 1, info - 1);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	638 else if (calc_cond)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	639 {
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	640 F77_INT spocon_info = 0;
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	641
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	642 // Now calculate the condition number for non-singular matrix.
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	643 Array<float> z (dim_vector (3*n, 1));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	644 float *pz = z.fortran_vec ();
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	645 OCTAVE_LOCAL_BUFFER (F77_INT, iz, n);
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	646 if (is_upper)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	647 F77_XFCN (spocon, SPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n, h,
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	648 n, anorm, xrcond, pz, iz, spocon_info
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	649 F77_CHAR_ARG_LEN (1)));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	650 else
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	651 F77_XFCN (spocon, SPOCON, (F77_CONST_CHAR_ARG2 ("L", 1), n, h,
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	652 n, anorm, xrcond, pz, iz, spocon_info
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	653 F77_CHAR_ARG_LEN (1)));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	654
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	655 if (spocon_info != 0)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	656 info = -1;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	657 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	658
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	659 return info;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	660 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	661
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21301 diff changeset	662 #if defined (HAVE_QRUPDATE)
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	663
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	664 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	665 void
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	666 chol<FloatMatrix>::update (const FloatColumnVector& u)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	667 {
22988 cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	668 F77_INT n = octave::to_f77_int (chol_mat.rows ());
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	669
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	670 if (u.numel () != n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	671 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	672
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	673 FloatColumnVector utmp = u;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	674
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	675 OCTAVE_LOCAL_BUFFER (float, w, n);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	676
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	677 F77_XFCN (sch1up, SCH1UP, (n, chol_mat.fortran_vec (), n,
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	678 utmp.fortran_vec (), w));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	679 }
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	680
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	681 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	682 octave_idx_type
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	683 chol<FloatMatrix>::downdate (const FloatColumnVector& u)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	684 {
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	685 F77_INT info = -1;
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	686
22988 cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	687 F77_INT n = octave::to_f77_int (chol_mat.rows ());
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	688
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	689 if (u.numel () != n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	690 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	691
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	692 FloatColumnVector utmp = u;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	693
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	694 OCTAVE_LOCAL_BUFFER (float, w, n);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	695
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	696 F77_XFCN (sch1dn, SCH1DN, (n, chol_mat.fortran_vec (), n,
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	697 utmp.fortran_vec (), w, info));
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	698
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	699 return info;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	700 }
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	701
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	702 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	703 octave_idx_type
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	704 chol<FloatMatrix>::insert_sym (const FloatColumnVector& u,
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	705 octave_idx_type j_arg)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	706 {
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	707 F77_INT info = -1;
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	708
22988 cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	709 F77_INT n = octave::to_f77_int (chol_mat.rows ());
cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	710 F77_INT j = octave::to_f77_int (j_arg);
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	711
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	712 if (u.numel () != n + 1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	713 (*current_liboctave_error_handler) ("cholinsert: dimension mismatch");
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	714 if (j < 0 \|\| j > n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	715 (*current_liboctave_error_handler) ("cholinsert: index out of range");
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	716
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	717 FloatColumnVector utmp = u;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	718
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	719 OCTAVE_LOCAL_BUFFER (float, w, n);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	720
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	721 chol_mat.resize (n+1, n+1);
22988 cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	722 F77_INT ldcm = octave::to_f77_int (chol_mat.rows ());
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	723
22969 023026207910 * chol.cc: Fix thinko in previous change. John W. Eaton <jwe@octave.org> parents: 22942 diff changeset	724 F77_XFCN (schinx, SCHINX, (n, chol_mat.fortran_vec (), ldcm,
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	725 j + 1, utmp.fortran_vec (), w, info));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	726
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	727 return info;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	728 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	729
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	730 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	731 void
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	732 chol<FloatMatrix>::delete_sym (octave_idx_type j_arg)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	733 {
22988 cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	734 F77_INT n = octave::to_f77_int (chol_mat.rows ());
cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	735 F77_INT j = octave::to_f77_int (j_arg);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	736
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	737 if (j < 0 \|\| j > n-1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	738 (*current_liboctave_error_handler) ("choldelete: index out of range");
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	739
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	740 OCTAVE_LOCAL_BUFFER (float, w, n);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	741
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	742 F77_XFCN (schdex, SCHDEX, (n, chol_mat.fortran_vec (), n,
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	743 j + 1, w));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	744
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	745 chol_mat.resize (n-1, n-1);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	746 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	747
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	748 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	749 void
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	750 chol<FloatMatrix>::shift_sym (octave_idx_type i_arg, octave_idx_type j_arg)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	751 {
22988 cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	752 F77_INT n = octave::to_f77_int (chol_mat.rows ());
cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	753 F77_INT i = octave::to_f77_int (i_arg);
cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	754 F77_INT j = octave::to_f77_int (j_arg);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	755
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	756 if (i < 0 \|\| i > n-1 \|\| j < 0 \|\| j > n-1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	757 (*current_liboctave_error_handler) ("cholshift: index out of range");
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	758
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	759 OCTAVE_LOCAL_BUFFER (float, w, 2*n);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	760
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	761 F77_XFCN (schshx, SCHSHX, (n, chol_mat.fortran_vec (), n,
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	762 i + 1, j + 1, w));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	763 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	764
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	765 #endif
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	766
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	767 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	768 octave_idx_type
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	769 chol<ComplexMatrix>::init (const ComplexMatrix& a, bool upper, bool calc_cond)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	770 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	771 octave_idx_type a_nr = a.rows ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	772 octave_idx_type a_nc = a.cols ();
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	773
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	774 if (a_nr != a_nc)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	775 (*current_liboctave_error_handler) ("chol: requires square matrix");
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	776
22988 cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	777 F77_INT n = octave::to_f77_int (a_nc);
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	778 F77_INT info;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	779
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	780 is_upper = upper;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	781
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	782 chol_mat.clear (n, n);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	783 if (is_upper)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	784 for (octave_idx_type j = 0; j < n; j++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	785 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	786 for (octave_idx_type i = 0; i <= j; i++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	787 chol_mat.xelem (i, j) = a(i, j);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	788 for (octave_idx_type i = j+1; i < n; i++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	789 chol_mat.xelem (i, j) = 0.0;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	790 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	791 else
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	792 for (octave_idx_type j = 0; j < n; j++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	793 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	794 for (octave_idx_type i = 0; i < j; i++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	795 chol_mat.xelem (i, j) = 0.0;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	796 for (octave_idx_type i = j; i < n; i++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	797 chol_mat.xelem (i, j) = a(i, j);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	798 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	799 Complex *h = chol_mat.fortran_vec ();
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	800
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	801 // Calculate the norm of the matrix, for later use.
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	802 double anorm = 0;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	803 if (calc_cond)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	804 anorm = xnorm (a, 1);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	805
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	806 if (is_upper)
22402 4caa7b28d183 maint: Style check C++ code in liboctave/ Rik <rik@octave.org> parents: 22329 diff changeset	807 F77_XFCN (zpotrf, ZPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1), n,
4caa7b28d183 maint: Style check C++ code in liboctave/ Rik <rik@octave.org> parents: 22329 diff changeset	808 F77_DBLE_CMPLX_ARG (h), n, info
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	809 F77_CHAR_ARG_LEN (1)));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	810 else
22402 4caa7b28d183 maint: Style check C++ code in liboctave/ Rik <rik@octave.org> parents: 22329 diff changeset	811 F77_XFCN (zpotrf, ZPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1), n,
4caa7b28d183 maint: Style check C++ code in liboctave/ Rik <rik@octave.org> parents: 22329 diff changeset	812 F77_DBLE_CMPLX_ARG (h), n, info
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	813 F77_CHAR_ARG_LEN (1)));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	814
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	815 xrcond = 0.0;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	816 if (info > 0)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	817 chol_mat.resize (info - 1, info - 1);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	818 else if (calc_cond)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	819 {
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	820 F77_INT zpocon_info = 0;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	821
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	822 // Now calculate the condition number for non-singular matrix.
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	823 Array<Complex> z (dim_vector (2*n, 1));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	824 Complex *pz = z.fortran_vec ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	825 Array<double> rz (dim_vector (n, 1));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	826 double *prz = rz.fortran_vec ();
22402 4caa7b28d183 maint: Style check C++ code in liboctave/ Rik <rik@octave.org> parents: 22329 diff changeset	827 F77_XFCN (zpocon, ZPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n,
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	828 F77_DBLE_CMPLX_ARG (h), n, anorm, xrcond,
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	829 F77_DBLE_CMPLX_ARG (pz), prz, zpocon_info
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	830 F77_CHAR_ARG_LEN (1)));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	831
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	832 if (zpocon_info != 0)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	833 info = -1;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	834 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	835
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	836 return info;
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	837 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	838
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21301 diff changeset	839 #if defined (HAVE_QRUPDATE)
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	840
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	841 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	842 void
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	843 chol<ComplexMatrix>::update (const ComplexColumnVector& u)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	844 {
22988 cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	845 F77_INT n = octave::to_f77_int (chol_mat.rows ());
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	846
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	847 if (u.numel () != n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	848 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	849
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	850 ComplexColumnVector utmp = u;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	851
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	852 OCTAVE_LOCAL_BUFFER (double, rw, n);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	853
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	854 F77_XFCN (zch1up, ZCH1UP, (n,
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	855 F77_DBLE_CMPLX_ARG (chol_mat.fortran_vec ()),
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	856 n,
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	857 F77_DBLE_CMPLX_ARG (utmp.fortran_vec ()),
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	858 rw));
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	859 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	860
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	861 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	862 octave_idx_type
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	863 chol<ComplexMatrix>::downdate (const ComplexColumnVector& u)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	864 {
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	865 F77_INT info = -1;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	866
22988 cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	867 F77_INT n = octave::to_f77_int (chol_mat.rows ());
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	868
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	869 if (u.numel () != n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	870 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	871
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	872 ComplexColumnVector utmp = u;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	873
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	874 OCTAVE_LOCAL_BUFFER (double, rw, n);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	875
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	876 F77_XFCN (zch1dn, ZCH1DN, (n,
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	877 F77_DBLE_CMPLX_ARG (chol_mat.fortran_vec ()),
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	878 n,
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	879 F77_DBLE_CMPLX_ARG (utmp.fortran_vec ()),
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	880 rw, info));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	881
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	882 return info;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	883 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	884
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	885 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	886 octave_idx_type
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	887 chol<ComplexMatrix>::insert_sym (const ComplexColumnVector& u,
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	888 octave_idx_type j_arg)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	889 {
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	890 F77_INT info = -1;
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	891
22988 cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	892 F77_INT n = octave::to_f77_int (chol_mat.rows ());
cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	893 F77_INT j = octave::to_f77_int (j_arg);
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	894
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	895 if (u.numel () != n + 1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	896 (*current_liboctave_error_handler) ("cholinsert: dimension mismatch");
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	897 if (j < 0 \|\| j > n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	898 (*current_liboctave_error_handler) ("cholinsert: index out of range");
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	899
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	900 ComplexColumnVector utmp = u;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	901
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	902 OCTAVE_LOCAL_BUFFER (double, rw, n);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	903
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	904 chol_mat.resize (n+1, n+1);
22988 cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	905 F77_INT ldcm = octave::to_f77_int (chol_mat.rows ());
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	906
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	907 F77_XFCN (zchinx, ZCHINX, (n,
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	908 F77_DBLE_CMPLX_ARG (chol_mat.fortran_vec ()),
22969 023026207910 * chol.cc: Fix thinko in previous change. John W. Eaton <jwe@octave.org> parents: 22942 diff changeset	909 ldcm, j + 1,
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	910 F77_DBLE_CMPLX_ARG (utmp.fortran_vec ()),
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	911 rw, info));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	912
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	913 return info;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	914 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	915
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	916 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	917 void
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	918 chol<ComplexMatrix>::delete_sym (octave_idx_type j_arg)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	919 {
22988 cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	920 F77_INT n = octave::to_f77_int (chol_mat.rows ());
cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	921 F77_INT j = octave::to_f77_int (j_arg);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	922
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	923 if (j < 0 \|\| j > n-1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	924 (*current_liboctave_error_handler) ("choldelete: index out of range");
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	925
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	926 OCTAVE_LOCAL_BUFFER (double, rw, n);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	927
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	928 F77_XFCN (zchdex, ZCHDEX, (n,
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	929 F77_DBLE_CMPLX_ARG (chol_mat.fortran_vec ()),
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	930 n, j + 1, rw));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	931
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	932 chol_mat.resize (n-1, n-1);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	933 }
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	934
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	935 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	936 void
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	937 chol<ComplexMatrix>::shift_sym (octave_idx_type i_arg,
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	938 octave_idx_type j_arg)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	939 {
22988 cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	940 F77_INT n = octave::to_f77_int (chol_mat.rows ());
cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	941 F77_INT i = octave::to_f77_int (i_arg);
cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	942 F77_INT j = octave::to_f77_int (j_arg);
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	943
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	944 if (i < 0 \|\| i > n-1 \|\| j < 0 \|\| j > n-1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	945 (*current_liboctave_error_handler) ("cholshift: index out of range");
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	946
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	947 OCTAVE_LOCAL_BUFFER (Complex, w, n);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	948 OCTAVE_LOCAL_BUFFER (double, rw, n);
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	949
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	950 F77_XFCN (zchshx, ZCHSHX, (n,
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	951 F77_DBLE_CMPLX_ARG (chol_mat.fortran_vec ()),
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	952 n, i + 1, j + 1,
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	953 F77_DBLE_CMPLX_ARG (w), rw));
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	954 }
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	955
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	956 #endif
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	957
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	958 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	959 octave_idx_type
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	960 chol<FloatComplexMatrix>::init (const FloatComplexMatrix& a, bool upper,
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	961 bool calc_cond)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	962 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	963 octave_idx_type a_nr = a.rows ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	964 octave_idx_type a_nc = a.cols ();
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	965
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	966 if (a_nr != a_nc)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	967 (*current_liboctave_error_handler) ("chol: requires square matrix");
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	968
22988 cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	969 F77_INT n = octave::to_f77_int (a_nc);
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	970 F77_INT info;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	971
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	972 is_upper = upper;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	973
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	974 chol_mat.clear (n, n);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	975 if (is_upper)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	976 for (octave_idx_type j = 0; j < n; j++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	977 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	978 for (octave_idx_type i = 0; i <= j; i++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	979 chol_mat.xelem (i, j) = a(i, j);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	980 for (octave_idx_type i = j+1; i < n; i++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	981 chol_mat.xelem (i, j) = 0.0f;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	982 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	983 else
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	984 for (octave_idx_type j = 0; j < n; j++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	985 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	986 for (octave_idx_type i = 0; i < j; i++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	987 chol_mat.xelem (i, j) = 0.0f;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	988 for (octave_idx_type i = j; i < n; i++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	989 chol_mat.xelem (i, j) = a(i, j);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	990 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	991 FloatComplex *h = chol_mat.fortran_vec ();
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	992
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	993 // Calculate the norm of the matrix, for later use.
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	994 float anorm = 0;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	995 if (calc_cond)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	996 anorm = xnorm (a, 1);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	997
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	998 if (is_upper)
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	999 F77_XFCN (cpotrf, CPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1),
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1000 n, F77_CMPLX_ARG (h), n, info
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1001 F77_CHAR_ARG_LEN (1)));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1002 else
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1003 F77_XFCN (cpotrf, CPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1),
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1004 n, F77_CMPLX_ARG (h), n, info
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1005 F77_CHAR_ARG_LEN (1)));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1006
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1007 xrcond = 0.0;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1008 if (info > 0)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1009 chol_mat.resize (info - 1, info - 1);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1010 else if (calc_cond)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1011 {
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1012 F77_INT cpocon_info = 0;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1013
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1014 // Now calculate the condition number for non-singular matrix.
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1015 Array<FloatComplex> z (dim_vector (2*n, 1));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1016 FloatComplex *pz = z.fortran_vec ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1017 Array<float> rz (dim_vector (n, 1));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1018 float *prz = rz.fortran_vec ();
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1019 F77_XFCN (cpocon, CPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n,
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1020 F77_CMPLX_ARG (h), n, anorm, xrcond,
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1021 F77_CMPLX_ARG (pz), prz, cpocon_info
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1022 F77_CHAR_ARG_LEN (1)));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1023
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1024 if (cpocon_info != 0)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1025 info = -1;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1026 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1027
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1028 return info;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1029 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1030
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21301 diff changeset	1031 #if defined (HAVE_QRUPDATE)
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1032
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1033 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1034 void
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1035 chol<FloatComplexMatrix>::update (const FloatComplexColumnVector& u)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1036 {
22988 cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	1037 F77_INT n = octave::to_f77_int (chol_mat.rows ());
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1038
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1039 if (u.numel () != n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1040 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1041
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1042 FloatComplexColumnVector utmp = u;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1043
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1044 OCTAVE_LOCAL_BUFFER (float, rw, n);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1045
22402 4caa7b28d183 maint: Style check C++ code in liboctave/ Rik <rik@octave.org> parents: 22329 diff changeset	1046 F77_XFCN (cch1up, CCH1UP, (n, F77_CMPLX_ARG (chol_mat.fortran_vec ()),
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1047 n, F77_CMPLX_ARG (utmp.fortran_vec ()), rw));
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1048 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1049
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1050 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1051 octave_idx_type
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1052 chol<FloatComplexMatrix>::downdate (const FloatComplexColumnVector& u)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1053 {
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1054 F77_INT info = -1;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1055
22988 cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	1056 F77_INT n = octave::to_f77_int (chol_mat.rows ());
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1057
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1058 if (u.numel () != n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1059 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1060
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1061 FloatComplexColumnVector utmp = u;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1062
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1063 OCTAVE_LOCAL_BUFFER (float, rw, n);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1064
22402 4caa7b28d183 maint: Style check C++ code in liboctave/ Rik <rik@octave.org> parents: 22329 diff changeset	1065 F77_XFCN (cch1dn, CCH1DN, (n, F77_CMPLX_ARG (chol_mat.fortran_vec ()),
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1066 n, F77_CMPLX_ARG (utmp.fortran_vec ()),
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1067 rw, info));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1068
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1069 return info;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1070 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1071
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1072 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1073 octave_idx_type
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1074 chol<FloatComplexMatrix>::insert_sym (const FloatComplexColumnVector& u,
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1075 octave_idx_type j_arg)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1076 {
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1077 F77_INT info = -1;
22988 cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	1078 F77_INT j = octave::to_f77_int (j_arg);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1079
22988 cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	1080 F77_INT n = octave::to_f77_int (chol_mat.rows ());
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1081
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1082 if (u.numel () != n + 1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1083 (*current_liboctave_error_handler) ("cholinsert: dimension mismatch");
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1084 if (j < 0 \|\| j > n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1085 (*current_liboctave_error_handler) ("cholinsert: index out of range");
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1086
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1087 FloatComplexColumnVector utmp = u;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1088
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1089 OCTAVE_LOCAL_BUFFER (float, rw, n);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1090
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1091 chol_mat.resize (n+1, n+1);
22988 cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	1092 F77_INT ldcm = octave::to_f77_int (chol_mat.rows ());
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1093
22402 4caa7b28d183 maint: Style check C++ code in liboctave/ Rik <rik@octave.org> parents: 22329 diff changeset	1094 F77_XFCN (cchinx, CCHINX, (n, F77_CMPLX_ARG (chol_mat.fortran_vec ()),
22969 023026207910 * chol.cc: Fix thinko in previous change. John W. Eaton <jwe@octave.org> parents: 22942 diff changeset	1095 ldcm, j + 1,
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1096 F77_CMPLX_ARG (utmp.fortran_vec ()),
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1097 rw, info));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1098
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1099 return info;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1100 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1101
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1102 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1103 void
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1104 chol<FloatComplexMatrix>::delete_sym (octave_idx_type j_arg)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1105 {
22988 cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	1106 F77_INT n = octave::to_f77_int (chol_mat.rows ());
cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	1107 F77_INT j = octave::to_f77_int (j_arg);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1108
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1109 if (j < 0 \|\| j > n-1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1110 (*current_liboctave_error_handler) ("choldelete: index out of range");
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1111
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1112 OCTAVE_LOCAL_BUFFER (float, rw, n);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1113
22402 4caa7b28d183 maint: Style check C++ code in liboctave/ Rik <rik@octave.org> parents: 22329 diff changeset	1114 F77_XFCN (cchdex, CCHDEX, (n, F77_CMPLX_ARG (chol_mat.fortran_vec ()),
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1115 n, j + 1, rw));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1116
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1117 chol_mat.resize (n-1, n-1);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1118 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1119
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1120 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1121 void
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1122 chol<FloatComplexMatrix>::shift_sym (octave_idx_type i_arg,
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1123 octave_idx_type j_arg)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1124 {
22988 cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	1125 F77_INT n = octave::to_f77_int (chol_mat.rows ());
cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	1126 F77_INT i = octave::to_f77_int (i_arg);
cd33c785e80e put to_f77_int inside octave namespace John W. Eaton <jwe@octave.org> parents: 22969 diff changeset	1127 F77_INT j = octave::to_f77_int (j_arg);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1128
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1129 if (i < 0 \|\| i > n-1 \|\| j < 0 \|\| j > n-1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1130 (*current_liboctave_error_handler) ("cholshift: index out of range");
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1131
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1132 OCTAVE_LOCAL_BUFFER (FloatComplex, w, n);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1133 OCTAVE_LOCAL_BUFFER (float, rw, n);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1134
22402 4caa7b28d183 maint: Style check C++ code in liboctave/ Rik <rik@octave.org> parents: 22329 diff changeset	1135 F77_XFCN (cchshx, CCHSHX, (n, F77_CMPLX_ARG (chol_mat.fortran_vec ()),
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1136 n, i + 1, j + 1, F77_CMPLX_ARG (w), rw));
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1137 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1138
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1139 #endif
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1140
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1141 // Instantiations we need.
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1142
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1143 template class chol<Matrix>;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1144
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1145 template class chol<FloatMatrix>;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1146
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1147 template class chol<ComplexMatrix>;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1148
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1149 template class chol<FloatComplexMatrix>;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1150
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1151 template Matrix
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1152 chol2inv<Matrix> (const Matrix& r);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1153
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1154 template ComplexMatrix
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1155 chol2inv<ComplexMatrix> (const ComplexMatrix& r);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1156
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1157 template FloatMatrix
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1158 chol2inv<FloatMatrix> (const FloatMatrix& r);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1159
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1160 template FloatComplexMatrix
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1161 chol2inv<FloatComplexMatrix> (const FloatComplexMatrix& r);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1162 }
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22274 diff changeset	1163 }

Mercurial > octave

annotate liboctave/numeric/chol.cc @ 23220:092078913d54