annotate liboctave/numeric/dbleCHOL.h @ 21244:1473547f50f5

include octave-config.h in public header files * mk-opts.pl, mkbuiltins, mk-ops.awk, sparse-mk-ops.awk: Emit "#include octave-config.h" statement for generated header files. * build-env.h, builtins.h, Cell.h, base-text-renderer.h, c-file-ptr-stream.h, cdisplay.h, comment-list.h, data.h, debug.h, defaults.in.h, defun-dld.h, defun-int.h, defun.h, dirfns.h, display.h, dynamic-ld.h, error.h, errwarn.h, event-queue.h, file-io.h, ft-text-renderer.h, gl-render.h, gl2ps-print.h, graphics.in.h, gripes.h, help.h, hook-fcn.h, input.h, jit-ir.h, jit-typeinfo.h, jit-util.h, load-path.h, load-save.h, ls-ascii-helper.h, ls-hdf5.h, ls-mat-ascii.h, ls-mat4.h, ls-mat5.h, ls-oct-binary.h, ls-oct-text.h, ls-utils.h, mex.h, mexproto.h, mxarray.in.h, oct-errno.h, oct-fstrm.h, oct-handle.h, oct-hdf5-types.h, oct-hdf5.h, oct-hist.h, oct-iostrm.h, oct-lvalue.h, oct-map.h, oct-obj.h, oct-opengl.h, oct-prcstrm.h, oct-procbuf.h, oct-stdstrm.h, oct-stream.h, oct-strstrm.h, oct.h, octave-default-image.h, octave-link.h, octave-preserve-stream-state.h, pager.h, pr-output.h, procstream.h, profiler.h, pt-jit.h, sighandlers.h, siglist.h, sparse-xdiv.h, sparse-xpow.h, symtab.h, sysdep.h, text-renderer.h, toplev.h, txt-eng.h, utils.h, variables.h, workspace-element.h, xdiv.h, xnorm.h, xpow.h, zfstream.h, oct-qhull.h, ov-base-diag.h, ov-base-int.h, ov-base-mat.h, ov-base-scalar.h, ov-base-sparse.h, ov-base.h, ov-bool-mat.h, ov-bool-sparse.h, ov-bool.h, ov-builtin.h, ov-cell.h, ov-ch-mat.h, ov-class.h, ov-classdef.h, ov-colon.h, ov-complex.h, ov-cs-list.h, ov-cx-diag.h, ov-cx-mat.h, ov-cx-sparse.h, ov-dld-fcn.h, ov-fcn-handle.h, ov-fcn-inline.h, ov-fcn.h, ov-float.h, ov-flt-complex.h, ov-flt-cx-diag.h, ov-flt-cx-mat.h, ov-flt-re-diag.h, ov-flt-re-mat.h, ov-int-traits.h, ov-int16.h, ov-int32.h, ov-int64.h, ov-int8.h, ov-intx.h, ov-java.h, ov-lazy-idx.h, ov-mex-fcn.h, ov-null-mat.h, ov-oncleanup.h, ov-perm.h, ov-range.h, ov-re-diag.h, ov-re-mat.h, ov-re-sparse.h, ov-scalar.h, ov-str-mat.h, ov-struct.h, ov-type-conv.h, ov-typeinfo.h, ov-uint16.h, ov-uint32.h, ov-uint64.h, ov-uint8.h, ov-usr-fcn.h, ov.h, ovl.h, octave.h, op-int.h, ops.h, options-usage.h, lex.h, parse.h, pt-all.h, pt-arg-list.h, pt-array-list.h, pt-assign.h, pt-binop.h, pt-bp.h, pt-cbinop.h, pt-cell.h, pt-check.h, pt-classdef.h, pt-cmd.h, pt-colon.h, pt-const.h, pt-decl.h, pt-eval.h, pt-except.h, pt-exp.h, pt-fcn-handle.h, pt-funcall.h, pt-id.h, pt-idx.h, pt-jump.h, pt-loop.h, pt-mat.h, pt-misc.h, pt-pr-code.h, pt-select.h, pt-stmt.h, pt-unop.h, pt-walk.h, pt.h, token.h, version.in.h, Array-util.h, Array.h, CColVector.h, CDiagMatrix.h, CMatrix.h, CNDArray.h, CRowVector.h, CSparse.h, DiagArray2.h, MArray.h, MDiagArray2.h, MSparse.h, Matrix.h, MatrixType.h, PermMatrix.h, Range.h, Sparse.h, boolMatrix.h, boolNDArray.h, boolSparse.h, chMatrix.h, chNDArray.h, dColVector.h, dDiagMatrix.h, dMatrix.h, dNDArray.h, dRowVector.h, dSparse.h, dim-vector.h, fCColVector.h, fCDiagMatrix.h, fCMatrix.h, fCNDArray.h, fCRowVector.h, fColVector.h, fDiagMatrix.h, fMatrix.h, fNDArray.h, fRowVector.h, idx-vector.h, int16NDArray.h, int32NDArray.h, int64NDArray.h, int8NDArray.h, intNDArray.h, uint16NDArray.h, uint32NDArray.h, uint64NDArray.h, uint8NDArray.h, f77-fcn.h, lo-error.h, quit.h, CmplxAEPBAL.h, CmplxCHOL.h, CmplxGEPBAL.h, CmplxHESS.h, CmplxLU.h, CmplxQR.h, CmplxQRP.h, CmplxSCHUR.h, CmplxSVD.h, CollocWt.h, DAE.h, DAEFunc.h, DAERT.h, DAERTFunc.h, DASPK.h, DASRT.h, DASSL.h, DET.h, EIG.h, LSODE.h, ODE.h, ODEFunc.h, ODES.h, ODESFunc.h, Quad.h, base-aepbal.h, base-dae.h, base-de.h, base-lu.h, base-min.h, base-qr.h, bsxfun-decl.h, bsxfun.h, dbleAEPBAL.h, dbleCHOL.h, dbleGEPBAL.h, dbleHESS.h, dbleLU.h, dbleQR.h, dbleQRP.h, dbleSCHUR.h, dbleSVD.h, eigs-base.h, fCmplxAEPBAL.h, fCmplxCHOL.h, fCmplxGEPBAL.h, fCmplxHESS.h, fCmplxLU.h, fCmplxQR.h, fCmplxQRP.h, fCmplxSCHUR.h, fCmplxSVD.h, fEIG.h, floatAEPBAL.h, floatCHOL.h, floatGEPBAL.h, floatHESS.h, floatLU.h, floatQR.h, floatQRP.h, floatSCHUR.h, floatSVD.h, lo-mappers.h, lo-specfun.h, oct-convn.h, oct-fftw.h, oct-norm.h, oct-rand.h, oct-spparms.h, randgamma.h, randmtzig.h, randpoisson.h, sparse-chol.h, sparse-dmsolve.h, sparse-lu.h, sparse-qr.h, Sparse-diag-op-defs.h, Sparse-op-decls.h, Sparse-op-defs.h, Sparse-perm-op-defs.h, mx-base.h, mx-defs.h, mx-ext.h, mx-op-decl.h, mx-op-defs.h, dir-ops.h, file-ops.h, file-stat.h, lo-sysdep.h, mach-info.h, oct-env.h, oct-group.h, oct-openmp.h, oct-passwd.h, oct-syscalls.h, oct-time.h, oct-uname.h, pathlen.h, sysdir.h, syswait.h, action-container.h, base-list.h, byte-swap.h, caseless-str.h, cmd-edit.h, cmd-hist.h, data-conv.h, functor.h, glob-match.h, lo-array-errwarn.h, lo-array-gripes.h, lo-cutils.h, lo-ieee.h, lo-macros.h, lo-math.h, lo-regexp.h, lo-traits.h, lo-utils.h, oct-alloc.h, oct-base64.h, oct-binmap.h, oct-cmplx.h, oct-glob.h, oct-inttypes.h, oct-locbuf.h, oct-mutex.h, oct-refcount.h, oct-rl-edit.h, oct-rl-hist.h, oct-shlib.h, oct-sort.h, oct-sparse.h, pathsearch.h, singleton-cleanup.h, sparse-sort.h, sparse-util.h, statdefs.h, str-vec.h, sun-utils.h, unwind-prot.h, url-transfer.h: Include octave-config.h.
author John W. Eaton <jwe@octave.org>
date Wed, 10 Feb 2016 14:25:53 -0500
parents f7084eae3318
children
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1 /*
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2
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3 Copyright (C) 1994-2015 John W. Eaton
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4 Copyright (C) 2008-2009 Jaroslav Hajek
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5
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6 This file is part of Octave.
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7
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8 Octave is free software; you can redistribute it and/or modify it
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9 under the terms of the GNU General Public License as published by the
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10 Free Software Foundation; either version 3 of the License, or (at your
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11 option) any later version.
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12
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13 Octave is distributed in the hope that it will be useful, but WITHOUT
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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16 for more details.
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17
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18 You should have received a copy of the GNU General Public License
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19 along with Octave; see the file COPYING. If not, see
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20 <http://www.gnu.org/licenses/>.
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21
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22 */
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23
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24 #if ! defined (octave_dbleCHOL_h)
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25 #define octave_dbleCHOL_h 1
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27 #include "octave-config.h"
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28
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29 #include <iosfwd>
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31 #include "dMatrix.h"
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32 #include "dColVector.h"
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33
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34 class
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35 OCTAVE_API
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36 CHOL
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37 {
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38 public:
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39
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40 CHOL (void) : chol_mat (), xrcond (0) { }
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42 CHOL (const Matrix& a, bool upper = true, bool calc_cond = false)
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43 : chol_mat (), xrcond (0)
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44 {
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45 init (a, upper, calc_cond);
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46 }
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48 CHOL (const Matrix& a, octave_idx_type& info, bool upper = true,
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49 bool calc_cond = false) : chol_mat (), xrcond (0)
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50 {
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51 info = init (a, upper, calc_cond);
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52 }
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54 CHOL (const CHOL& a) : chol_mat (a.chol_mat), xrcond (a.xrcond) { }
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56 CHOL& operator = (const CHOL& a)
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57 {
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58 if (this != &a)
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59 {
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60 chol_mat = a.chol_mat;
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61 xrcond = a.xrcond;
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62 }
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63 return *this;
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64 }
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65
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66 Matrix chol_matrix (void) const { return chol_mat; }
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67
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68 double rcond (void) const { return xrcond; }
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69
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70 // Compute the inverse of a matrix using the Cholesky factorization.
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71 Matrix inverse (void) const;
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72
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73 void set (const Matrix& R);
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74
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75 void update (const ColumnVector& u);
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76
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77 octave_idx_type downdate (const ColumnVector& u);
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78
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79 octave_idx_type insert_sym (const ColumnVector& u, octave_idx_type j);
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80
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81 void delete_sym (octave_idx_type j);
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82
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83 void shift_sym (octave_idx_type i, octave_idx_type j);
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84
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85 friend OCTAVE_API std::ostream& operator << (std::ostream& os, const CHOL& a);
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86
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87 private:
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88
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89 Matrix chol_mat;
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90
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91 double xrcond;
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92
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93 bool is_upper;
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95 octave_idx_type init (const Matrix& a, bool upper, bool calc_cond);
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96 };
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97
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98 Matrix OCTAVE_API chol2inv (const Matrix& r);
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99
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100 #endif