octave: liboctave/numeric/chol.cc annotate

annotate liboctave/numeric/chol.cc @ 27919:1891570abac8

update Octave Project Developers copyright for the new year In files that have the "Octave Project Developers" copyright notice, update for 2020.

author	John W. Eaton <jwe@octave.org>
date	Mon, 06 Jan 2020 22:29:51 -0500
parents	b442ec6dda5c
children	bd51beb6205e

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
27919 1891570abac8 update Octave Project Developers copyright for the new year John W. Eaton <jwe@octave.org> parents: 27918 diff changeset	3 Copyright (C) 1994-2020 The Octave Project Developers
27918 b442ec6dda5c use centralized file for copyright info for individual contributors John W. Eaton <jwe@octave.org> parents: 27102 diff changeset	4
b442ec6dda5c use centralized file for copyright info for individual contributors John W. Eaton <jwe@octave.org> parents: 27102 diff changeset	5 See the file COPYRIGHT.md in the top-level directory of this distribution
b442ec6dda5c use centralized file for copyright info for individual contributors John W. Eaton <jwe@octave.org> parents: 27102 diff changeset	6 or <https://octave.org/COPYRIGHT.html/>.
b442ec6dda5c use centralized file for copyright info for individual contributors John W. Eaton <jwe@octave.org> parents: 27102 diff changeset	7
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	8
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	9 This file is part of Octave.
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	10
24534 194eb4bd202b maint: Update punctuation for GPL v3 license text. Rik <rik@octave.org> parents: 23708 diff changeset	11 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	12 under the terms of the GNU General Public License as published by
24534 194eb4bd202b maint: Update punctuation for GPL v3 license text. Rik <rik@octave.org> parents: 23708 diff changeset	13 the Free Software Foundation, either version 3 of the License, or
22755 3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22402 diff changeset	14 (at your option) any later version.
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	15
22755 3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22402 diff changeset	16 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	17 WITHOUT ANY WARRANTY; without even the implied warranty of
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22402 diff changeset	18 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22402 diff changeset	19 GNU General Public License for more details.
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	20
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	21 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	22 along with Octave; see the file COPYING. If not, see
24534 194eb4bd202b maint: Update punctuation for GPL v3 license text. Rik <rik@octave.org> parents: 23708 diff changeset	23 <https://www.gnu.org/licenses/>.
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	24
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	25 */
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	26
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21301 diff changeset	27 #if defined (HAVE_CONFIG_H)
21301 40de9f8f23a6 Use '#include "config.h"' rather than <config.h>. Rik <rik@octave.org> parents: 21285 diff changeset	28 # include "config.h"
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	29 #endif
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	30
23475 d691ed308237 maint: Clean up #includes in liboctave/numeric directory. Rik <rik@octave.org> parents: 23220 diff changeset	31 #include "Array.h"
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	32 #include "CColVector.h"
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	33 #include "CMatrix.h"
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	34 #include "chol.h"
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	35 #include "dColVector.h"
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	36 #include "dMatrix.h"
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"
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	39 #include "fColVector.h"
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	40 #include "fMatrix.h"
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	41 #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	42 #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	43 #include "lo-qrupdate-proto.h"
8377 25bc2d31e1bf improve OCTAVE_LOCAL_BUFFER Jaroslav Hajek <highegg@gmail.com> parents: 7725 diff changeset	44 #include "oct-locbuf.h"
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 8562 diff changeset	45 #include "oct-norm.h"
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	46
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	47 #if ! defined (HAVE_QRUPDATE)
21285 d3b265a83adc make building without qrupdate work again John W. Eaton <jwe@octave.org> parents: 21270 diff changeset	48 # include "qr.h"
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	49 #endif
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	50
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22274 diff changeset	51 namespace octave
6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22274 diff changeset	52 {
27101 097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	53 static Matrix
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	54 chol2inv_internal (const Matrix& r, bool is_upper = true)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	55 {
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	56 Matrix retval;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	57
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	58 octave_idx_type r_nr = r.rows ();
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	59 octave_idx_type r_nc = r.cols ();
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	60
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	61 if (r_nr != r_nc)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	62 (*current_liboctave_error_handler) ("chol2inv requires square matrix");
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	63
27102 84ff9953faa1 where possible, eliminate octave:: namespace qualifier inside octave namespace John W. Eaton <jwe@octave.org> parents: 27101 diff changeset	64 F77_INT n = to_f77_int (r_nc);
27101 097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	65 F77_INT info;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	66
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	67 Matrix tmp = r;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	68 double *v = tmp.fortran_vec ();
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	69
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	70 if (is_upper)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	71 F77_XFCN (dpotri, DPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n,
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	72 v, n, info
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	73 F77_CHAR_ARG_LEN (1)));
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	74 else
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	75 F77_XFCN (dpotri, DPOTRI, (F77_CONST_CHAR_ARG2 ("L", 1), n,
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	76 v, n, info
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	77 F77_CHAR_ARG_LEN (1)));
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	78
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	79 // FIXME: Should we check info exit value and possibly report an error?
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	80
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	81 // If someone thinks of a more graceful way of doing this
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	82 // (or faster for that matter :-)), please let me know!
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	83
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	84 if (n > 1)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	85 {
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	86 if (is_upper)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	87 for (octave_idx_type j = 0; j < r_nc; j++)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	88 for (octave_idx_type i = j+1; i < r_nr; i++)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	89 tmp.xelem (i, j) = tmp.xelem (j, i);
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	90 else
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	91 for (octave_idx_type j = 0; j < r_nc; j++)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	92 for (octave_idx_type i = j+1; i < r_nr; i++)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	93 tmp.xelem (j, i) = tmp.xelem (i, j);
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	94 }
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	95
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	96 retval = tmp;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	97
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	98 return retval;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	99 }
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	100
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	101 static FloatMatrix
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	102 chol2inv_internal (const FloatMatrix& r, bool is_upper = true)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	103 {
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	104 FloatMatrix retval;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	105
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	106 octave_idx_type r_nr = r.rows ();
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	107 octave_idx_type r_nc = r.cols ();
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	108
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	109 if (r_nr != r_nc)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	110 (*current_liboctave_error_handler) ("chol2inv requires square matrix");
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	111
27102 84ff9953faa1 where possible, eliminate octave:: namespace qualifier inside octave namespace John W. Eaton <jwe@octave.org> parents: 27101 diff changeset	112 F77_INT n = to_f77_int (r_nc);
27101 097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	113 F77_INT info;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	114
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	115 FloatMatrix tmp = r;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	116 float *v = tmp.fortran_vec ();
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	117
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	118 if (is_upper)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	119 F77_XFCN (spotri, SPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n,
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	120 v, n, info
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	121 F77_CHAR_ARG_LEN (1)));
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	122 else
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	123 F77_XFCN (spotri, SPOTRI, (F77_CONST_CHAR_ARG2 ("L", 1), n,
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	124 v, n, info
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	125 F77_CHAR_ARG_LEN (1)));
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	126
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	127 // FIXME: Should we check info exit value and possibly report an error?
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	128
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	129 // If someone thinks of a more graceful way of doing this (or
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	130 // faster for that matter :-)), please let me know!
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	131
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	132 if (n > 1)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	133 {
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	134 if (is_upper)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	135 for (octave_idx_type j = 0; j < r_nc; j++)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	136 for (octave_idx_type i = j+1; i < r_nr; i++)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	137 tmp.xelem (i, j) = tmp.xelem (j, i);
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	138 else
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	139 for (octave_idx_type j = 0; j < r_nc; j++)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	140 for (octave_idx_type i = j+1; i < r_nr; i++)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	141 tmp.xelem (j, i) = tmp.xelem (i, j);
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	142 }
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	143
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	144 retval = tmp;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	145
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	146 return retval;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	147 }
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	148
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	149 static ComplexMatrix
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	150 chol2inv_internal (const ComplexMatrix& r, bool is_upper = true)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	151 {
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	152 ComplexMatrix retval;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	153
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	154 octave_idx_type r_nr = r.rows ();
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	155 octave_idx_type r_nc = r.cols ();
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	156
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	157 if (r_nr != r_nc)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	158 (*current_liboctave_error_handler) ("chol2inv requires square matrix");
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	159
27102 84ff9953faa1 where possible, eliminate octave:: namespace qualifier inside octave namespace John W. Eaton <jwe@octave.org> parents: 27101 diff changeset	160 F77_INT n = to_f77_int (r_nc);
27101 097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	161 F77_INT info;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	162
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	163 ComplexMatrix tmp = r;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	164
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	165 if (is_upper)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	166 F77_XFCN (zpotri, ZPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n,
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	167 F77_DBLE_CMPLX_ARG (tmp.fortran_vec ()), n, info
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	168 F77_CHAR_ARG_LEN (1)));
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	169 else
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	170 F77_XFCN (zpotri, ZPOTRI, (F77_CONST_CHAR_ARG2 ("L", 1), n,
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	171 F77_DBLE_CMPLX_ARG (tmp.fortran_vec ()), n, info
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	172 F77_CHAR_ARG_LEN (1)));
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	173
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	174 // If someone thinks of a more graceful way of doing this (or
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	175 // faster for that matter :-)), please let me know!
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	176
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	177 if (n > 1)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	178 {
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	179 if (is_upper)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	180 for (octave_idx_type j = 0; j < r_nc; j++)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	181 for (octave_idx_type i = j+1; i < r_nr; i++)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	182 tmp.xelem (i, j) = std::conj (tmp.xelem (j, i));
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	183 else
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	184 for (octave_idx_type j = 0; j < r_nc; j++)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	185 for (octave_idx_type i = j+1; i < r_nr; i++)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	186 tmp.xelem (j, i) = std::conj (tmp.xelem (i, j));
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	187 }
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	188
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	189 retval = tmp;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	190
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	191 return retval;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	192 }
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	193
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	194 static FloatComplexMatrix
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	195 chol2inv_internal (const FloatComplexMatrix& r, bool is_upper = true)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	196 {
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	197 FloatComplexMatrix retval;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	198
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	199 octave_idx_type r_nr = r.rows ();
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	200 octave_idx_type r_nc = r.cols ();
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	201
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	202 if (r_nr != r_nc)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	203 (*current_liboctave_error_handler) ("chol2inv requires square matrix");
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	204
27102 84ff9953faa1 where possible, eliminate octave:: namespace qualifier inside octave namespace John W. Eaton <jwe@octave.org> parents: 27101 diff changeset	205 F77_INT n = to_f77_int (r_nc);
27101 097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	206 F77_INT info;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	207
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	208 FloatComplexMatrix tmp = r;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	209
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	210 if (is_upper)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	211 F77_XFCN (cpotri, CPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n,
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	212 F77_CMPLX_ARG (tmp.fortran_vec ()), n, info
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	213 F77_CHAR_ARG_LEN (1)));
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	214 else
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	215 F77_XFCN (cpotri, CPOTRI, (F77_CONST_CHAR_ARG2 ("L", 1), n,
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	216 F77_CMPLX_ARG (tmp.fortran_vec ()), n, info
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	217 F77_CHAR_ARG_LEN (1)));
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	218
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	219 // If someone thinks of a more graceful way of doing this (or
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	220 // faster for that matter :-)), please let me know!
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	221
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	222 if (n > 1)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	223 {
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	224 if (is_upper)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	225 for (octave_idx_type j = 0; j < r_nc; j++)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	226 for (octave_idx_type i = j+1; i < r_nr; i++)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	227 tmp.xelem (i, j) = std::conj (tmp.xelem (j, i));
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	228 else
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	229 for (octave_idx_type j = 0; j < r_nc; j++)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	230 for (octave_idx_type i = j+1; i < r_nr; i++)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	231 tmp.xelem (j, i) = std::conj (tmp.xelem (i, j));
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	232 }
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	233
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	234 retval = tmp;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	235
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	236 return retval;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	237 }
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	238
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	239 namespace math
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	240 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	241 template <typename T>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	242 T
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	243 chol2inv (const T& r)
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 return chol2inv_internal (r);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	246 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	247
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	248 // 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	249 template <typename T>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	250 T
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	251 chol<T>::inverse (void) const
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	252 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	253 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	254 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	255
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	256 template <typename T>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	257 void
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	258 chol<T>::set (const T& R)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	259 {
23593 a8361bc2361a maint: Deprecate is_square and replace with issquare. Rik <rik@octave.org> parents: 23475 diff changeset	260 if (! R.issquare ())
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	261 (*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	262
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	263 chol_mat = R;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	264 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	265
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	266 #if ! defined (HAVE_QRUPDATE)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	267
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	268 template <typename T>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	269 void
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	270 chol<T>::update (const VT& u)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	271 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	272 warn_qrupdate_once ();
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	273
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	274 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	275
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	276 if (u.numel () != n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	277 (*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	278
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	279 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	280 true, false);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	281 }
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 template <typename T>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	284 bool
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	285 singular (const T& a)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	286 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	287 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	288 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	289 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	290 return false;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	291 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	292
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	293 template <typename T>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	294 octave_idx_type
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	295 chol<T>::downdate (const VT& u)
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 warn_qrupdate_once ();
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	298
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	299 octave_idx_type info = -1;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	300
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	301 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	302
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	303 if (u.numel () != n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	304 (*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	305
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	306 if (singular (chol_mat))
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	307 info = 2;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	308 else
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	309 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	310 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	311 - 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	312 if (info) info = 1;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	313 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	314
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	315 return info;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	316 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	317
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	318 template <typename T>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	319 octave_idx_type
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	320 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	321 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	322 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	323
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	324 warn_qrupdate_once ();
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	325
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	326 octave_idx_type info = -1;
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 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	329
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	330 if (u.numel () != n + 1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	331 (*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	332 if (j < 0 \|\| j > n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	333 (*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	334
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	335 if (singular (chol_mat))
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	336 info = 2;
23708 750e42a35adc Use imag, real, arg from std library for Complex types. Rik <rik@octave.org> parents: 23696 diff changeset	337 else if (std::imag (u(j)) != zero)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	338 info = 3;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	339 else
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	340 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	341 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	342 T a1 (n+1, n+1);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	343 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	344 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	345 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	346 if (l == j)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	347 a1(k, l) = u(k);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	348 else if (k == j)
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	349 a1(k, l) = math::conj (u(l));
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	350 else
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	351 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	352 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	353 info = init (a1, true, false);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	354 if (info) info = 1;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	355 }
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 return info;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	358 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	359
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	360 template <typename T>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	361 void
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	362 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	363 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	364 warn_qrupdate_once ();
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	365
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	366 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	367
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	368 if (j < 0 \|\| j > n-1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	369 (*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	370
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	371 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	372 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	373 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	374 init (a, true, false);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	375 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	376
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	377 template <typename T>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	378 void
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	379 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	380 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	381 warn_qrupdate_once ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	382
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	383 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	384
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	385 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	386 (*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	387
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	388 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	389 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	390 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	391 if (i < j)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	392 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	393 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	394 p(j) = i;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	395 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	396 else if (j < i)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	397 {
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 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	400 }
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 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	403 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	404
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	405 #endif
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	406
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	407 // Specializations.
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	408
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	409 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	410 octave_idx_type
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	411 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	412 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	413 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	414 octave_idx_type a_nc = a.cols ();
1944 8cb4d3008c76 [project @ 1996-02-14 00:45:04 by jwe] jwe parents: 1882 diff changeset	415
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	416 if (a_nr != a_nc)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	417 (*current_liboctave_error_handler) ("chol: requires square matrix");
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	418
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	419 F77_INT n = 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	420 F77_INT info;
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	421
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	422 is_upper = upper;
20462 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20232 diff changeset	423
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	424 chol_mat.clear (n, n);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	425 if (is_upper)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	426 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	427 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	428 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	429 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	430 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	431 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	432 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	433 else
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	434 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	435 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	436 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	437 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	438 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	439 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	440 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	441 double *h = chol_mat.fortran_vec ();
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	442
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	443 // 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	444 double anorm = 0;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	445 if (calc_cond)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	446 anorm = xnorm (a, 1);
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	447
20462 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20232 diff changeset	448 if (is_upper)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	449 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	450 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	451 else
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	452 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	453 F77_CHAR_ARG_LEN (1)));
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	454
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	455 xrcond = 0.0;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	456 if (info > 0)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	457 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	458 else if (calc_cond)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	459 {
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	460 F77_INT dpocon_info = 0;
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	461
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	462 // 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	463 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	464 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	465 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	466 if (is_upper)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	467 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	468 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	469 F77_CHAR_ARG_LEN (1)));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	470 else
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 ("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	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
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	475 if (dpocon_info != 0)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	476 info = -1;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	477 }
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 return info;
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	480 }
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	481
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	482 #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	483
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	484 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	485 void
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	486 chol<Matrix>::update (const ColumnVector& u)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	487 {
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	488 F77_INT n = to_f77_int (chol_mat.rows ());
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	489
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	490 if (u.numel () != n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	491 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	492
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	493 ColumnVector utmp = u;
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	494
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	495 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	496
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	497 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	498 utmp.fortran_vec (), w));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	499 }
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	500
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	501 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	502 octave_idx_type
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	503 chol<Matrix>::downdate (const ColumnVector& u)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	504 {
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	505 F77_INT info = -1;
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	506
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	507 F77_INT n = to_f77_int (chol_mat.rows ());
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	508
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	509 if (u.numel () != n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	510 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	511
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	512 ColumnVector utmp = u;
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	513
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	514 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	515
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	516 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	517 utmp.fortran_vec (), w, info));
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	518
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	519 return info;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	520 }
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	521
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	522 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	523 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	524 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	525 {
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	526 F77_INT info = -1;
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	527
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	528 F77_INT n = to_f77_int (chol_mat.rows ());
08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	529 F77_INT j = to_f77_int (j_arg);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	530
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	531 if (u.numel () != n + 1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	532 (*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	533 if (j < 0 \|\| j > n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	534 (*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	535
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	536 ColumnVector utmp = u;
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	537
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	538 OCTAVE_LOCAL_BUFFER (double, w, n);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	539
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	540 chol_mat.resize (n+1, n+1);
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	541 F77_INT ldcm = 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	542
22969 023026207910 * chol.cc: Fix thinko in previous change. John W. Eaton <jwe@octave.org> parents: 22942 diff changeset	543 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	544 j + 1, utmp.fortran_vec (), w, info));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	545
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	546 return info;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	547 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	548
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	549 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	550 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	551 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	552 {
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	553 F77_INT n = to_f77_int (chol_mat.rows ());
08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	554 F77_INT j = to_f77_int (j_arg);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	555
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	556 if (j < 0 \|\| j > n-1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	557 (*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	558
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	559 OCTAVE_LOCAL_BUFFER (double, w, n);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	560
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	561 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	562
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	563 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	564 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	565
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	566 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	567 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	568 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	569 {
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	570 F77_INT n = to_f77_int (chol_mat.rows ());
08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	571 F77_INT i = to_f77_int (i_arg);
08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	572 F77_INT j = to_f77_int (j_arg);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	573
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	574 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	575 (*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	576
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	577 OCTAVE_LOCAL_BUFFER (double, w, 2*n);
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	578
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	579 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	580 i + 1, j + 1, w));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	581 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	582
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	583 #endif
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	584
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	585 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	586 octave_idx_type
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	587 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	588 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	589 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	590 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	591
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	592 if (a_nr != a_nc)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	593 (*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	594
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	595 F77_INT n = 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	596 F77_INT info;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	597
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	598 is_upper = upper;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	599
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	600 chol_mat.clear (n, n);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	601 if (is_upper)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	602 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	603 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	604 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	605 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	606 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	607 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	608 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	609 else
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	610 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	611 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	612 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	613 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	614 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	615 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	616 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	617 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	618
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	619 // 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	620 float anorm = 0;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	621 if (calc_cond)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	622 anorm = xnorm (a, 1);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	623
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	624 if (is_upper)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	625 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	626 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	627 else
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	628 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	629 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	630
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	631 xrcond = 0.0;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	632 if (info > 0)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	633 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	634 else if (calc_cond)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	635 {
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	636 F77_INT spocon_info = 0;
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	637
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	638 // 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	639 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	640 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	641 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	642 if (is_upper)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	643 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	644 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	645 F77_CHAR_ARG_LEN (1)));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	646 else
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 ("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	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
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	651 if (spocon_info != 0)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	652 info = -1;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	653 }
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 return info;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	656 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	657
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21301 diff changeset	658 #if defined (HAVE_QRUPDATE)
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	659
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	660 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	661 void
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	662 chol<FloatMatrix>::update (const FloatColumnVector& u)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	663 {
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	664 F77_INT n = 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	665
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	666 if (u.numel () != n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	667 (*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	668
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	669 FloatColumnVector utmp = u;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	670
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	671 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	672
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	673 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	674 utmp.fortran_vec (), w));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	675 }
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	676
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	677 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	678 octave_idx_type
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	679 chol<FloatMatrix>::downdate (const FloatColumnVector& u)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	680 {
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	681 F77_INT info = -1;
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	682
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	683 F77_INT n = 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	684
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	685 if (u.numel () != n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	686 (*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	687
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	688 FloatColumnVector utmp = u;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	689
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	690 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	691
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	692 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	693 utmp.fortran_vec (), w, info));
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	694
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	695 return info;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	696 }
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	697
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	698 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	699 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	700 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	701 octave_idx_type j_arg)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	702 {
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	703 F77_INT info = -1;
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	704
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	705 F77_INT n = to_f77_int (chol_mat.rows ());
08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	706 F77_INT j = to_f77_int (j_arg);
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	707
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	708 if (u.numel () != n + 1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	709 (*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	710 if (j < 0 \|\| j > n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	711 (*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	712
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	713 FloatColumnVector utmp = u;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	714
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	715 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	716
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	717 chol_mat.resize (n+1, n+1);
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	718 F77_INT ldcm = 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	719
22969 023026207910 * chol.cc: Fix thinko in previous change. John W. Eaton <jwe@octave.org> parents: 22942 diff changeset	720 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	721 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	722
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	723 return info;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	724 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	725
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	726 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	727 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	728 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	729 {
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	730 F77_INT n = to_f77_int (chol_mat.rows ());
08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	731 F77_INT j = to_f77_int (j_arg);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	732
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	733 if (j < 0 \|\| j > n-1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	734 (*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	735
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	736 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	737
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	738 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	739 j + 1, w));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	740
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	741 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	742 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	743
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	744 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	745 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	746 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	747 {
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	748 F77_INT n = to_f77_int (chol_mat.rows ());
08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	749 F77_INT i = to_f77_int (i_arg);
08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	750 F77_INT j = to_f77_int (j_arg);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	751
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	752 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	753 (*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	754
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	755 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	756
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	757 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	758 i + 1, j + 1, w));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	759 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	760
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	761 #endif
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	762
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	763 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	764 octave_idx_type
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	765 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	766 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	767 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	768 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	769
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	770 if (a_nr != a_nc)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	771 (*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	772
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	773 F77_INT n = 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	774 F77_INT info;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	775
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	776 is_upper = upper;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	777
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	778 chol_mat.clear (n, n);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	779 if (is_upper)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	780 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	781 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	782 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	783 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	784 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	785 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	786 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	787 else
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	788 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	789 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	790 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	791 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	792 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	793 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	794 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	795 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	796
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	797 // 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	798 double anorm = 0;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	799 if (calc_cond)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	800 anorm = xnorm (a, 1);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	801
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	802 if (is_upper)
22402 4caa7b28d183 maint: Style check C++ code in liboctave/ Rik <rik@octave.org> parents: 22329 diff changeset	803 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	804 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	805 F77_CHAR_ARG_LEN (1)));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	806 else
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 ("L", 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)));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	810
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	811 xrcond = 0.0;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	812 if (info > 0)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	813 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	814 else if (calc_cond)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	815 {
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	816 F77_INT zpocon_info = 0;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	817
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	818 // 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	819 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	820 Complex *pz = z.fortran_vec ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	821 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	822 double *prz = rz.fortran_vec ();
22402 4caa7b28d183 maint: Style check C++ code in liboctave/ Rik <rik@octave.org> parents: 22329 diff changeset	823 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	824 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	825 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	826 F77_CHAR_ARG_LEN (1)));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	827
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	828 if (zpocon_info != 0)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	829 info = -1;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	830 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	831
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	832 return info;
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	833 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	834
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21301 diff changeset	835 #if defined (HAVE_QRUPDATE)
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	836
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	837 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	838 void
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	839 chol<ComplexMatrix>::update (const ComplexColumnVector& u)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	840 {
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	841 F77_INT n = 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	842
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	843 if (u.numel () != n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	844 (*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	845
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	846 ComplexColumnVector utmp = u;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	847
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	848 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	849
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	850 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	851 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	852 n,
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	853 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	854 rw));
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	855 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	856
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	857 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	858 octave_idx_type
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	859 chol<ComplexMatrix>::downdate (const ComplexColumnVector& u)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	860 {
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	861 F77_INT info = -1;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	862
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	863 F77_INT n = 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	864
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	865 if (u.numel () != n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	866 (*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	867
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	868 ComplexColumnVector utmp = u;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	869
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	870 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	871
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	872 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	873 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	874 n,
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	875 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	876 rw, info));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	877
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	878 return info;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	879 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	880
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	881 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	882 octave_idx_type
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	883 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	884 octave_idx_type j_arg)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	885 {
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	886 F77_INT info = -1;
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	887
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	888 F77_INT n = to_f77_int (chol_mat.rows ());
08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	889 F77_INT j = to_f77_int (j_arg);
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	890
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	891 if (u.numel () != n + 1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	892 (*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	893 if (j < 0 \|\| j > n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	894 (*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	895
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	896 ComplexColumnVector utmp = u;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	897
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	898 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	899
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	900 chol_mat.resize (n+1, n+1);
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	901 F77_INT ldcm = 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	902
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	903 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	904 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	905 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	906 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	907 rw, info));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	908
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	909 return info;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	910 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	911
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	912 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	913 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	914 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	915 {
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	916 F77_INT n = to_f77_int (chol_mat.rows ());
08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	917 F77_INT j = to_f77_int (j_arg);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	918
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	919 if (j < 0 \|\| j > n-1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	920 (*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	921
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	922 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	923
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	924 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	925 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	926 n, j + 1, rw));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	927
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	928 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	929 }
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	930
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	931 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	932 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	933 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	934 octave_idx_type j_arg)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	935 {
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	936 F77_INT n = to_f77_int (chol_mat.rows ());
08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	937 F77_INT i = to_f77_int (i_arg);
08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	938 F77_INT j = to_f77_int (j_arg);
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	939
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	940 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	941 (*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	942
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	943 OCTAVE_LOCAL_BUFFER (Complex, w, n);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	944 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	945
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	946 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	947 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	948 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	949 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	950 }
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	951
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	952 #endif
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	953
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	954 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	955 octave_idx_type
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	956 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	957 bool calc_cond)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	958 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	959 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	960 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	961
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	962 if (a_nr != a_nc)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	963 (*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	964
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	965 F77_INT n = 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	966 F77_INT info;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	967
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	968 is_upper = upper;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	969
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	970 chol_mat.clear (n, n);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	971 if (is_upper)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	972 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	973 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	974 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	975 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	976 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	977 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	978 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	979 else
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	980 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	981 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	982 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	983 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	984 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	985 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	986 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	987 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	988
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	989 // 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	990 float anorm = 0;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	991 if (calc_cond)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	992 anorm = xnorm (a, 1);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	993
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	994 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	995 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	996 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	997 F77_CHAR_ARG_LEN (1)));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	998 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	999 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	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)));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1002
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1003 xrcond = 0.0;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1004 if (info > 0)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1005 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	1006 else if (calc_cond)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1007 {
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1008 F77_INT cpocon_info = 0;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1009
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1010 // 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	1011 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	1012 FloatComplex *pz = z.fortran_vec ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1013 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	1014 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	1015 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	1016 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	1017 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	1018 F77_CHAR_ARG_LEN (1)));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1019
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1020 if (cpocon_info != 0)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1021 info = -1;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1022 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1023
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1024 return info;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1025 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1026
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21301 diff changeset	1027 #if defined (HAVE_QRUPDATE)
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1028
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1029 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1030 void
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1031 chol<FloatComplexMatrix>::update (const FloatComplexColumnVector& u)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1032 {
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	1033 F77_INT n = 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	1034
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1035 if (u.numel () != n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1036 (*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	1037
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1038 FloatComplexColumnVector utmp = u;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1039
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1040 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	1041
22402 4caa7b28d183 maint: Style check C++ code in liboctave/ Rik <rik@octave.org> parents: 22329 diff changeset	1042 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	1043 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	1044 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1045
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1046 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1047 octave_idx_type
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1048 chol<FloatComplexMatrix>::downdate (const FloatComplexColumnVector& u)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1049 {
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1050 F77_INT info = -1;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1051
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	1052 F77_INT n = 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	1053
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1054 if (u.numel () != n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1055 (*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	1056
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1057 FloatComplexColumnVector utmp = u;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1058
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1059 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	1060
22402 4caa7b28d183 maint: Style check C++ code in liboctave/ Rik <rik@octave.org> parents: 22329 diff changeset	1061 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	1062 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	1063 rw, info));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1064
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1065 return info;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1066 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1067
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1068 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1069 octave_idx_type
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1070 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	1071 octave_idx_type j_arg)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1072 {
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1073 F77_INT info = -1;
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	1074 F77_INT j = to_f77_int (j_arg);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1075
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	1076 F77_INT n = 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	1077
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1078 if (u.numel () != n + 1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1079 (*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	1080 if (j < 0 \|\| j > n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1081 (*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	1082
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1083 FloatComplexColumnVector utmp = u;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1084
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1085 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	1086
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1087 chol_mat.resize (n+1, n+1);
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	1088 F77_INT ldcm = 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	1089
22402 4caa7b28d183 maint: Style check C++ code in liboctave/ Rik <rik@octave.org> parents: 22329 diff changeset	1090 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	1091 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	1092 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	1093 rw, info));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1094
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1095 return info;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1096 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1097
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1098 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1099 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	1100 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	1101 {
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	1102 F77_INT n = to_f77_int (chol_mat.rows ());
08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	1103 F77_INT j = to_f77_int (j_arg);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1104
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1105 if (j < 0 \|\| j > n-1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1106 (*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	1107
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1108 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	1109
22402 4caa7b28d183 maint: Style check C++ code in liboctave/ Rik <rik@octave.org> parents: 22329 diff changeset	1110 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	1111 n, j + 1, rw));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1112
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1113 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	1114 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1115
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1116 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1117 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	1118 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	1119 octave_idx_type j_arg)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1120 {
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	1121 F77_INT n = to_f77_int (chol_mat.rows ());
08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	1122 F77_INT i = to_f77_int (i_arg);
08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	1123 F77_INT j = to_f77_int (j_arg);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1124
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1125 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	1126 (*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	1127
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1128 OCTAVE_LOCAL_BUFFER (FloatComplex, w, n);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1129 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	1130
22402 4caa7b28d183 maint: Style check C++ code in liboctave/ Rik <rik@octave.org> parents: 22329 diff changeset	1131 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	1132 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	1133 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1134
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1135 #endif
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1136
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1137 // Instantiations we need.
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1138
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1139 template class chol<Matrix>;
21269 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 template class chol<FloatMatrix>;
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<ComplexMatrix>;
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<FloatComplexMatrix>;
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 Matrix
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1148 chol2inv<Matrix> (const Matrix& r);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1149
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1150 template ComplexMatrix
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1151 chol2inv<ComplexMatrix> (const ComplexMatrix& r);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1152
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1153 template FloatMatrix
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1154 chol2inv<FloatMatrix> (const FloatMatrix& r);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1155
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1156 template FloatComplexMatrix
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1157 chol2inv<FloatComplexMatrix> (const FloatComplexMatrix& r);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1158 }
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22274 diff changeset	1159 }

Mercurial > octave

annotate liboctave/numeric/chol.cc @ 27919:1891570abac8