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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
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1 /*
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2
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1891570abac8 update Octave Project Developers copyright for the new year
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3 Copyright (C) 1998-2020 The Octave Project Developers
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4
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5 See the file COPYRIGHT.md in the top-level directory of this distribution
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6 or <https://octave.org/COPYRIGHT.html/>.
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7
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8
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
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9 This file is part of Octave.
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10
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11 Octave is free software: you can redistribute it and/or modify it
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12 under the terms of the GNU General Public License as published by
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13 the Free Software Foundation, either version 3 of the License, or
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14 (at your option) any later version.
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15
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16 Octave is distributed in the hope that it will be useful, but
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17 WITHOUT ANY WARRANTY; without even the implied warranty of
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18 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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19 GNU General Public License for more details.
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20
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
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21 You should have received a copy of the GNU General Public License
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22 along with Octave; see the file COPYING. If not, see
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23 <https://www.gnu.org/licenses/>.
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24
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25 */
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26
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27 #if defined (HAVE_CONFIG_H)
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28 # include "config.h"
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29 #endif
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30
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31 #include <cstddef>
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32
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33 #include "CSparse.h"
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34 #include "MatrixType.h"
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35 #include "dRowVector.h"
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36 #include "dSparse.h"
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37 #include "lo-error.h"
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38 #include "oct-cmplx.h"
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39 #include "oct-refcount.h"
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40 #include "oct-sparse.h"
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41 #include "oct-spparms.h"
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42 #include "quit.h"
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43 #include "sparse-chol.h"
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44 #include "sparse-util.h"
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45
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46 namespace octave
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47 {
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48 namespace math
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49 {
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50 template <typename chol_type>
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51 class sparse_chol<chol_type>::sparse_chol_rep
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52 {
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53 public:
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54
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55 sparse_chol_rep (void)
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56 : count (1), is_pd (false), minor_p (0), perms (), cond (0)
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57 #if defined (HAVE_CHOLMOD)
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58 , Lsparse (nullptr), Common ()
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59 #endif
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60 { }
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61
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62 sparse_chol_rep (const chol_type& a, bool natural, bool force)
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63 : count (1), is_pd (false), minor_p (0), perms (), cond (0)
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64 #if defined (HAVE_CHOLMOD)
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65 , Lsparse (nullptr), Common ()
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66 #endif
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67 {
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68 init (a, natural, force);
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69 }
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70
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71 sparse_chol_rep (const chol_type& a, octave_idx_type& info,
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72 bool natural, bool force)
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73 : count (1), is_pd (false), minor_p (0), perms (), cond (0)
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74 #if defined (HAVE_CHOLMOD)
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75 , Lsparse (nullptr), Common ()
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76 #endif
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77 {
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78 info = init (a, natural, force);
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79 }
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80
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81 // No copying!
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82
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83 sparse_chol_rep (const sparse_chol_rep&) = delete;
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84
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85 sparse_chol_rep& operator = (const sparse_chol_rep&) = delete;
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86
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87 ~sparse_chol_rep (void)
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88 {
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89 #if defined (HAVE_CHOLMOD)
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90 if (Lsparse)
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91 CHOLMOD_NAME (free_sparse) (&Lsparse, &Common);
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92
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93 CHOLMOD_NAME(finish) (&Common);
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94 #endif
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95 }
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96
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97 #if defined (HAVE_CHOLMOD)
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98 cholmod_sparse * L (void) const
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99 {
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100 return Lsparse;
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101 }
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102 #endif
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103
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104 octave_idx_type P (void) const
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105 {
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106 #if defined (HAVE_CHOLMOD)
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107 return (minor_p == static_cast<octave_idx_type> (Lsparse->ncol) ?
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108 0 : minor_p + 1);
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109 #else
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110 return 0;
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111 #endif
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112 }
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113
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114 RowVector perm (void) const { return perms + 1; }
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115
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116 SparseMatrix Q (void) const;
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117
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118 bool is_positive_definite (void) const { return is_pd; }
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119
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120 double rcond (void) const { return cond; }
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121
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122 refcount<octave_idx_type> count;
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123
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124 private:
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125
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126 bool is_pd;
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127
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128 octave_idx_type minor_p;
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129
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130 RowVector perms;
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131
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132 double cond;
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133
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134 #if defined (HAVE_CHOLMOD)
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135 cholmod_sparse *Lsparse;
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136
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137 cholmod_common Common;
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138
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139 void drop_zeros (const cholmod_sparse *S);
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140 #endif
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141
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142 octave_idx_type init (const chol_type& a, bool natural, bool force);
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143 };
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144
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145 #if defined (HAVE_CHOLMOD)
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146
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147 // Can't use CHOLMOD_NAME(drop)(0.0, S, cm) because it doesn't treat
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148 // complex matrices.
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149
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150 template <typename chol_type>
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151 void
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152 sparse_chol<chol_type>::sparse_chol_rep::drop_zeros (const cholmod_sparse *S)
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153 {
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154 if (! S)
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155 return;
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156
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157 octave_idx_type *Sp = static_cast<octave_idx_type *>(S->p);
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158 octave_idx_type *Si = static_cast<octave_idx_type *>(S->i);
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159 chol_elt *Sx = static_cast<chol_elt *>(S->x);
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160
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161 octave_idx_type pdest = 0;
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162 octave_idx_type ncol = S->ncol;
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163
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164 for (octave_idx_type k = 0; k < ncol; k++)
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165 {
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166 octave_idx_type p = Sp[k];
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167 octave_idx_type pend = Sp[k+1];
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168 Sp[k] = pdest;
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169
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170 for (; p < pend; p++)
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171 {
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172 chol_elt sik = Sx[p];
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173
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174 if (CHOLMOD_IS_NONZERO (sik))
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175 {
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176 if (p != pdest)
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177 {
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178 Si[pdest] = Si[p];
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179 Sx[pdest] = sik;
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180 }
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181
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182 pdest++;
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183 }
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184 }
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185 }
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186
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187 Sp[ncol] = pdest;
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188 }
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189
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190 // Must provide a specialization for this function.
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191 template <typename T>
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192 int
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193 get_xtype (void);
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194
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195 template <>
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196 inline int
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197 get_xtype<double> (void)
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198 {
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199 return CHOLMOD_REAL;
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200 }
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201
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202 template <>
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203 inline int
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204 get_xtype<Complex> (void)
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205 {
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206 return CHOLMOD_COMPLEX;
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207 }
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208
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209 #endif
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210
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211 template <typename chol_type>
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212 octave_idx_type
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213 sparse_chol<chol_type>::sparse_chol_rep::init (const chol_type& a,
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214 bool natural, bool force)
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215 {
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216 volatile octave_idx_type info = 0;
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217
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218 #if defined (HAVE_CHOLMOD)
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219
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220 octave_idx_type a_nr = a.rows ();
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221 octave_idx_type a_nc = a.cols ();
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222
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223 if (a_nr != a_nc)
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224 (*current_liboctave_error_handler)
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225 ("sparse_chol requires square matrix");
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226
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227 cholmod_common *cm = &Common;
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228
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229 // Setup initial parameters
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230
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231 CHOLMOD_NAME(start) (cm);
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232 cm->prefer_zomplex = false;
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233
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234 double spu = octave_sparse_params::get_key ("spumoni");
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235
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236 if (spu == 0.)
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237 {
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238 cm->print = -1;
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239 SUITESPARSE_ASSIGN_FPTR (printf_func, cm->print_function, nullptr);
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240 }
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241 else
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242 {
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243 cm->print = static_cast<int> (spu) + 2;
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244 SUITESPARSE_ASSIGN_FPTR (printf_func, cm->print_function,
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245 &SparseCholPrint);
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246 }
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247
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248 cm->error_handler = &SparseCholError;
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249
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250 SUITESPARSE_ASSIGN_FPTR2 (divcomplex_func, cm->complex_divide,
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251 divcomplex);
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252
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253 SUITESPARSE_ASSIGN_FPTR2 (hypot_func, cm->hypotenuse, hypot);
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254
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255 cm->final_asis = false;
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256 cm->final_super = false;
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257 cm->final_ll = true;
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258 cm->final_pack = true;
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259 cm->final_monotonic = true;
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260 cm->final_resymbol = false;
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261
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262 cholmod_sparse A;
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263 cholmod_sparse *ac = &A;
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264 double dummy;
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265
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266 ac->nrow = a_nr;
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267 ac->ncol = a_nc;
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268
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269 ac->p = a.cidx ();
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diff changeset
270 ac->i = a.ridx ();
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diff changeset
271 ac->nzmax = a.nnz ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
272 ac->packed = true;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
273 ac->sorted = true;
23796
4f12819a634f Use C++11 nullptr rather than 0 in code (bug #51565).
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parents: 23795
diff changeset
274 ac->nz = nullptr;
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
275 #if defined (OCTAVE_ENABLE_64)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
276 ac->itype = CHOLMOD_LONG;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
277 #else
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
278 ac->itype = CHOLMOD_INT;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
279 #endif
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
280 ac->dtype = CHOLMOD_DOUBLE;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
281 ac->stype = 1;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
282 ac->xtype = get_xtype<chol_elt> ();
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283
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
284 if (a_nr < 1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
285 ac->x = &dummy;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
286 else
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
287 ac->x = a.data ();
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288
22329
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diff changeset
289 // use natural ordering if no q output parameter
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diff changeset
290 if (natural)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
291 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
292 cm->nmethods = 1;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
293 cm->method[0].ordering = CHOLMOD_NATURAL;
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diff changeset
294 cm->postorder = false;
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diff changeset
295 }
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296
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diff changeset
297 cholmod_factor *Lfactor;
5506
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diff changeset
298 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
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diff changeset
299 Lfactor = CHOLMOD_NAME(analyze) (ac, cm);
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diff changeset
300 CHOLMOD_NAME(factorize) (ac, Lfactor, cm);
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301 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
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302
22329
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diff changeset
303 is_pd = cm->status == CHOLMOD_OK;
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diff changeset
304 info = (is_pd ? 0 : cm->status);
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parents: 7036
diff changeset
305
22329
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diff changeset
306 if (is_pd || force)
10314
07ebe522dac2 untabify liboctave C++ sources
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parents: 10158
diff changeset
307 {
07ebe522dac2 untabify liboctave C++ sources
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diff changeset
308 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
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diff changeset
309 cond = CHOLMOD_NAME(rcond) (Lfactor, cm);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
310 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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parents: 22323
diff changeset
311
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
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diff changeset
312 minor_p = Lfactor->minor;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
313
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
314 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
315 Lsparse = CHOLMOD_NAME(factor_to_sparse) (Lfactor, cm);
10314
07ebe522dac2 untabify liboctave C++ sources
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diff changeset
316 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
21177
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diff changeset
317
22329
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diff changeset
318 if (minor_p > 0 && minor_p < a_nr)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
319 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
320 size_t n1 = a_nr + 1;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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parents: 22323
diff changeset
321 Lsparse->p = CHOLMOD_NAME(realloc) (minor_p+1,
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
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diff changeset
322 sizeof(octave_idx_type),
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
323 Lsparse->p, &n1, cm);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
324 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
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diff changeset
325 CHOLMOD_NAME(reallocate_sparse)
23475
d691ed308237 maint: Clean up #includes in liboctave/numeric directory.
Rik <rik@octave.org>
parents: 23446
diff changeset
326 (static_cast<octave_idx_type *>(Lsparse->p)[minor_p],
d691ed308237 maint: Clean up #includes in liboctave/numeric directory.
Rik <rik@octave.org>
parents: 23446
diff changeset
327 Lsparse, cm);
22329
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diff changeset
328 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
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diff changeset
330 Lsparse->ncol = minor_p;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
331 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
332
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
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diff changeset
333 drop_zeros (Lsparse);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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parents: 22323
diff changeset
334
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
335 if (! natural)
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diff changeset
336 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
337 perms.resize (a_nr);
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diff changeset
338 for (octave_idx_type i = 0; i < a_nr; i++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
339 perms(i) = static_cast<octave_idx_type *>(Lfactor->Perm)[i];
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
340 }
10314
07ebe522dac2 untabify liboctave C++ sources
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diff changeset
341 }
7637
2be056f03720 Fix fall back from sparse cholesky factorization to LU when matrix detected as not being positive definite
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diff changeset
342
22329
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diff changeset
343 // NAME used to prefix statistics report from print_common
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
344 static char blank_name[] = " ";
7637
2be056f03720 Fix fall back from sparse cholesky factorization to LU when matrix detected as not being positive definite
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parents: 7036
diff changeset
345
22329
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diff changeset
346 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
347 CHOLMOD_NAME(print_common) (blank_name, cm);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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parents: 22323
diff changeset
348 CHOLMOD_NAME(free_factor) (&Lfactor, cm);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
349 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
7637
2be056f03720 Fix fall back from sparse cholesky factorization to LU when matrix detected as not being positive definite
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parents: 7036
diff changeset
350
22329
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diff changeset
351 return info;
21109
bd1752782e56 Use err_disabled_feature, warn_disabled_feature throughout code base.
Rik <rik@octave.org>
parents: 20232
diff changeset
352
5506
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diff changeset
353 #else
21691
263d18409fdf Eliminate unused variable warnings for conditionally compiled code.
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diff changeset
354
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
355 octave_unused_parameter (a);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
356 octave_unused_parameter (natural);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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parents: 22323
diff changeset
357 octave_unused_parameter (force);
21691
263d18409fdf Eliminate unused variable warnings for conditionally compiled code.
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parents: 21602
diff changeset
358
22329
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diff changeset
359 (*current_liboctave_error_handler)
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John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
360 ("support for CHOLMOD was unavailable or disabled when liboctave was built");
21691
263d18409fdf Eliminate unused variable warnings for conditionally compiled code.
John W. Eaton <jwe@octave.org>
parents: 21602
diff changeset
361
22329
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diff changeset
362 return info;
21691
263d18409fdf Eliminate unused variable warnings for conditionally compiled code.
John W. Eaton <jwe@octave.org>
parents: 21602
diff changeset
363
5506
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diff changeset
364 #endif
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
365 }
5506
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diff changeset
366
22329
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diff changeset
367 template <typename chol_type>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
368 SparseMatrix
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
369 sparse_chol<chol_type>::sparse_chol_rep::Q (void) const
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diff changeset
370 {
21724
aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef"
John W. Eaton <jwe@octave.org>
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diff changeset
371 #if defined (HAVE_CHOLMOD)
21177
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diff changeset
372
22329
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diff changeset
373 octave_idx_type n = Lsparse->nrow;
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parents: 22323
diff changeset
374 SparseMatrix p (n, n, n);
21145
307096fb67e1 revamp sparse Cholesky factorization classes
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diff changeset
375
22329
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diff changeset
376 for (octave_idx_type i = 0; i < n; i++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
377 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
378 p.xcidx (i) = i;
25688
b2917b7858ba maint: Use Octave convention for spacing of C++ cast statements.
Rik <rik@octave.org>
parents: 25054
diff changeset
379 p.xridx (i) = static_cast<octave_idx_type> (perms (i));
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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parents: 22323
diff changeset
380 p.xdata (i) = 1;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
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diff changeset
381 }
21177
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diff changeset
382
22329
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parents: 22323
diff changeset
383 p.xcidx (n) = n;
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
384
22329
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John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
385 return p;
21177
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parents: 21145
diff changeset
386
21145
307096fb67e1 revamp sparse Cholesky factorization classes
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parents: 21140
diff changeset
387 #else
21177
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parents: 21145
diff changeset
388
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
389 return SparseMatrix ();
21177
a10f60e13243 style fixes in liboctave/numeric directory
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diff changeset
390
21145
307096fb67e1 revamp sparse Cholesky factorization classes
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parents: 21140
diff changeset
391 #endif
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
392 }
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
393
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
394 template <typename chol_type>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
395 sparse_chol<chol_type>::sparse_chol (void)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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parents: 22323
diff changeset
396 : rep (new typename sparse_chol<chol_type>::sparse_chol_rep ())
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parents: 22323
diff changeset
397 { }
21145
307096fb67e1 revamp sparse Cholesky factorization classes
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parents: 21140
diff changeset
398
22329
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parents: 22323
diff changeset
399 template <typename chol_type>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
400 sparse_chol<chol_type>::sparse_chol (const chol_type& a, bool natural,
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
401 bool force)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
402 : rep (new typename
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
403 sparse_chol<chol_type>::sparse_chol_rep (a, natural, force))
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
404 { }
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
405
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
406 template <typename chol_type>
23475
d691ed308237 maint: Clean up #includes in liboctave/numeric directory.
Rik <rik@octave.org>
parents: 23446
diff changeset
407 sparse_chol<chol_type>::sparse_chol (const chol_type& a,
d691ed308237 maint: Clean up #includes in liboctave/numeric directory.
Rik <rik@octave.org>
parents: 23446
diff changeset
408 octave_idx_type& info,
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
409 bool natural, bool force)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
410 : rep (new typename
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
411 sparse_chol<chol_type>::sparse_chol_rep (a, info, natural, force))
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
412 { }
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
413
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
414 template <typename chol_type>
23475
d691ed308237 maint: Clean up #includes in liboctave/numeric directory.
Rik <rik@octave.org>
parents: 23446
diff changeset
415 sparse_chol<chol_type>::sparse_chol (const chol_type& a,
d691ed308237 maint: Clean up #includes in liboctave/numeric directory.
Rik <rik@octave.org>
parents: 23446
diff changeset
416 octave_idx_type& info,
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
417 bool natural)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
418 : rep (new typename
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
419 sparse_chol<chol_type>::sparse_chol_rep (a, info, natural, false))
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
420 { }
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
421
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
422 template <typename chol_type>
23475
d691ed308237 maint: Clean up #includes in liboctave/numeric directory.
Rik <rik@octave.org>
parents: 23446
diff changeset
423 sparse_chol<chol_type>::sparse_chol (const chol_type& a,
d691ed308237 maint: Clean up #includes in liboctave/numeric directory.
Rik <rik@octave.org>
parents: 23446
diff changeset
424 octave_idx_type& info)
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
425 : rep (new typename
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
426 sparse_chol<chol_type>::sparse_chol_rep (a, info, false, false))
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
427 { }
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
428
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
429 template <typename chol_type>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
430 sparse_chol<chol_type>::sparse_chol (const sparse_chol<chol_type>& a)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
431 : rep (a.rep)
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 rep->count++;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
434 }
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
435
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
436 template <typename chol_type>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
437 sparse_chol<chol_type>::~sparse_chol (void)
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
438 {
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
439 if (--rep->count == 0)
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
440 delete rep;
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
441 }
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
442
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
443 template <typename chol_type>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
444 sparse_chol<chol_type>&
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
445 sparse_chol<chol_type>::operator = (const sparse_chol& a)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
446 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
447 if (this != &a)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
448 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
449 if (--rep->count == 0)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
450 delete rep;
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
451
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
452 rep = a.rep;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
453 rep->count++;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
454 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
455
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
456 return *this;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
457 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
458
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
459 template <typename chol_type>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
460 chol_type
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
461 sparse_chol<chol_type>::L (void) const
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
462 {
21724
aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef"
John W. Eaton <jwe@octave.org>
parents: 21691
diff changeset
463 #if defined (HAVE_CHOLMOD)
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
464
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
465 cholmod_sparse *m = rep->L ();
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
466
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
467 octave_idx_type nc = m->ncol;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
468 octave_idx_type nnz = m->nzmax;
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
469
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
470 chol_type ret (m->nrow, nc, nnz);
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
471
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
472 for (octave_idx_type j = 0; j < nc+1; j++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
473 ret.xcidx (j) = static_cast<octave_idx_type *>(m->p)[j];
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
474
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
475 for (octave_idx_type i = 0; i < nnz; i++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
476 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
477 ret.xridx (i) = static_cast<octave_idx_type *>(m->i)[i];
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
478 ret.xdata (i) = static_cast<chol_elt *>(m->x)[i];
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
479 }
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
480
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
481 return ret;
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
482
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
483 #else
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
484
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
485 return chol_type ();
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
486
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
487 #endif
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
488 }
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
489
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
490 template <typename chol_type>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
491 octave_idx_type
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
492 sparse_chol<chol_type>::P (void) const
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
493 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
494 return rep->P ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
495 }
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
496
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
497 template <typename chol_type>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
498 RowVector
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
499 sparse_chol<chol_type>::perm (void) const
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
500 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
501 return rep->perm ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
502 }
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
503
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
504 template <typename chol_type>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
505 SparseMatrix
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
506 sparse_chol<chol_type>::Q (void) const
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
507 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
508 return rep->Q ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
509 }
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
510
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
511 template <typename chol_type>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
512 bool
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
513 sparse_chol<chol_type>::is_positive_definite (void) const
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
514 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
515 return rep->is_positive_definite ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
516 }
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
517
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
518 template <typename chol_type>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
519 double
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
520 sparse_chol<chol_type>::rcond (void) const
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
521 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
522 return rep->rcond ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
523 }
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
524
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
525 template <typename chol_type>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
526 chol_type
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
527 sparse_chol<chol_type>::inverse (void) const
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
528 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
529 chol_type retval;
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
530
21724
aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef"
John W. Eaton <jwe@octave.org>
parents: 21691
diff changeset
531 #if defined (HAVE_CHOLMOD)
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
532
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
533 cholmod_sparse *m = rep->L ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
534 octave_idx_type n = m->ncol;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
535 RowVector perms = rep->perm ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
536 double rcond2;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
537 octave_idx_type info;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
538 MatrixType mattype (MatrixType::Upper);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
539 chol_type linv = L ().hermitian ().inverse (mattype, info, rcond2, 1, 0);
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
540
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
541 if (perms.numel () == n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
542 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
543 SparseMatrix Qc = Q ();
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
544
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
545 retval = Qc * linv * linv.hermitian () * Qc.transpose ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
546 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
547 else
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
548 retval = linv * linv.hermitian ();
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
549
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
550 #endif
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
551
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
552 return retval;
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
553 }
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
554
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
555 template <typename chol_type>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
556 chol_type
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
557 chol2inv (const chol_type& r)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
558 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
559 octave_idx_type r_nr = r.rows ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
560 octave_idx_type r_nc = r.cols ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
561 chol_type retval;
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
562
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
563 if (r_nr != r_nc)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
564 (*current_liboctave_error_handler) ("U must be a square matrix");
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
565
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
566 MatrixType mattype (r);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
567 int typ = mattype.type (false);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
568 double rcond;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
569 octave_idx_type info;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
570 chol_type rtra, multip;
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
571
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
572 if (typ == MatrixType::Upper)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
573 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
574 rtra = r.transpose ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
575 multip = (rtra*r);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
576 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
577 else if (typ == MatrixType::Lower)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
578 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
579 rtra = r.transpose ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
580 multip = (r*rtra);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
581 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
582 else
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
583 (*current_liboctave_error_handler) ("U must be a triangular matrix");
21186
7f35125714b4 don't install some internal headers and template sources
John W. Eaton <jwe@octave.org>
parents: 21177
diff changeset
584
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
585 MatrixType mattypenew (multip);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
586 retval = multip.inverse (mattypenew, info, rcond, true, false);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
587 return retval;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
588 }
21186
7f35125714b4 don't install some internal headers and template sources
John W. Eaton <jwe@octave.org>
parents: 21177
diff changeset
589
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
590 // SparseComplexMatrix specialization (the value for the NATURAL
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
591 // parameter in the sparse_chol<T>::sparse_chol_rep constructor is
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
592 // different from the default).
21186
7f35125714b4 don't install some internal headers and template sources
John W. Eaton <jwe@octave.org>
parents: 21177
diff changeset
593
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
594 template <>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
595 sparse_chol<SparseComplexMatrix>::sparse_chol (const SparseComplexMatrix& a,
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
596 octave_idx_type& info)
22402
4caa7b28d183 maint: Style check C++ code in liboctave/
Rik <rik@octave.org>
parents: 22329
diff changeset
597 : rep (new sparse_chol<SparseComplexMatrix>::sparse_chol_rep (a, info,
4caa7b28d183 maint: Style check C++ code in liboctave/
Rik <rik@octave.org>
parents: 22329
diff changeset
598 true,
4caa7b28d183 maint: Style check C++ code in liboctave/
Rik <rik@octave.org>
parents: 22329
diff changeset
599 false))
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
600 { }
21186
7f35125714b4 don't install some internal headers and template sources
John W. Eaton <jwe@octave.org>
parents: 21177
diff changeset
601
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
602 // Instantiations we need.
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 template class sparse_chol<SparseMatrix>;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
605
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
606 template class sparse_chol<SparseComplexMatrix>;
22317
6ca3acf5fad8 move some new numeric classes to namespace octave::math
John W. Eaton <jwe@octave.org>
parents: 22242
diff changeset
607
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
608 template SparseMatrix
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
609 chol2inv<SparseMatrix> (const SparseMatrix& r);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
610
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
611 template SparseComplexMatrix
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
612 chol2inv<SparseComplexMatrix> (const SparseComplexMatrix& r);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
613 }
22317
6ca3acf5fad8 move some new numeric classes to namespace octave::math
John W. Eaton <jwe@octave.org>
parents: 22242
diff changeset
614 }