annotate src/chol.cc @ 544:20fbad23ae51

[project @ 1994-07-22 05:04:44 by jwe]
author jwe
date Fri, 22 Jul 1994 05:04:44 +0000
parents b9284136189a
children 8e4e7e5f307e
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
180
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
1 // f-chol.cc -*- C++ -*-
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
2 /*
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
3
453
393e95f46b51 [project @ 1994-06-06 00:05:20 by jwe]
jwe
parents: 240
diff changeset
4 Copyright (C) 1993, 1994 John W. Eaton
180
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
5
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
6 This file is part of Octave.
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
7
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
8 Octave is free software; you can redistribute it and/or modify it
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
9 under the terms of the GNU General Public License as published by the
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
10 Free Software Foundation; either version 2, or (at your option) any
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
11 later version.
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
12
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
13 Octave is distributed in the hope that it will be useful, but WITHOUT
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
16 for more details.
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
17
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
18 You should have received a copy of the GNU General Public License
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
19 along with Octave; see the file COPYING. If not, write to the Free
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
20 Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
21
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
22 */
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
23
240
a99f28f5e351 [project @ 1993-11-30 20:24:36 by jwe]
jwe
parents: 180
diff changeset
24 #ifdef HAVE_CONFIG_H
a99f28f5e351 [project @ 1993-11-30 20:24:36 by jwe]
jwe
parents: 180
diff changeset
25 #include "config.h"
180
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
26 #endif
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
27
453
393e95f46b51 [project @ 1994-06-06 00:05:20 by jwe]
jwe
parents: 240
diff changeset
28 #include "dbleCHOL.h"
393e95f46b51 [project @ 1994-06-06 00:05:20 by jwe]
jwe
parents: 240
diff changeset
29 #include "CmplxCHOL.h"
180
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
30
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
31 #include "tree-const.h"
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
32 #include "user-prefs.h"
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
33 #include "gripes.h"
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
34 #include "error.h"
544
20fbad23ae51 [project @ 1994-07-22 05:04:44 by jwe]
jwe
parents: 519
diff changeset
35 #include "help.h"
519
b9284136189a [project @ 1994-07-19 14:40:20 by jwe]
jwe
parents: 516
diff changeset
36 #include "defun-dld.h"
180
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
37
519
b9284136189a [project @ 1994-07-19 14:40:20 by jwe]
jwe
parents: 516
diff changeset
38 DEFUN_DLD ("chol", Fchol, Schol, 2, 1,
b9284136189a [project @ 1994-07-19 14:40:20 by jwe]
jwe
parents: 516
diff changeset
39 "R = chol (X): cholesky factorization")
180
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
40 {
519
b9284136189a [project @ 1994-07-19 14:40:20 by jwe]
jwe
parents: 516
diff changeset
41 Octave_object retval;
b9284136189a [project @ 1994-07-19 14:40:20 by jwe]
jwe
parents: 516
diff changeset
42
b9284136189a [project @ 1994-07-19 14:40:20 by jwe]
jwe
parents: 516
diff changeset
43 int nargin = args.length ();
180
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
44
519
b9284136189a [project @ 1994-07-19 14:40:20 by jwe]
jwe
parents: 516
diff changeset
45 if (nargin != 2 || nargout > 1)
b9284136189a [project @ 1994-07-19 14:40:20 by jwe]
jwe
parents: 516
diff changeset
46 {
b9284136189a [project @ 1994-07-19 14:40:20 by jwe]
jwe
parents: 516
diff changeset
47 print_usage ("chol");
b9284136189a [project @ 1994-07-19 14:40:20 by jwe]
jwe
parents: 516
diff changeset
48 return retval;
b9284136189a [project @ 1994-07-19 14:40:20 by jwe]
jwe
parents: 516
diff changeset
49 }
180
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
50
519
b9284136189a [project @ 1994-07-19 14:40:20 by jwe]
jwe
parents: 516
diff changeset
51 tree_constant tmp = args(1).make_numeric ();
180
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
52
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
53 int nr = tmp.rows ();
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
54 int nc = tmp.columns ();
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
55
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
56 if (nr == 0 || nc == 0)
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
57 {
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
58 int flag = user_pref.propagate_empty_matrices;
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
59 if (flag != 0)
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
60 {
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
61 if (flag < 0)
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
62 gripe_empty_arg ("chol", 0);
519
b9284136189a [project @ 1994-07-19 14:40:20 by jwe]
jwe
parents: 516
diff changeset
63
b9284136189a [project @ 1994-07-19 14:40:20 by jwe]
jwe
parents: 516
diff changeset
64 retval.resize (1, Matrix ());
180
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
65 }
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
66 else
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
67 gripe_empty_arg ("chol", 1);
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
68
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
69 return retval;
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
70 }
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
71
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
72 switch (tmp.const_type ())
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
73 {
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
74 case tree_constant_rep::matrix_constant:
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
75 {
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
76 Matrix m = tmp.matrix_value ();
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
77 int info;
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
78 CHOL fact (m, info);
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
79 if (info != 0)
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
80 error ("chol: matrix not positive definite");
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
81 else
516
309fc59f66ee [project @ 1994-07-13 02:31:31 by jwe]
jwe
parents: 506
diff changeset
82 retval = fact.chol_matrix ();
180
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
83 }
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
84 break;
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
85 case tree_constant_rep::complex_matrix_constant:
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
86 {
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
87 ComplexMatrix m = tmp.complex_matrix_value ();
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
88 int info;
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
89 ComplexCHOL fact (m, info);
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
90 if (info != 0)
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
91 error ("chol: matrix not positive definite");
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
92 else
516
309fc59f66ee [project @ 1994-07-13 02:31:31 by jwe]
jwe
parents: 506
diff changeset
93 retval = fact.chol_matrix ();
180
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
94 }
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
95 break;
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
96 case tree_constant_rep::scalar_constant:
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
97 {
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
98 double d = tmp.double_value ();
516
309fc59f66ee [project @ 1994-07-13 02:31:31 by jwe]
jwe
parents: 506
diff changeset
99 retval = d;
180
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
100 }
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
101 break;
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
102 case tree_constant_rep::complex_scalar_constant:
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
103 {
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
104 Complex c = tmp.complex_value ();
516
309fc59f66ee [project @ 1994-07-13 02:31:31 by jwe]
jwe
parents: 506
diff changeset
105 retval = c;
180
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
106 }
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
107 break;
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
108 default:
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
109 break;
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
110 }
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
111 return retval;
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
112 }
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
113
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
114 /*
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
115 ;;; Local Variables: ***
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
116 ;;; mode: C++ ***
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
117 ;;; page-delimiter: "^/\\*" ***
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
118 ;;; End: ***
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
119 */
de63a156b36e [project @ 1993-10-23 22:45:17 by jwe]
jwe
parents:
diff changeset
120