octave: liboctave/numeric/sparse-chol.cc annotate

annotate liboctave/numeric/sparse-chol.cc @ 22229:22c2bd440544

chol: return permutation vector as row vector instead of column vector. * libinterp/dldfcn/chol.cc: add tests for the vector option. Also error if there's a "vector" option but input was not sparse. Existing test for case sensitivity was also useless, since change is on the 3rd argument. * liboctave/numeric/sparse-chol.cc, liboctave/numeric/sparse-chol.h: use RowVector instead of ColumnVector for permutation vector, for Matlab compatibility.

author	Carnë Draug <carandraug@octave.org>
date	Tue, 09 Aug 2016 04:14:55 +0100
parents	aba2e6293dd8
children	5417dad26a25

rev	line source
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	1 /*
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	2
21177 a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	3 Copyright (C) 2016 John W. Eaton
19697 4197fc428c7d maint: Update copyright notices for 2015. John W. Eaton <jwe@octave.org> parents: 19139 diff changeset	4 Copyright (C) 2005-2015 David Bateman
11523 fd0a3ac60b0e update copyright notices John W. Eaton <jwe@octave.org> parents: 10314 diff changeset	5 Copyright (C) 1998-2005 Andy Adler
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6482 diff changeset	6
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6482 diff changeset	7 This file is part of Octave.
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	8
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	9 Octave is free software; you can redistribute it and/or modify it
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	10 under the terms of the GNU General Public License as published by the
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6482 diff changeset	11 Free Software Foundation; either version 3 of the License, or (at your
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6482 diff changeset	12 option) any later version.
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	13
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	14 Octave is distributed in the hope that it will be useful, but WITHOUT
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	15 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	16 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	17 for more details.
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	18
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	19 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: 6482 diff changeset	20 along with Octave; see the file COPYING. If not, see
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6482 diff changeset	21 <http://www.gnu.org/licenses/>.
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	22
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	23 */
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	24
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21691 diff changeset	25 #if defined (HAVE_CONFIG_H)
21301 40de9f8f23a6 Use '#include "config.h"' rather than <config.h>. Rik <rik@octave.org> parents: 21229 diff changeset	26 # include "config.h"
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	27 #endif
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	28
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	29 #include "sparse-chol.h"
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	30 #include "sparse-util.h"
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	31 #include "lo-error.h"
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	32 #include "oct-sparse.h"
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	33 #include "oct-spparms.h"
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	34 #include "quit.h"
5785 6b9cec830d72 [project @ 2006-05-03 19:32:46 by dbateman] dbateman parents: 5760 diff changeset	35 #include "MatrixType.h"
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	36
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	37 template <typename chol_type>
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	38 class sparse_chol<chol_type>::sparse_chol_rep
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	39 {
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	40 public:
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	41
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	42 sparse_chol_rep (void)
21207 945695cafd2b allow build to succeed with missing dependencies John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	43 : count (1), is_pd (false), minor_p (0), perms (), cond (0)
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21691 diff changeset	44 #if defined (HAVE_CHOLMOD)
21207 945695cafd2b allow build to succeed with missing dependencies John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	45 , Lsparse (0), Common ()
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	46 #endif
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	47 { }
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	48
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	49 sparse_chol_rep (const chol_type& a, bool natural, bool force)
21207 945695cafd2b allow build to succeed with missing dependencies John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	50 : count (1), is_pd (false), minor_p (0), perms (), cond (0)
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21691 diff changeset	51 #if defined (HAVE_CHOLMOD)
21207 945695cafd2b allow build to succeed with missing dependencies John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	52 , Lsparse (0), Common ()
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	53 #endif
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	54 {
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	55 init (a, natural, force);
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	56 }
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	57
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	58 sparse_chol_rep (const chol_type& a, octave_idx_type& info,
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	59 bool natural, bool force)
21207 945695cafd2b allow build to succeed with missing dependencies John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	60 : count (1), is_pd (false), minor_p (0), perms (), cond (0)
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21691 diff changeset	61 #if defined (HAVE_CHOLMOD)
21207 945695cafd2b allow build to succeed with missing dependencies John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	62 , Lsparse (0), Common ()
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	63 #endif
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	64 {
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	65 info = init (a, natural, force);
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	66 }
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	67
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	68 ~sparse_chol_rep (void)
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	69 {
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21691 diff changeset	70 #if defined (HAVE_CHOLMOD)
21584 ee1a009dd60f Fix memory leak using cholmod library (bug #47372). Rik <rik@octave.org> parents: 21324 diff changeset	71 if (Lsparse)
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	72 CHOLMOD_NAME (free_sparse) (&Lsparse, &Common);
21584 ee1a009dd60f Fix memory leak using cholmod library (bug #47372). Rik <rik@octave.org> parents: 21324 diff changeset	73
ee1a009dd60f Fix memory leak using cholmod library (bug #47372). Rik <rik@octave.org> parents: 21324 diff changeset	74 CHOLMOD_NAME(finish) (&Common);
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	75 #endif
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	76 }
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	77
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21691 diff changeset	78 #if defined (HAVE_CHOLMOD)
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	79 cholmod_sparse *L (void) const
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	80 {
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	81 return Lsparse;
21207 945695cafd2b allow build to succeed with missing dependencies John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	82 }
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	83 #endif
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	84
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	85 octave_idx_type P (void) const
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	86 {
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21691 diff changeset	87 #if defined (HAVE_CHOLMOD)
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	88 return (minor_p == static_cast<octave_idx_type>(Lsparse->ncol) ?
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	89 0 : minor_p + 1);
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	90 #else
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	91 return 0;
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	92 #endif
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	93 }
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	94
22229 22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 21724 diff changeset	95 RowVector perm (void) const { return perms + 1; }
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	96
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	97 SparseMatrix Q (void) const;
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	98
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	99 bool is_positive_definite (void) const { return is_pd; }
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	100
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	101 double rcond (void) const { return cond; }
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	102
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	103 octave_refcount<int> count;
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	104
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	105 private:
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	106
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	107 bool is_pd;
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	108
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	109 octave_idx_type minor_p;
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	110
22229 22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 21724 diff changeset	111 RowVector perms;
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	112
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	113 double cond;
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	114
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21691 diff changeset	115 #if defined (HAVE_CHOLMOD)
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	116 cholmod_sparse *Lsparse;
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	117
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	118 cholmod_common Common;
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	119
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	120 void drop_zeros (const cholmod_sparse *S);
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	121 #endif
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	122
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	123 octave_idx_type init (const chol_type& a, bool natural, bool force);
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	124
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	125 // No copying!
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	126
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	127 sparse_chol_rep (const sparse_chol_rep&);
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	128
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	129 sparse_chol_rep& operator = (const sparse_chol_rep&);
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	130 };
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	131
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21691 diff changeset	132 #if defined (HAVE_CHOLMOD)
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	133
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	134 // Can't use CHOLMOD_NAME(drop)(0.0, S, cm) because it doesn't treat
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	135 // complex matrices.
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	136
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	137 template <typename chol_type>
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	138 void
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	139 sparse_chol<chol_type>::sparse_chol_rep::drop_zeros (const cholmod_sparse *S)
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	140 {
5518 a9bd6c31751f [project @ 2005-10-29 04:26:38 by jwe] jwe parents: 5511 diff changeset	141 if (! S)
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	142 return;
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	143
21177 a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	144 octave_idx_type Sp = static_cast<octave_idx_type >(S->p);
a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	145 octave_idx_type Si = static_cast<octave_idx_type >(S->i);
a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	146 chol_elt Sx = static_cast<chol_elt >(S->x);
a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	147
a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	148 octave_idx_type pdest = 0;
a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	149 octave_idx_type ncol = S->ncol;
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	150
21177 a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	151 for (octave_idx_type k = 0; k < ncol; k++)
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	152 {
21177 a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	153 octave_idx_type p = Sp[k];
a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	154 octave_idx_type pend = Sp[k+1];
15018 3d8ace26c5b4 maint: Use Octave coding conventions for cuddled parentheses in liboctave/. Rik <rik@octave.org> parents: 14846 diff changeset	155 Sp[k] = pdest;
21177 a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	156
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	157 for (; p < pend; p++)
10314 07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	158 {
21177 a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	159 chol_elt sik = Sx[p];
a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	160
10314 07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	161 if (CHOLMOD_IS_NONZERO (sik))
07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	162 {
07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	163 if (p != pdest)
07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	164 {
15018 3d8ace26c5b4 maint: Use Octave coding conventions for cuddled parentheses in liboctave/. Rik <rik@octave.org> parents: 14846 diff changeset	165 Si[pdest] = Si[p];
3d8ace26c5b4 maint: Use Octave coding conventions for cuddled parentheses in liboctave/. Rik <rik@octave.org> parents: 14846 diff changeset	166 Sx[pdest] = sik;
10314 07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	167 }
21177 a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	168
10314 07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	169 pdest++;
07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	170 }
07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	171 }
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	172 }
21177 a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	173
15018 3d8ace26c5b4 maint: Use Octave coding conventions for cuddled parentheses in liboctave/. Rik <rik@octave.org> parents: 14846 diff changeset	174 Sp[ncol] = pdest;
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	175 }
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	176
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	177 // Must provide a specialization for this function.
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	178 template <typename T>
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	179 int
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	180 get_xtype (void);
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	181
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	182 template <>
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	183 inline int
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	184 get_xtype<double> (void)
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	185 {
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	186 return CHOLMOD_REAL;
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	187 }
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	188
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	189 template <>
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	190 inline int
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	191 get_xtype<Complex> (void)
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	192 {
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	193 return CHOLMOD_COMPLEX;
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	194 }
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	195
5511 e67d027ff4e3 [project @ 2005-10-26 21:13:56 by dbateman] dbateman parents: 5506 diff changeset	196 #endif
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	197
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	198 template <typename chol_type>
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	199 octave_idx_type
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	200 sparse_chol<chol_type>::sparse_chol_rep::init (const chol_type& a,
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	201 bool natural, bool force)
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	202 {
5648 69a4f320d95a [project @ 2006-03-08 20:17:37 by dbateman] dbateman parents: 5604 diff changeset	203 volatile octave_idx_type info = 0;
15264 94cdf82d4a0c don't overload meaning of info in Sparse Cholesky factorization functions John W. Eaton <jwe@octave.org> parents: 15185 diff changeset	204
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21691 diff changeset	205 #if defined (HAVE_CHOLMOD)
21177 a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	206
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	207 octave_idx_type a_nr = a.rows ();
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	208 octave_idx_type a_nc = a.cols ();
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	209
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	210 if (a_nr != a_nc)
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	211 (*current_liboctave_error_handler) ("sparse_chol requires square matrix");
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	212
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	213 cholmod_common *cm = &Common;
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	214
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	215 // Setup initial parameters
21177 a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	216
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	217 CHOLMOD_NAME(start) (cm);
5518 a9bd6c31751f [project @ 2005-10-29 04:26:38 by jwe] jwe parents: 5511 diff changeset	218 cm->prefer_zomplex = false;
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	219
5893 d73ffe42f2c8 [project @ 2006-07-16 07:48:19 by jwe] jwe parents: 5785 diff changeset	220 double spu = octave_sparse_params::get_key ("spumoni");
21177 a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	221
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	222 if (spu == 0.)
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	223 {
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	224 cm->print = -1;
19139 afd6179d2616 allow building with new version of SuiteSparse (bug #43063) John W. Eaton <jwe@octave.org> parents: 17744 diff changeset	225 SUITESPARSE_ASSIGN_FPTR (printf_func, cm->print_function, 0);
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	226 }
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	227 else
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	228 {
5760 8d7162924bd3 [project @ 2006-04-14 04:01:37 by jwe] jwe parents: 5710 diff changeset	229 cm->print = static_cast<int> (spu) + 2;
19139 afd6179d2616 allow building with new version of SuiteSparse (bug #43063) John W. Eaton <jwe@octave.org> parents: 17744 diff changeset	230 SUITESPARSE_ASSIGN_FPTR (printf_func, cm->print_function, &SparseCholPrint);
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	231 }
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	232
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	233 cm->error_handler = &SparseCholError;
21177 a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	234
19139 afd6179d2616 allow building with new version of SuiteSparse (bug #43063) John W. Eaton <jwe@octave.org> parents: 17744 diff changeset	235 SUITESPARSE_ASSIGN_FPTR2 (divcomplex_func, cm->complex_divide, divcomplex);
afd6179d2616 allow building with new version of SuiteSparse (bug #43063) John W. Eaton <jwe@octave.org> parents: 17744 diff changeset	236 SUITESPARSE_ASSIGN_FPTR2 (hypot_func, cm->hypotenuse, hypot);
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	237
5518 a9bd6c31751f [project @ 2005-10-29 04:26:38 by jwe] jwe parents: 5511 diff changeset	238 cm->final_asis = false;
a9bd6c31751f [project @ 2005-10-29 04:26:38 by jwe] jwe parents: 5511 diff changeset	239 cm->final_super = false;
a9bd6c31751f [project @ 2005-10-29 04:26:38 by jwe] jwe parents: 5511 diff changeset	240 cm->final_ll = true;
a9bd6c31751f [project @ 2005-10-29 04:26:38 by jwe] jwe parents: 5511 diff changeset	241 cm->final_pack = true;
a9bd6c31751f [project @ 2005-10-29 04:26:38 by jwe] jwe parents: 5511 diff changeset	242 cm->final_monotonic = true;
a9bd6c31751f [project @ 2005-10-29 04:26:38 by jwe] jwe parents: 5511 diff changeset	243 cm->final_resymbol = false;
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	244
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	245 cholmod_sparse A;
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	246 cholmod_sparse *ac = &A;
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	247 double dummy;
21177 a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	248
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	249 ac->nrow = a_nr;
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	250 ac->ncol = a_nc;
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	251
14846 460a3c6d8bf1 maint: Use Octave coding convention for cuddled parenthis in function calls with empty argument lists. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	252 ac->p = a.cidx ();
460a3c6d8bf1 maint: Use Octave coding convention for cuddled parenthis in function calls with empty argument lists. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	253 ac->i = a.ridx ();
460a3c6d8bf1 maint: Use Octave coding convention for cuddled parenthis in function calls with empty argument lists. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	254 ac->nzmax = a.nnz ();
5518 a9bd6c31751f [project @ 2005-10-29 04:26:38 by jwe] jwe parents: 5511 diff changeset	255 ac->packed = true;
a9bd6c31751f [project @ 2005-10-29 04:26:38 by jwe] jwe parents: 5511 diff changeset	256 ac->sorted = true;
a9bd6c31751f [project @ 2005-10-29 04:26:38 by jwe] jwe parents: 5511 diff changeset	257 ac->nz = 0;
21229 a83e7a384ee0 create and install a subset of config.h in octave-config.h John W. Eaton <jwe@octave.org> parents: 21207 diff changeset	258 #if defined (OCTAVE_ENABLE_64)
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	259 ac->itype = CHOLMOD_LONG;
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	260 #else
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	261 ac->itype = CHOLMOD_INT;
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	262 #endif
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	263 ac->dtype = CHOLMOD_DOUBLE;
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	264 ac->stype = 1;
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	265 ac->xtype = get_xtype<chol_elt> ();
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	266
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	267 if (a_nr < 1)
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	268 ac->x = &dummy;
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	269 else
14846 460a3c6d8bf1 maint: Use Octave coding convention for cuddled parenthis in function calls with empty argument lists. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	270 ac->x = a.data ();
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	271
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	272 // use natural ordering if no q output parameter
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	273 if (natural)
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	274 {
21602 47c76e56a1de maint: Remove extra space between end of statement and semicolon. Rik <rik@octave.org> parents: 21584 diff changeset	275 cm->nmethods = 1;
47c76e56a1de maint: Remove extra space between end of statement and semicolon. Rik <rik@octave.org> parents: 21584 diff changeset	276 cm->method[0].ordering = CHOLMOD_NATURAL;
47c76e56a1de maint: Remove extra space between end of statement and semicolon. Rik <rik@octave.org> parents: 21584 diff changeset	277 cm->postorder = false;
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	278 }
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	279
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	280 cholmod_factor *Lfactor;
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	281 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	282 Lfactor = CHOLMOD_NAME(analyze) (ac, cm);
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	283 CHOLMOD_NAME(factorize) (ac, Lfactor, cm);
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	284 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	285
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	286 is_pd = cm->status == CHOLMOD_OK;
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	287 info = (is_pd ? 0 : cm->status);
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	288
15264 94cdf82d4a0c don't overload meaning of info in Sparse Cholesky factorization functions John W. Eaton <jwe@octave.org> parents: 15185 diff changeset	289 if (is_pd \|\| force)
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	290 {
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	291 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
7637 2be056f03720 Fix fall back from sparse cholesky factorization to LU when matrix detected as not being positive definite David Bateman <dbateman@free.fr> parents: 7036 diff changeset	292 cond = CHOLMOD_NAME(rcond) (Lfactor, cm);
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	293 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 David Bateman <dbateman@free.fr> parents: 7036 diff changeset	294
2be056f03720 Fix fall back from sparse cholesky factorization to LU when matrix detected as not being positive definite David Bateman <dbateman@free.fr> parents: 7036 diff changeset	295 minor_p = Lfactor->minor;
2be056f03720 Fix fall back from sparse cholesky factorization to LU when matrix detected as not being positive definite David Bateman <dbateman@free.fr> parents: 7036 diff changeset	296
2be056f03720 Fix fall back from sparse cholesky factorization to LU when matrix detected as not being positive definite David Bateman <dbateman@free.fr> parents: 7036 diff changeset	297 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
2be056f03720 Fix fall back from sparse cholesky factorization to LU when matrix detected as not being positive definite David Bateman <dbateman@free.fr> parents: 7036 diff changeset	298 Lsparse = CHOLMOD_NAME(factor_to_sparse) (Lfactor, cm);
2be056f03720 Fix fall back from sparse cholesky factorization to LU when matrix detected as not being positive definite David Bateman <dbateman@free.fr> parents: 7036 diff changeset	299 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	300
7637 2be056f03720 Fix fall back from sparse cholesky factorization to LU when matrix detected as not being positive definite David Bateman <dbateman@free.fr> parents: 7036 diff changeset	301 if (minor_p > 0 && minor_p < a_nr)
10314 07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	302 {
07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	303 size_t n1 = a_nr + 1;
07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	304 Lsparse->p = CHOLMOD_NAME(realloc) (minor_p+1,
07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	305 sizeof(octave_idx_type),
07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	306 Lsparse->p, &n1, cm);
07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	307 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	308 CHOLMOD_NAME(reallocate_sparse)
10314 07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	309 (static_cast<octave_idx_type *>(Lsparse->p)[minor_p], Lsparse, cm);
07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	310 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
21177 a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	311
10314 07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	312 Lsparse->ncol = minor_p;
07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	313 }
7637 2be056f03720 Fix fall back from sparse cholesky factorization to LU when matrix detected as not being positive definite David Bateman <dbateman@free.fr> parents: 7036 diff changeset	314
2be056f03720 Fix fall back from sparse cholesky factorization to LU when matrix detected as not being positive definite David Bateman <dbateman@free.fr> parents: 7036 diff changeset	315 drop_zeros (Lsparse);
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	316
7637 2be056f03720 Fix fall back from sparse cholesky factorization to LU when matrix detected as not being positive definite David Bateman <dbateman@free.fr> parents: 7036 diff changeset	317 if (! natural)
10314 07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	318 {
07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	319 perms.resize (a_nr);
07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	320 for (octave_idx_type i = 0; i < a_nr; i++)
07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	321 perms(i) = static_cast<octave_idx_type *>(Lfactor->Perm)[i];
07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	322 }
21584 ee1a009dd60f Fix memory leak using cholmod library (bug #47372). Rik <rik@octave.org> parents: 21324 diff changeset	323 }
7637 2be056f03720 Fix fall back from sparse cholesky factorization to LU when matrix detected as not being positive definite David Bateman <dbateman@free.fr> parents: 7036 diff changeset	324
21584 ee1a009dd60f Fix memory leak using cholmod library (bug #47372). Rik <rik@octave.org> parents: 21324 diff changeset	325 // NAME used to prefix statistics report from print_common
ee1a009dd60f Fix memory leak using cholmod library (bug #47372). Rik <rik@octave.org> parents: 21324 diff changeset	326 static char blank_name[] = " ";
7637 2be056f03720 Fix fall back from sparse cholesky factorization to LU when matrix detected as not being positive definite David Bateman <dbateman@free.fr> parents: 7036 diff changeset	327
21584 ee1a009dd60f Fix memory leak using cholmod library (bug #47372). Rik <rik@octave.org> parents: 21324 diff changeset	328 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
ee1a009dd60f Fix memory leak using cholmod library (bug #47372). Rik <rik@octave.org> parents: 21324 diff changeset	329 CHOLMOD_NAME(print_common) (blank_name, cm);
ee1a009dd60f Fix memory leak using cholmod library (bug #47372). Rik <rik@octave.org> parents: 21324 diff changeset	330 CHOLMOD_NAME(free_factor) (&Lfactor, cm);
ee1a009dd60f Fix memory leak using cholmod library (bug #47372). Rik <rik@octave.org> parents: 21324 diff changeset	331 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
21109 bd1752782e56 Use err_disabled_feature, warn_disabled_feature throughout code base. Rik <rik@octave.org> parents: 20232 diff changeset	332
bd1752782e56 Use err_disabled_feature, warn_disabled_feature throughout code base. Rik <rik@octave.org> parents: 20232 diff changeset	333 return info;
bd1752782e56 Use err_disabled_feature, warn_disabled_feature throughout code base. Rik <rik@octave.org> parents: 20232 diff changeset	334
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	335 #else
21691 263d18409fdf Eliminate unused variable warnings for conditionally compiled code. John W. Eaton <jwe@octave.org> parents: 21602 diff changeset	336
263d18409fdf Eliminate unused variable warnings for conditionally compiled code. John W. Eaton <jwe@octave.org> parents: 21602 diff changeset	337 octave_unused_parameter (a);
263d18409fdf Eliminate unused variable warnings for conditionally compiled code. John W. Eaton <jwe@octave.org> parents: 21602 diff changeset	338 octave_unused_parameter (natural);
263d18409fdf Eliminate unused variable warnings for conditionally compiled code. John W. Eaton <jwe@octave.org> parents: 21602 diff changeset	339 octave_unused_parameter (force);
263d18409fdf Eliminate unused variable warnings for conditionally compiled code. John W. Eaton <jwe@octave.org> parents: 21602 diff changeset	340
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	341 (*current_liboctave_error_handler)
21109 bd1752782e56 Use err_disabled_feature, warn_disabled_feature throughout code base. Rik <rik@octave.org> parents: 20232 diff changeset	342 ("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	343
263d18409fdf Eliminate unused variable warnings for conditionally compiled code. John W. Eaton <jwe@octave.org> parents: 21602 diff changeset	344 return info;
263d18409fdf Eliminate unused variable warnings for conditionally compiled code. John W. Eaton <jwe@octave.org> parents: 21602 diff changeset	345
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	346 #endif
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	347 }
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	348
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	349 template <typename chol_type>
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	350 SparseMatrix
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	351 sparse_chol<chol_type>::sparse_chol_rep::Q (void) const
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	352 {
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21691 diff changeset	353 #if defined (HAVE_CHOLMOD)
21177 a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	354
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	355 octave_idx_type n = Lsparse->nrow;
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	356 SparseMatrix p (n, n, n);
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	357
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	358 for (octave_idx_type i = 0; i < n; i++)
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	359 {
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	360 p.xcidx (i) = i;
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	361 p.xridx (i) = static_cast<octave_idx_type>(perms (i));
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	362 p.xdata (i) = 1;
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	363 }
21177 a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	364
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	365 p.xcidx (n) = n;
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	366
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	367 return p;
21177 a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	368
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	369 #else
21177 a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	370
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	371 return SparseMatrix ();
21177 a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	372
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	373 #endif
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	374 }
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	375
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	376 template <typename chol_type>
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	377 sparse_chol<chol_type>::sparse_chol (void)
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	378 : rep (new typename sparse_chol<chol_type>::sparse_chol_rep ())
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	379 { }
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	380
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	381 template <typename chol_type>
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	382 sparse_chol<chol_type>::sparse_chol (const chol_type& a, bool natural,
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	383 bool force)
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	384 : rep (new typename
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	385 sparse_chol<chol_type>::sparse_chol_rep (a, natural, force))
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	386 { }
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	387
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	388 template <typename chol_type>
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	389 sparse_chol<chol_type>::sparse_chol (const chol_type& a, octave_idx_type& info,
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	390 bool natural, bool force)
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	391 : rep (new typename
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	392 sparse_chol<chol_type>::sparse_chol_rep (a, info, natural, force))
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	393 { }
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	394
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	395 template <typename chol_type>
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	396 sparse_chol<chol_type>::sparse_chol (const chol_type& a, octave_idx_type& info,
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	397 bool natural)
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	398 : rep (new typename
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	399 sparse_chol<chol_type>::sparse_chol_rep (a, info, natural, false))
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	400 { }
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	401
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	402 template <typename chol_type>
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	403 sparse_chol<chol_type>::sparse_chol (const chol_type& a, octave_idx_type& info)
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	404 : rep (new typename
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	405 sparse_chol<chol_type>::sparse_chol_rep (a, info, false, false))
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	406 { }
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	407
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	408 template <typename chol_type>
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	409 sparse_chol<chol_type>::sparse_chol (const sparse_chol<chol_type>& a)
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	410 : rep (a.rep)
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	411 {
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	412 rep->count++;
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	413 }
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	414
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	415 template <typename chol_type>
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	416 sparse_chol<chol_type>::~sparse_chol (void)
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	417 {
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	418 if (--rep->count == 0)
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	419 delete rep;
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	420 }
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	421
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	422 template <typename chol_type>
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	423 sparse_chol<chol_type>&
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	424 sparse_chol<chol_type>::operator = (const sparse_chol& a)
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	425 {
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	426 if (this != &a)
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	427 {
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	428 if (--rep->count == 0)
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	429 delete rep;
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	430
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	431 rep = a.rep;
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	432 rep->count++;
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	433 }
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	434
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	435 return *this;
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	436 }
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	437
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	438 template <typename chol_type>
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	439 chol_type
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	440 sparse_chol<chol_type>::L (void) const
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	441 {
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21691 diff changeset	442 #if defined (HAVE_CHOLMOD)
21177 a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	443
14846 460a3c6d8bf1 maint: Use Octave coding convention for cuddled parenthis in function calls with empty argument lists. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	444 cholmod_sparse *m = rep->L ();
21177 a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	445
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	446 octave_idx_type nc = m->ncol;
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	447 octave_idx_type nnz = m->nzmax;
21177 a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	448
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	449 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	450
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	451 for (octave_idx_type j = 0; j < nc+1; j++)
15018 3d8ace26c5b4 maint: Use Octave coding conventions for cuddled parentheses in liboctave/. Rik <rik@octave.org> parents: 14846 diff changeset	452 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	453
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	454 for (octave_idx_type i = 0; i < nnz; i++)
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	455 {
15018 3d8ace26c5b4 maint: Use Octave coding conventions for cuddled parentheses in liboctave/. Rik <rik@octave.org> parents: 14846 diff changeset	456 ret.xridx (i) = static_cast<octave_idx_type *>(m->i)[i];
3d8ace26c5b4 maint: Use Octave coding conventions for cuddled parentheses in liboctave/. Rik <rik@octave.org> parents: 14846 diff changeset	457 ret.xdata (i) = static_cast<chol_elt *>(m->x)[i];
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	458 }
21177 a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	459
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	460 return ret;
21177 a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	461
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	462 #else
21177 a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	463
14846 460a3c6d8bf1 maint: Use Octave coding convention for cuddled parenthis in function calls with empty argument lists. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	464 return chol_type ();
21177 a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	465
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	466 #endif
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	467 }
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	468
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	469 template <typename chol_type>
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	470 octave_idx_type
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	471 sparse_chol<chol_type>::P (void) const
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	472 {
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	473 return rep->P ();
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	474 }
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	475
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	476 template <typename chol_type>
22229 22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 21724 diff changeset	477 RowVector
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	478 sparse_chol<chol_type>::perm (void) const
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	479 {
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	480 return rep->perm ();
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	481 }
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	482
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	483 template <typename chol_type>
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	484 SparseMatrix
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	485 sparse_chol<chol_type>::Q (void) const
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	486 {
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	487 return rep->Q ();
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	488 }
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	489
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	490 template <typename chol_type>
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	491 bool
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	492 sparse_chol<chol_type>::is_positive_definite (void) const
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	493 {
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	494 return rep->is_positive_definite ();
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	495 }
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	496
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	497 template <typename chol_type>
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	498 double
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	499 sparse_chol<chol_type>::rcond (void) const
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	500 {
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	501 return rep->rcond ();
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	502 }
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	503
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	504 template <typename chol_type>
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	505 chol_type
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	506 sparse_chol<chol_type>::inverse (void) const
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	507 {
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	508 chol_type retval;
21177 a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	509
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21691 diff changeset	510 #if defined (HAVE_CHOLMOD)
21177 a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	511
14846 460a3c6d8bf1 maint: Use Octave coding convention for cuddled parenthis in function calls with empty argument lists. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	512 cholmod_sparse *m = rep->L ();
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	513 octave_idx_type n = m->ncol;
22229 22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 21724 diff changeset	514 RowVector perms = rep->perm ();
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	515 double rcond2;
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	516 octave_idx_type info;
5785 6b9cec830d72 [project @ 2006-05-03 19:32:46 by dbateman] dbateman parents: 5760 diff changeset	517 MatrixType mattype (MatrixType::Upper);
15018 3d8ace26c5b4 maint: Use Octave coding conventions for cuddled parentheses in liboctave/. Rik <rik@octave.org> parents: 14846 diff changeset	518 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	519
20232 a9574e3c6e9e Deprecate Array::length() and Sparse::length() in favour of ::numel(). Carnë Draug <carandraug@octave.org> parents: 19697 diff changeset	520 if (perms.numel () == n)
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	521 {
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	522 SparseMatrix Qc = Q ();
21177 a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	523
14846 460a3c6d8bf1 maint: Use Octave coding convention for cuddled parenthis in function calls with empty argument lists. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	524 retval = Qc * linv * linv.hermitian () * Qc.transpose ();
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	525 }
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	526 else
8402 2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 7637 diff changeset	527 retval = linv * linv.hermitian ();
21177 a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	528
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	529 #endif
21177 a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	530
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	531 return retval;
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	532 }
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	533
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	534 template <typename chol_type>
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	535 chol_type
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	536 chol2inv (const chol_type& r)
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	537 {
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	538 octave_idx_type r_nr = r.rows ();
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	539 octave_idx_type r_nc = r.cols ();
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	540 chol_type retval;
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	541
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	542 if (r_nr != r_nc)
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	543 (*current_liboctave_error_handler) ("U must be a square matrix");
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	544
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	545 MatrixType mattype (r);
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	546 int typ = mattype.type (false);
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	547 double rcond;
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	548 octave_idx_type info;
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	549 chol_type rinv;
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	550
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	551 if (typ == MatrixType::Upper)
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	552 {
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	553 rinv = r.inverse (mattype, info, rcond, true, false);
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	554 retval = rinv.transpose () * rinv;
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	555 }
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	556 else if (typ == MatrixType::Lower)
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	557 {
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	558 rinv = r.transpose ().inverse (mattype, info, rcond, true, false);
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	559 retval = rinv.transpose () * rinv;
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	560 }
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	561 else
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	562 (*current_liboctave_error_handler) ("U must be a triangular matrix");
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	563
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	564 return retval;
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	565 }
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	566
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	567 // SparseComplexMatrix specialization (the value for the NATURAL
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	568 // parameter in the sparse_chol<T>::sparse_chol_rep constructor is
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	569 // different from the default).
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	570
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	571 template <>
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	572 sparse_chol<SparseComplexMatrix>::sparse_chol (const SparseComplexMatrix& a,
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	573 octave_idx_type& info)
21324 5169d5993d77 sparse-chol.cc: Fix minor syntax error to compile with older gcc Mike Miller <mtmiller@octave.org> parents: 21301 diff changeset	574 : rep (
5169d5993d77 sparse-chol.cc: Fix minor syntax error to compile with older gcc Mike Miller <mtmiller@octave.org> parents: 21301 diff changeset	575 new sparse_chol<SparseComplexMatrix>::sparse_chol_rep (a, info, true, false))
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21140 diff changeset	576 { }
21186 7f35125714b4 don't install some internal headers and template sources John W. Eaton <jwe@octave.org> parents: 21177 diff changeset	577
7f35125714b4 don't install some internal headers and template sources John W. Eaton <jwe@octave.org> parents: 21177 diff changeset	578 // Instantiations we need.
7f35125714b4 don't install some internal headers and template sources John W. Eaton <jwe@octave.org> parents: 21177 diff changeset	579
7f35125714b4 don't install some internal headers and template sources John W. Eaton <jwe@octave.org> parents: 21177 diff changeset	580 template class sparse_chol<SparseMatrix>;
7f35125714b4 don't install some internal headers and template sources John W. Eaton <jwe@octave.org> parents: 21177 diff changeset	581
7f35125714b4 don't install some internal headers and template sources John W. Eaton <jwe@octave.org> parents: 21177 diff changeset	582 template class sparse_chol<SparseComplexMatrix>;
7f35125714b4 don't install some internal headers and template sources John W. Eaton <jwe@octave.org> parents: 21177 diff changeset	583
7f35125714b4 don't install some internal headers and template sources John W. Eaton <jwe@octave.org> parents: 21177 diff changeset	584 template SparseMatrix
7f35125714b4 don't install some internal headers and template sources John W. Eaton <jwe@octave.org> parents: 21177 diff changeset	585 chol2inv<SparseMatrix> (const SparseMatrix& r);
7f35125714b4 don't install some internal headers and template sources John W. Eaton <jwe@octave.org> parents: 21177 diff changeset	586
7f35125714b4 don't install some internal headers and template sources John W. Eaton <jwe@octave.org> parents: 21177 diff changeset	587 template SparseComplexMatrix
7f35125714b4 don't install some internal headers and template sources John W. Eaton <jwe@octave.org> parents: 21177 diff changeset	588 chol2inv<SparseComplexMatrix> (const SparseComplexMatrix& r);

Mercurial > octave

annotate liboctave/numeric/sparse-chol.cc @ 22229:22c2bd440544