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

annotate liboctave/numeric/sparse-chol.h @ 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	1473547f50f5
children	6ca3acf5fad8

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: 17769 diff changeset	4 Copyright (C) 2005-2015 David Bateman
11523 fd0a3ac60b0e update copyright notices John W. Eaton <jwe@octave.org> parents: 11505 diff changeset	5 Copyright (C) 1998-2005 Andy Adler
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 5512 diff changeset	6
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 5512 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: 5512 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: 5512 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: 5512 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: 5512 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
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	25 #if ! defined (octave_sparse_chol_h)
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	26 #define octave_sparse_chol_h 1
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	27
21244 1473547f50f5 include octave-config.h in public header files John W. Eaton <jwe@octave.org> parents: 21186 diff changeset	28 #include "octave-config.h"
1473547f50f5 include octave-config.h in public header files John W. Eaton <jwe@octave.org> parents: 21186 diff changeset	29
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	30 #include "CSparse.h"
22229 22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 21244 diff changeset	31 #include "dRowVector.h"
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	32 #include "dSparse.h"
5512 7c8767d0ffc0 [project @ 2005-10-27 02:20:17 by jwe] jwe parents: 5511 diff changeset	33
21177 a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	34 // If the sparse matrix classes become templated on the element type
a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	35 // (i.e., sparse_matrix<double>), then it might be best to make the
a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	36 // template parameter of this class also be the element type instead
a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	37 // of the matrix type.
a10f60e13243 style fixes in liboctave/numeric directory John W. Eaton <jwe@octave.org> parents: 21145 diff changeset	38
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	39 template <typename chol_type>
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	40 class
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	41 sparse_chol
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	42 {
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	43 public:
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	44
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	45 sparse_chol (void);
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	46
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	47 sparse_chol (const chol_type& a, bool natural, bool force);
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	48
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	49 sparse_chol (const chol_type& a, octave_idx_type& info,
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	50 bool natural, bool force);
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	51
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	52 sparse_chol (const chol_type& a, octave_idx_type& info, bool natural);
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	53
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	54 sparse_chol (const chol_type& a, octave_idx_type& info);
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	55
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	56 sparse_chol (const sparse_chol<chol_type>& a);
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	57
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	58 virtual ~sparse_chol (void);
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	59
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	60 sparse_chol& operator = (const sparse_chol& a);
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	61
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	62 chol_type L (void) const;
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	63
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	64 chol_type R (void) const { return L ().hermitian (); }
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	65
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	66 octave_idx_type P (void) const;
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	67
22229 22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 21244 diff changeset	68 RowVector perm (void) const;
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	69
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	70 SparseMatrix Q (void) const;
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	71
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	72 bool is_positive_definite (void) const;
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	73
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	74 double rcond (void) const;
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	75
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	76 chol_type inverse (void) const;
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	77
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	78 protected:
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	79
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	80 typedef typename chol_type::element_type chol_elt;
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	81
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	82 class sparse_chol_rep;
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	83
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	84 private:
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	85
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	86 sparse_chol_rep *rep;
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	87 };
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	88
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	89 template <typename chol_type>
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	90 chol_type
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	91 chol2inv (const chol_type& r);
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	92
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	93 // SparseComplexMatrix specialization.
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	94
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	95 template <>
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	96 sparse_chol<SparseComplexMatrix>::sparse_chol (const SparseComplexMatrix& a,
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	97 octave_idx_type& info);
307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	98
5506 b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman] dbateman parents: diff changeset	99 #endif

Mercurial > octave

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