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annotate liboctave/numeric/chol.cc @ 21270:230e186e292d

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make building without qrupdate work again * dMatrix.h (Matrix::hermitian): New function. * fMatrix.h (FloatMatrix::hermitian): New function. * liboctave/numeric/chol.cc: Fix function declarations, definition of zero, and names of imag and conj functions.
author John W. Eaton <jwe@octave.org>
date Tue, 16 Feb 2016 11:13:55 -0500
parents 3c8a3d35661a
children d3b265a83adc
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1 /*
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2
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3 Copyright (C) 1994-2015 John W. Eaton
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4 Copyright (C) 2008-2009 Jaroslav Hajek
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5
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
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6 This file is part of Octave.
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7
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8 Octave is free software; you can redistribute it and/or modify it
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9 under the terms of the GNU General Public License as published by the
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10 Free Software Foundation; either version 3 of the License, or (at your
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11 option) any later version.
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12
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
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13 Octave is distributed in the hope that it will be useful, but WITHOUT
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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16 for more details.
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17
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18 You should have received a copy of the GNU General Public License
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19 along with Octave; see the file COPYING. If not, see
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20 <http://www.gnu.org/licenses/>.
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21
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22 */
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23
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
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24 #ifdef HAVE_CONFIG_H
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25 # include <config.h>
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26 #endif
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27
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28 #include <vector>
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29
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30 #include "CColVector.h"
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31 #include "CMatrix.h"
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32 #include "CRowVector.h"
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33 #include "chol.h"
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34 #include "dColVector.h"
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35 #include "dMatrix.h"
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36 #include "dRowVector.h"
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37 #include "f77-fcn.h"
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38 #include "fCColVector.h"
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39 #include "fCMatrix.h"
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40 #include "fCRowVector.h"
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41 #include "fColVector.h"
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42 #include "fMatrix.h"
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43 #include "fRowVector.h"
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44 #include "lo-error.h"
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45 #include "oct-locbuf.h"
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46 #include "oct-norm.h"
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47
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48 #if ! defined (HAVE_QRUPDATE)
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49 # include "CmplxQR.h"
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50 # include "dbleQR.h"
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51 # include "fCmplxQR.h"
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52 # include "floatQR.h"
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53 #endif
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54
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55 extern "C"
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56 {
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57 F77_RET_T
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58 F77_FUNC (dpotrf, DPOTRF) (F77_CONST_CHAR_ARG_DECL,
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59 const octave_idx_type&, double*,
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60 const octave_idx_type&, octave_idx_type&
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61 F77_CHAR_ARG_LEN_DECL);
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62
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63 F77_RET_T
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64 F77_FUNC (dpotri, DPOTRI) (F77_CONST_CHAR_ARG_DECL,
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65 const octave_idx_type&, double*,
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66 const octave_idx_type&, octave_idx_type&
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67 F77_CHAR_ARG_LEN_DECL);
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69 F77_RET_T
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70 F77_FUNC (dpocon, DPOCON) (F77_CONST_CHAR_ARG_DECL,
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71 const octave_idx_type&, double*,
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72 const octave_idx_type&, const double&,
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73 double&, double*, octave_idx_type*,
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74 octave_idx_type&
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75 F77_CHAR_ARG_LEN_DECL);
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76 #ifdef HAVE_QRUPDATE
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77
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78 F77_RET_T
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79 F77_FUNC (dch1up, DCH1UP) (const octave_idx_type&, double*,
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80 const octave_idx_type&, double*, double*);
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81
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82 F77_RET_T
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83 F77_FUNC (dch1dn, DCH1DN) (const octave_idx_type&, double*,
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84 const octave_idx_type&, double*, double*,
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85 octave_idx_type&);
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86
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87 F77_RET_T
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88 F77_FUNC (dchinx, DCHINX) (const octave_idx_type&, double*,
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89 const octave_idx_type&, const octave_idx_type&,
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90 double*, double*, octave_idx_type&);
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91
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92 F77_RET_T
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93 F77_FUNC (dchdex, DCHDEX) (const octave_idx_type&, double*,
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94 const octave_idx_type&, const octave_idx_type&,
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95 double*);
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96
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97 F77_RET_T
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98 F77_FUNC (dchshx, DCHSHX) (const octave_idx_type&, double*,
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99 const octave_idx_type&, const octave_idx_type&,
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100 const octave_idx_type&, double*);
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101 #endif
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102
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103 F77_RET_T
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104 F77_FUNC (spotrf, SPOTRF) (F77_CONST_CHAR_ARG_DECL,
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105 const octave_idx_type&, float*,
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106 const octave_idx_type&, octave_idx_type&
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107 F77_CHAR_ARG_LEN_DECL);
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108
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109 F77_RET_T
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110 F77_FUNC (spotri, SPOTRI) (F77_CONST_CHAR_ARG_DECL,
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111 const octave_idx_type&, float*,
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112 const octave_idx_type&, octave_idx_type&
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113 F77_CHAR_ARG_LEN_DECL);
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114
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115 F77_RET_T
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116 F77_FUNC (spocon, SPOCON) (F77_CONST_CHAR_ARG_DECL,
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117 const octave_idx_type&, float*,
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118 const octave_idx_type&, const float&,
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119 float&, float*, octave_idx_type*,
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120 octave_idx_type&
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121 F77_CHAR_ARG_LEN_DECL);
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122 #ifdef HAVE_QRUPDATE
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123
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124 F77_RET_T
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125 F77_FUNC (sch1up, SCH1UP) (const octave_idx_type&, float*,
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126 const octave_idx_type&, float*, float*);
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127
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128 F77_RET_T
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129 F77_FUNC (sch1dn, SCH1DN) (const octave_idx_type&, float*,
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130 const octave_idx_type&, float*, float*,
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131 octave_idx_type&);
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132
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133 F77_RET_T
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134 F77_FUNC (schinx, SCHINX) (const octave_idx_type&, float*,
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135 const octave_idx_type&, const octave_idx_type&,
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136 float*, float*, octave_idx_type&);
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137
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138 F77_RET_T
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139 F77_FUNC (schdex, SCHDEX) (const octave_idx_type&, float*,
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140 const octave_idx_type&, const octave_idx_type&,
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diff changeset
141 float*);
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142
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143 F77_RET_T
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144 F77_FUNC (schshx, SCHSHX) (const octave_idx_type&, float*,
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145 const octave_idx_type&, const octave_idx_type&,
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146 const octave_idx_type&, float*);
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147 #endif
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148
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149 F77_RET_T
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150 F77_FUNC (zpotrf, ZPOTRF) (F77_CONST_CHAR_ARG_DECL,
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151 const octave_idx_type&, Complex*,
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152 const octave_idx_type&, octave_idx_type&
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153 F77_CHAR_ARG_LEN_DECL);
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154 F77_RET_T
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155 F77_FUNC (zpotri, ZPOTRI) (F77_CONST_CHAR_ARG_DECL,
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156 const octave_idx_type&, Complex*,
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157 const octave_idx_type&, octave_idx_type&
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158 F77_CHAR_ARG_LEN_DECL);
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159
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160 F77_RET_T
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161 F77_FUNC (zpocon, ZPOCON) (F77_CONST_CHAR_ARG_DECL,
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162 const octave_idx_type&, Complex*,
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163 const octave_idx_type&, const double&,
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164 double&, Complex*, double*, octave_idx_type&
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165 F77_CHAR_ARG_LEN_DECL);
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166 #ifdef HAVE_QRUPDATE
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167
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168 F77_RET_T
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169 F77_FUNC (zch1up, ZCH1UP) (const octave_idx_type&, Complex*,
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170 const octave_idx_type&, Complex*, double*);
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171
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172 F77_RET_T
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173 F77_FUNC (zch1dn, ZCH1DN) (const octave_idx_type&, Complex*,
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174 const octave_idx_type&, Complex*, double*,
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175 octave_idx_type&);
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176
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177 F77_RET_T
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178 F77_FUNC (zchinx, ZCHINX) (const octave_idx_type&, Complex*,
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179 const octave_idx_type&, const octave_idx_type&,
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180 Complex*, double*, octave_idx_type&);
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181
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182 F77_RET_T
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183 F77_FUNC (zchdex, ZCHDEX) (const octave_idx_type&, Complex*,
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184 const octave_idx_type&, const octave_idx_type&,
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185 double*);
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186
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187 F77_RET_T
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188 F77_FUNC (zchshx, ZCHSHX) (const octave_idx_type&, Complex*,
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189 const octave_idx_type&, const octave_idx_type&,
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190 const octave_idx_type&, Complex*, double*);
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191 #endif
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192
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193 F77_RET_T
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194 F77_FUNC (cpotrf, CPOTRF) (F77_CONST_CHAR_ARG_DECL,
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195 const octave_idx_type&, FloatComplex*,
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196 const octave_idx_type&, octave_idx_type&
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197 F77_CHAR_ARG_LEN_DECL);
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198 F77_RET_T
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199 F77_FUNC (cpotri, CPOTRI) (F77_CONST_CHAR_ARG_DECL,
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200 const octave_idx_type&, FloatComplex*,
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201 const octave_idx_type&, octave_idx_type&
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202 F77_CHAR_ARG_LEN_DECL);
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203
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204 F77_RET_T
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205 F77_FUNC (cpocon, CPOCON) (F77_CONST_CHAR_ARG_DECL,
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206 const octave_idx_type&, FloatComplex*,
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207 const octave_idx_type&, const float&,
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208 float&, FloatComplex*, float*, octave_idx_type&
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diff changeset
209 F77_CHAR_ARG_LEN_DECL);
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210 #ifdef HAVE_QRUPDATE
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211
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212 F77_RET_T
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213 F77_FUNC (cch1up, CCH1UP) (const octave_idx_type&, FloatComplex*,
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diff changeset
214 const octave_idx_type&, FloatComplex*, float*);
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215
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216 F77_RET_T
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217 F77_FUNC (cch1dn, CCH1DN) (const octave_idx_type&, FloatComplex*,
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diff changeset
218 const octave_idx_type&, FloatComplex*,
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diff changeset
219 float*, octave_idx_type&);
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220
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221 F77_RET_T
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222 F77_FUNC (cchinx, CCHINX) (const octave_idx_type&, FloatComplex*,
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223 const octave_idx_type&, const octave_idx_type&,
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diff changeset
224 FloatComplex*, float*, octave_idx_type&);
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225
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226 F77_RET_T
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227 F77_FUNC (cchdex, CCHDEX) (const octave_idx_type&, FloatComplex*,
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228 const octave_idx_type&, const octave_idx_type&,
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diff changeset
229 float*);
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230
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231 F77_RET_T
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232 F77_FUNC (cchshx, CCHSHX) (const octave_idx_type&, FloatComplex*,
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233 const octave_idx_type&, const octave_idx_type&,
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234 const octave_idx_type&, FloatComplex*, float*);
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235 #endif
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236 }
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237
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238 static Matrix
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239 chol2inv_internal (const Matrix& r, bool is_upper = true)
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240 {
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diff changeset
241 Matrix retval;
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242
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243 octave_idx_type r_nr = r.rows ();
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244 octave_idx_type r_nc = r.cols ();
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245
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246 if (r_nr != r_nc)
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247 (*current_liboctave_error_handler) ("chol2inv requires square matrix");
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248
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249 octave_idx_type n = r_nc;
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250 octave_idx_type info = 0;
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251
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diff changeset
252 Matrix tmp = r;
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253 double *v = tmp.fortran_vec ();
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254
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255 if (info == 0)
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256 {
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257 if (is_upper)
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258 F77_XFCN (dpotri, DPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n,
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259 v, n, info
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260 F77_CHAR_ARG_LEN (1)));
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261 else
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262 F77_XFCN (dpotri, DPOTRI, (F77_CONST_CHAR_ARG2 ("L", 1), n,
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263 v, n, info
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264 F77_CHAR_ARG_LEN (1)));
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265
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266 // If someone thinks of a more graceful way of doing this (or
3c8a3d35661a better use of templates for Cholesky factorization
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267 // faster for that matter :-)), please let me know!
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268
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269 if (n > 1)
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270 {
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271 if (is_upper)
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272 for (octave_idx_type j = 0; j < r_nc; j++)
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273 for (octave_idx_type i = j+1; i < r_nr; i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
274 tmp.xelem (i, j) = tmp.xelem (j, i);
3c8a3d35661a better use of templates for Cholesky factorization
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275 else
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
276 for (octave_idx_type j = 0; j < r_nc; j++)
3c8a3d35661a better use of templates for Cholesky factorization
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diff changeset
277 for (octave_idx_type i = j+1; i < r_nr; i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
278 tmp.xelem (j, i) = tmp.xelem (i, j);
3c8a3d35661a better use of templates for Cholesky factorization
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diff changeset
279 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
280
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
281 retval = tmp;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
282 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
283
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
284 return retval;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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285 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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286
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
287 static FloatMatrix
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
288 chol2inv_internal (const FloatMatrix& r, bool is_upper = true)
3c8a3d35661a better use of templates for Cholesky factorization
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289 {
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John W. Eaton <jwe@octave.org>
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diff changeset
290 FloatMatrix retval;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
291
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
292 octave_idx_type r_nr = r.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
293 octave_idx_type r_nc = r.cols ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
294
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
295 if (r_nr != r_nc)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
296 (*current_liboctave_error_handler) ("chol2inv requires square matrix");
3c8a3d35661a better use of templates for Cholesky factorization
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diff changeset
297
3c8a3d35661a better use of templates for Cholesky factorization
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diff changeset
298 octave_idx_type n = r_nc;
3c8a3d35661a better use of templates for Cholesky factorization
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diff changeset
299 octave_idx_type info = 0;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
300
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
301 FloatMatrix tmp = r;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
302 float *v = tmp.fortran_vec ();
3c8a3d35661a better use of templates for Cholesky factorization
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diff changeset
303
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John W. Eaton <jwe@octave.org>
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diff changeset
304 if (info == 0)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
305 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
306 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
307 F77_XFCN (spotri, SPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n,
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
308 v, n, info
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
309 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
310 else
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John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
311 F77_XFCN (spotri, SPOTRI, (F77_CONST_CHAR_ARG2 ("L", 1), n,
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
312 v, n, info
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
313 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
314
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
315 // If someone thinks of a more graceful way of doing this (or
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
316 // faster for that matter :-)), please let me know!
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
317
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
318 if (n > 1)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
319 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
320 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
321 for (octave_idx_type j = 0; j < r_nc; j++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
322 for (octave_idx_type i = j+1; i < r_nr; i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
323 tmp.xelem (i, j) = tmp.xelem (j, i);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
324 else
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
325 for (octave_idx_type j = 0; j < r_nc; j++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
326 for (octave_idx_type i = j+1; i < r_nr; i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
327 tmp.xelem (j, i) = tmp.xelem (i, j);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
328 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
329
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
330 retval = tmp;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
331 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
332
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
333 return retval;
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
334 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
335
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
336 static ComplexMatrix
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
337 chol2inv_internal (const ComplexMatrix& r, bool is_upper = true)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
338 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
339 ComplexMatrix retval;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
340
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
341 octave_idx_type r_nr = r.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
342 octave_idx_type r_nc = r.cols ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
343
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
344 if (r_nr != r_nc)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
345 (*current_liboctave_error_handler) ("chol2inv requires square matrix");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
346
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
347 octave_idx_type n = r_nc;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
348 octave_idx_type info;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
349
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
350 ComplexMatrix tmp = r;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
351
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
352 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
353 F77_XFCN (zpotri, ZPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n,
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
354 tmp.fortran_vec (), n, info
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
355 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
356 else
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
357 F77_XFCN (zpotri, ZPOTRI, (F77_CONST_CHAR_ARG2 ("L", 1), n,
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
358 tmp.fortran_vec (), n, info
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
359 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
360
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
361 // If someone thinks of a more graceful way of doing this (or
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
362 // faster for that matter :-)), please let me know!
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
363
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
364 if (n > 1)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
365 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
366 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
367 for (octave_idx_type j = 0; j < r_nc; j++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
368 for (octave_idx_type i = j+1; i < r_nr; i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
369 tmp.xelem (i, j) = tmp.xelem (j, i);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
370 else
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
371 for (octave_idx_type j = 0; j < r_nc; j++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
372 for (octave_idx_type i = j+1; i < r_nr; i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
373 tmp.xelem (j, i) = tmp.xelem (i, j);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
374 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
375
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
376 retval = tmp;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
377
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
378 return retval;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
379 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
380
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
381 static FloatComplexMatrix
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
382 chol2inv_internal (const FloatComplexMatrix& r, bool is_upper = true)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
383 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
384 FloatComplexMatrix retval;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
385
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
386 octave_idx_type r_nr = r.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
387 octave_idx_type r_nc = r.cols ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
388
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
389 if (r_nr != r_nc)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
390 (*current_liboctave_error_handler) ("chol2inv requires square matrix");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
391
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
392 octave_idx_type n = r_nc;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
393 octave_idx_type info;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
394
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
395 FloatComplexMatrix tmp = r;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
396
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
397 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
398 F77_XFCN (cpotri, CPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n,
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
399 tmp.fortran_vec (), n, info
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
400 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
401 else
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
402 F77_XFCN (cpotri, CPOTRI, (F77_CONST_CHAR_ARG2 ("L", 1), n,
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
403 tmp.fortran_vec (), n, info
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
404 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
405
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
406 // If someone thinks of a more graceful way of doing this (or
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
407 // faster for that matter :-)), please let me know!
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
408
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
409 if (n > 1)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
410 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
411 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
412 for (octave_idx_type j = 0; j < r_nc; j++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
413 for (octave_idx_type i = j+1; i < r_nr; i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
414 tmp.xelem (i, j) = tmp.xelem (j, i);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
415 else
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
416 for (octave_idx_type j = 0; j < r_nc; j++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
417 for (octave_idx_type i = j+1; i < r_nr; i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
418 tmp.xelem (j, i) = tmp.xelem (i, j);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
419 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
420
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
421 retval = tmp;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
422
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
423 return retval;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
424 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
425
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
426 template <typename T>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
427 T
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
428 chol2inv (const T& r)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
429 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
430 return chol2inv_internal (r);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
431 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
432
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
433 // Compute the inverse of a matrix using the Cholesky factorization.
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
434 template <typename T>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
435 T
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
436 chol<T>::inverse (void) const
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
437 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
438 return chol2inv_internal (chol_mat, is_upper);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
439 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
440
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
441 template <typename T>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
442 void
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
443 chol<T>::set (const T& R)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
444 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
445 if (! R.is_square ())
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
446 (*current_liboctave_error_handler) ("chol: requires square matrix");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
447
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
448 chol_mat = R;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
449 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
450
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
451 #if ! defined (HAVE_QRUPDATE)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
452
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
453 template <typename T>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
454 void
21270
230e186e292d make building without qrupdate work again
John W. Eaton <jwe@octave.org>
parents: 21269
diff changeset
455 chol<T>::update (const VT& u)
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
456 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
457 warn_qrupdate_once ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
458
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
459 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
460
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
461 if (u.numel () != n)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
462 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
463
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
464 init (chol_mat.hermitian () * chol_mat + T (u) * T (u).hermitian (),
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
465 true, false);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
466 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
467
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
468 template <typename T>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
469 static bool
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
470 singular (const T& a)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
471 {
21270
230e186e292d make building without qrupdate work again
John W. Eaton <jwe@octave.org>
parents: 21269
diff changeset
472 static typename T::element_type zero (0);
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
473 for (octave_idx_type i = 0; i < a.rows (); i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
474 if (a(i,i) == zero) return true;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
475 return false;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
476 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
477
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
478 template <typename T>
5275
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe]
jwe
parents: 5105
diff changeset
479 octave_idx_type
21270
230e186e292d make building without qrupdate work again
John W. Eaton <jwe@octave.org>
parents: 21269
diff changeset
480 chol<T>::downdate (const VT& u)
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
481 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
482 warn_qrupdate_once ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
483
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
484 octave_idx_type info = -1;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
485
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
486 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
487
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
488 if (u.numel () != n)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
489 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
490
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
491 if (singular (chol_mat))
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
492 info = 2;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
493 else
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
494 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
495 info = init (chol_mat.hermitian () * chol_mat
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
496 - T (u) * T (u).hermitian (), true, false);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
497 if (info) info = 1;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
498 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
499
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
500 return info;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
501 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
502
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
503 template <typename T>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
504 octave_idx_type
21270
230e186e292d make building without qrupdate work again
John W. Eaton <jwe@octave.org>
parents: 21269
diff changeset
505 chol<T>::insert_sym (const VT& u, octave_idx_type j)
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
506 {
21270
230e186e292d make building without qrupdate work again
John W. Eaton <jwe@octave.org>
parents: 21269
diff changeset
507 static typename T::element_type zero (0);
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
508
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
509 warn_qrupdate_once ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
510
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
511 octave_idx_type info = -1;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
512
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
513 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
514
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
515 if (u.numel () != n + 1)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
516 (*current_liboctave_error_handler) ("cholinsert: dimension mismatch");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
517 if (j < 0 || j > n)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
518 (*current_liboctave_error_handler) ("cholinsert: index out of range");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
519
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
520 if (singular (chol_mat))
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
521 info = 2;
21270
230e186e292d make building without qrupdate work again
John W. Eaton <jwe@octave.org>
parents: 21269
diff changeset
522 else if (imag (u(j)) != zero)
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
523 info = 3;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
524 else
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
525 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
526 T a = chol_mat.hermitian () * chol_mat;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
527 T a1 (n+1, n+1);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
528 for (octave_idx_type k = 0; k < n+1; k++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
529 for (octave_idx_type l = 0; l < n+1; l++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
530 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
531 if (l == j)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
532 a1(k, l) = u(k);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
533 else if (k == j)
21270
230e186e292d make building without qrupdate work again
John W. Eaton <jwe@octave.org>
parents: 21269
diff changeset
534 a1(k, l) = conj (u(l));
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
535 else
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
536 a1(k, l) = a(k < j ? k : k-1, l < j ? l : l-1);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
537 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
538 info = init (a1, true, false);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
539 if (info) info = 1;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
540 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
541
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
542 return info;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
543 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
544
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
545 template <typename T>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
546 void
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
547 chol<T>::delete_sym (octave_idx_type j)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
548 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
549 warn_qrupdate_once ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
550
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
551 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
552
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
553 if (j < 0 || j > n-1)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
554 (*current_liboctave_error_handler) ("choldelete: index out of range");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
555
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
556 T a = chol_mat.hermitian () * chol_mat;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
557 a.delete_elements (1, idx_vector (j));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
558 a.delete_elements (0, idx_vector (j));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
559 init (a, true, false);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
560 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
561
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
562 template <typename T>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
563 void
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
564 chol<T>::shift_sym (octave_idx_type i, octave_idx_type j)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
565 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
566 warn_qrupdate_once ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
567
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
568 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
569
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
570 if (i < 0 || i > n-1 || j < 0 || j > n-1)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
571 (*current_liboctave_error_handler) ("cholshift: index out of range");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
572
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
573 T a = chol_mat.hermitian () * chol_mat;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
574 Array<octave_idx_type> p (dim_vector (n, 1));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
575 for (octave_idx_type k = 0; k < n; k++) p(k) = k;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
576 if (i < j)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
577 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
578 for (octave_idx_type k = i; k < j; k++) p(k) = k+1;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
579 p(j) = i;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
580 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
581 else if (j < i)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
582 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
583 p(j) = i;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
584 for (octave_idx_type k = j+1; k < i+1; k++) p(k) = k-1;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
585 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
586
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
587 init (a.index (idx_vector (p), idx_vector (p)), true, false);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
588 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
589
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
590 #endif
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
591
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
592 // Specializations.
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
593
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
594 template <>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
595 octave_idx_type
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
596 chol<Matrix>::init (const Matrix& a, bool upper, bool calc_cond)
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
597 {
5275
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe]
jwe
parents: 5105
diff changeset
598 octave_idx_type a_nr = a.rows ();
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe]
jwe
parents: 5105
diff changeset
599 octave_idx_type a_nc = a.cols ();
1944
8cb4d3008c76 [project @ 1996-02-14 00:45:04 by jwe]
jwe
parents: 1882
diff changeset
600
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
601 if (a_nr != a_nc)
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
602 (*current_liboctave_error_handler) ("chol: requires square matrix");
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
603
5275
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe]
jwe
parents: 5105
diff changeset
604 octave_idx_type n = a_nc;
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe]
jwe
parents: 5105
diff changeset
605 octave_idx_type info;
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
606
20462
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function.
PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com>
parents: 20232
diff changeset
607 is_upper = upper;
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function.
PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com>
parents: 20232
diff changeset
608
9862
c0aeedd8fb86 improve chol Matlab compatibility
Jaroslav Hajek <highegg@gmail.com>
parents: 8562
diff changeset
609 chol_mat.clear (n, n);
20462
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function.
PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com>
parents: 20232
diff changeset
610 if (is_upper)
20628
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
611 for (octave_idx_type j = 0; j < n; j++)
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
612 {
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
613 for (octave_idx_type i = 0; i <= j; i++)
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
614 chol_mat.xelem (i, j) = a(i, j);
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
615 for (octave_idx_type i = j+1; i < n; i++)
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
616 chol_mat.xelem (i, j) = 0.0;
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
617 }
20462
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function.
PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com>
parents: 20232
diff changeset
618 else
20628
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
619 for (octave_idx_type j = 0; j < n; j++)
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
620 {
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
621 for (octave_idx_type i = 0; i < j; i++)
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
622 chol_mat.xelem (i, j) = 0.0;
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
623 for (octave_idx_type i = j; i < n; i++)
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
624 chol_mat.xelem (i, j) = a(i, j);
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
625 }
1944
8cb4d3008c76 [project @ 1996-02-14 00:45:04 by jwe]
jwe
parents: 1882
diff changeset
626 double *h = chol_mat.fortran_vec ();
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
627
6486
e978a9233cf6 [project @ 2007-04-04 15:16:46 by jwe]
jwe
parents: 5340
diff changeset
628 // Calculate the norm of the matrix, for later use.
e978a9233cf6 [project @ 2007-04-04 15:16:46 by jwe]
jwe
parents: 5340
diff changeset
629 double anorm = 0;
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11570
diff changeset
630 if (calc_cond)
9862
c0aeedd8fb86 improve chol Matlab compatibility
Jaroslav Hajek <highegg@gmail.com>
parents: 8562
diff changeset
631 anorm = xnorm (a, 1);
6486
e978a9233cf6 [project @ 2007-04-04 15:16:46 by jwe]
jwe
parents: 5340
diff changeset
632
20462
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function.
PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com>
parents: 20232
diff changeset
633 if (is_upper)
20628
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
634 F77_XFCN (dpotrf, DPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1), n, h, n, info
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
635 F77_CHAR_ARG_LEN (1)));
20462
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function.
PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com>
parents: 20232
diff changeset
636 else
20628
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
637 F77_XFCN (dpotrf, DPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1), n, h, n, info
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
638 F77_CHAR_ARG_LEN (1)));
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
639
7482
29980c6b8604 don't check f77_exception_encountered
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
640 xrcond = 0.0;
9862
c0aeedd8fb86 improve chol Matlab compatibility
Jaroslav Hajek <highegg@gmail.com>
parents: 8562
diff changeset
641 if (info > 0)
c0aeedd8fb86 improve chol Matlab compatibility
Jaroslav Hajek <highegg@gmail.com>
parents: 8562
diff changeset
642 chol_mat.resize (info - 1, info - 1);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11570
diff changeset
643 else if (calc_cond)
7482
29980c6b8604 don't check f77_exception_encountered
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
644 {
29980c6b8604 don't check f77_exception_encountered
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
645 octave_idx_type dpocon_info = 0;
29980c6b8604 don't check f77_exception_encountered
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
646
29980c6b8604 don't check f77_exception_encountered
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
647 // Now calculate the condition number for non-singular matrix.
11570
57632dea2446 attempt better backward compatibility for Array constructors
John W. Eaton <jwe@octave.org>
parents: 11523
diff changeset
648 Array<double> z (dim_vector (3*n, 1));
7482
29980c6b8604 don't check f77_exception_encountered
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
649 double *pz = z.fortran_vec ();
11570
57632dea2446 attempt better backward compatibility for Array constructors
John W. Eaton <jwe@octave.org>
parents: 11523
diff changeset
650 Array<octave_idx_type> iz (dim_vector (n, 1));
7482
29980c6b8604 don't check f77_exception_encountered
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
651 octave_idx_type *piz = iz.fortran_vec ();
20462
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function.
PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com>
parents: 20232
diff changeset
652 if (is_upper)
20628
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
653 F77_XFCN (dpocon, DPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n, h,
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
654 n, anorm, xrcond, pz, piz, dpocon_info
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
655 F77_CHAR_ARG_LEN (1)));
20462
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function.
PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com>
parents: 20232
diff changeset
656 else
20628
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
657 F77_XFCN (dpocon, DPOCON, (F77_CONST_CHAR_ARG2 ("L", 1), n, h,
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
658 n, anorm, xrcond, pz, piz, dpocon_info
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
659 F77_CHAR_ARG_LEN (1)));
7482
29980c6b8604 don't check f77_exception_encountered
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
660
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11570
diff changeset
661 if (dpocon_info != 0)
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
662 info = -1;
7482
29980c6b8604 don't check f77_exception_encountered
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
663 }
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
664
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
665 return info;
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
666 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
667
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
668 #if defined (HAVE_QRUPDATE)
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
669
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
670 template <>
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
671 void
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
672 chol<Matrix>::update (const ColumnVector& u)
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
673 {
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
674 octave_idx_type n = chol_mat.rows ();
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
675
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
676 if (u.numel () != n)
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
677 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
678
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
679 ColumnVector utmp = u;
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
680
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
681 OCTAVE_LOCAL_BUFFER (double, w, n);
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
682
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
683 F77_XFCN (dch1up, DCH1UP, (n, chol_mat.fortran_vec (), chol_mat.rows (),
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
684 utmp.fortran_vec (), w));
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
685 }
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
686
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
687 template <>
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
688 octave_idx_type
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
689 chol<Matrix>::downdate (const ColumnVector& u)
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
690 {
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
691 octave_idx_type info = -1;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
692
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
693 octave_idx_type n = chol_mat.rows ();
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
694
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
695 if (u.numel () != n)
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
696 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
697
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
698 ColumnVector utmp = u;
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
699
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
700 OCTAVE_LOCAL_BUFFER (double, w, n);
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
701
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
702 F77_XFCN (dch1dn, DCH1DN, (n, chol_mat.fortran_vec (), chol_mat.rows (),
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
703 utmp.fortran_vec (), w, info));
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
704
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
705 return info;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
706 }
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
707
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
708 template <>
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
709 octave_idx_type
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
710 chol<Matrix>::insert_sym (const ColumnVector& u, octave_idx_type j)
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
711 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
712 octave_idx_type info = -1;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
713
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
714 octave_idx_type n = chol_mat.rows ();
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11570
diff changeset
715
20232
a9574e3c6e9e Deprecate Array::length() and Sparse::length() in favour of ::numel().
Carnë Draug <carandraug@octave.org>
parents: 19697
diff changeset
716 if (u.numel () != n + 1)
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8377
diff changeset
717 (*current_liboctave_error_handler) ("cholinsert: dimension mismatch");
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
718 if (j < 0 || j > n)
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8377
diff changeset
719 (*current_liboctave_error_handler) ("cholinsert: index out of range");
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
720
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
721 ColumnVector utmp = u;
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8377
diff changeset
722
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
723 OCTAVE_LOCAL_BUFFER (double, w, n);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
724
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
725 chol_mat.resize (n+1, n+1);
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
726
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
727 F77_XFCN (dchinx, DCHINX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
728 j + 1, utmp.fortran_vec (), w, info));
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
729
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
730 return info;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
731 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
732
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
733 template <>
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
734 void
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
735 chol<Matrix>::delete_sym (octave_idx_type j)
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
736 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
737 octave_idx_type n = chol_mat.rows ();
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11570
diff changeset
738
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
739 if (j < 0 || j > n-1)
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8377
diff changeset
740 (*current_liboctave_error_handler) ("choldelete: index out of range");
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
741
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
742 OCTAVE_LOCAL_BUFFER (double, w, n);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
743
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
744 F77_XFCN (dchdex, DCHDEX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
745 j + 1, w));
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
746
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
747 chol_mat.resize (n-1, n-1);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
748 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
749
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
750 template <>
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
751 void
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
752 chol<Matrix>::shift_sym (octave_idx_type i, octave_idx_type j)
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
753 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
754 octave_idx_type n = chol_mat.rows ();
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11570
diff changeset
755
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11570
diff changeset
756 if (i < 0 || i > n-1 || j < 0 || j > n-1)
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8377
diff changeset
757 (*current_liboctave_error_handler) ("cholshift: index out of range");
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
758
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
759 OCTAVE_LOCAL_BUFFER (double, w, 2*n);
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8377
diff changeset
760
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
761 F77_XFCN (dchshx, DCHSHX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
762 i + 1, j + 1, w));
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
763 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
764
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
765 #endif
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
766
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
767 template <>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
768 octave_idx_type
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
769 chol<FloatMatrix>::init (const FloatMatrix& a, bool upper, bool calc_cond)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
770 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
771 octave_idx_type a_nr = a.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
772 octave_idx_type a_nc = a.cols ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
773
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
774 if (a_nr != a_nc)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
775 (*current_liboctave_error_handler) ("chol: requires square matrix");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
776
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
777 octave_idx_type n = a_nc;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
778 octave_idx_type info;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
779
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
780 is_upper = upper;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
781
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
782 chol_mat.clear (n, n);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
783 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
784 for (octave_idx_type j = 0; j < n; j++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
785 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
786 for (octave_idx_type i = 0; i <= j; i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
787 chol_mat.xelem (i, j) = a(i, j);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
788 for (octave_idx_type i = j+1; i < n; i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
789 chol_mat.xelem (i, j) = 0.0f;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
790 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
791 else
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
792 for (octave_idx_type j = 0; j < n; j++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
793 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
794 for (octave_idx_type i = 0; i < j; i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
795 chol_mat.xelem (i, j) = 0.0f;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
796 for (octave_idx_type i = j; i < n; i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
797 chol_mat.xelem (i, j) = a(i, j);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
798 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
799 float *h = chol_mat.fortran_vec ();
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
800
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
801 // Calculate the norm of the matrix, for later use.
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
802 float anorm = 0;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
803 if (calc_cond)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
804 anorm = xnorm (a, 1);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
805
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
806 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
807 F77_XFCN (spotrf, SPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1), n, h, n, info
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
808 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
809 else
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
810 F77_XFCN (spotrf, SPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1), n, h, n, info
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
811 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
812
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
813 xrcond = 0.0;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
814 if (info > 0)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
815 chol_mat.resize (info - 1, info - 1);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
816 else if (calc_cond)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
817 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
818 octave_idx_type spocon_info = 0;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
819
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
820 // Now calculate the condition number for non-singular matrix.
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
821 Array<float> z (dim_vector (3*n, 1));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
822 float *pz = z.fortran_vec ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
823 Array<octave_idx_type> iz (dim_vector (n, 1));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
824 octave_idx_type *piz = iz.fortran_vec ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
825 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
826 F77_XFCN (spocon, SPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n, h,
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
827 n, anorm, xrcond, pz, piz, spocon_info
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
828 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
829 else
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
830 F77_XFCN (spocon, SPOCON, (F77_CONST_CHAR_ARG2 ("L", 1), n, h,
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
831 n, anorm, xrcond, pz, piz, spocon_info
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
832 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
833
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
834 if (spocon_info != 0)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
835 info = -1;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
836 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
837
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
838 return info;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
839 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
840
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
841 #ifdef HAVE_QRUPDATE
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
842
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
843 template <>
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
844 void
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
845 chol<FloatMatrix>::update (const FloatColumnVector& u)
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
846 {
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
847 octave_idx_type n = chol_mat.rows ();
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
848
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
849 if (u.numel () != n)
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
850 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
851
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
852 FloatColumnVector utmp = u;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
853
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
854 OCTAVE_LOCAL_BUFFER (float, w, n);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
855
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
856 F77_XFCN (sch1up, SCH1UP, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
857 utmp.fortran_vec (), w));
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
858 }
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
859
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
860 template <>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
861 octave_idx_type
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
862 chol<FloatMatrix>::downdate (const FloatColumnVector& u)
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
863 {
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
864 octave_idx_type info = -1;
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
865
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
866 octave_idx_type n = chol_mat.rows ();
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
867
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
868 if (u.numel () != n)
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
869 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
870
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
871 FloatColumnVector utmp = u;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
872
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
873 OCTAVE_LOCAL_BUFFER (float, w, n);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
874
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
875 F77_XFCN (sch1dn, SCH1DN, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
876 utmp.fortran_vec (), w, info));
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
877
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
878 return info;
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
879 }
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
880
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
881 template <>
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
882 octave_idx_type
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
883 chol<FloatMatrix>::insert_sym (const FloatColumnVector& u, octave_idx_type j)
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
884 {
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
885 octave_idx_type info = -1;
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
886
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
887 octave_idx_type n = chol_mat.rows ();
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
888
20232
a9574e3c6e9e Deprecate Array::length() and Sparse::length() in favour of ::numel().
Carnë Draug <carandraug@octave.org>
parents: 19697
diff changeset
889 if (u.numel () != n + 1)
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
890 (*current_liboctave_error_handler) ("cholinsert: dimension mismatch");
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
891 if (j < 0 || j > n)
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
892 (*current_liboctave_error_handler) ("cholinsert: index out of range");
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
893
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
894 FloatColumnVector utmp = u;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
895
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
896 OCTAVE_LOCAL_BUFFER (float, w, n);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
897
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
898 chol_mat.resize (n+1, n+1);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
899
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
900 F77_XFCN (schinx, SCHINX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
901 j + 1, utmp.fortran_vec (), w, info));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
902
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
903 return info;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
904 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
905
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
906 template <>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
907 void
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
908 chol<FloatMatrix>::delete_sym (octave_idx_type j)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
909 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
910 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
911
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
912 if (j < 0 || j > n-1)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
913 (*current_liboctave_error_handler) ("choldelete: index out of range");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
914
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
915 OCTAVE_LOCAL_BUFFER (float, w, n);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
916
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
917 F77_XFCN (schdex, SCHDEX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
918 j + 1, w));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
919
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
920 chol_mat.resize (n-1, n-1);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
921 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
922
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
923 template <>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
924 void
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
925 chol<FloatMatrix>::shift_sym (octave_idx_type i, octave_idx_type j)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
926 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
927 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
928
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
929 if (i < 0 || i > n-1 || j < 0 || j > n-1)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
930 (*current_liboctave_error_handler) ("cholshift: index out of range");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
931
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
932 OCTAVE_LOCAL_BUFFER (float, w, 2*n);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
933
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
934 F77_XFCN (schshx, SCHSHX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
935 i + 1, j + 1, w));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
936 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
937
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
938 #endif
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
939
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
940 template <>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
941 octave_idx_type
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
942 chol<ComplexMatrix>::init (const ComplexMatrix& a, bool upper, bool calc_cond)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
943 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
944 octave_idx_type a_nr = a.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
945 octave_idx_type a_nc = a.cols ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
946
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
947 if (a_nr != a_nc)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
948 (*current_liboctave_error_handler) ("chol: requires square matrix");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
949
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
950 octave_idx_type n = a_nc;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
951 octave_idx_type info;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
952
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
953 is_upper = upper;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
954
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
955 chol_mat.clear (n, n);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
956 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
957 for (octave_idx_type j = 0; j < n; j++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
958 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
959 for (octave_idx_type i = 0; i <= j; i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
960 chol_mat.xelem (i, j) = a(i, j);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
961 for (octave_idx_type i = j+1; i < n; i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
962 chol_mat.xelem (i, j) = 0.0;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
963 }
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
964 else
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
965 for (octave_idx_type j = 0; j < n; j++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
966 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
967 for (octave_idx_type i = 0; i < j; i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
968 chol_mat.xelem (i, j) = 0.0;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
969 for (octave_idx_type i = j; i < n; i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
970 chol_mat.xelem (i, j) = a(i, j);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
971 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
972 Complex *h = chol_mat.fortran_vec ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
973
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
974 // Calculate the norm of the matrix, for later use.
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
975 double anorm = 0;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
976 if (calc_cond)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
977 anorm = xnorm (a, 1);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
978
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
979 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
980 F77_XFCN (zpotrf, ZPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1), n, h, n, info
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
981 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
982 else
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
983 F77_XFCN (zpotrf, ZPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1), n, h, n, info
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
984 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
985
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
986 xrcond = 0.0;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
987 if (info > 0)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
988 chol_mat.resize (info - 1, info - 1);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
989 else if (calc_cond)
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
990 {
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
991 octave_idx_type zpocon_info = 0;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
992
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
993 // Now calculate the condition number for non-singular matrix.
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
994 Array<Complex> z (dim_vector (2*n, 1));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
995 Complex *pz = z.fortran_vec ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
996 Array<double> rz (dim_vector (n, 1));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
997 double *prz = rz.fortran_vec ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
998 F77_XFCN (zpocon, ZPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n, h,
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
999 n, anorm, xrcond, pz, prz, zpocon_info
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1000 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1001
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1002 if (zpocon_info != 0)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1003 info = -1;
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1004 }
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1005
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1006 return info;
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1007 }
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1008
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1009 #ifdef HAVE_QRUPDATE
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1010
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1011 template <>
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1012 void
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1013 chol<ComplexMatrix>::update (const ComplexColumnVector& u)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1014 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1015 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1016
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1017 if (u.numel () != n)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1018 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1019
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1020 ComplexColumnVector utmp = u;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1021
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1022 OCTAVE_LOCAL_BUFFER (double, rw, n);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1023
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1024 F77_XFCN (zch1up, ZCH1UP, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1025 utmp.fortran_vec (), rw));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1026 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1027
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1028 template <>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1029 octave_idx_type
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1030 chol<ComplexMatrix>::downdate (const ComplexColumnVector& u)
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1031 {
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1032 octave_idx_type info = -1;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1033
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1034 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1035
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1036 if (u.numel () != n)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1037 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1038
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1039 ComplexColumnVector utmp = u;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1040
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1041 OCTAVE_LOCAL_BUFFER (double, rw, n);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1042
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1043 F77_XFCN (zch1dn, ZCH1DN, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1044 utmp.fortran_vec (), rw, info));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1045
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1046 return info;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1047 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1048
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1049 template <>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1050 octave_idx_type
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1051 chol<ComplexMatrix>::insert_sym (const ComplexColumnVector& u,
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1052 octave_idx_type j)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1053 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1054 octave_idx_type info = -1;
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1055
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1056 octave_idx_type n = chol_mat.rows ();
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1057
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1058 if (u.numel () != n + 1)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1059 (*current_liboctave_error_handler) ("cholinsert: dimension mismatch");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1060 if (j < 0 || j > n)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1061 (*current_liboctave_error_handler) ("cholinsert: index out of range");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1062
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1063 ComplexColumnVector utmp = u;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1064
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1065 OCTAVE_LOCAL_BUFFER (double, rw, n);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1066
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1067 chol_mat.resize (n+1, n+1);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1068
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1069 F77_XFCN (zchinx, ZCHINX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1070 j + 1, utmp.fortran_vec (), rw, info));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1071
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1072 return info;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1073 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1074
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1075 template <>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1076 void
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1077 chol<ComplexMatrix>::delete_sym (octave_idx_type j)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1078 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1079 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1080
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1081 if (j < 0 || j > n-1)
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1082 (*current_liboctave_error_handler) ("choldelete: index out of range");
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
1083
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1084 OCTAVE_LOCAL_BUFFER (double, rw, n);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1085
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1086 F77_XFCN (zchdex, ZCHDEX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1087 j + 1, rw));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1088
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1089 chol_mat.resize (n-1, n-1);
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1090 }
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1091
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1092 template <>
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1093 void
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1094 chol<ComplexMatrix>::shift_sym (octave_idx_type i, octave_idx_type j)
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1095 {
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1096 octave_idx_type n = chol_mat.rows ();
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1097
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11570
diff changeset
1098 if (i < 0 || i > n-1 || j < 0 || j > n-1)
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1099 (*current_liboctave_error_handler) ("cholshift: index out of range");
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
1100
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1101 OCTAVE_LOCAL_BUFFER (Complex, w, n);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1102 OCTAVE_LOCAL_BUFFER (double, rw, n);
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1103
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1104 F77_XFCN (zchshx, ZCHSHX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1105 i + 1, j + 1, w, rw));
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1106 }
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1107
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8377
diff changeset
1108 #endif
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8377
diff changeset
1109
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1110 template <>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1111 octave_idx_type
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1112 chol<FloatComplexMatrix>::init (const FloatComplexMatrix& a, bool upper,
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1113 bool calc_cond)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1114 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1115 octave_idx_type a_nr = a.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1116 octave_idx_type a_nc = a.cols ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1117
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1118 if (a_nr != a_nc)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1119 (*current_liboctave_error_handler) ("chol: requires square matrix");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1120
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1121 octave_idx_type n = a_nc;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1122 octave_idx_type info;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1123
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1124 is_upper = upper;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1125
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1126 chol_mat.clear (n, n);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1127 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1128 for (octave_idx_type j = 0; j < n; j++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1129 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1130 for (octave_idx_type i = 0; i <= j; i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1131 chol_mat.xelem (i, j) = a(i, j);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1132 for (octave_idx_type i = j+1; i < n; i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1133 chol_mat.xelem (i, j) = 0.0f;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1134 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1135 else
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1136 for (octave_idx_type j = 0; j < n; j++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1137 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1138 for (octave_idx_type i = 0; i < j; i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1139 chol_mat.xelem (i, j) = 0.0f;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1140 for (octave_idx_type i = j; i < n; i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1141 chol_mat.xelem (i, j) = a(i, j);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1142 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1143 FloatComplex *h = chol_mat.fortran_vec ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1144
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1145 // Calculate the norm of the matrix, for later use.
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1146 float anorm = 0;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1147 if (calc_cond)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1148 anorm = xnorm (a, 1);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1149
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1150 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1151 F77_XFCN (cpotrf, CPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1), n, h, n, info
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1152 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1153 else
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1154 F77_XFCN (cpotrf, CPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1), n, h, n, info
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1155 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1156
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1157 xrcond = 0.0;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1158 if (info > 0)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1159 chol_mat.resize (info - 1, info - 1);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1160 else if (calc_cond)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1161 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1162 octave_idx_type cpocon_info = 0;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1163
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1164 // Now calculate the condition number for non-singular matrix.
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1165 Array<FloatComplex> z (dim_vector (2*n, 1));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1166 FloatComplex *pz = z.fortran_vec ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1167 Array<float> rz (dim_vector (n, 1));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1168 float *prz = rz.fortran_vec ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1169 F77_XFCN (cpocon, CPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n, h,
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1170 n, anorm, xrcond, pz, prz, cpocon_info
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1171 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1172
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1173 if (cpocon_info != 0)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1174 info = -1;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1175 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1176
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1177 return info;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1178 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1179
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1180 #ifdef HAVE_QRUPDATE
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1181
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1182 template <>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1183 void
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1184 chol<FloatComplexMatrix>::update (const FloatComplexColumnVector& u)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1185 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1186 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1187
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1188 if (u.numel () != n)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1189 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1190
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1191 FloatComplexColumnVector utmp = u;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1192
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1193 OCTAVE_LOCAL_BUFFER (float, rw, n);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1194
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1195 F77_XFCN (cch1up, CCH1UP, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1196 utmp.fortran_vec (), rw));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1197 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1198
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1199 template <>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1200 octave_idx_type
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1201 chol<FloatComplexMatrix>::downdate (const FloatComplexColumnVector& u)
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
1202 {
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1203 octave_idx_type info = -1;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1204
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1205 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1206
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1207 if (u.numel () != n)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1208 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1209
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1210 FloatComplexColumnVector utmp = u;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1211
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1212 OCTAVE_LOCAL_BUFFER (float, rw, n);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1213
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1214 F77_XFCN (cch1dn, CCH1DN, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1215 utmp.fortran_vec (), rw, info));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1216
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1217 return info;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1218 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1219
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1220 template <>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1221 octave_idx_type
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1222 chol<FloatComplexMatrix>::insert_sym (const FloatComplexColumnVector& u,
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1223 octave_idx_type j)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1224 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1225 octave_idx_type info = -1;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1226
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1227 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1228
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1229 if (u.numel () != n + 1)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1230 (*current_liboctave_error_handler) ("cholinsert: dimension mismatch");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1231 if (j < 0 || j > n)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1232 (*current_liboctave_error_handler) ("cholinsert: index out of range");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1233
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1234 FloatComplexColumnVector utmp = u;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1235
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1236 OCTAVE_LOCAL_BUFFER (float, rw, n);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1237
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1238 chol_mat.resize (n+1, n+1);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1239
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1240 F77_XFCN (cchinx, CCHINX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1241 j + 1, utmp.fortran_vec (), rw, info));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1242
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1243 return info;
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
1244 }
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1245
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1246 template <>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1247 void
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1248 chol<FloatComplexMatrix>::delete_sym (octave_idx_type j)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1249 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1250 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1251
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1252 if (j < 0 || j > n-1)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1253 (*current_liboctave_error_handler) ("choldelete: index out of range");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1254
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1255 OCTAVE_LOCAL_BUFFER (float, rw, n);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1256
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1257 F77_XFCN (cchdex, CCHDEX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1258 j + 1, rw));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1259
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1260 chol_mat.resize (n-1, n-1);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1261 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1262
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1263 template <>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1264 void
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1265 chol<FloatComplexMatrix>::shift_sym (octave_idx_type i, octave_idx_type j)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1266 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1267 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1268
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1269 if (i < 0 || i > n-1 || j < 0 || j > n-1)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1270 (*current_liboctave_error_handler) ("cholshift: index out of range");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1271
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1272 OCTAVE_LOCAL_BUFFER (FloatComplex, w, n);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1273 OCTAVE_LOCAL_BUFFER (float, rw, n);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1274
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1275 F77_XFCN (cchshx, CCHSHX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1276 i + 1, j + 1, w, rw));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1277 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1278
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1279 #endif
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1280
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1281 // Instantiations we need.
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1282
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1283 template class chol<Matrix>;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1284
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1285 template class chol<FloatMatrix>;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1286
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1287 template class chol<ComplexMatrix>;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1288
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1289 template class chol<FloatComplexMatrix>;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1290
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1291 template Matrix
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1292 chol2inv<Matrix> (const Matrix& r);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1293
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1294 template ComplexMatrix
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1295 chol2inv<ComplexMatrix> (const ComplexMatrix& r);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1296
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1297 template FloatMatrix
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1298 chol2inv<FloatMatrix> (const FloatMatrix& r);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1299
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1300 template FloatComplexMatrix
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1301 chol2inv<FloatComplexMatrix> (const FloatComplexMatrix& r);