octave: libinterp/corefcn/chol.cc annotate

annotate libinterp/corefcn/chol.cc @ 29958:32c3a5805893

move DEFUN and DEFMETHOD functions inside octave namespace * mk-opts.pl: Surround emitted function definitions with OCTAVE_NAMESPACE_BEGIN and OCTAVE_NAMESPACE_END tags. * mk-builtins.pl: Surround emitted function declarations with OCTAVE_NAMESPACE_BEGIN and OCTAVE_NAMESPACE_END tags. Emit deprecated global inline functions. * __betainc__.cc, __contourc__.cc, __dsearchn__.cc, __eigs__.cc, __expint__.cc, __ftp__.cc, __gammainc__.cc, __ichol__.cc, __ilu__.cc, __lin_interpn__.cc, __magick_read__.cc, __pchip_deriv__.cc, __qp__.cc, amd.cc, balance.cc, besselj.cc, bitfcns.cc, bsxfun.cc, call-stack.cc, ccolamd.cc, cellfun.cc, chol.cc, colamd.cc, colloc.cc, conv2.cc, daspk.cc, dasrt.cc, dassl.cc, data.cc, debug.cc, defaults.cc, defun.cc, det.cc, dirfns.cc, display.cc, dlmread.cc, dmperm.cc, dot.cc, eig.cc, ellipj.cc, environment.cc, error.cc, event-manager.cc, fcn-info.cc, fft.cc, fft2.cc, fftn.cc, file-io.cc, filter.cc, find.cc, gcd.cc, getgrent.cc, getpwent.cc, getrusage.cc, givens.cc, graphics.cc, gsvd.cc, hash.cc, help.cc, hess.cc, hex2num.cc, input.cc, interpreter.cc, inv.cc, jsondecode.cc, jsonencode.cc, kron.cc, load-path.cc, load-save.cc, lookup.cc, ls-oct-text.cc, lsode.cc, lu.cc, mappers.cc, matrix_type.cc, max.cc, mgorth.cc, nproc.cc, oct-hist.cc, ordqz.cc, ordschur.cc, pager.cc, pinv.cc, pr-flt-fmt.cc, pr-output.cc, psi.cc, qr.cc, quad.cc, quadcc.cc, qz.cc, rand.cc, rcond.cc, regexp.cc, schur.cc, settings.cc, sighandlers.cc, sparse.cc, spparms.cc, sqrtm.cc, stream-euler.cc, strfind.cc, strfns.cc, sub2ind.cc, svd.cc, sylvester.cc, symbfact.cc, symrcm.cc, symtab.cc, syscalls.cc, sysdep.cc, time.cc, toplev.cc, tril.cc, tsearch.cc, typecast.cc, urlwrite.cc, utils.cc, variables.cc, __delaunayn__.cc, __fltk_uigetfile__.cc, __glpk__.cc, __init_gnuplot__.cc, __ode15__.cc, __voronoi__.cc, audiodevinfo.cc, audioread.cc, convhulln.cc, fftw.cc, gzip.cc, ov-base.cc, ov-bool-mat.cc, ov-cell.cc, ov-class.cc, ov-classdef.cc, ov-fcn-handle.cc, ov-java.cc, ov-null-mat.cc, ov-oncleanup.cc, ov-struct.cc, ov-typeinfo.cc, ov-usr-fcn.cc, ov.cc, octave.cc, lex.ll, oct-parse.yy, profiler.cc, pt-eval.cc: Surround DEFUN and DEFMETHOD function defnitions with OCTAVE_NAMESPACE_BEGIN and OCTAVE_NAMESPACE_END tags.

author	John W. Eaton <jwe@octave.org>
date	Fri, 13 Aug 2021 21:53:51 -0400
parents	7854d5752dd2
children	7d6709900da7

rev	line source
27923 bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	1 ////////////////////////////////////////////////////////////////////////
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	2 //
29358 0a5b15007766 update Octave Project Developers copyright for the new year John W. Eaton <jwe@octave.org> parents: 28024 diff changeset	3 // Copyright (C) 1996-2021 The Octave Project Developers
27923 bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	4 //
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	5 // See the file COPYRIGHT.md in the top-level directory of this
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	6 // distribution or <https://octave.org/copyright/>.
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	7 //
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	8 // This file is part of Octave.
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	9 //
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	10 // Octave is free software: you can redistribute it and/or modify it
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	11 // under the terms of the GNU General Public License as published by
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	12 // the Free Software Foundation, either version 3 of the License, or
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	13 // (at your option) any later version.
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	14 //
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	15 // Octave is distributed in the hope that it will be useful, but
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	16 // WITHOUT ANY WARRANTY; without even the implied warranty of
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	17 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	18 // GNU General Public License for more details.
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	19 //
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	20 // You should have received a copy of the GNU General Public License
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	21 // along with Octave; see the file COPYING. If not, see
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	22 // <https://www.gnu.org/licenses/>.
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	23 //
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	24 ////////////////////////////////////////////////////////////////////////
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	25
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21683 diff changeset	26 #if defined (HAVE_CONFIG_H)
21301 40de9f8f23a6 Use '#include "config.h"' rather than <config.h>. Rik <rik@octave.org> parents: 21269 diff changeset	27 # include "config.h"
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	28 #endif
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	29
22217 3ac380d46d54 chol: make option passed as string case insensitive. Carnë Draug <carandraug@octave.org> parents: 22022 diff changeset	30 #include <string>
3ac380d46d54 chol: make option passed as string case insensitive. Carnë Draug <carandraug@octave.org> parents: 22022 diff changeset	31
23024 a6a7b054e4ba Rationalize #includes in libinterp/dldfcn directory. Rik <rik@octave.org> parents: 22755 diff changeset	32 #include "Matrix.h"
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	33 #include "chol.h"
23024 a6a7b054e4ba Rationalize #includes in libinterp/dldfcn directory. Rik <rik@octave.org> parents: 22755 diff changeset	34 #include "oct-string.h"
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	35 #include "sparse-chol.h"
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	36 #include "sparse-util.h"
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	37
28024 c28b8ba841fb move sparse functions from dldfcn to corefcn directory (bug #57459) John W. Eaton <jwe@octave.org> parents: 27923 diff changeset	38 #include "defun.h"
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	39 #include "error.h"
21100 e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme. Rik <rik@octave.org> parents: 20941 diff changeset	40 #include "errwarn.h"
23024 a6a7b054e4ba Rationalize #includes in libinterp/dldfcn directory. Rik <rik@octave.org> parents: 22755 diff changeset	41 #include "ov.h"
20940 48b2ad5ee801 maint: Rename oct-obj.[cc\|h] to ovl.[cc\|h] for clarity. Rik <rik@octave.org> parents: 20939 diff changeset	42 #include "ovl.h"
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	43
29958 32c3a5805893 move DEFUN and DEFMETHOD functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 29359 diff changeset	44 OCTAVE_NAMESPACE_BEGIN
32c3a5805893 move DEFUN and DEFMETHOD functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 29359 diff changeset	45
21139 538b57866b90 consistently use "typename" intead of "class" in template declarations John W. Eaton <jwe@octave.org> parents: 21127 diff changeset	46 template <typename CHOLT>
9715 9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	47 static octave_value
20462 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20163 diff changeset	48 get_chol (const CHOLT& fact)
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20163 diff changeset	49 {
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20163 diff changeset	50 return octave_value (fact.chol_matrix());
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20163 diff changeset	51 }
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20163 diff changeset	52
21139 538b57866b90 consistently use "typename" intead of "class" in template declarations John W. Eaton <jwe@octave.org> parents: 21127 diff changeset	53 template <typename CHOLT>
20462 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20163 diff changeset	54 static octave_value
9715 9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	55 get_chol_r (const CHOLT& fact)
9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	56 {
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	57 return octave_value (fact.chol_matrix (),
9715 9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	58 MatrixType (MatrixType::Upper));
9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	59 }
9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	60
21139 538b57866b90 consistently use "typename" intead of "class" in template declarations John W. Eaton <jwe@octave.org> parents: 21127 diff changeset	61 template <typename CHOLT>
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	62 static octave_value
c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	63 get_chol_l (const CHOLT& fact)
c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	64 {
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	65 return octave_value (fact.chol_matrix ().transpose (),
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	66 MatrixType (MatrixType::Lower));
c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	67 }
c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	68
28024 c28b8ba841fb move sparse functions from dldfcn to corefcn directory (bug #57459) John W. Eaton <jwe@octave.org> parents: 27923 diff changeset	69 DEFUN (chol, args, nargout,
c28b8ba841fb move sparse functions from dldfcn to corefcn directory (bug #57459) John W. Eaton <jwe@octave.org> parents: 27923 diff changeset	70 doc: /* -- texinfo --
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	71 @deftypefn {} {@var{R} =} chol (@var{A})
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	72 @deftypefnx {} {[@var{R}, @var{p}] =} chol (@var{A})
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	73 @deftypefnx {} {[@var{R}, @var{p}, @var{Q}] =} chol (@var{A})
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	74 @deftypefnx {} {[@var{R}, @var{p}, @var{Q}] =} chol (@var{A}, "vector")
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	75 @deftypefnx {} {[@var{L}, @dots{}] =} chol (@dots{}, "lower")
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	76 @deftypefnx {} {[@var{R}, @dots{}] =} chol (@dots{}, "upper")
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	77 @cindex Cholesky factorization
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	78 Compute the upper Cholesky@tie{}factor, @var{R}, of the real symmetric
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	79 or complex Hermitian positive definite matrix @var{A}.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	80
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	81 The upper Cholesky@tie{}factor @var{R} is computed by using the upper
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	82 triangular part of matrix @var{A} and is defined by
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	83 @tex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	84 $ R^T R = A $.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	85 @end tex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	86 @ifnottex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	87
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	88 @example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	89 @var{R}' * @var{R} = @var{A}.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	90 @end example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	91
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	92 @end ifnottex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	93
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	94 Calling @code{chol} using the optional @qcode{"upper"} flag has the
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	95 same behavior. In contrast, using the optional @qcode{"lower"} flag,
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	96 @code{chol} returns the lower triangular factorization, computed by using
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	97 the lower triangular part of matrix @var{A}, such that
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	98 @tex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	99 $ L L^T = A $.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	100 @end tex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	101 @ifnottex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	102
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	103 @example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	104 @var{L} * @var{L}' = @var{A}.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	105 @end example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	106
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	107 @end ifnottex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	108
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	109 Called with one output argument @code{chol} fails if matrix @var{A} is
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	110 not positive definite. Note that if matrix @var{A} is not real symmetric
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	111 or complex Hermitian then the lower triangular part is considered to be
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	112 the (complex conjugate) transpose of the upper triangular part, or vice
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	113 versa, given the @qcode{"lower"} flag.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	114
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	115 Called with two or more output arguments @var{p} flags whether the matrix
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	116 @var{A} was positive definite and @code{chol} does not fail. A zero value
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	117 of @var{p} indicates that matrix @var{A} is positive definite and @var{R}
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	118 gives the factorization. Otherwise, @var{p} will have a positive value.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	119
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	120 If called with three output arguments matrix @var{A} must be sparse and
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	121 a sparsity preserving row/column permutation is applied to matrix @var{A}
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	122 prior to the factorization. That is @var{R} is the factorization of
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	123 @code{@var{A}(@var{Q},@var{Q})} such that
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	124 @tex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	125 $ R^T R = Q^T A Q$.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	126 @end tex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	127 @ifnottex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	128
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	129 @example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	130 @var{R}' * @var{R} = @var{Q}' * @var{A} * @var{Q}.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	131 @end example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	132
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	133 @end ifnottex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	134
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	135 The sparsity preserving permutation is generally returned as a matrix.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	136 However, given the optional flag @qcode{"vector"}, @var{Q} will be
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	137 returned as a vector such that
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	138 @tex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	139 $ R^T R = A (Q, Q)$.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	140 @end tex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	141 @ifnottex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	142
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	143 @example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	144 @var{R}' * @var{R} = @var{A}(@var{Q}, @var{Q}).
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	145 @end example
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	146
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	147 @end ifnottex
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	148
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	149 In general the lower triangular factorization is significantly faster for
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	150 sparse matrices.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	151 @seealso{hess, lu, qr, qz, schur, svd, ichol, cholinv, chol2inv, cholupdate, cholinsert, choldelete, cholshift}
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	152 @end deftypefn */)
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	153 {
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	154 int nargin = args.length ();
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	155
21683 54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	156 if (nargin < 1 \|\| nargin > 3 \|\| nargout > 3)
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	157 print_usage ();
23583 b7747a2c88b2 maint: Deprecate is_sparse_type and replace with issparse. Rik <rik@octave.org> parents: 23582 diff changeset	158 if (nargout > 2 && ! args(0).issparse ())
21683 54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	159 error ("chol: using three output arguments, matrix A must be sparse");
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	160
20898 8da80da1ac37 maint: Use ovl() more places in the code. Rik <rik@octave.org> parents: 20863 diff changeset	161 bool LLt = false;
8da80da1ac37 maint: Use ovl() more places in the code. Rik <rik@octave.org> parents: 20863 diff changeset	162 bool vecout = false;
8da80da1ac37 maint: Use ovl() more places in the code. Rik <rik@octave.org> parents: 20863 diff changeset	163
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	164 int n = 1;
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	165 while (n < nargin)
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	166 {
22280 26109cce022e New string utility functions to replace caseless_str for liboctave (bug #48726) Carnë Draug <carandraug@octave.org> parents: 22270 diff changeset	167 std::string tmp = args(n++).xstring_value ("chol: optional arguments must be strings");
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	168
22280 26109cce022e New string utility functions to replace caseless_str for liboctave (bug #48726) Carnë Draug <carandraug@octave.org> parents: 22270 diff changeset	169 if (octave::string::strcmpi (tmp, "vector"))
20579 10ec79b47808 use new string_value method to handle value extraction errors John W. Eaton <jwe@octave.org> parents: 20559 diff changeset	170 vecout = true;
22280 26109cce022e New string utility functions to replace caseless_str for liboctave (bug #48726) Carnë Draug <carandraug@octave.org> parents: 22270 diff changeset	171 else if (octave::string::strcmpi (tmp, "lower"))
20579 10ec79b47808 use new string_value method to handle value extraction errors John W. Eaton <jwe@octave.org> parents: 20559 diff changeset	172 LLt = true;
22280 26109cce022e New string utility functions to replace caseless_str for liboctave (bug #48726) Carnë Draug <carandraug@octave.org> parents: 22270 diff changeset	173 else if (octave::string::strcmpi (tmp, "upper"))
20579 10ec79b47808 use new string_value method to handle value extraction errors John W. Eaton <jwe@octave.org> parents: 20559 diff changeset	174 LLt = false;
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	175 else
23803 90689bdbe048 Use C++11 raw string literals to avoid escaping double quotes. Rik <rik@octave.org> parents: 23586 diff changeset	176 error (R"(chol: optional argument must be one of "vector", "lower", or "upper")");
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	177 }
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	178
20898 8da80da1ac37 maint: Use ovl() more places in the code. Rik <rik@octave.org> parents: 20863 diff changeset	179 octave_value_list retval;
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	180 octave_value arg = args(0);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	181
23577 80c42f4cca13 maint: Deprecate is_empty and replace with isempty. Rik <rik@octave.org> parents: 23573 diff changeset	182 if (arg.isempty ())
21127 df7891224709 maint: Use "return ovl (...)" in DEFUN macros. Rik <rik@octave.org> parents: 21110 diff changeset	183 return ovl (Matrix ());
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	184
23583 b7747a2c88b2 maint: Deprecate is_sparse_type and replace with issparse. Rik <rik@octave.org> parents: 23582 diff changeset	185 if (arg.issparse ())
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	186 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	187 octave_idx_type info;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	188 bool natural = (nargout != 3);
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	189 bool force = nargout > 1;
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	190
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	191 if (arg.isreal ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	192 {
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	193 SparseMatrix m = arg.sparse_matrix_value ();
15264 94cdf82d4a0c don't overload meaning of info in Sparse Cholesky factorization functions John W. Eaton <jwe@octave.org> parents: 15195 diff changeset	194
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22280 diff changeset	195 octave::math::sparse_chol<SparseMatrix> fact (m, info, natural, force);
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	196
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	197 if (nargout == 3)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	198 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	199 if (vecout)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	200 retval(2) = fact.perm ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	201 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	202 retval(2) = fact.Q ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	203 }
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	204
20898 8da80da1ac37 maint: Use ovl() more places in the code. Rik <rik@octave.org> parents: 20863 diff changeset	205 if (nargout >= 2 \|\| info == 0)
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	206 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	207 retval(1) = info;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	208 if (LLt)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	209 retval(0) = fact.L ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	210 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	211 retval(0) = fact.R ();
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	212 }
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	213 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	214 error ("chol: input matrix must be positive definite");
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	215 }
23581 c3075ae020e1 maint: Deprecate is_complex_type and replace with iscomplex. Rik <rik@octave.org> parents: 23577 diff changeset	216 else if (arg.iscomplex ())
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	217 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	218 SparseComplexMatrix m = arg.sparse_complex_matrix_value ();
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	219
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22280 diff changeset	220 octave::math::sparse_chol<SparseComplexMatrix> fact (m, info, natural, force);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	221
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	222 if (nargout == 3)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	223 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	224 if (vecout)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	225 retval(2) = fact.perm ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	226 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	227 retval(2) = fact.Q ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	228 }
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	229
20898 8da80da1ac37 maint: Use ovl() more places in the code. Rik <rik@octave.org> parents: 20863 diff changeset	230 if (nargout >= 2 \|\| info == 0)
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	231 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	232 retval(1) = info;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	233 if (LLt)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	234 retval(0) = fact.L ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	235 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	236 retval(0) = fact.R ();
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	237 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	238 else
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	239 error ("chol: input matrix must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	240 }
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	241 else
21100 e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme. Rik <rik@octave.org> parents: 20941 diff changeset	242 err_wrong_type_arg ("chol", arg);
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	243 }
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	244 else if (arg.is_single_type ())
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	245 {
22229 22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	246 if (vecout)
23803 90689bdbe048 Use C++11 raw string literals to avoid escaping double quotes. Rik <rik@octave.org> parents: 23586 diff changeset	247 error (R"(chol: A must be sparse for the "vector" option)");
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	248 if (arg.isreal ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	249 {
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	250 FloatMatrix m = arg.float_matrix_value ();
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	251
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	252 octave_idx_type info;
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	253
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22280 diff changeset	254 octave::math::chol<FloatMatrix> fact (m, info, LLt != true);
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	255
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	256 if (nargout == 2 \|\| info == 0)
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	257 retval = ovl (get_chol (fact), info);
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	258 else
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	259 error ("chol: input matrix must be positive definite");
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	260 }
23581 c3075ae020e1 maint: Deprecate is_complex_type and replace with iscomplex. Rik <rik@octave.org> parents: 23577 diff changeset	261 else if (arg.iscomplex ())
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	262 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	263 FloatComplexMatrix m = arg.float_complex_matrix_value ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	264
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	265 octave_idx_type info;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	266
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22280 diff changeset	267 octave::math::chol<FloatComplexMatrix> fact (m, info, LLt != true);
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	268
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	269 if (nargout == 2 \|\| info == 0)
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	270 retval = ovl (get_chol (fact), info);
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	271 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	272 error ("chol: input matrix must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	273 }
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	274 else
21100 e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme. Rik <rik@octave.org> parents: 20941 diff changeset	275 err_wrong_type_arg ("chol", arg);
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	276 }
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	277 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	278 {
22229 22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	279 if (vecout)
23803 90689bdbe048 Use C++11 raw string literals to avoid escaping double quotes. Rik <rik@octave.org> parents: 23586 diff changeset	280 error (R"(chol: A must be sparse for the "vector" option)");
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	281 if (arg.isreal ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	282 {
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	283 Matrix m = arg.matrix_value ();
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	284
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	285 octave_idx_type info;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	286
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22280 diff changeset	287 octave::math::chol<Matrix> fact (m, info, LLt != true);
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	288
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	289 if (nargout == 2 \|\| info == 0)
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	290 retval = ovl (get_chol (fact), info);
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	291 else
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	292 error ("chol: input matrix must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	293 }
23581 c3075ae020e1 maint: Deprecate is_complex_type and replace with iscomplex. Rik <rik@octave.org> parents: 23577 diff changeset	294 else if (arg.iscomplex ())
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	295 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	296 ComplexMatrix m = arg.complex_matrix_value ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	297
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	298 octave_idx_type info;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	299
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22280 diff changeset	300 octave::math::chol<ComplexMatrix> fact (m, info, LLt != true);
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	301
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	302 if (nargout == 2 \|\| info == 0)
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	303 retval = ovl (get_chol (fact), info);
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	304 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	305 error ("chol: input matrix must be positive definite");
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	306 }
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	307 else
21100 e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme. Rik <rik@octave.org> parents: 20941 diff changeset	308 err_wrong_type_arg ("chol", arg);
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	309 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	310
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	311 return retval;
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	312 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	313
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	314 /*
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	315 %!assert (chol ([2, 1; 1, 1]), [sqrt(2), 1/sqrt(2); 0, 1/sqrt(2)], sqrt (eps))
14854 5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory Rik <octave@nomad.inbox5.com> parents: 14846 diff changeset	316 %!assert (chol (single ([2, 1; 1, 1])), single ([sqrt(2), 1/sqrt(2); 0, 1/sqrt(2)]), sqrt (eps ("single")))
22217 3ac380d46d54 chol: make option passed as string case insensitive. Carnë Draug <carandraug@octave.org> parents: 22022 diff changeset	317
3ac380d46d54 chol: make option passed as string case insensitive. Carnë Draug <carandraug@octave.org> parents: 22022 diff changeset	318 %!assert (chol ([2, 1; 1, 1], "upper"), [sqrt(2), 1/sqrt(2); 0, 1/sqrt(2)],
3ac380d46d54 chol: make option passed as string case insensitive. Carnë Draug <carandraug@octave.org> parents: 22022 diff changeset	319 %! sqrt (eps))
3ac380d46d54 chol: make option passed as string case insensitive. Carnë Draug <carandraug@octave.org> parents: 22022 diff changeset	320 %!assert (chol ([2, 1; 1, 1], "lower"), [sqrt(2), 0; 1/sqrt(2), 1/sqrt(2)],
3ac380d46d54 chol: make option passed as string case insensitive. Carnë Draug <carandraug@octave.org> parents: 22022 diff changeset	321 %! sqrt (eps))
3ac380d46d54 chol: make option passed as string case insensitive. Carnë Draug <carandraug@octave.org> parents: 22022 diff changeset	322
3ac380d46d54 chol: make option passed as string case insensitive. Carnë Draug <carandraug@octave.org> parents: 22022 diff changeset	323 %!assert (chol ([2, 1; 1, 1], "lower"), chol ([2, 1; 1, 1], "LoweR"))
3ac380d46d54 chol: make option passed as string case insensitive. Carnë Draug <carandraug@octave.org> parents: 22022 diff changeset	324 %!assert (chol ([2, 1; 1, 1], "upper"), chol ([2, 1; 1, 1], "Upper"))
22229 22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	325
22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	326 ## Check the "vector" option which only affects the 3rd argument and
22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	327 ## is only valid for sparse input.
22270 2c7acd39e9b7 Conditionally disable tests that rely on optional features Mike Miller <mtmiller@octave.org> parents: 22241 diff changeset	328 %!testif HAVE_CHOLMOD
22229 22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	329 %! a = sparse ([2 1; 1 1]);
22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	330 %! r = sparse ([sqrt(2), 1/sqrt(2); 0, 1/sqrt(2)]);
22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	331 %! [rd, pd, qd] = chol (a);
22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	332 %! [rv, pv, qv] = chol (a, "vector");
22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	333 %! assert (r, rd, eps)
22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	334 %! assert (r, rv, eps)
22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	335 %! assert (pd, 0)
22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	336 %! assert (pd, pv)
22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	337 %! assert (qd, sparse (eye (2)))
22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	338 %! assert (qv, [1 2])
22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	339 %!
22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	340 %! [rv, pv, qv] = chol (a, "Vector"); # check case sensitivity
22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	341 %! assert (r, rv, eps)
22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	342 %! assert (pd, pv)
22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	343 %! assert (qv, [1 2])
22217 3ac380d46d54 chol: make option passed as string case insensitive. Carnë Draug <carandraug@octave.org> parents: 22022 diff changeset	344
23573 1b4f4ec53b4a use new script to tag fixed bugs in tests John W. Eaton <jwe@octave.org> parents: 23572 diff changeset	345 %!testif HAVE_CHOLMOD <*42587>
18845 161b11e7da2d Return error code from sparse chol factorization (bug #42587). Rik <rik@octave.org> parents: 17861 diff changeset	346 %! A = sparse ([1 0 8;0 1 8;8 8 1]);
161b11e7da2d Return error code from sparse chol factorization (bug #42587). Rik <rik@octave.org> parents: 17861 diff changeset	347 %! [Q, p] = chol (A);
161b11e7da2d Return error code from sparse chol factorization (bug #42587). Rik <rik@octave.org> parents: 17861 diff changeset	348 %! assert (p != 0);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	349
14854 5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory Rik <octave@nomad.inbox5.com> parents: 14846 diff changeset	350 %!error chol ()
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	351 %!error <matrix must be positive definite> chol ([1, 2; 3, 4])
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	352 %!error <requires square matrix> chol ([1, 2; 3, 4; 5, 6])
20711 7b608fadc663 Make error messages more specific about the variable and problem encountered. Rik <rik@octave.org> parents: 20700 diff changeset	353 %!error <optional arguments must be strings> chol (1, 2)
7b608fadc663 Make error messages more specific about the variable and problem encountered. Rik <rik@octave.org> parents: 20700 diff changeset	354 %!error <optional argument must be one of "vector", "lower"> chol (1, "foobar")
21683 54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	355 %!error <matrix A must be sparse> [L,p,Q] = chol ([1, 2; 3, 4])
22229 22c2bd440544 chol: return permutation vector as row vector instead of column vector. Carnë Draug <carandraug@octave.org> parents: 22217 diff changeset	356 %!error <A must be sparse> [L, p] = chol ([1, 2; 3, 4], "vector")
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	357 */
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	358
28024 c28b8ba841fb move sparse functions from dldfcn to corefcn directory (bug #57459) John W. Eaton <jwe@octave.org> parents: 27923 diff changeset	359 DEFUN (cholinv, args, ,
c28b8ba841fb move sparse functions from dldfcn to corefcn directory (bug #57459) John W. Eaton <jwe@octave.org> parents: 27923 diff changeset	360 doc: /* -- texinfo --
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	361 @deftypefn {} {} cholinv (@var{A})
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	362 Compute the inverse of the symmetric positive definite matrix @var{A} using
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	363 the Cholesky@tie{}factorization.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	364 @seealso{chol, chol2inv, inv}
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	365 @end deftypefn */)
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	366 {
20818 cef0448a6ed2 eliminate unnecessary uses of nargin John W. Eaton <jwe@octave.org> parents: 20816 diff changeset	367 if (args.length () != 1)
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	368 print_usage ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	369
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	370 octave_value retval;
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	371 octave_value arg = args(0);
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	372
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	373 octave_idx_type nr = arg.rows ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	374 octave_idx_type nc = arg.columns ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	375
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	376 if (nr == 0 \|\| nc == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	377 retval = Matrix ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	378 else
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	379 {
23583 b7747a2c88b2 maint: Deprecate is_sparse_type and replace with issparse. Rik <rik@octave.org> parents: 23582 diff changeset	380 if (arg.issparse ())
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	381 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	382 octave_idx_type info;
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	383
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	384 if (arg.isreal ())
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	385 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	386 SparseMatrix m = arg.sparse_matrix_value ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	387
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22280 diff changeset	388 octave::math::sparse_chol<SparseMatrix> chol (m, info);
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	389
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	390 if (info == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	391 retval = chol.inverse ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	392 else
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	393 error ("cholinv: A must be positive definite");
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	394 }
23581 c3075ae020e1 maint: Deprecate is_complex_type and replace with iscomplex. Rik <rik@octave.org> parents: 23577 diff changeset	395 else if (arg.iscomplex ())
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	396 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	397 SparseComplexMatrix m = arg.sparse_complex_matrix_value ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	398
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22280 diff changeset	399 octave::math::sparse_chol<SparseComplexMatrix> chol (m, info);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	400
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	401 if (info == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	402 retval = chol.inverse ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	403 else
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	404 error ("cholinv: A must be positive definite");
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	405 }
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	406 else
21100 e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme. Rik <rik@octave.org> parents: 20941 diff changeset	407 err_wrong_type_arg ("cholinv", arg);
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	408 }
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	409 else if (arg.is_single_type ())
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	410 {
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	411 if (arg.isreal ())
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	412 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	413 FloatMatrix m = arg.float_matrix_value ();
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	414
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	415 octave_idx_type info;
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22280 diff changeset	416 octave::math::chol<FloatMatrix> chol (m, info);
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	417 if (info == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	418 retval = chol.inverse ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	419 else
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	420 error ("cholinv: A must be positive definite");
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	421 }
23581 c3075ae020e1 maint: Deprecate is_complex_type and replace with iscomplex. Rik <rik@octave.org> parents: 23577 diff changeset	422 else if (arg.iscomplex ())
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	423 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	424 FloatComplexMatrix m = arg.float_complex_matrix_value ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	425
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	426 octave_idx_type info;
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22280 diff changeset	427 octave::math::chol<FloatComplexMatrix> chol (m, info);
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	428 if (info == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	429 retval = chol.inverse ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	430 else
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	431 error ("cholinv: A must be positive definite");
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	432 }
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	433 else
21100 e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme. Rik <rik@octave.org> parents: 20941 diff changeset	434 err_wrong_type_arg ("chol", arg);
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	435 }
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	436 else
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	437 {
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	438 if (arg.isreal ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	439 {
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	440 Matrix m = arg.matrix_value ();
15264 94cdf82d4a0c don't overload meaning of info in Sparse Cholesky factorization functions John W. Eaton <jwe@octave.org> parents: 15195 diff changeset	441
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	442 octave_idx_type info;
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22280 diff changeset	443 octave::math::chol<Matrix> chol (m, info);
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	444 if (info == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	445 retval = chol.inverse ();
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	446 else
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	447 error ("cholinv: A must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	448 }
23581 c3075ae020e1 maint: Deprecate is_complex_type and replace with iscomplex. Rik <rik@octave.org> parents: 23577 diff changeset	449 else if (arg.iscomplex ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	450 {
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	451 ComplexMatrix m = arg.complex_matrix_value ();
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	452
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	453 octave_idx_type info;
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22280 diff changeset	454 octave::math::chol<ComplexMatrix> chol (m, info);
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	455 if (info == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	456 retval = chol.inverse ();
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	457 else
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	458 error ("cholinv: A must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	459 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	460 else
21100 e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme. Rik <rik@octave.org> parents: 20941 diff changeset	461 err_wrong_type_arg ("chol", arg);
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	462 }
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	463 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	464
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	465 return retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	466 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	467
8402 2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	468 /*
8871 fb1c929dbbb7 tests vs. 64-bit indexing John W. Eaton <jwe@octave.org> parents: 8562 diff changeset	469 %!shared A, Ainv
8402 2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	470 %! A = [2,0.2;0.2,1];
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	471 %! Ainv = inv (A);
8871 fb1c929dbbb7 tests vs. 64-bit indexing John W. Eaton <jwe@octave.org> parents: 8562 diff changeset	472 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	473 %! Ainv1 = cholinv (A);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	474 %! assert (norm (Ainv-Ainv1), 0, 1e-10);
8871 fb1c929dbbb7 tests vs. 64-bit indexing John W. Eaton <jwe@octave.org> parents: 8562 diff changeset	475 %!testif HAVE_CHOLMOD
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	476 %! Ainv2 = inv (sparse (A));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	477 %! assert (norm (Ainv-Ainv2), 0, 1e-10);
8880 078ca05e4ef8 chol.cc: correct spelling of CHOLMOD in tests John W. Eaton <jwe@octave.org> parents: 8872 diff changeset	478 %!testif HAVE_CHOLMOD
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	479 %! Ainv3 = cholinv (sparse (A));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	480 %! assert (norm (Ainv-Ainv3), 0, 1e-10);
8402 2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	481 */
2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	482
28024 c28b8ba841fb move sparse functions from dldfcn to corefcn directory (bug #57459) John W. Eaton <jwe@octave.org> parents: 27923 diff changeset	483 DEFUN (chol2inv, args, ,
c28b8ba841fb move sparse functions from dldfcn to corefcn directory (bug #57459) John W. Eaton <jwe@octave.org> parents: 27923 diff changeset	484 doc: /* -- texinfo --
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	485 @deftypefn {} {} chol2inv (@var{U})
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	486 Invert a symmetric, positive definite square matrix from its Cholesky
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	487 decomposition, @var{U}.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	488
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	489 Note that @var{U} should be an upper-triangular matrix with positive
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	490 diagonal elements. @code{chol2inv (@var{U})} provides
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	491 @code{inv (@var{U}'*@var{U})} but it is much faster than using @code{inv}.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	492 @seealso{chol, cholinv, inv}
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	493 @end deftypefn */)
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	494 {
20818 cef0448a6ed2 eliminate unnecessary uses of nargin John W. Eaton <jwe@octave.org> parents: 20816 diff changeset	495 if (args.length () != 1)
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	496 print_usage ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	497
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	498 octave_value retval;
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	499
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	500 octave_value arg = args(0);
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	501
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	502 octave_idx_type nr = arg.rows ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	503 octave_idx_type nc = arg.columns ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	504
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	505 if (nr == 0 \|\| nc == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	506 retval = Matrix ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	507 else
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	508 {
23583 b7747a2c88b2 maint: Deprecate is_sparse_type and replace with issparse. Rik <rik@octave.org> parents: 23582 diff changeset	509 if (arg.issparse ())
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	510 {
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	511 if (arg.isreal ())
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	512 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	513 SparseMatrix r = arg.sparse_matrix_value ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	514
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22280 diff changeset	515 retval = octave::math::chol2inv (r);
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	516 }
23581 c3075ae020e1 maint: Deprecate is_complex_type and replace with iscomplex. Rik <rik@octave.org> parents: 23577 diff changeset	517 else if (arg.iscomplex ())
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	518 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	519 SparseComplexMatrix r = arg.sparse_complex_matrix_value ();
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	520
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22280 diff changeset	521 retval = octave::math::chol2inv (r);
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	522 }
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	523 else
21100 e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme. Rik <rik@octave.org> parents: 20941 diff changeset	524 err_wrong_type_arg ("chol2inv", arg);
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	525 }
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	526 else if (arg.is_single_type ())
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	527 {
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	528 if (arg.isreal ())
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	529 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	530 FloatMatrix r = arg.float_matrix_value ();
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	531
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22280 diff changeset	532 retval = octave::math::chol2inv (r);
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	533 }
23581 c3075ae020e1 maint: Deprecate is_complex_type and replace with iscomplex. Rik <rik@octave.org> parents: 23577 diff changeset	534 else if (arg.iscomplex ())
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	535 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	536 FloatComplexMatrix r = arg.float_complex_matrix_value ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	537
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22280 diff changeset	538 retval = octave::math::chol2inv (r);
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	539 }
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	540 else
21100 e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme. Rik <rik@octave.org> parents: 20941 diff changeset	541 err_wrong_type_arg ("chol2inv", arg);
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	542
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	543 }
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	544 else
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	545 {
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	546 if (arg.isreal ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	547 {
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	548 Matrix r = arg.matrix_value ();
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	549
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22280 diff changeset	550 retval = octave::math::chol2inv (r);
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	551 }
23581 c3075ae020e1 maint: Deprecate is_complex_type and replace with iscomplex. Rik <rik@octave.org> parents: 23577 diff changeset	552 else if (arg.iscomplex ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	553 {
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	554 ComplexMatrix r = arg.complex_matrix_value ();
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	555
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22280 diff changeset	556 retval = octave::math::chol2inv (r);
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	557 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	558 else
21100 e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme. Rik <rik@octave.org> parents: 20941 diff changeset	559 err_wrong_type_arg ("chol2inv", arg);
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	560 }
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	561 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	562
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	563 return retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	564 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	565
22241 71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	566 /*
71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	567
71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	568 ## Test for bug #36437
71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	569 %!function sparse_chol2inv (T, tol)
71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	570 %! iT = inv (T);
71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	571 %! ciT = chol2inv (chol (T));
71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	572 %! assert (ciT, iT, tol);
71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	573 %! assert (chol2inv (chol ( full (T))), ciT, tol*2);
71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	574 %!endfunction
71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	575
22270 2c7acd39e9b7 Conditionally disable tests that rely on optional features Mike Miller <mtmiller@octave.org> parents: 22241 diff changeset	576 %!testif HAVE_CHOLMOD
22241 71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	577 %! A = gallery ("poisson", 3);
71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	578 %! sparse_chol2inv (A, eps);
71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	579
22270 2c7acd39e9b7 Conditionally disable tests that rely on optional features Mike Miller <mtmiller@octave.org> parents: 22241 diff changeset	580 %!testif HAVE_CHOLMOD
22241 71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	581 %! n = 10;
71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	582 %! B = spdiags (ones (n, 1) * [1 2 1], [-1 0 1], n, n);
71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	583 %! sparse_chol2inv (B, eps*100);
71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	584
22270 2c7acd39e9b7 Conditionally disable tests that rely on optional features Mike Miller <mtmiller@octave.org> parents: 22241 diff changeset	585 %!testif HAVE_CHOLMOD
28915 c40a367a84c0 maint: Use Octave convention of space after function name in libinterp/. Rik <rik@octave.org> parents: 28888 diff changeset	586 %! C = gallery ("tridiag", 5);
22241 71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	587 %! sparse_chol2inv (C, eps*10);
71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	588
22270 2c7acd39e9b7 Conditionally disable tests that rely on optional features Mike Miller <mtmiller@octave.org> parents: 22241 diff changeset	589 %!testif HAVE_CHOLMOD
28915 c40a367a84c0 maint: Use Octave convention of space after function name in libinterp/. Rik <rik@octave.org> parents: 28888 diff changeset	590 %! D = gallery ("wathen", 1, 1);
22241 71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	591 %! sparse_chol2inv (D, eps*10^4);
71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	592
71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	593 */
71d86e88589f chol2inv: fix support for sparse matrices by fixing MatrixType (bug #36437) Barbara Locsi <locsi.barbara@gmail.com> parents: 22229 diff changeset	594
28024 c28b8ba841fb move sparse functions from dldfcn to corefcn directory (bug #57459) John W. Eaton <jwe@octave.org> parents: 27923 diff changeset	595 DEFUN (cholupdate, args, nargout,
c28b8ba841fb move sparse functions from dldfcn to corefcn directory (bug #57459) John W. Eaton <jwe@octave.org> parents: 27923 diff changeset	596 doc: /* -- texinfo --
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	597 @deftypefn {} {[@var{R1}, @var{info}] =} cholupdate (@var{R}, @var{u}, @var{op})
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	598 Update or downdate a Cholesky@tie{}factorization.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	599
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	600 Given an upper triangular matrix @var{R} and a column vector @var{u},
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	601 attempt to determine another upper triangular matrix @var{R1} such that
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	602
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	603 @itemize @bullet
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	604 @item
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	605 @var{R1}'@var{R1} = @var{R}'@var{R} + @var{u}*@var{u}'
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	606 if @var{op} is @qcode{"+"}
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	607
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	608 @item
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	609 @var{R1}'@var{R1} = @var{R}'@var{R} - @var{u}*@var{u}'
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	610 if @var{op} is @qcode{"-"}
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	611 @end itemize
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	612
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	613 If @var{op} is @qcode{"-"}, @var{info} is set to
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	614
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	615 @itemize
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	616 @item 0 if the downdate was successful,
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	617
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	618 @item 1 if @var{R}'@var{R} - @var{u}@var{u}' is not positive definite,
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	619
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	620 @item 2 if @var{R} is singular.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	621 @end itemize
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	622
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	623 If @var{info} is not present, an error message is printed in cases 1 and 2.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	624 @seealso{chol, cholinsert, choldelete, cholshift}
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	625 @end deftypefn */)
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	626 {
20816 b16bcd7a2a33 Use int rather than octave_idx_type for nargin data type. Rik <rik@octave.org> parents: 20812 diff changeset	627 int nargin = args.length ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	628
20898 8da80da1ac37 maint: Use ovl() more places in the code. Rik <rik@octave.org> parents: 20863 diff changeset	629 if (nargin < 2 \|\| nargin > 3)
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	630 print_usage ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	631
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	632 octave_value argr = args(0);
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	633 octave_value argu = args(1);
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	634
23586 f6c5db0a02e7 maint: Deprecate is_numeric_type and replace with isnumeric. Rik <rik@octave.org> parents: 23583 diff changeset	635 if (! argr.isnumeric () \|\| ! argu.isnumeric ()
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	636 \|\| (nargin > 2 && ! args(2).is_string ()))
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	637 print_usage ();
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	638
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	639 octave_value_list retval (nargout == 2 ? 2 : 1);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	640
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	641 octave_idx_type n = argr.rows ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	642
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	643 std::string op = (nargin < 3) ? "+" : args(2).string_value ();
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	644
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	645 bool down = (op == "-");
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	646
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	647 if (! down && op != "+")
23803 90689bdbe048 Use C++11 raw string literals to avoid escaping double quotes. Rik <rik@octave.org> parents: 23586 diff changeset	648 error (R"(cholupdate: OP must be "+" or "-")");
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	649
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	650 if (argr.columns () != n \|\| argu.rows () != n \|\| argu.columns () != 1)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	651 error ("cholupdate: dimension mismatch between R and U");
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	652
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	653 int err = 0;
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	654 if (argr.is_single_type () \|\| argu.is_single_type ())
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	655 {
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	656 if (argr.isreal () && argu.isreal ())
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	657 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	658 // real case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	659 FloatMatrix R = argr.float_matrix_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	660 FloatColumnVector u = argu.float_column_vector_value ();
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	661
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22280 diff changeset	662 octave::math::chol<FloatMatrix> fact;
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	663 fact.set (R);
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	664
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	665 if (down)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	666 err = fact.downdate (u);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	667 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	668 fact.update (u);
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	669
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	670 retval = ovl (get_chol_r (fact));
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	671 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	672 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	673 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	674 // complex case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	675 FloatComplexMatrix R = argr.float_complex_matrix_value ();
27277 db687716fed6 style fixes: generally aim to break long lines before operators, not after John W. Eaton <jwe@octave.org> parents: 26376 diff changeset	676 FloatComplexColumnVector u
db687716fed6 style fixes: generally aim to break long lines before operators, not after John W. Eaton <jwe@octave.org> parents: 26376 diff changeset	677 = argu.float_complex_column_vector_value ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	678
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22280 diff changeset	679 octave::math::chol<FloatComplexMatrix> fact;
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	680 fact.set (R);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	681
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	682 if (down)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	683 err = fact.downdate (u);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	684 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	685 fact.update (u);
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	686
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	687 retval = ovl (get_chol_r (fact));
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	688 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	689 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	690 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	691 {
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	692 if (argr.isreal () && argu.isreal ())
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	693 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	694 // real case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	695 Matrix R = argr.matrix_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	696 ColumnVector u = argu.column_vector_value ();
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	697
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22280 diff changeset	698 octave::math::chol<Matrix> fact;
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	699 fact.set (R);
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	700
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	701 if (down)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	702 err = fact.downdate (u);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	703 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	704 fact.update (u);
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	705
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	706 retval = ovl (get_chol_r (fact));
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	707 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	708 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	709 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	710 // complex case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	711 ComplexMatrix R = argr.complex_matrix_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	712 ComplexColumnVector u = argu.complex_column_vector_value ();
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	713
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22280 diff changeset	714 octave::math::chol<ComplexMatrix> fact;
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	715 fact.set (R);
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	716
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	717 if (down)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	718 err = fact.downdate (u);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	719 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	720 fact.update (u);
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	721
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	722 retval = ovl (get_chol_r (fact));
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	723 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	724 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	725
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	726 if (nargout > 1)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	727 retval(1) = err;
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	728 else if (err == 1)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	729 error ("cholupdate: downdate violates positiveness");
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	730 else if (err == 2)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	731 error ("cholupdate: singular matrix");
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	732
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	733 return retval;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	734 }
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	735
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	736 /*
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	737 %!shared A, u, Ac, uc
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	738 %! A = [ 0.436997 -0.131721 0.124120 -0.061673 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	739 %! -0.131721 0.738529 0.019851 -0.140295 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	740 %! 0.124120 0.019851 0.354879 -0.059472 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	741 %! -0.061673 -0.140295 -0.059472 0.600939 ];
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	742 %!
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	743 %! u = [ 0.98950 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	744 %! 0.39844 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	745 %! 0.63484 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	746 %! 0.13351 ];
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	747 %! Ac = [ 0.5585528 + 0.0000000i -0.1662088 - 0.0315341i 0.0107873 + 0.0236411i -0.0276775 - 0.0186073i ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	748 %! -0.1662088 + 0.0315341i 0.6760061 + 0.0000000i 0.0011452 - 0.0475528i 0.0145967 + 0.0247641i ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	749 %! 0.0107873 - 0.0236411i 0.0011452 + 0.0475528i 0.6263149 - 0.0000000i -0.1585837 - 0.0719763i ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	750 %! -0.0276775 + 0.0186073i 0.0145967 - 0.0247641i -0.1585837 + 0.0719763i 0.6034234 - 0.0000000i ];
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	751 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	752 %! uc = [ 0.54267 + 0.91519i ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	753 %! 0.99647 + 0.43141i ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	754 %! 0.83760 + 0.68977i ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	755 %! 0.39160 + 0.90378i ];
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	756
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	757 %!test
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	758 %! R = chol (A);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	759 %! R1 = cholupdate (R, u);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	760 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	761 %! assert (norm (R1'R1 - R'R - uu', Inf) < 1e1eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	762 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	763 %! R1 = cholupdate (R1, u, "-");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	764 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	765 %! assert (norm (R1 - R, Inf) < 1e1*eps);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	766
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	767 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	768 %! R = chol (Ac);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	769 %! R1 = cholupdate (R, uc);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	770 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	771 %! assert (norm (R1'R1 - R'R - ucuc', Inf) < 1e1eps);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	772 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	773 %! R1 = cholupdate (R1, uc, "-");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	774 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	775 %! assert (norm (R1 - R, Inf) < 1e1*eps);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	776
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	777 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	778 %! R = chol (single (A));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	779 %! R1 = cholupdate (R, single (u));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	780 %! assert (norm (triu (R1)-R1, Inf), single (0));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	781 %! assert (norm (R1'R1 - R'R - single (uu'), Inf) < 1e1eps ("single"));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	782 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	783 %! R1 = cholupdate (R1, single (u), "-");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	784 %! assert (norm (triu (R1)-R1, Inf), single (0));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	785 %! assert (norm (R1 - R, Inf) < 2e1*eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	786
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	787 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	788 %! R = chol (single (Ac));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	789 %! R1 = cholupdate (R, single (uc));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	790 %! assert (norm (triu (R1)-R1, Inf), single (0));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	791 %! assert (norm (R1'R1 - R'R - single (ucuc'), Inf) < 1e1eps ("single"));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	792 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	793 %! R1 = cholupdate (R1, single (uc), "-");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	794 %! assert (norm (triu (R1)-R1, Inf), single (0));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	795 %! assert (norm (R1 - R, Inf) < 2e1*eps ("single"));
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	796 */
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	797
28024 c28b8ba841fb move sparse functions from dldfcn to corefcn directory (bug #57459) John W. Eaton <jwe@octave.org> parents: 27923 diff changeset	798 DEFUN (cholinsert, args, nargout,
c28b8ba841fb move sparse functions from dldfcn to corefcn directory (bug #57459) John W. Eaton <jwe@octave.org> parents: 27923 diff changeset	799 doc: /* -- texinfo --
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	800 @deftypefn {} {@var{R1} =} cholinsert (@var{R}, @var{j}, @var{u})
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	801 @deftypefnx {} {[@var{R1}, @var{info}] =} cholinsert (@var{R}, @var{j}, @var{u})
26046 ff0aa19333c9 doc: grammarcheck C++ files in libinterp/ directory. Rik <rik@octave.org> parents: 25113 diff changeset	802 Update a Cholesky factorization given a row or column to insert in the
ff0aa19333c9 doc: grammarcheck C++ files in libinterp/ directory. Rik <rik@octave.org> parents: 25113 diff changeset	803 original factored matrix.
25113 476fc012d09a doc: Shorten very long first sentences of docstrings (bug #53388). John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	804
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	805 Given a Cholesky@tie{}factorization of a real symmetric or complex Hermitian
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	806 positive definite matrix @w{@var{A} = @var{R}'*@var{R}}, @var{R}@tie{}upper
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	807 triangular, return the Cholesky@tie{}factorization of
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	808 @var{A1}, where @w{A1(p,p) = A}, @w{A1(:,j) = A1(j,:)' = u} and
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	809 @w{p = [1:j-1,j+1:n+1]}. @w{u(j)} should be positive.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	810
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	811 On return, @var{info} is set to
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	812
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	813 @itemize
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	814 @item 0 if the insertion was successful,
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	815
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	816 @item 1 if @var{A1} is not positive definite,
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	817
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	818 @item 2 if @var{R} is singular.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	819 @end itemize
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	820
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	821 If @var{info} is not present, an error message is printed in cases 1 and 2.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	822 @seealso{chol, cholupdate, choldelete, cholshift}
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	823 @end deftypefn */)
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	824 {
20818 cef0448a6ed2 eliminate unnecessary uses of nargin John W. Eaton <jwe@octave.org> parents: 20816 diff changeset	825 if (args.length () != 3)
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	826 print_usage ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	827
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	828 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	829 octave_value argj = args(1);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	830 octave_value argu = args(2);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	831
23586 f6c5db0a02e7 maint: Deprecate is_numeric_type and replace with isnumeric. Rik <rik@octave.org> parents: 23583 diff changeset	832 if (! argr.isnumeric () \|\| ! argu.isnumeric ()
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	833 \|\| ! argj.is_real_scalar ())
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	834 print_usage ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	835
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	836 octave_idx_type n = argr.rows ();
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	837 octave_idx_type j = argj.scalar_value ();
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	838
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	839 if (argr.columns () != n \|\| argu.rows () != n+1 \|\| argu.columns () != 1)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	840 error ("cholinsert: dimension mismatch between R and U");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	841
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	842 if (j < 1 \|\| j > n+1)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	843 error ("cholinsert: index J out of range");
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	844
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	845 octave_value_list retval (nargout == 2 ? 2 : 1);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	846
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	847 int err = 0;
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	848 if (argr.is_single_type () \|\| argu.is_single_type ())
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	849 {
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	850 if (argr.isreal () && argu.isreal ())
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	851 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	852 // real case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	853 FloatMatrix R = argr.float_matrix_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	854 FloatColumnVector u = argu.float_column_vector_value ();
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	855
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22280 diff changeset	856 octave::math::chol<FloatMatrix> fact;
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	857 fact.set (R);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	858 err = fact.insert_sym (u, j-1);
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	859
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	860 retval = ovl (get_chol_r (fact));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	861 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	862 else
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	863 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	864 // complex case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	865 FloatComplexMatrix R = argr.float_complex_matrix_value ();
27277 db687716fed6 style fixes: generally aim to break long lines before operators, not after John W. Eaton <jwe@octave.org> parents: 26376 diff changeset	866 FloatComplexColumnVector u
db687716fed6 style fixes: generally aim to break long lines before operators, not after John W. Eaton <jwe@octave.org> parents: 26376 diff changeset	867 = argu.float_complex_column_vector_value ();
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	868
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22280 diff changeset	869 octave::math::chol<FloatComplexMatrix> fact;
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	870 fact.set (R);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	871 err = fact.insert_sym (u, j-1);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	872
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	873 retval = ovl (get_chol_r (fact));
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	874 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	875 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	876 else
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	877 {
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	878 if (argr.isreal () && argu.isreal ())
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	879 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	880 // real case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	881 Matrix R = argr.matrix_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	882 ColumnVector u = argu.column_vector_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	883
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22280 diff changeset	884 octave::math::chol<Matrix> fact;
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	885 fact.set (R);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	886 err = fact.insert_sym (u, j-1);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	887
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	888 retval = ovl (get_chol_r (fact));
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	889 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	890 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	891 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	892 // complex case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	893 ComplexMatrix R = argr.complex_matrix_value ();
27277 db687716fed6 style fixes: generally aim to break long lines before operators, not after John W. Eaton <jwe@octave.org> parents: 26376 diff changeset	894 ComplexColumnVector u = argu.complex_column_vector_value ();
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	895
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22280 diff changeset	896 octave::math::chol<ComplexMatrix> fact;
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	897 fact.set (R);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	898 err = fact.insert_sym (u, j-1);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	899
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	900 retval = ovl (get_chol_r (fact));
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	901 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	902 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	903
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	904 if (nargout > 1)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	905 retval(1) = err;
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	906 else if (err == 1)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	907 error ("cholinsert: insertion violates positiveness");
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	908 else if (err == 2)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	909 error ("cholinsert: singular matrix");
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	910 else if (err == 3)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	911 error ("cholinsert: diagonal element must be real");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	912
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	913 return retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	914 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	915
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	916 /*
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	917 %!test
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	918 %! u2 = [ 0.35080 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	919 %! 0.63930 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	920 %! 3.31057 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	921 %! -0.13825 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	922 %! 0.45266 ];
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	923 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	924 %! R = chol (A);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	925 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	926 %! j = 3; p = [1:j-1, j+1:5];
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	927 %! R1 = cholinsert (R, j, u2);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	928 %! A1 = R1'*R1;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	929 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	930 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	931 %! assert (norm (A1(p,p) - A, Inf) < 1e1*eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	932
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	933 %!test
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	934 %! u2 = [ 0.35080 + 0.04298i;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	935 %! 0.63930 + 0.23778i;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	936 %! 3.31057 + 0.00000i;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	937 %! -0.13825 + 0.19879i;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	938 %! 0.45266 + 0.50020i];
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	939 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	940 %! R = chol (Ac);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	941 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	942 %! j = 3; p = [1:j-1, j+1:5];
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	943 %! R1 = cholinsert (R, j, u2);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	944 %! A1 = R1'*R1;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	945 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	946 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	947 %! assert (norm (A1(p,p) - Ac, Inf) < 1e1*eps);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	948
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	949 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	950 %! u2 = single ([ 0.35080 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	951 %! 0.63930 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	952 %! 3.31057 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	953 %! -0.13825 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	954 %! 0.45266 ]);
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	955 %!
14854 5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory Rik <octave@nomad.inbox5.com> parents: 14846 diff changeset	956 %! R = chol (single (A));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	957 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	958 %! j = 3; p = [1:j-1, j+1:5];
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	959 %! R1 = cholinsert (R, j, u2);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	960 %! A1 = R1'*R1;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	961 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	962 %! assert (norm (triu (R1)-R1, Inf), single (0));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	963 %! assert (norm (A1(p,p) - A, Inf) < 1e1*eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	964
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	965 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	966 %! u2 = single ([ 0.35080 + 0.04298i;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	967 %! 0.63930 + 0.23778i;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	968 %! 3.31057 + 0.00000i;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	969 %! -0.13825 + 0.19879i;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	970 %! 0.45266 + 0.50020i]);
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	971 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	972 %! R = chol (single (Ac));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	973 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	974 %! j = 3; p = [1:j-1, j+1:5];
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	975 %! R1 = cholinsert (R, j, u2);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	976 %! A1 = R1'*R1;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	977 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	978 %! assert (norm (triu (R1)-R1, Inf), single (0));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	979 %! assert (norm (A1(p,p) - single (Ac), Inf) < 2e1*eps ("single"));
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	980
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	981 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	982 %! cu = chol (triu (A), "upper");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	983 %! cl = chol (tril (A), "lower");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	984 %! assert (cu, cl', eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	985
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	986 %!test
21568 3d60ed163b70 maint: Eliminate bad spacing around '='. Rik <rik@octave.org> parents: 21547 diff changeset	987 %! cca = chol (Ac);
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	988 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	989 %! ccal = chol (Ac, "lower");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	990 %! ccal2 = chol (tril (Ac), "lower");
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	991 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	992 %! ccau = chol (Ac, "upper");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	993 %! ccau2 = chol (triu (Ac), "upper");
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	994 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	995 %! assert (cca'*cca, Ac, eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	996 %! assert (ccau'*ccau, Ac, eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	997 %! assert (ccau2'*ccau2, Ac, eps);
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	998 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	999 %! assert (cca, ccal', eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1000 %! assert (cca, ccau, eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1001 %! assert (cca, ccal2', eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1002 %! assert (cca, ccau2, eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1003
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1004 %!test
21568 3d60ed163b70 maint: Eliminate bad spacing around '='. Rik <rik@octave.org> parents: 21547 diff changeset	1005 %! cca = chol (single (Ac));
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1006 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1007 %! ccal = chol (single (Ac), "lower");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1008 %! ccal2 = chol (tril (single (Ac)), "lower");
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1009 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1010 %! ccau = chol (single (Ac), "upper");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1011 %! ccau2 = chol (triu (single (Ac)), "upper");
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1012 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1013 %! assert (cca'*cca, single (Ac), eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1014 %! assert (ccau'*ccau, single (Ac), eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1015 %! assert (ccau2'*ccau2, single (Ac), eps ("single"));
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1016 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1017 %! assert (cca, ccal', eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1018 %! assert (cca, ccau, eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1019 %! assert (cca, ccal2', eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1020 %! assert (cca, ccau2, eps ("single"));
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1021
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1022 %!test
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1023 %! a = [12, 2, 3, 4;
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1024 %! 2, 14, 5, 3;
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1025 %! 3, 5, 16, 6;
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1026 %! 4, 3, 6, 16];
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1027 %!
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1028 %! b = [0, 1, 2, 3;
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1029 %! -1, 0, 1, 2;
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1030 %! -2, -1, 0, 1;
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1031 %! -3, -2, -1, 0];
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1032 %!
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1033 %! ca = a + i*b;
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	1034 %!
21568 3d60ed163b70 maint: Eliminate bad spacing around '='. Rik <rik@octave.org> parents: 21547 diff changeset	1035 %! cca = chol (ca);
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1036 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1037 %! ccal = chol (ca, "lower");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1038 %! ccal2 = chol (tril (ca), "lower");
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1039 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1040 %! ccau = chol (ca, "upper");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1041 %! ccau2 = chol (triu (ca), "upper");
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1042 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1043 %! assert (cca'cca, ca, 16eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1044 %! assert (ccau'ccau, ca, 16eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1045 %! assert (ccau2'ccau2, ca, 16eps);
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	1046 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1047 %! assert (cca, ccal', 16*eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1048 %! assert (cca, ccau, 16*eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1049 %! assert (cca, ccal2', 16*eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1050 %! assert (cca, ccau2, 16*eps);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1051 */
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1052
28024 c28b8ba841fb move sparse functions from dldfcn to corefcn directory (bug #57459) John W. Eaton <jwe@octave.org> parents: 27923 diff changeset	1053 DEFUN (choldelete, args, ,
c28b8ba841fb move sparse functions from dldfcn to corefcn directory (bug #57459) John W. Eaton <jwe@octave.org> parents: 27923 diff changeset	1054 doc: /* -- texinfo --
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	1055 @deftypefn {} {@var{R1} =} choldelete (@var{R}, @var{j})
26046 ff0aa19333c9 doc: grammarcheck C++ files in libinterp/ directory. Rik <rik@octave.org> parents: 25113 diff changeset	1056 Update a Cholesky factorization given a row or column to delete from the
ff0aa19333c9 doc: grammarcheck C++ files in libinterp/ directory. Rik <rik@octave.org> parents: 25113 diff changeset	1057 original factored matrix.
25113 476fc012d09a doc: Shorten very long first sentences of docstrings (bug #53388). John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	1058
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	1059 Given a Cholesky@tie{}factorization of a real symmetric or complex Hermitian
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	1060 positive definite matrix @w{@var{A} = @var{R}'*@var{R}}, @var{R}@tie{}upper
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	1061 triangular, return the Cholesky@tie{}factorization of @w{A(p,p)}, where
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	1062 @w{p = [1:j-1,j+1:n+1]}.
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	1063 @seealso{chol, cholupdate, cholinsert, cholshift}
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	1064 @end deftypefn */)
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1065 {
20818 cef0448a6ed2 eliminate unnecessary uses of nargin John W. Eaton <jwe@octave.org> parents: 20816 diff changeset	1066 if (args.length () != 2)
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	1067 print_usage ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1068
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1069 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1070 octave_value argj = args(1);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1071
23586 f6c5db0a02e7 maint: Deprecate is_numeric_type and replace with isnumeric. Rik <rik@octave.org> parents: 23583 diff changeset	1072 if (! argr.isnumeric () \|\| ! argj.is_real_scalar ())
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	1073 print_usage ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1074
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	1075 octave_idx_type n = argr.rows ();
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	1076 octave_idx_type j = argj.scalar_value ();
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1077
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1078 if (argr.columns () != n)
21110 3d0d84305600 Use err_square_matrix_required more widely. Rik <rik@octave.org> parents: 21100 diff changeset	1079 err_square_matrix_required ("choldelete", "R");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1080
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1081 if (j < 0 && j > n)
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1082 error ("choldelete: index J out of range");
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1083
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1084 octave_value_list retval;
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1085
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1086 if (argr.is_single_type ())
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1087 {
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	1088 if (argr.isreal ())
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1089 {
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1090 // real case
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1091 FloatMatrix R = argr.float_matrix_value ();
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	1092
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22280 diff changeset	1093 octave::math::chol<FloatMatrix> fact;
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1094 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1095 fact.delete_sym (j-1);
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	1096
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1097 retval = ovl (get_chol_r (fact));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1098 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1099 else
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1100 {
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1101 // complex case
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1102 FloatComplexMatrix R = argr.float_complex_matrix_value ();
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1103
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22280 diff changeset	1104 octave::math::chol<FloatComplexMatrix> fact;
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1105 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1106 fact.delete_sym (j-1);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1107
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1108 retval = ovl (get_chol_r (fact));
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1109 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1110 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1111 else
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1112 {
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	1113 if (argr.isreal ())
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1114 {
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1115 // real case
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1116 Matrix R = argr.matrix_value ();
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1117
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22280 diff changeset	1118 octave::math::chol<Matrix> fact;
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1119 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1120 fact.delete_sym (j-1);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1121
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1122 retval = ovl (get_chol_r (fact));
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1123 }
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1124 else
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1125 {
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1126 // complex case
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1127 ComplexMatrix R = argr.complex_matrix_value ();
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1128
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22280 diff changeset	1129 octave::math::chol<ComplexMatrix> fact;
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1130 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1131 fact.delete_sym (j-1);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1132
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1133 retval = ovl (get_chol_r (fact));
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1134 }
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1135 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1136
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1137 return retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1138 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1139
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1140 /*
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1141 %!test
14854 5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory Rik <octave@nomad.inbox5.com> parents: 14846 diff changeset	1142 %! R = chol (A);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1143 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1144 %! j = 3; p = [1:j-1,j+1:4];
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1145 %! R1 = choldelete (R, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1146 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1147 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1148 %! assert (norm (R1'R1 - A(p,p), Inf) < 1e1eps);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1149
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1150 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1151 %! R = chol (Ac);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1152 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1153 %! j = 3; p = [1:j-1,j+1:4];
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1154 %! R1 = choldelete (R, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1155 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1156 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1157 %! assert (norm (R1'R1 - Ac(p,p), Inf) < 1e1eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1158
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1159 %!test
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1160 %! R = chol (single (A));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1161 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1162 %! j = 3; p = [1:j-1,j+1:4];
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1163 %! R1 = choldelete (R, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1164 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1165 %! assert (norm (triu (R1)-R1, Inf), single (0));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1166 %! assert (norm (R1'R1 - single (A(p,p)), Inf) < 1e1eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1167
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1168 %!test
14854 5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory Rik <octave@nomad.inbox5.com> parents: 14846 diff changeset	1169 %! R = chol (single (Ac));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1170 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1171 %! j = 3; p = [1:j-1,j+1:4];
14854 5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory Rik <octave@nomad.inbox5.com> parents: 14846 diff changeset	1172 %! R1 = choldelete (R,j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1173 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1174 %! assert (norm (triu (R1)-R1, Inf), single (0));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1175 %! assert (norm (R1'R1 - single (Ac(p,p)), Inf) < 1e1eps ("single"));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1176 */
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1177
28024 c28b8ba841fb move sparse functions from dldfcn to corefcn directory (bug #57459) John W. Eaton <jwe@octave.org> parents: 27923 diff changeset	1178 DEFUN (cholshift, args, ,
c28b8ba841fb move sparse functions from dldfcn to corefcn directory (bug #57459) John W. Eaton <jwe@octave.org> parents: 27923 diff changeset	1179 doc: /* -- texinfo --
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	1180 @deftypefn {} {@var{R1} =} cholshift (@var{R}, @var{i}, @var{j})
26046 ff0aa19333c9 doc: grammarcheck C++ files in libinterp/ directory. Rik <rik@octave.org> parents: 25113 diff changeset	1181 Update a Cholesky factorization given a range of columns to shift in the
ff0aa19333c9 doc: grammarcheck C++ files in libinterp/ directory. Rik <rik@octave.org> parents: 25113 diff changeset	1182 original factored matrix.
25113 476fc012d09a doc: Shorten very long first sentences of docstrings (bug #53388). John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	1183
21966 112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	1184 Given a Cholesky@tie{}factorization of a real symmetric or complex Hermitian
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	1185 positive definite matrix @w{@var{A} = @var{R}'*@var{R}}, @var{R}@tie{}upper
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	1186 triangular, return the Cholesky@tie{}factorization of
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	1187 @w{@var{A}(p,p)}, where @w{p} is the permutation @*
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	1188 @code{p = [1:i-1, shift(i:j, 1), j+1:n]} if @w{@var{i} < @var{j}} @*
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	1189 or @*
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	1190 @code{p = [1:j-1, shift(j:i,-1), i+1:n]} if @w{@var{j} < @var{i}}. @*
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	1191
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	1192 @seealso{chol, cholupdate, cholinsert, choldelete}
112b20240c87 move docstrings in C++ files out of C strings and into comments John W. Eaton <jwe@octave.org> parents: 21724 diff changeset	1193 @end deftypefn */)
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1194 {
20818 cef0448a6ed2 eliminate unnecessary uses of nargin John W. Eaton <jwe@octave.org> parents: 20816 diff changeset	1195 if (args.length () != 3)
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	1196 print_usage ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1197
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1198 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1199 octave_value argi = args(1);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1200 octave_value argj = args(2);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1201
23586 f6c5db0a02e7 maint: Deprecate is_numeric_type and replace with isnumeric. Rik <rik@octave.org> parents: 23583 diff changeset	1202 if (! argr.isnumeric () \|\| ! argi.is_real_scalar ()
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	1203 \|\| ! argj.is_real_scalar ())
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	1204 print_usage ();
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	1205
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	1206 octave_idx_type n = argr.rows ();
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	1207 octave_idx_type i = argi.scalar_value ();
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	1208 octave_idx_type j = argj.scalar_value ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1209
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1210 if (argr.columns () != n)
21110 3d0d84305600 Use err_square_matrix_required more widely. Rik <rik@octave.org> parents: 21100 diff changeset	1211 err_square_matrix_required ("cholshift", "R");
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1212
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1213 if (j < 0 \|\| j > n+1 \|\| i < 0 \|\| i > n+1)
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1214 error ("cholshift: index I or J is out of range");
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1215
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1216 octave_value_list retval;
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1217
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1218 if (argr.is_single_type () && argi.is_single_type ()
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1219 && argj.is_single_type ())
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1220 {
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	1221 if (argr.isreal ())
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1222 {
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1223 // real case
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1224 FloatMatrix R = argr.float_matrix_value ();
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	1225
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22280 diff changeset	1226 octave::math::chol<FloatMatrix> fact;
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1227 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1228 fact.shift_sym (i-1, j-1);
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	1229
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1230 retval = ovl (get_chol_r (fact));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1231 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1232 else
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1233 {
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1234 // complex case
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1235 FloatComplexMatrix R = argr.float_complex_matrix_value ();
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1236
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22280 diff changeset	1237 octave::math::chol<FloatComplexMatrix> fact;
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1238 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1239 fact.shift_sym (i-1, j-1);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1240
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1241 retval = ovl (get_chol_r (fact));
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1242 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1243 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1244 else
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1245 {
23582 0cc2011d800e maint: Deprecate is_real_type and replace with isreal. Rik <rik@octave.org> parents: 23581 diff changeset	1246 if (argr.isreal ())
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1247 {
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1248 // real case
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1249 Matrix R = argr.matrix_value ();
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1250
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22280 diff changeset	1251 octave::math::chol<Matrix> fact;
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1252 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1253 fact.shift_sym (i-1, j-1);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1254
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1255 retval = ovl (get_chol_r (fact));
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1256 }
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1257 else
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1258 {
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1259 // complex case
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1260 ComplexMatrix R = argr.complex_matrix_value ();
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1261
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22280 diff changeset	1262 octave::math::chol<ComplexMatrix> fact;
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1263 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1264 fact.shift_sym (i-1, j-1);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1265
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1266 retval = ovl (get_chol_r (fact));
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1267 }
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1268 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1269
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1270 return retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1271 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1272
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1273 /*
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1274 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1275 %! R = chol (A);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1276 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1277 %! i = 1; j = 3; p = [1:i-1, shift(i:j,-1), j+1:4];
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1278 %! R1 = cholshift (R, i, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1279 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1280 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1281 %! assert (norm (R1'R1 - A(p,p), Inf) < 1e1eps);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1282 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1283 %! j = 1; i = 3; p = [1:j-1, shift(j:i,+1), i+1:4];
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1284 %! R1 = cholshift (R, i, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1285 %!
14854 5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory Rik <octave@nomad.inbox5.com> parents: 14846 diff changeset	1286 %! assert (norm (triu (R1) - R1, Inf), 0);
5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory Rik <octave@nomad.inbox5.com> parents: 14846 diff changeset	1287 %! assert (norm (R1'R1 - A(p,p), Inf) < 1e1eps);
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1288
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1289 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1290 %! R = chol (Ac);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1291 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1292 %! i = 1; j = 3; p = [1:i-1, shift(i:j,-1), j+1:4];
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1293 %! R1 = cholshift (R, i, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1294 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1295 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1296 %! assert (norm (R1'R1 - Ac(p,p), Inf) < 1e1eps);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1297 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1298 %! j = 1; i = 3; p = [1:j-1, shift(j:i,+1), i+1:4];
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1299 %! R1 = cholshift (R, i, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1300 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1301 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1302 %! assert (norm (R1'R1 - Ac(p,p), Inf) < 1e1eps);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1303
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1304 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1305 %! R = chol (single (A));
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	1306 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1307 %! i = 1; j = 3; p = [1:i-1, shift(i:j,-1), j+1:4];
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1308 %! R1 = cholshift (R, i, j);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1309 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1310 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1311 %! assert (norm (R1'R1 - single (A(p,p)), Inf) < 1e1eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1312 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1313 %! j = 1; i = 3; p = [1:j-1, shift(j:i,+1), i+1:4];
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1314 %! R1 = cholshift (R, i, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1315 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1316 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1317 %! assert (norm (R1'R1 - single (A(p,p)), Inf) < 1e1eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1318
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1319 %!test
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1320 %! R = chol (single (Ac));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1321 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1322 %! i = 1; j = 3; p = [1:i-1, shift(i:j,-1), j+1:4];
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1323 %! R1 = cholshift (R, i, j);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1324 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1325 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1326 %! assert (norm (R1'R1 - single (Ac(p,p)), Inf) < 1e1eps ("single"));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1327 %!
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1328 %! j = 1; i = 3; p = [1:j-1, shift(j:i,+1), i+1:4];
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1329 %! R1 = cholshift (R, i, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1330 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1331 %! assert (norm (triu (R1)-R1, Inf), 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1332 %! assert (norm (R1'R1 - single (Ac(p,p)), Inf) < 1e1eps ("single"));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1333 */
29958 32c3a5805893 move DEFUN and DEFMETHOD functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 29359 diff changeset	1334
32c3a5805893 move DEFUN and DEFMETHOD functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 29359 diff changeset	1335 OCTAVE_NAMESPACE_END

Mercurial > octave

annotate libinterp/corefcn/chol.cc @ 29958:32c3a5805893